109
closed trades
40%
win rate
-73.88
total pnl ($)
1.118
weight
7d window — n=16 wr=31% pnl=-18.85
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:12:19 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
co
n: 355
· wr: 44.5%
· total_bps: -2450.6
· mean_bps: -6.90
· sharpe: -0.09
· max_dd_bps: -3522.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 13:25 | BTC | Buy | 60308→60449 | +0.72 | timeout |
| 06-26 23:35 | BTC | Sell | 59866→59961 | -1.24 | timeout |
| 06-26 16:13 | BTC | Sell | 60004→60130 | -1.49 | timeout |
| 06-26 00:07 | BTC | Sell | 60023→59835 | +1.12 | timeout |
| 06-25 19:15 | BTC | Buy | 59575→59229 | -3.35 | timeout |
| 06-25 02:44 | BTC | Buy | 60821→60727 | -1.22 | timeout |
| 06-24 22:00 | BTC | Sell | 60638→61224.7 | -5.30 | stop_loss |
| 06-24 07:38 | BTC | Sell | 63042.8→62621.1 | +2.90 | timeout |
| 06-24 03:19 | BTC | Buy | 62784.1→62461.9 | -3.02 | timeout |
| 06-23 15:50 | BTC | Sell | 62380.9→62188.1 | +1.09 | timeout |
| 06-23 11:26 | BTC | Sell | 62445.9→62486.1 | -0.79 | timeout |
| 06-23 05:23 | BTC | Buy | 64027.2→63408.1 | -5.29 | stop_loss |
| 06-22 23:23 | BTC | Buy | 64278.2→63994.8 | -2.65 | timeout |
| 06-22 18:37 | BTC | Buy | 64622.2→64588.8 | -0.71 | timeout |
| 06-22 09:26 | BTC | Sell | 64232.8→64114.2 | +0.48 | timeout |
| 06-21 17:24 | BTC | Sell | 64167.8→64121.2 | -0.09 | timeout |
| 06-20 13:44 | BTC | Sell | 63708.8→63428.2 | +1.76 | timeout |
| 06-19 19:27 | BTC | Buy | 62850.1→62915.9 | +0.07 | timeout |
| 06-19 08:18 | BTC | Sell | 62760.9→62589.1 | +0.90 | timeout |
| 06-18 22:27 | BTC | Sell | 63096.8→62831.1 | +1.65 | timeout |
| 06-18 00:57 | BTC | Sell | 64303.8→64443.2 | -1.53 | timeout |
| 06-17 06:26 | BTC | Sell | 65841.7→65767.3 | +0.12 | timeout |
| 06-16 20:01 | BTC | Sell | 65939.7→65652.3 | +1.74 | timeout |
| 06-16 11:54 | BTC | Buy | 66546.3→66370.7 | -1.78 | timeout |
| 06-16 06:51 | BTC | Buy | 65832.3→66484.7 | +4.51 | timeout |
| 06-15 21:33 | BTC | Buy | 66652.3→66392.7 | -2.40 | timeout |
| 06-15 07:53 | BTC | Sell | 65808.7→65722.3 | +0.21 | timeout |
| 06-14 10:12 | BTC | Sell | 64417.8→64480.2 | -0.93 | timeout |
| 06-12 18:59 | BTC | Sell | 63951.8→63674.2 | +1.72 | timeout |
| 06-12 14:50 | BTC | Buy | 63511.2→63523.8 | -0.36 | timeout |
| 06-12 07:39 | BTC | Buy | 63353.2→63035.8 | -2.96 | timeout |
| 06-12 03:26 | BTC | Buy | 63341.2→63370.8 | -0.22 | timeout |
| 06-11 23:19 | BTC | Buy | 63499.2→63362.8 | -1.53 | timeout |
| 06-11 17:01 | BTC | Buy | 62566.1→62579.9 | -0.35 | timeout |
| 06-11 10:04 | BTC | Buy | 62735.1→62832.9 | +0.32 | timeout |
| 06-10 18:53 | BTC | Buy | 62100.1→61774.9 | -3.07 | timeout |
| 06-10 12:30 | BTC | Sell | 61070.9→61674.9 | -5.39 | stop_loss |
| 06-09 04:36 | BTC | Sell | 62704.9→63309.8 | -5.27 | stop_loss |
| 06-09 00:31 | BTC | Buy | 63221.2→62608.5 | -5.30 | stop_loss |
| 06-08 17:22 | BTC | Sell | 64056.8→63489.2 | +3.99 | timeout |
| 06-08 12:24 | BTC | Buy | 63221.2→62904.9 | -2.95 | timeout |
| 06-08 00:37 | BTC | Sell | 63115.8→63723 | -5.25 | stop_loss |
| 06-07 18:20 | BTC | Sell | 62195.9→62155.1 | -0.13 | timeout |
| 06-07 04:39 | BTC | Sell | 61276.9→61684.1 | -3.77 | timeout |
| 06-06 23:25 | BTC | Sell | 60881→60580 | +2.02 | timeout |
| 06-06 15:31 | BTC | Sell | 60740→60673 | +0.10 | timeout |
| 06-06 10:02 | BTC | Buy | 61276.1→60687.6 | -5.25 | stop_loss |
| 06-06 05:22 | BTC | Sell | 60216→60799.4 | -5.29 | stop_loss |
| 06-06 02:05 | BTC | Buy | 61244.1→60965 | -2.73 | timeout |
| 06-05 16:15 | BTC | Sell | 60553→61137.6 | -5.28 | stop_loss |
| 06-05 11:37 | BTC | Sell | 62930.9→62292.1 | +4.63 | timeout |
| 06-05 04:59 | BTC | Buy | 62714.1→63650.8 | +7.02 | take_profit |
| 06-04 23:20 | BTC | Sell | 63655.8→63393.2 | +1.61 | timeout |
| 06-04 09:25 | BTC | Buy | 63551.2→62940.4 | -5.25 | stop_loss |
| 06-03 23:03 | BTC | Sell | 65497.7→64521.2 | +7.00 | take_profit |
| 06-03 13:16 | BTC | Buy | 67272.4→67107.6 | -1.68 | timeout |
| 06-03 05:04 | BTC | Sell | 66377.7→67016.8 | -5.26 | stop_loss |
| 06-02 14:07 | BTC | Sell | 69462.5→68647.4 | +5.42 | timeout |
| 05-28 19:36 | BTC | Sell | 73451.3→73419.7 | -0.22 | timeout |
| 05-28 11:42 | BTC | Sell | 73448.3→73374.7 | +0.06 | timeout |
| 05-28 01:47 | BTC | Buy | 74431.7→74295.3 | -1.37 | timeout |
| 05-27 13:27 | BTC | Buy | 75863.8→75135.7 | -5.24 | stop_loss |
| 05-27 07:18 | BTC | Sell | 75578.2→75752.8 | -1.62 | timeout |
| 05-26 22:33 | BTC | Sell | 76040.2→75788.8 | +1.21 | timeout |
| 05-26 18:33 | BTC | Sell | 76525.2→76077.8 | +2.48 | timeout |
| 05-26 11:41 | BTC | Buy | 76636.8→77206.1 | +3.26 | timeout |
| 05-26 01:41 | BTC | Sell | 77287.1→76585.8 | +4.08 | timeout |
| 05-25 19:47 | BTC | Buy | 77540.9→77369.1 | -1.57 | timeout |
| 05-25 07:00 | BTC | Sell | 77308.1→77383.9 | -0.93 | timeout |
| 05-24 06:24 | BTC | Buy | 76757.8→76704.2 | -0.81 | timeout |
| 05-23 03:42 | BTC | Sell | 75372.2→75620.8 | -2.10 | timeout |
| 05-21 21:49 | BTC | Sell | 77630.1→77641.9 | -0.52 | timeout |
| 05-21 17:14 | BTC | Sell | 77121.1→77422.9 | -2.40 | timeout |
| 05-20 20:47 | BTC | Buy | 77378.9→77738.1 | +1.86 | timeout |
| 05-20 16:38 | BTC | Sell | 77291.1→77180.9 | +0.27 | timeout |
| 05-20 03:17 | BTC | Sell | 76793.2→76596.8 | +0.84 | timeout |
| 05-19 19:18 | BTC | Sell | 76965.2→76964.8 | -0.44 | timeout |
| 05-19 14:51 | BTC | Sell | 76866.2→76291.8 | +3.29 | timeout |
| 05-19 03:19 | BTC | Buy | 76966.8→76826.2 | -1.37 | timeout |
| 05-18 23:01 | BTC | Buy | 76825.8→77053.1 | +1.02 | timeout |
| 05-18 10:37 | BTC | Buy | 76866.8→76772.2 | -1.08 | timeout |
| 05-15 19:10 | BTC | Sell | 79258→79054 | +0.83 | timeout |
| 05-12 00:08 | BTC | Sell | 81879.9→81724.1 | +0.50 | timeout |
| 05-11 20:06 | BTC | Sell | 81987.9→81991.1 | -0.47 | timeout |
| 05-11 03:36 | BTC | Buy | 81239.1→80462.7 | -5.23 | stop_loss |
| 05-10 20:48 | BTC | Buy | 81196.1→80420.7 | -5.23 | stop_loss |
| 05-10 14:06 | BTC | Buy | 80785→80898 | +0.24 | timeout |
| 05-08 18:19 | BTC | Sell | 79916→80248 | -2.52 | timeout |
| 05-07 20:29 | BTC | Sell | 80180→80154 | -0.28 | timeout |
| 05-07 08:17 | BTC | Buy | 80926→81436.9 | +2.70 | timeout |
| 05-07 04:01 | BTC | Sell | 81117.9→80804 | +1.49 | timeout |
| 05-06 23:17 | BTC | Buy | 81398.1→81191.9 | -1.71 | timeout |
| 05-04 20:19 | BTC | Buy | 80214→79946 | -2.11 | timeout |
| 05-04 14:45 | BTC | Sell | 78855.1→79608.8 | -5.23 | stop_loss |
| 05-04 07:42 | BTC | Buy | 80041→79686 | -2.67 | timeout |
| 05-04 01:36 | BTC | Buy | 78601.9→78861.1 | +1.20 | timeout |
| 05-02 06:35 | BTC | Buy | 78232.9→78126.1 | -1.13 | timeout |
| 05-02 02:02 | BTC | Sell | 78205.1→78291.9 | -1.02 | timeout |
| 05-01 18:35 | BTC | Buy | 78166.9→78461.1 | +1.43 | timeout |
| 04-30 06:35 | BTC | Buy | 75484→75826 | +1.82 | timeout |
Paper vs Live
Paper (trades.jsonl)
109
closed
40%
win rate
-73.88
total pnl ($)
-13.5 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 | 109 | 40% | -13.5 | -73.88 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 23:19 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 18:19 | BTC | Sell | -2.52 | The market was in a mild intraday uptick but remained in a broader downtrend over the past week. The short thesis failed because the trade expired via timeout before the anticipated decline materialized, as the price held steady within the session. |
| 05-07 20:29 | BTC | Sell | -0.28 | The market was in a low-funding, sideways regime with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, resulting in a minor loss from funding costs. |
| 05-07 08:17 | BTC | Buy | +2.70 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired via timeout without reaching the target, as the lack of directional momentum prevented the expected move from mater… |
| 05-07 04:01 | BTC | Sell | +1.49 | The market was in a low-funding, sideways consolidation with stable open interest. The short thesis failed to trigger an entry before the trade timed out, resulting in a minimal positive PnL from funding accrual. |
| 05-06 23:17 | BTC | Buy | -1.71 | The market was in a low-funding, sideways regime with moderate open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching an entry or exit, as the timeout close_reason indicates the opportunity window… |
| 05-04 20:19 | BTC | Buy | -2.11 | The market was in a low-volatility consolidation phase with neutral funding rates and flat hourly momentum. The trade failed because the position was forcibly closed due to a timeout, preventing any potential recovery from the initial entry. |
| 05-04 14:45 | BTC | Sell | -5.23 | The market was exhibiting a short-term pullback within a broader bullish trend, with Bitcoin trading at $81,416 and neutral funding rates. The trade thesis failed because price action immediately reversed against the short position, triggering the stop loss… |
| 05-02 06:35 | BTC | Buy | -1.13 | BTC was consolidating sideways with minimal hourly momentum (-0.01%) after a modest 1.45% 24-hour rally, while funding rates had turned negative (-0.51%), signaling weakening bullish conviction. The alternating fade signal failed because the pattern's rever… |
| 05-02 02:02 | BTC | Sell | -1.02 | # Trade Analysis: alt-chop-1777680110-1777680115 Bitcoin was trading sideways near $78,328 with minimal 1-hour momentum (+0.01%) but modest 24-hour gains (+2.18%), suggesting consolidation after a recent rally with negative funding rates indicating weakeni… |
| 05-01 18:35 | BTC | Buy | +1.43 | # Trade Review: alt-chop-1777653273 BTC was consolidating near $78,500 with modest intraday strength (+0.07% 1h, +2.91% 24h) and negative funding rates (-0.002362%), signaling weak leverage demand despite rising open interest. The 4-hour alternating fade s… |