160
closed trades
46%
win rate
-39.04
total pnl ($)
1.329
weight
7d window — n=20 wr=65% pnl=+14.40
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:14:43 (18.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ac
n: 488
· wr: 45.9%
· total_bps: -6098.0
· mean_bps: -12.50
· sharpe: -0.16
· max_dd_bps: -6330.6
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 |
|---|---|---|---|---|---|
| 06-22 13:44 | BTC | Sell | 64575.8→65456 | -7.25 | stop_loss |
| 06-22 05:17 | BTC | Sell | 64549.8→64231.2 | +2.02 | timeout |
| 06-21 23:51 | BTC | Buy | 63687.2→63344.8 | -3.13 | timeout |
| 06-21 01:30 | BTC | Sell | 64242.8→64224.2 | -0.30 | timeout |
| 06-20 18:21 | BTC | Sell | 64242.8→63821.2 | +2.83 | timeout |
| 06-20 10:25 | BTC | Sell | 63757.8→63633.2 | +0.54 | timeout |
| 06-20 03:33 | BTC | Sell | 63626.8→63437.2 | +1.04 | timeout |
| 06-19 17:27 | BTC | Sell | 63225.8→62838.1 | +2.62 | timeout |
| 06-19 12:10 | BTC | Buy | 62407.1→62619.9 | +1.27 | timeout |
| 06-19 06:19 | BTC | Buy | 62358.1→62751.9 | +2.71 | timeout |
| 06-18 21:38 | BTC | Buy | 62700.1→62888.9 | +1.07 | timeout |
| 06-18 15:37 | BTC | Buy | 63738.2→62855.4 | -7.35 | stop_loss |
| 06-18 07:49 | BTC | Buy | 63846.2→64451.8 | +4.29 | timeout |
| 06-18 00:08 | BTC | Buy | 64325.2→64547.8 | +1.27 | timeout |
| 06-17 18:05 | BTC | Sell | 66284.7→64824.2 | +10.57 | take_profit |
| 06-17 10:54 | BTC | Buy | 65220.3→64797.8 | -3.70 | timeout |
| 06-16 20:38 | BTC | Buy | 65761.3→65771.7 | -0.38 | timeout |
| 06-16 15:35 | BTC | Sell | 66716.7→65953.3 | +5.28 | timeout |
| 06-16 05:17 | BTC | Buy | 66105.3→65944.7 | -1.66 | timeout |
| 06-15 19:18 | BTC | Sell | 67081.6→66663.3 | +2.68 | timeout |
| 06-15 13:21 | BTC | Sell | 65991.7→66889.8 | -7.26 | stop_loss |
| 06-15 00:41 | BTC | Sell | 65231.7→65500.3 | -2.51 | timeout |
| 06-14 17:49 | BTC | Buy | 63860.2→63772.8 | -1.14 | timeout |
| 06-13 15:35 | BTC | Sell | 63996.8→64279.2 | -2.65 | timeout |
| 06-13 00:04 | BTC | Buy | 63458.2→63576.8 | +0.47 | timeout |
| 06-12 16:46 | BTC | Buy | 63155.2→63866.8 | +5.18 | timeout |
| 06-12 09:32 | BTC | Buy | 63043.2→63867.8 | +6.08 | timeout |
| 06-12 01:05 | BTC | Sell | 63578.8→63475.2 | +0.38 | timeout |
| 06-11 19:29 | BTC | Buy | 62625.1→63596.8 | +7.29 | timeout |
| 06-11 11:39 | BTC | Sell | 62942.9→63122.2 | -1.86 | timeout |
| 06-11 06:35 | BTC | Sell | 62427.9→62903.1 | -4.24 | timeout |
| 06-10 23:57 | BTC | Buy | 61699.1→61470.9 | -2.30 | timeout |
| 06-10 18:55 | BTC | Sell | 62683.9→61772.1 | +6.83 | timeout |
| 06-10 11:45 | BTC | Buy | 61167.1→60987 | -1.92 | timeout |
| 06-09 19:05 | BTC | Buy | 61010.1→61882.9 | +6.69 | timeout |
| 06-09 14:12 | BTC | Buy | 62591.1→62025.9 | -4.97 | timeout |
| 06-09 03:00 | BTC | Buy | 63075.2→62861.9 | -2.14 | timeout |
| 06-08 21:50 | BTC | Buy | 63328.2→63761.8 | +2.97 | timeout |
| 06-08 14:37 | BTC | Sell | 63803.8→63803.2 | -0.44 | timeout |
| 06-08 08:56 | BTC | Buy | 62736.1→63040.8 | +1.97 | timeout |
| 06-08 03:05 | BTC | Sell | 63185.8→62994.1 | +1.07 | timeout |
| 06-07 22:08 | BTC | Buy | 61664.1→61847.9 | +1.04 | timeout |
| 06-07 11:31 | BTC | Sell | 62495.9→62512.1 | -0.58 | timeout |
| 06-07 06:29 | BTC | Sell | 61630.9→61988.1 | -3.35 | timeout |
| 06-07 01:26 | BTC | Buy | 60445→61450.9 | +7.86 | timeout |
| 06-06 18:05 | BTC | Buy | 60581→60548 | -0.72 | timeout |
| 06-06 11:30 | BTC | Sell | 61358.9→60768 | +4.36 | timeout |
| 06-06 04:12 | BTC | Buy | 60976→60146.9 | -7.25 | stop_loss |
| 06-05 18:44 | BTC | Buy | 60587→59763.1 | -7.25 | stop_loss |
| 06-05 13:51 | BTC | Buy | 61976.1→61133.4 | -7.25 | stop_loss |
| 06-05 07:41 | BTC | Buy | 61499.1→62845.9 | +10.50 | take_profit |
| 06-05 03:01 | BTC | Buy | 63299.2→62437.6 | -7.25 | stop_loss |
| 06-04 23:04 | BTC | Buy | 63411.2→63743.8 | +2.18 | timeout |
| 06-04 16:52 | BTC | Sell | 63743.8→63762.2 | -0.58 | timeout |
| 06-04 09:30 | BTC | Buy | 63544.2→62678.5 | -7.26 | stop_loss |
| 06-04 06:37 | BTC | Sell | 64206.8→64381.2 | -1.80 | timeout |
| 06-03 23:51 | BTC | Buy | 64995.2→64111.7 | -7.25 | stop_loss |
| 06-03 20:55 | BTC | Buy | 65582.3→64652.4 | -7.54 | stop_loss |
| 06-03 16:02 | BTC | Buy | 66734.3→65816.8 | -7.33 | stop_loss |
| 06-03 08:11 | BTC | Sell | 67122.6→67101.4 | -0.27 | timeout |
| 06-03 05:13 | BTC | Buy | 65796.3→67237.6 | +10.50 | take_profit |
| 06-02 22:58 | BTC | Buy | 67622.4→66263.5 | -10.50 | stop_loss |
| 06-02 17:42 | BTC | Buy | 67902.4→67518.6 | -3.28 | timeout |
| 06-02 10:07 | BTC | Buy | 69914.5→69492.5 | -3.49 | timeout |
| 06-02 02:07 | BTC | Buy | 71147.6→70180.4 | -7.26 | stop_loss |
| 06-01 17:26 | BTC | Buy | 71529.6→71566.4 | -0.21 | timeout |
| 06-01 04:45 | BTC | Buy | 73455.7→73461.3 | -0.42 | timeout |
| 05-31 17:24 | BTC | Buy | 73594.7→73537.3 | -0.85 | timeout |
| 05-31 04:22 | BTC | Sell | 74182.3→74166.7 | -0.34 | timeout |
| 05-30 18:18 | BTC | Sell | 73884.3→74031.7 | -1.43 | timeout |
| 05-30 07:09 | BTC | Buy | 73353.7→73499.3 | +0.54 | timeout |
| 05-29 16:18 | BTC | Buy | 73098.7→73801.3 | +4.35 | timeout |
| 05-29 00:44 | BTC | Sell | 73878.3→73783.7 | +0.21 | timeout |
| 05-28 17:06 | BTC | Buy | 72640.6→73345.3 | +4.38 | timeout |
| 05-28 07:09 | BTC | Buy | 73164.7→73192.3 | -0.26 | timeout |
| 05-28 02:09 | BTC | Buy | 74407.7→74287.3 | -1.26 | timeout |
| 05-27 21:09 | BTC | Buy | 74820.7→75115.2 | +1.51 | timeout |
| 05-27 16:08 | BTC | Buy | 75510.8→75228.2 | -2.33 | timeout |
| 05-26 22:24 | BTC | Buy | 75833.8→75731.2 | -1.13 | timeout |
| 05-26 17:24 | BTC | Sell | 77807.1→76176.8 | +10.03 | timeout |
| 05-26 03:22 | BTC | Buy | 77053.9→76533.2 | -3.83 | timeout |
| 05-25 17:48 | BTC | Sell | 77714.1→77539.9 | +0.69 | timeout |
| 05-25 12:28 | BTC | Sell | 77496.1→77362.9 | +0.42 | timeout |
| 05-25 06:01 | BTC | Sell | 77075.1→77377.9 | -2.40 | timeout |
| 05-25 00:36 | BTC | Buy | 76249.8→77110.1 | +5.18 | timeout |
| 05-24 18:46 | BTC | Buy | 76382.8→76607.2 | +1.01 | timeout |
| 05-24 13:33 | BTC | Sell | 77157.1→76918.8 | +1.10 | timeout |
| 05-23 20:59 | BTC | Sell | 76244.2→77281.5 | -7.25 | stop_loss |
| 05-23 10:51 | BTC | Buy | 74539.7→74676.3 | +0.47 | timeout |
| 05-23 02:48 | BTC | Buy | 75445.8→75481.2 | -0.22 | timeout |
| 05-22 21:47 | BTC | Buy | 76274.8→76023.2 | -2.11 | timeout |
| 05-22 16:48 | BTC | Buy | 77133.9→76909.2 | -1.93 | timeout |
| 05-21 13:53 | BTC | Buy | 77185.9→76956.2 | -1.95 | timeout |
| 05-21 03:57 | BTC | Sell | 77985.1→78079.9 | -1.05 | timeout |
| 05-20 22:58 | BTC | Sell | 77660.1→77446.9 | +0.93 | timeout |
| 05-20 13:15 | BTC | Sell | 77549.1→77420.9 | +0.39 | timeout |
| 05-20 08:11 | BTC | Sell | 77224.1→77229.9 | -0.47 | timeout |
| 05-19 17:14 | BTC | Buy | 76631.8→76903.2 | +1.30 | timeout |
| 05-19 10:43 | BTC | Sell | 77246.1→76805.8 | +2.41 | timeout |
| 05-19 00:45 | BTC | Sell | 77034.1→77173.9 | -1.36 | timeout |
Paper vs Live
Paper (trades.jsonl)
160
closed
46%
win rate
-39.04
total pnl ($)
-4.9 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 | 160 | 46% | -4.9 | -39.04 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 11:51 | BTC | Sell | stale_intent |
| 06-22 02:31 | BTC | Sell | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 18:44 | BTC | Sell | -2.89 | The market was in a mild downtrend with BTC declining 1.48% over 24 hours and negative momentum across major assets. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding decline did not… |
| 05-09 05:10 | BTC | Sell | -0.07 | The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any meaningful price movement. |
| 05-08 20:32 | BTC | Sell | -0.73 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and declining open interest. The short thesis failed because the timeout closed the trade before the expected continuation lower materialized. |
| 05-08 15:16 | BTC | Sell | +1.94 | The market was in a broad downtrend with BTC falling 2.45% in 24 hours and negative funding. The short thesis failed because the trade was closed by timeout before the downtrend could fully materialize into a profitable exit. |
| 05-08 10:15 | BTC | Buy | +2.49 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 05:13 | BTC | Buy | -0.44 | The market was in a mild short-term uptrend with low funding, but the broader weekly trend remained negative. The thesis failed because the trade expired before the expected move materialized, as the timeout closed the position at a small loss. |
| 05-08 00:03 | BTC | Buy | +0.82 | BTC traded in a narrow, low-volatility range with mild bearish bias across timeframes. The thesis failed because the timeout closed the trade before a directional move materialized, capturing only minimal positive drift from funding. |
| 05-07 16:49 | BTC | Buy | -3.35 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-07 10:32 | BTC | Sell | +5.05 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.26% but still down over 24 hours and 7 days. The thesis failed because the trade was closed due to a timeout, likely as the expected direc… |
| 05-07 03:30 | BTC | Buy | -2.13 | The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the holding period. |