37
closed trades
41%
win rate
-11.20
total pnl ($)
1.134
weight
7d window — n=5 wr=40% pnl=-9.53
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:28:31 (19.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ar
n: 24
· wr: 62.5%
· total_bps: +211.7
· mean_bps: +8.82
· sharpe: +0.06
· max_dd_bps: -857.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 37 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 13:44 | BTC | Sell | 64233.8→65430 | -9.73 | stop_loss |
| 06-21 02:14 | BTC | Sell | 63946.8→64231.2 | -2.66 | timeout |
| 06-19 14:08 | BTC | Buy | 62594.1→63040.8 | +3.14 | timeout |
| 06-18 02:17 | BTC | Buy | 64226.2→64458.8 | +1.34 | timeout |
| 06-16 14:05 | BTC | Buy | 66346.3→66193.7 | -1.62 | timeout |
| 06-15 00:14 | BTC | Buy | 63776.2→65812.7 | +15.52 | take_profit |
| 06-13 13:57 | BTC | Buy | 63809.2→64067.8 | +1.56 | timeout |
| 06-12 01:58 | BTC | Sell | 63606.8→63388.2 | +1.30 | timeout |
| 06-10 13:50 | BTC | Buy | 61680.1→62358.9 | +5.05 | timeout |
| 06-08 15:55 | BTC | Sell | 63405.8→63841.2 | -3.85 | timeout |
| 06-07 03:52 | BTC | Buy | 60825→61586.9 | +5.81 | timeout |
| 06-05 13:57 | BTC | Sell | 62893.9→60887 | +15.51 | take_profit |
| 06-03 23:10 | BTC | Buy | 65563.3→64343.6 | -9.75 | stop_loss |
| 06-02 14:10 | BTC | Buy | 69568.5→68271.4 | -9.78 | stop_loss |
| 05-30 15:40 | BTC | Buy | 73534.7→73838.3 | +1.58 | timeout |
| 05-29 02:43 | BTC | Sell | 73660.3→73315.7 | +1.93 | timeout |
| 05-27 13:44 | BTC | Buy | 75837.8→74828.3 | -7.09 | timeout |
| 05-26 01:43 | BTC | Sell | 77359.1→76609.8 | +4.38 | timeout |
| 05-24 13:43 | BTC | Sell | 76812.2→76936.8 | -1.25 | timeout |
| 05-23 01:43 | BTC | Buy | 75688.8→75396.2 | -2.40 | timeout |
| 05-21 13:43 | BTC | Sell | 77673.1→76912.8 | +4.47 | timeout |
| 05-20 01:43 | BTC | Buy | 76848.8→76531.2 | -2.55 | timeout |
| 05-18 13:43 | BTC | Buy | 76914.8→76775.2 | -1.39 | timeout |
| 05-15 13:51 | BTC | Buy | 80098→78612.7 | -9.72 | stop_loss |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.48 | timeout |
| 05-11 07:20 | BTC | Sell | 81580.9→80826 | +4.20 | timeout |
| 05-09 19:18 | BTC | Sell | 80352→80801 | -3.25 | timeout |
| 05-08 07:18 | BTC | Buy | 79661→79325 | -2.57 | timeout |
| 05-06 19:17 | BTC | Sell | 82088.9→81214.1 | +4.87 | timeout |
| 05-03 21:18 | BTC | Buy | 78736.9→78945.1 | +0.84 | timeout |
| 05-02 09:18 | BTC | Buy | 78229.9→78275.1 | -0.17 | timeout |
| 04-29 09:17 | BTC | Sell | 76607→77026 | -3.18 | timeout |
| 04-27 21:16 | BTC | Buy | 77289→76824 | -3.46 | timeout |
| 04-26 09:14 | BTC | Sell | 77473→77969 | -3.65 | timeout |
| 04-24 21:13 | BTC | Sell | 77700→77682 | -0.33 | timeout |
| 04-23 09:13 | BTC | Buy | 77790→77518 | -2.10 | timeout |
| 04-21 21:12 | BTC | Buy | 75742→75540 | -1.68 | timeout |
Paper vs Live
Paper (trades.jsonl)
37
closed
41%
win rate
-11.20
total pnl ($)
-6.0 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 37 | 41% | -6.0 | -11.20 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 19:18 | BTC | Sell | -3.25 | The market was in a mild downtrend with BTC down 1.23% over 24 hours and negative momentum across crypto. The short thesis failed because the trade expired via timeout before the expected move materialized, resulting in a small loss from funding costs. |
| 05-08 07:18 | BTC | Buy | -2.57 | The market was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d, with low funding and declining open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materiali… |
| 05-06 19:17 | BTC | Sell | +4.87 | The market was in a low-funding, sideways regime with no clear directional catalyst. The thesis failed because the trade expired via timeout without hitting a target or stop, as the lack of volatility prevented the short from realizing any significant move. |
| 05-02 09:18 | BTC | Buy | -0.17 | BTC was flat to slightly up at close ($78,307, +1.29% on the day), with stable funding rates (0.002226%) suggesting balanced positioning despite elevated open interest. The trade's thesis failed because the 30-day mean reversion signal (z-score = -5.47, sug… |
| 04-29 09:17 | BTC | Sell | -3.18 | Bitcoin consolidated sideways in the hour prior to timeout close, with spot at $77,055 showing minimal directional conviction (1h=+0.01%, 24h=+0.32%) despite a mild 7d decay. The short fade thesis failed because the +5.47σ z-score mean reversion signal lack… |
| 04-26 09:14 | BTC | Sell | -3.65 | Bitcoin was consolidating near session highs with minimal momentum, having gained only 0.50% over 24 hours and showing a flat 1-hour performance at the time of exit. The thesis failed because BTC's +3.04 z-score spike above the 30-day mean (+0.19%) did not … |
| 04-24 21:13 | BTC | Sell | -0.33 | At the close, Bitcoin was trading sideways at $77,603 with minimal momentum across all timeframes (1h flat, 24h down 0.35%, 7d slightly positive), while funding rates turned slightly negative suggesting some deleveraging pressure. The trade's mean reversion… |
| 04-23 09:13 | BTC | Buy | -2.10 | Bitcoin was consolidating with minimal directional bias, down 0.38% in the past hour and essentially flat over 24 hours despite a 3.36% weekly gain. The mean reversion fade failed because BTC never recovered toward the 78,847 mean—instead it drifted lower t… |
| 04-21 21:12 | BTC | Buy | -1.68 | BTC rallied 2.7% from the $75,540 exit level to $77,801 over the following hours, with positive 7-day momentum of +3.67% suggesting mean reversion buyers had capitulated. The trade's mean reversion fade thesis failed because the -5.51 standard deviation sig… |