35
closed trades
37%
win rate
-31.39
total pnl ($)
1.270
weight
7d window — n=5 wr=40% pnl=+2.49
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:54:05 (40.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bx__restored_d5af2d91
n: 18
· wr: 33.3%
· total_bps: -572.0
· mean_bps: -31.78
· sharpe: -0.57
· max_dd_bps: -575.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 35 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 11:06 | BTC | Buy | 59750→59503 | -2.53 | timeout |
| 06-25 01:02 | BTC | Buy | 60144→60822 | +5.18 | timeout |
| 06-24 09:06 | BTC | Sell | 62645.9→62753.1 | -1.29 | timeout |
| 06-23 22:41 | BTC | Sell | 62526.9→62556.1 | -0.69 | timeout |
| 06-22 21:07 | BTC | Sell | 64702.8→64410.2 | +1.81 | timeout |
| 06-20 09:00 | BTC | Sell | 63433.8→63410.2 | -0.24 | timeout |
| 06-19 05:00 | BTC | Sell | 62928.9→62446.1 | +3.37 | timeout |
| 06-16 20:41 | BTC | Sell | 65854.7→65798.3 | -0.00 | timeout |
| 06-14 01:04 | BTC | Sell | 64245.8→64511.2 | -2.52 | timeout |
| 06-12 21:02 | BTC | Sell | 63570.8→63468.2 | +0.36 | timeout |
| 06-12 07:13 | BTC | Sell | 63639.8→63027.2 | +4.37 | timeout |
| 06-11 13:03 | BTC | Sell | 62742.9→62879.1 | -1.51 | timeout |
| 06-08 23:28 | BTC | Buy | 63580.2→63126.8 | -4.02 | timeout |
| 06-08 09:58 | BTC | Sell | 62725.9→63449.2 | -6.21 | timeout |
| 06-06 23:57 | BTC | Sell | 60607→60859 | -2.50 | timeout |
| 06-06 17:02 | BTC | Sell | 60869→60793 | +0.17 | timeout |
| 06-06 10:31 | BTC | Buy | 61293.1→60142.9 | -9.83 | stop_loss |
| 06-03 17:07 | BTC | Sell | 67061.6→65769.3 | +9.20 | timeout |
| 05-28 20:51 | BTC | Sell | 72937.4→73669.7 | -5.44 | timeout |
| 05-26 13:00 | BTC | Buy | 76674.8→77096.1 | +2.29 | timeout |
| 05-25 17:00 | BTC | Sell | 77305.1→77748.9 | -3.29 | timeout |
| 05-22 17:01 | BTC | Buy | 77372.9→76960.2 | -3.14 | timeout |
| 05-21 21:00 | BTC | Buy | 77288.9→77703.1 | +2.21 | timeout |
| 05-16 01:00 | BTC | Buy | 79135→79041 | -1.04 | timeout |
| 05-11 01:01 | BTC | Sell | 81394.9→81343.1 | -0.11 | timeout |
| 05-08 21:01 | BTC | Sell | 80135→80088 | -0.14 | timeout |
| 05-06 08:34 | BTC | Sell | 80294→81785 | -9.66 | stop_loss |
| 05-03 01:01 | BTC | Sell | 78421.1→78443.9 | -0.58 | timeout |
| 05-01 13:01 | BTC | Sell | 77071.1→78013.9 | -6.57 | timeout |
| 04-30 09:21 | BTC | Buy | 75633→75998.2 | +1.97 | timeout |
| 04-29 13:02 | BTC | Sell | 77011→77160 | -1.42 | timeout |
| 04-28 13:01 | BTC | Buy | 76818→76304 | -3.80 | timeout |
| 04-28 01:00 | BTC | Buy | 76829→77316 | +2.72 | timeout |
| 04-26 17:01 | BTC | Sell | 78064→77854 | +0.90 | timeout |
| 04-26 01:01 | BTC | Buy | 77309→77471 | +0.60 | timeout |
Paper vs Live
Paper (trades.jsonl)
35
closed
37%
win rate
-31.39
total pnl ($)
-18.1 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 | 35 | 37% | -18.1 | -31.39 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 21:01 | BTC | Sell | -0.14 | The market was in a mild intraday uptick (+0.32% on the hour) within a broader weekly downtrend (-1.63% over 7 days). The thesis failed because the trade was closed by timeout before the expected bearish move could materialize, likely due to insufficient sh… |
| 05-06 08:34 | BTC | Sell | -9.66 | The market was in a persistent downtrend across timeframes, with BTC declining 1.26% in 24 hours and 2.67% over the week. The short thesis failed because the stop-loss was triggered by a temporary intraday bounce against the prevailing bearish momentum. |
| 05-03 01:01 | BTC | Sell | -0.58 | # Trade Analysis: btc_4h_doji_reversal Bitcoin was consolidating near $78,400 with minimal directional bias (24h flat, 1h slightly negative) and negative funding rates suggesting weak long positioning into the close window. The thesis failed because the do… |
| 05-01 13:01 | BTC | Sell | -6.57 | BTC rallied 0.93% in the hour leading up to the trade close and gained 2.44% over 24h, invalidating the reversal thesis that a doji formation after a green trend should trigger a sustained downmove. The 4h doji's signal (body 19bp vs prior 776bp, range comp… |
| 04-30 09:21 | BTC | Buy | +1.97 | # Trade Analysis: BTC 4H Doji Reversal BTC was consolidating near $76,208 with mild positive 1-hour momentum (+0.19%) despite broader 24-hour weakness (-1.27%), suggesting intraday buyers were testing resistance in a pullback. The thesis failed because the… |
| 04-29 13:02 | BTC | Sell | -1.42 | The market was grinding sideways to slightly lower at BTC $77,162 (−0.46% 1h, +1.12% 24h), with negative funding (−0.0101%) signaling weak conviction and absence of fresh bullish momentum into the close. The thesis failed because the doji's reversal signal—… |
| 04-26 17:01 | BTC | Sell | +0.90 | Bitcoin was consolidating with minimal directional momentum, down 0.11% in the past hour while maintaining modest gains over 24 hours and a week. The doji reversal signal failed to trigger a meaningful short move because BTC only declined $210 from entry to… |
| 04-26 01:01 | BTC | Buy | +0.60 | Bitcoin was consolidating with minimal intraday movement, down just 0.15% on the 1-hour and essentially flat over 24 hours after a week of modest 2.36% gains. The thesis partially worked as price drifted 21 bps higher from entry to exit, but the doji's reve… |