21
closed trades
57%
win rate
-0.43
total pnl ($)
1.280
weight
7d window — n=2 wr=50% pnl=+4.19
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 06:43:30 (40.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cp
n: 65
· wr: 46.2%
· total_bps: -122.5
· mean_bps: -1.88
· sharpe: -0.03
· max_dd_bps: -421.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 21 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 11:33 | BTC | Sell | 60154→59412 | +5.72 | timeout |
| 06-23 11:31 | BTC | Sell | 62406.9→62539.1 | -1.53 | timeout |
| 06-19 11:45 | BTC | Sell | 62396.9→62638.1 | -2.39 | timeout |
| 06-18 12:13 | BTC | Sell | 64246.8→63998.2 | +1.49 | timeout |
| 06-17 11:35 | BTC | Sell | 64931.8→64698.2 | +1.36 | timeout |
| 06-16 11:34 | BTC | Buy | 66819.3→66395.7 | -3.63 | timeout |
| 06-12 11:34 | BTC | Buy | 63414.2→63715.8 | +1.92 | timeout |
| 06-10 11:42 | BTC | Sell | 61116.9→60992 | +0.57 | timeout |
| 06-09 11:38 | BTC | Sell | 62705.9→62553.1 | +0.76 | timeout |
| 06-05 11:35 | BTC | Sell | 62546.9→62337.1 | +1.23 | timeout |
| 06-04 12:07 | BTC | Sell | 62919.9→62479.1 | +3.04 | timeout |
| 06-03 13:58 | BTC | Buy | 67317.4→66779.7 | -4.45 | timeout |
| 06-02 12:26 | BTC | Sell | 69434.5→69373.5 | +0.01 | timeout |
| 05-27 11:33 | BTC | Sell | 75697.2→75785.8 | -1.05 | timeout |
| 05-22 11:45 | BTC | Sell | 77162.1→77318.9 | -1.45 | timeout |
| 05-18 11:35 | BTC | Sell | 76867.2→76920.8 | -0.79 | timeout |
| 05-08 11:40 | BTC | Buy | 79938→80164 | +0.96 | timeout |
| 05-07 11:32 | BTC | Sell | 81129.9→80905 | +0.94 | timeout |
| 05-01 11:31 | BTC | Buy | 77346.9→77381.1 | -0.23 | timeout |
| 04-24 11:05 | BTC | Sell | 77403→78100 | -4.95 | stop_loss |
| 04-23 11:34 | BTC | Sell | 77758→77387 | +2.04 | timeout |
Paper vs Live
Paper (trades.jsonl)
21
closed
57%
win rate
-0.43
total pnl ($)
-0.4 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 | 21 | 57% | -0.4 | -0.43 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 11:40 | BTC | Buy | +0.96 | BTC was trading in a narrow, low-volatility range with minimal directional bias across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-07 11:32 | BTC | Sell | +0.94 | BTC 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 expected continuation lower materialized. |
| 05-01 11:31 | BTC | Buy | -0.23 | # Trade Analysis: BTC Asia-to-London Handoff Bitcoin had just completed a modest +35 bps rally during the Asia-to-London handoff window (08–09 UTC) and was trading flat on the 1-hour timeframe (+0.09%) at $77,331 when the position timed out after 150 minut… |
| 04-24 11:05 | BTC | Sell | -4.95 | Bitcoin was consolidating with minimal intraday momentum, up only 0.77% in the past hour as the Asia-to-London handoff period concluded. The short trade's thesis failed because the -31 bps signal from the Asia session didn't sustain into London hours—instea… |
| 04-23 11:34 | BTC | Sell | +2.04 | BTC was consolidating with minor weakness in the 1-hour timeframe (-0.38%) while maintaining a strong weekly gain of 3.36%, as the Asia-to-London handoff completed without further deterioration. The trade's thesis worked because the initial -31 bps Asia ses… |