15
closed trades
67%
win rate
-7.94
total pnl ($)
1.126
weight
7d window — n=2 wr=100% pnl=+2.62
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 23:06:18 (33.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ad
n: 77
· wr: 41.6%
· total_bps: -1821.5
· mean_bps: -23.66
· sharpe: -0.19
· max_dd_bps: -2671.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 15 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 19:42 | BTC | Buy | 62710.1→62868.9 | +0.85 | timeout |
| 06-18 00:11 | BTC | Buy | 64315.2→64601.8 | +1.78 | timeout |
| 06-09 18:35 | BTC | Buy | 61438.1→61720.9 | +1.84 | timeout |
| 06-06 08:20 | BTC | Buy | 60064→61120.9 | +8.33 | timeout |
| 06-05 13:57 | BTC | Buy | 61618.1→60779.6 | -7.25 | stop_loss |
| 06-05 06:24 | BTC | Buy | 61905.1→61063.4 | -7.25 | stop_loss |
| 06-04 13:28 | BTC | Buy | 62933.1→63193.8 | +1.64 | timeout |
| 06-02 13:14 | BTC | Buy | 69539.5→68906.6 | -5.00 | timeout |
| 05-28 08:03 | BTC | Buy | 73015.7→73312.3 | +1.58 | timeout |
| 05-26 22:23 | BTC | Buy | 76202.8→75729.2 | -3.56 | timeout |
| 05-18 05:35 | BTC | Buy | 76811.8→76989.2 | +0.69 | timeout |
| 05-15 17:52 | BTC | Buy | 78743.9→79386 | +3.63 | timeout |
| 05-11 07:16 | BTC | Buy | 80535→80736 | +0.78 | timeout |
| 04-29 18:09 | BTC | Buy | 75981→74992 | -6.96 | stop_loss |
| 04-27 10:31 | BTC | Buy | 77572→77794 | +0.98 | timeout |
Paper vs Live
Paper (trades.jsonl)
15
closed
67%
win rate
-7.94
total pnl ($)
-10.6 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 | 15 | 67% | -10.6 | -7.94 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-29 18:09 | BTC | Buy | -6.96 | BTC was in a sustained downtrend across multiple timeframes (down 1.52% over 24h and 4.69% over 7d), with accelerating weakness in the 1h (-1.16%) and elevated open interest ($3.69B) signaling crowded longs vulnerable to liquidation cascades. The trade's th… |
| 04-27 10:31 | BTC | Buy | +0.98 | BTC was consolidating near $77,879 with minimal intraday volatility (1h change of -0.03%) after a strong 7-day rally of +4.20%, suggesting weakening momentum and potential mean reversion. The trade's thesis worked: the 4-hour drop of -204 bps from $77,572 e… |