127
closed trades
49%
win rate
-48.44
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 03:55:53 (38.9d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
md
n: 16
· wr: 62.5%
· total_bps: +337.1
· mean_bps: +21.07
· sharpe: +0.38
· max_dd_bps: -97.8
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 |
|---|---|---|---|---|---|
| 06-01 03:24 | BTC | Buy | 73792.7→73909.3 | +0.33 | timeout |
| 05-31 23:32 | BTC | Buy | 73458.7→73679.3 | +1.06 | timeout |
| 05-31 16:03 | BTC | Buy | 73877.7→73659.3 | -1.94 | timeout |
| 05-31 13:08 | BTC | Buy | 73860.7→73850.3 | -0.54 | timeout |
| 05-31 10:17 | BTC | Buy | 73979.7→73809.3 | -1.62 | timeout |
| 05-31 04:50 | BTC | Buy | 73940.7→74168.3 | +1.08 | timeout |
| 05-30 23:00 | BTC | Buy | 74011.7→73851.3 | -1.55 | timeout |
| 05-30 19:14 | BTC | Buy | 73995.7→73990.3 | -0.51 | timeout |
| 05-30 14:13 | BTC | Buy | 73608.7→73976.3 | +2.03 | timeout |
| 05-30 10:02 | BTC | Buy | 73584.7→73571.3 | -0.55 | timeout |
| 05-30 05:45 | BTC | Buy | 73600.7→73548.3 | -0.81 | timeout |
| 05-30 01:36 | BTC | Buy | 73513.7→73605.3 | +0.17 | timeout |
| 05-29 22:01 | BTC | Buy | 73943.7→73382.3 | -4.25 | timeout |
| 05-29 18:34 | BTC | Buy | 72803.6→73800.3 | +6.38 | timeout |
| 05-29 14:24 | BTC | Buy | 73657.7→72656 | -7.27 | stop_loss |
| 05-29 12:51 | BTC | Buy | 73665.7→73308.3 | -2.88 | timeout |
| 05-29 10:34 | BTC | Buy | 73685.7→73573.3 | -1.22 | timeout |
| 05-29 06:47 | BTC | Buy | 73355.7→73690.3 | +1.81 | timeout |
| 05-29 03:29 | BTC | Buy | 73669.7→73360.3 | -2.57 | timeout |
| 05-29 00:01 | BTC | Buy | 73404.7→73697.3 | +1.52 | timeout |
| 05-28 20:07 | BTC | Buy | 72737.6→73300.3 | +3.39 | timeout |
| 05-28 17:23 | BTC | Buy | 73143.7→73380.3 | +1.14 | timeout |
| 05-28 15:20 | BTC | Buy | 73385.7→72682.4 | -5.26 | timeout |
| 05-28 11:38 | BTC | Buy | 73411.7→73357.3 | -0.83 | timeout |
| 05-28 09:30 | BTC | Buy | 73000.6→73356.3 | +1.99 | timeout |
| 05-28 03:53 | BTC | Buy | 74247.7→73237.7 | -7.25 | stop_loss |
| 05-28 03:18 | BTC | Buy | 74539.7→73513.5 | -7.33 | stop_loss |
| 05-28 03:01 | BTC | Buy | 74402.7→74234.3 | -1.58 | timeout |
| 05-27 22:55 | BTC | Buy | 74962.7→74465.3 | -3.78 | timeout |
| 05-27 22:13 | BTC | Buy | 75239.8→74214.2 | -7.27 | stop_loss |
| 05-27 20:17 | BTC | Buy | 75158.8→75315.2 | +0.58 | timeout |
| 05-27 17:57 | BTC | Buy | 75045.8→74758.3 | -2.37 | timeout |
| 05-27 15:55 | BTC | Buy | 75714.8→75202.2 | -3.83 | timeout |
| 05-27 13:40 | BTC | Buy | 75855.8→74815.8 | -7.30 | stop_loss |
| 05-27 11:44 | BTC | Buy | 75849.8→75781.2 | -0.88 | timeout |
| 05-27 09:43 | BTC | Buy | 75585.8→75887.2 | +1.57 | timeout |
| 05-27 07:40 | BTC | Buy | 75742.8→75839.2 | +0.21 | timeout |
| 05-27 05:40 | BTC | Buy | 75829.8→75625.2 | -1.78 | timeout |
| 05-25 05:34 | BTC | Buy | 77115.9→77370.1 | +1.18 | timeout |
| 05-25 03:29 | BTC | Buy | 76840.8→77040.1 | +0.84 | timeout |
| 05-25 01:19 | BTC | Buy | 76653.8→77127.1 | +2.63 | timeout |
| 05-24 23:16 | BTC | Buy | 76622.8→76892.2 | +1.30 | timeout |
| 05-24 19:51 | BTC | Buy | 76372.8→76718.2 | +1.80 | timeout |
| 05-24 17:50 | BTC | Buy | 76853.8→76722.2 | -1.31 | timeout |
| 05-24 14:16 | BTC | Buy | 77224.9→76119.1 | -7.61 | stop_loss |
| 05-24 13:50 | BTC | Buy | 76933.8→76861.2 | -0.93 | timeout |
| 05-24 11:49 | BTC | Buy | 76757.8→77248.1 | +2.73 | timeout |
| 05-24 09:49 | BTC | Buy | 76741.8→76926.2 | +0.73 | timeout |
| 05-24 07:49 | BTC | Buy | 76754.8→76749.2 | -0.51 | timeout |
| 05-24 05:47 | BTC | Buy | 76814.8→76637.2 | -1.62 | timeout |
| 05-24 03:25 | BTC | Buy | 76552.8→76875.2 | +1.64 | timeout |
| 05-24 01:22 | BTC | Buy | 77038.9→76819.2 | -1.89 | timeout |
| 05-23 23:09 | BTC | Buy | 75781.8→76685.2 | +5.50 | timeout |
| 05-23 20:55 | BTC | Buy | 75399.8→77058.1 | +10.54 | take_profit |
| 05-23 19:05 | BTC | Buy | 75474.8→75767.2 | +1.48 | timeout |
| 05-23 17:04 | BTC | Buy | 74923.7→75404.2 | +2.73 | timeout |
| 05-23 15:04 | BTC | Buy | 74696.7→75458.2 | +4.65 | timeout |
| 05-23 13:04 | BTC | Buy | 74639.7→74895.3 | +1.26 | timeout |
| 05-23 07:50 | BTC | Buy | 75340.8→74295.1 | -7.39 | stop_loss |
| 05-23 07:50 | BTC | Buy | 75481.8→74419 | -7.49 | stop_loss |
| 05-23 07:03 | BTC | Buy | 75560.8→75332.2 | -1.96 | timeout |
| 05-23 04:47 | BTC | Buy | 75300.8→75471.2 | +0.69 | timeout |
| 05-23 02:39 | BTC | Buy | 75706.8→75452.2 | -2.13 | timeout |
| 05-23 00:38 | BTC | Buy | 75910.8→75223.2 | -4.99 | timeout |
| 05-22 19:30 | BTC | Buy | 76701.8→75662.4 | -7.23 | stop_loss |
| 05-22 19:30 | BTC | Buy | 76840.8→75799.3 | -7.24 | stop_loss |
| 05-22 17:37 | BTC | Buy | 77189.9→76943.2 | -2.07 | timeout |
| 05-22 15:35 | BTC | Buy | 77281.9→76893.2 | -2.98 | timeout |
| 05-22 13:35 | BTC | Buy | 77179.9→77195.1 | -0.37 | timeout |
| 05-22 11:35 | BTC | Buy | 77434.9→77274.1 | -1.51 | timeout |
| 05-22 09:35 | BTC | Buy | 77547.9→77172.1 | -2.89 | timeout |
| 05-22 07:30 | BTC | Buy | 77742.9→77475.1 | -2.18 | timeout |
| 05-22 05:25 | BTC | Buy | 77424.9→77540.1 | +0.29 | timeout |
| 05-22 03:15 | BTC | Buy | 77509.9→77668.1 | +0.56 | timeout |
| 05-22 01:13 | BTC | Buy | 77752.9→77394.1 | -2.76 | timeout |
| 05-21 23:01 | BTC | Buy | 77381.9→77564.1 | +0.71 | timeout |
| 05-21 21:00 | BTC | Buy | 77250.9→77671.1 | +2.25 | timeout |
| 05-21 18:59 | BTC | Buy | 76964.8→77328.1 | +1.89 | timeout |
| 05-21 16:58 | BTC | Buy | 77264.9→77107.1 | -1.48 | timeout |
| 05-21 14:47 | BTC | Buy | 77284.9→76949.2 | -2.64 | timeout |
| 05-21 12:47 | BTC | Buy | 77860.9→77261.1 | -4.32 | timeout |
| 05-21 10:47 | BTC | Buy | 77628.9→77277.1 | -2.73 | timeout |
| 05-21 08:46 | BTC | Buy | 77953.9→77870.1 | -1.00 | timeout |
| 05-21 06:45 | BTC | Buy | 77992.9→77610.1 | -2.92 | timeout |
| 05-21 04:38 | BTC | Buy | 77703.9→77949.1 | +1.12 | timeout |
| 05-21 02:35 | BTC | Buy | 77444.9→78007.1 | +3.17 | timeout |
| 05-21 00:22 | BTC | Buy | 77459.9→77619.1 | +0.57 | timeout |
| 05-20 22:17 | BTC | Buy | 77518.9→77297.1 | -1.89 | timeout |
| 05-20 20:07 | BTC | Buy | 77491.9→77587.1 | +0.15 | timeout |
| 05-20 17:37 | BTC | Buy | 77026.9→77650.1 | +3.57 | timeout |
| 05-20 15:23 | BTC | Buy | 77448.9→77689.1 | +1.08 | timeout |
| 05-20 13:17 | BTC | Buy | 77369.9→77420.1 | -0.14 | timeout |
| 05-20 11:11 | BTC | Buy | 77357.9→77495.1 | +0.42 | timeout |
| 05-20 09:11 | BTC | Buy | 77203.9→77418.1 | +0.92 | timeout |
| 05-20 07:06 | BTC | Buy | 76593.8→77315.1 | +4.23 | timeout |
| 05-20 05:06 | BTC | Buy | 76733.8→76823.2 | +0.11 | timeout |
| 05-20 03:00 | BTC | Buy | 76668.8→76653.2 | -0.58 | timeout |
| 05-20 00:45 | BTC | Buy | 76920.8→76692.2 | -1.96 | timeout |
| 05-19 22:38 | BTC | Buy | 76796.8→76693.2 | -1.15 | timeout |
| 05-19 20:28 | BTC | Buy | 76593.8→76898.2 | +1.51 | timeout |
Paper vs Live
Paper (trades.jsonl)
127
closed
49%
win rate
-48.44
total pnl ($)
-7.5 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 | 127 | 49% | -7.5 | -48.44 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 16:03 | BTC | Buy | +6.30 | Bitcoin was consolidating gains in a moderately bullish 24-hour window (+2.90%), with the 1-hour showing minimal momentum (+0.54%) as the trade approached its 4-hour timeout. The thesis partially worked—the fear_greed=26 extreme capitulation signal and comp… |
| 05-01 13:55 | BTC | Buy | +10.53 | Bitcoin rallied 2.80% over the prior 24 hours into the close, with positive intraday momentum (+0.57% in the final hour) and low negative funding rates (-0.00056%) signaling reduced leveraged short pressure. The trade's thesis worked because the extreme fea… |
| 05-01 10:51 | BTC | Buy | +1.80 | # Trade Analysis: BTC Basis Extreme Regime (Timeout Close) Bitcoin was trading in a **tight, compressed basis regime with extreme fear (VIX-equivalent at 26) and institutional accumulation signals (0.85 ratio) at the 4-hour close, with 0% funding rate sugg… |
| 05-01 07:16 | BTC | Buy | +1.38 | Bitcoin was consolidating near $77,053 with minimal hourly volatility (-0.04% 1h) and slightly positive 24h momentum (+1.67%), while funding rates remained slightly negative, indicating balanced leverage positioning. The trade's thesis partially worked—basi… |
| 05-01 05:01 | BTC | Buy | +3.21 | Bitcoin was consolidating near $77,106 with flat hourly momentum (1h=-0.00%) despite modest 24-hour gains, reflecting indecision at resistance after the extreme fear signal that triggered the long entry. The thesis underperformed because the compressed basi… |
| 05-01 02:46 | BTC | Buy | +1.33 | # Trade Analysis: BTC Basis Extreme Regime (tick-1777589176) Bitcoin was trading in a neutral-to-mildly-bullish regime with slightly negative funding (-0.0141%) and elevated open interest ($3.9B), indicating institutional positioning but no strong directio… |
| 05-01 00:46 | BTC | Buy | -0.14 | BTC was consolidating in a near-flat range around $76,460 (up 0.17% on the 1h, +0.25% on 24h) with negative funding rates (-0.011%) suggesting institutional caution, while the broader crypto market drifted lower on the weekly timeframe. The thesis failed be… |
| 04-30 10:27 | BTC | Buy | +1.70 | BTC was consolidating near $76k with mild downward pressure (-0.22% in the last hour, -2.28% over 24h), while funding rates remained positive at 0.125% and open interest held steady above $3.76B, suggesting institutional positioning remained intact despite … |
| 04-30 08:06 | BTC | Buy | +1.67 | Bitcoin was consolidating near $76,048 with mild hourly gains (+0.33%) but persistent weekly weakness (-2.54%), while funding rates turned negative (-0.005%), signaling waning leverage appetite. The trade's thesis partially worked because the extreme fear s… |
| 04-30 06:01 | BTC | Buy | -4.66 | # Trade Analysis: btc_basis_extreme_regime_top_trader_confirmed BTC was consolidating near $75,550 with mild intraday stability (1h: +0.02%) but weak medium-term momentum (24h: -2.21%, 7d: -3.16%), while funding rates turned slightly negative (-0.004423%) … |