19
closed trades
47%
win rate
-9.44
total pnl ($)
1.220
weight
7d window — n=2 wr=50% pnl=-0.31
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 19:00:28 (40.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
s
n: 5
· wr: 40.0%
· total_bps: -16.4
· mean_bps: -3.28
· sharpe: -0.30
· max_dd_bps: -32.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 19 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 05:29 | BTC | Sell | 60011→59937 | +0.17 | timeout |
| 06-25 23:27 | BTC | Sell | 60114→60117 | -0.47 | timeout |
| 06-07 20:54 | BTC | Buy | 61462.1→61824.9 | +2.50 | timeout |
| 06-05 20:50 | BTC | Sell | 61044.9→61816 | -6.77 | stop_loss |
| 06-05 16:21 | BTC | Buy | 60242→61327.9 | +8.56 | take_profit |
| 06-05 02:22 | BTC | Buy | 63537.2→62721.5 | -6.87 | stop_loss |
| 05-23 22:17 | BTC | Sell | 76733.2→76621.8 | +0.28 | timeout |
| 05-23 09:31 | BTC | Buy | 74573.7→74682.3 | +0.28 | timeout |
| 05-21 18:59 | BTC | Sell | 77928.1→77334.9 | +3.36 | timeout |
| 05-18 15:13 | BTC | Buy | 76909.8→76281.2 | -4.54 | timeout |
| 05-18 01:39 | BTC | Buy | 76992.8→76808.2 | -1.65 | timeout |
| 05-15 15:16 | BTC | Buy | 78997.9→79195 | +0.80 | timeout |
| 05-11 00:02 | BTC | Sell | 81680.9→82164.1 | -3.41 | timeout |
| 05-04 16:34 | BTC | Sell | 80265→80215 | -0.15 | timeout |
| 05-04 01:03 | BTC | Buy | 78671.9→78380.1 | -2.30 | timeout |
| 04-29 11:22 | BTC | Sell | 77721→77470 | +1.16 | timeout |
| 04-27 16:54 | BTC | Buy | 76652→76637 | -0.55 | timeout |
| 04-27 06:55 | BTC | Buy | 77892→77690 | -1.75 | timeout |
| 04-21 18:50 | BTC | Buy | 75051→75388 | +1.90 | timeout |
Paper vs Live
Paper (trades.jsonl)
19
closed
47%
win rate
-9.44
total pnl ($)
-9.9 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 | 19 | 47% | -9.9 | -9.44 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 16:34 | BTC | Sell | -0.15 | The market was in a tight consolidation phase with BTC holding steady near $82,747 and funding rates remaining neutral at 0.0038%. The trade failed because no entry was executed, resulting in a timeout close rather than a realized loss or gain. |
| 04-29 11:22 | BTC | Sell | +1.16 | BTC was consolidating with mild downward pressure in the hour before close (-0.38% 1h), having recovered modestly over 24h (+1.61%) but trending lower on the weekly timeframe (-0.81% 7d). The acceleration fade thesis worked partially: the 15-minute magnitud… |
| 04-27 16:54 | BTC | Buy | -0.55 | BTC was consolidating near $76.6k with modest positive funding (0.51% annualized) and elevated open interest ($3.9B), suggesting reduced momentum and potential mean reversion conditions. The acceleration fade thesis failed because the 15m magnitude sequence… |
| 04-27 06:55 | BTC | Buy | -1.75 | The BTC acceleration fade strategy entered a long position expecting a pullback from an accelerating rally (15m magnitudes: 20/28/94 bps), but instead encountered a continued sideways-to-slightly-down environment where BTC drifted from $77,892 to $77,690 ov… |
| 04-21 18:50 | BTC | Buy | +1.90 | BTC was consolidating in the $77,000s with flat 1-hour and 24-hour performance but up 3.67% over the week, indicating a recovery within a broader uptrend. The btc_acceleration_fade strategy's thesis failed because the 15-minute magnitude blow-off (-143 bps … |