14
closed trades
50%
win rate
-13.15
total pnl ($)
1.182
weight
7d window — n=3 wr=33% pnl=-7.36
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:19:21 (24.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_cg
n: 72
· wr: 40.3%
· total_bps: -1320.9
· mean_bps: -18.35
· sharpe: -0.20
· max_dd_bps: -1404.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 14 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-25 12:22 | BTC | Sell | 61704.9→61148.1 | +4.06 | timeout |
| 06-23 08:27 | BTC | Buy | 62853.1→61995.9 | -7.27 | stop_loss |
| 06-22 12:15 | BTC | Sell | 64270.8→64750.2 | -4.15 | timeout |
| 06-12 12:00 | BTC | Buy | 63092.2→63650.8 | +3.96 | timeout |
| 06-11 12:10 | BTC | Sell | 62771.9→63037.2 | -2.54 | timeout |
| 06-07 12:05 | BTC | Sell | 62326.9→62619.1 | -2.80 | timeout |
| 06-02 12:20 | BTC | Buy | 69964.5→69224.5 | -5.76 | timeout |
| 05-28 12:06 | BTC | Buy | 73363.7→73446.3 | +0.10 | timeout |
| 05-26 12:02 | BTC | Buy | 76665.8→77164.1 | +2.80 | timeout |
| 05-23 11:59 | BTC | Buy | 74541.7→74768.3 | +1.07 | timeout |
| 05-01 12:01 | BTC | Sell | 77071.1→77453.9 | -2.93 | timeout |
| 04-29 12:01 | BTC | Sell | 77011→77543 | -3.90 | timeout |
| 04-27 12:01 | BTC | Buy | 77617→77771 | +0.54 | timeout |
| 04-24 12:05 | BTC | Buy | 77561→78200 | +3.67 | timeout |
Paper vs Live
Paper (trades.jsonl)
14
closed
50%
win rate
-13.15
total pnl ($)
-18.8 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 | 14 | 50% | -18.8 | -13.15 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 12:01 | BTC | Sell | -2.93 | Asian session had closed with a +103 bps rally that the strategy attempted to fade via a 5x-leveraged short at 77071, but BTC continued drifting higher through the London open, closing the 4-hour timeout at 77454 (+49.6 bps realized loss). The fade thesis f… |
| 04-29 12:01 | BTC | Sell | -3.90 | Asian markets closed with BTC marginally down 0.02% in the hour before exit, failing to deliver the expected continuation of fade pressure after the +94 bps Asian session rally. The thesis collapsed because the 4-hour timeout forced exit at $77,543 during a… |
| 04-27 12:01 | BTC | Buy | +0.54 | At 08:00 UTC close, BTC was consolidating near $77,761 with negligible 1-hour momentum (-0.03%) and slightly negative 24h performance (-0.39%), providing a low-volatility fade environment after the Asian session's -148 bps decline. The trade's thesis worked… |
| 04-24 12:05 | BTC | Buy | +3.67 | Bitcoin had consolidated sideways with a slight 0.20% hourly gain and minimal 0.76% daily movement, showing no directional conviction as the trade timed out after 4 hours. The thesis worked partially because the -85 bps Asian session decline did fade into a… |