9
closed trades
67%
win rate
+10.80
total pnl ($)
1.214
weight
7d window — n=1 wr=100% pnl=+0.26
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 02:55:55 (35.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cn
n: 15
· wr: 26.7%
· total_bps: -396.7
· mean_bps: -26.45
· sharpe: -0.56
· max_dd_bps: -486.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 9 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 06:04 | BTC | Buy | 63939.2→64030.8 | +0.26 | timeout |
| 06-15 11:24 | BTC | Sell | 65665.7→66308.3 | -5.35 | timeout |
| 06-09 23:27 | BTC | Buy | 61358.1→62016.9 | +4.94 | timeout |
| 06-06 12:32 | BTC | Buy | 59707→60657 | +7.53 | timeout |
| 06-04 02:01 | BTC | Buy | 63276.2→61971.9 | -10.76 | stop_loss |
| 05-27 11:50 | BTC | Buy | 75616.8→75737.2 | +0.39 | timeout |
| 05-23 15:51 | BTC | Buy | 74369.7→75485.2 | +7.05 | timeout |
| 05-15 21:41 | BTC | Buy | 79232→79059 | -1.52 | timeout |
| 04-30 02:10 | BTC | Buy | 74963→76268 | +8.25 | timeout |
Paper vs Live
Paper (trades.jsonl)
9
closed
67%
win rate
+10.80
total pnl ($)
+23.8 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 | 9 | 67% | +23.8 | +10.80 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-30 02:10 | BTC | Buy | +8.25 | # Trade Analysis: BTC 30D TWAP Reversion BTC was trading flat to slightly negative in the hour before close ($76,240, +0.07% 1h, -0.38% 24h) with modest negative pressure on the weekly timeframe (-2.70% 7d), indicating consolidation after a recent decline.… |