99
closed trades
44%
win rate
-50.59
total pnl ($)
1.210
weight
7d window — n=19 wr=63% pnl=+11.34
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:31:03 (34.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ol
n: 20
· wr: 45.0%
· total_bps: -123.4
· mean_bps: -6.17
· sharpe: -0.07
· max_dd_bps: -358.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 99 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 01:12 | BTC | Buy | 63559.2→63856.8 | +1.88 | timeout |
| 06-21 18:37 | BTC | Buy | 64023.2→64130.8 | +0.40 | timeout |
| 06-21 12:03 | BTC | Buy | 64175.2→64091.8 | -1.09 | timeout |
| 06-21 01:44 | BTC | Buy | 64004.2→64221.8 | +1.24 | timeout |
| 06-20 16:08 | BTC | Buy | 63757.2→63989.8 | +1.36 | timeout |
| 06-20 02:04 | BTC | Buy | 63034.2→63496.8 | +3.22 | timeout |
| 06-19 13:45 | BTC | Sell | 62452.9→63309.8 | -7.32 | stop_loss |
| 06-19 08:33 | BTC | Sell | 62597.9→62639.1 | -0.80 | timeout |
| 06-19 00:02 | BTC | Sell | 63155.8→62898.1 | +1.58 | timeout |
| 06-18 15:37 | BTC | Buy | 63738.2→62855.4 | -7.35 | stop_loss |
| 06-18 09:01 | BTC | Sell | 63797.8→64322.2 | -4.55 | timeout |
| 06-18 02:15 | BTC | Buy | 64089.2→64509.8 | +2.82 | timeout |
| 06-17 16:28 | BTC | Buy | 64921.2→66367.7 | +10.69 | take_profit |
| 06-17 11:04 | BTC | Sell | 65564.7→64739.2 | +5.86 | timeout |
| 06-17 03:00 | BTC | Buy | 65762.3→65866.7 | +0.34 | timeout |
| 06-16 18:08 | BTC | Sell | 66040.7→66099.3 | -0.88 | timeout |
| 06-16 06:36 | BTC | Sell | 65819.7→66400.3 | -4.87 | timeout |
| 06-15 22:31 | BTC | Sell | 66756.7→66128.3 | +4.26 | timeout |
| 06-15 15:04 | BTC | Buy | 65932.3→66592.7 | +4.56 | timeout |
| 06-15 01:19 | BTC | Buy | 64705.2→65470.7 | +5.46 | timeout |
| 06-14 18:32 | BTC | Sell | 64080.8→63709.2 | +2.47 | timeout |
| 06-14 11:45 | BTC | Buy | 64285.2→64580.8 | +1.85 | timeout |
| 06-14 05:45 | BTC | Buy | 64577.2→64339.8 | -2.29 | timeout |
| 06-13 19:43 | BTC | Sell | 64290.8→64256.2 | -0.18 | timeout |
| 06-13 08:51 | BTC | Sell | 63601.8→63821.2 | -2.16 | timeout |
| 06-13 00:48 | BTC | Sell | 63426.8→63579.2 | -1.64 | timeout |
| 06-12 15:32 | BTC | Sell | 63746.8→64027.2 | -2.64 | timeout |
| 06-12 01:12 | BTC | Buy | 63458.2→63464.8 | -0.42 | timeout |
| 06-11 16:26 | BTC | Buy | 62756.1→62599.9 | -1.72 | timeout |
| 06-11 09:53 | BTC | Buy | 62640.1→62916.9 | +1.74 | timeout |
| 06-11 00:22 | BTC | Buy | 61757.1→61882.9 | +0.57 | timeout |
| 06-10 15:46 | BTC | Sell | 61654.9→62494.4 | -7.25 | stop_loss |
| 06-09 23:40 | BTC | Sell | 61782.9→62023.1 | -2.40 | timeout |
| 06-09 14:29 | BTC | Buy | 62415.1→61566.1 | -7.25 | stop_loss |
| 06-09 09:50 | BTC | Sell | 63351.8→62646.1 | +5.12 | timeout |
| 06-08 11:11 | BTC | Buy | 62982.1→63353.8 | +2.50 | timeout |
| 06-08 03:20 | BTC | Buy | 62839.1→63168.8 | +2.17 | timeout |
| 06-07 19:15 | BTC | Buy | 62284.1→61424.2 | -7.35 | stop_loss |
| 06-07 14:16 | BTC | Sell | 62402.9→61801.1 | +4.37 | timeout |
| 06-07 04:30 | BTC | Buy | 60851→61536.9 | +5.19 | timeout |
| 06-06 16:48 | BTC | Buy | 60956→60776 | -1.92 | timeout |
| 06-06 05:23 | BTC | Buy | 59661→60968 | +10.50 | take_profit |
| 06-06 02:30 | BTC | Sell | 61477.9→60808 | +5.00 | timeout |
| 06-05 18:44 | BTC | Buy | 60522→59698.1 | -7.26 | stop_loss |
| 06-05 11:40 | BTC | Buy | 63002.1→62145.8 | -7.25 | stop_loss |
| 06-05 06:17 | BTC | Buy | 62710.1→61853 | -7.27 | stop_loss |
| 06-04 22:16 | BTC | Buy | 63250.2→63318.8 | +0.10 | timeout |
| 06-04 12:37 | BTC | Buy | 62317.1→63681.8 | +10.51 | take_profit |
| 06-04 08:15 | BTC | Buy | 64092.2→63220.2 | -7.25 | stop_loss |
| 06-03 21:48 | BTC | Sell | 64917.8→65801.2 | -7.25 | stop_loss |
| 06-03 16:01 | BTC | Buy | 66782.3→65872.8 | -7.27 | stop_loss |
| 06-03 08:57 | BTC | Buy | 66416.3→67001.6 | +3.94 | timeout |
| 06-02 23:33 | BTC | Buy | 66689.3→66434.7 | -2.36 | timeout |
| 06-02 12:59 | BTC | Buy | 69765.5→69053.5 | -5.58 | timeout |
| 06-02 03:47 | BTC | Sell | 71503.4→70987.5 | +3.18 | timeout |
| 06-01 01:18 | BTC | Sell | 73715.3→73597.7 | +0.36 | timeout |
| 05-31 12:15 | BTC | Buy | 73890.7→73902.3 | -0.39 | timeout |
| 05-31 04:50 | BTC | Buy | 73940.7→74168.3 | +1.08 | timeout |
| 05-30 16:57 | BTC | Sell | 73657.3→73896.7 | -2.06 | timeout |
| 05-30 12:14 | BTC | Buy | 73503.7→73559.3 | -0.08 | timeout |
| 05-29 16:50 | BTC | Buy | 73215.7→73991.3 | +4.83 | timeout |
| 05-29 10:34 | BTC | Buy | 73685.7→73574.3 | -1.21 | timeout |
| 05-28 17:41 | BTC | Sell | 72850.4→73503.7 | -4.91 | timeout |
| 05-28 03:37 | BTC | Buy | 74354.7→73343.6 | -7.25 | stop_loss |
| 05-27 21:43 | BTC | Sell | 74850.3→74733.7 | +0.34 | timeout |
| 05-27 15:29 | BTC | Sell | 75912.2→75349.8 | +3.25 | timeout |
| 05-27 07:10 | BTC | Sell | 75878.2→75727.8 | +0.52 | timeout |
| 05-25 05:16 | BTC | Buy | 77178.9→77366.1 | +0.75 | timeout |
| 05-24 22:25 | BTC | Sell | 76671.2→76887.8 | -1.86 | timeout |
| 05-24 14:16 | BTC | Buy | 77250.9→76194.1 | -7.29 | stop_loss |
| 05-24 08:51 | BTC | Buy | 76741.8→76779.2 | -0.23 | timeout |
| 05-24 00:56 | BTC | Sell | 77016.1→76797.8 | +0.98 | timeout |
| 05-23 18:57 | BTC | Sell | 75555.2→75851.8 | -2.40 | timeout |
| 05-23 12:23 | BTC | Buy | 74580.7→74617.3 | -0.20 | timeout |
| 05-23 06:17 | BTC | Sell | 75493.2→75455.8 | -0.20 | timeout |
| 05-22 23:27 | BTC | Buy | 76330.8→75703.2 | -4.57 | timeout |
| 05-22 17:09 | BTC | Buy | 77451.9→76917.2 | -3.92 | timeout |
| 05-22 10:46 | BTC | Buy | 77407.9→77300.1 | -1.16 | timeout |
| 05-22 03:59 | BTC | Buy | 77584.9→77730.1 | +0.48 | timeout |
| 05-21 20:36 | BTC | Buy | 77166.9→77721.1 | +3.12 | timeout |
| 05-21 14:32 | BTC | Buy | 77230.9→77087.1 | -1.40 | timeout |
| 05-21 07:06 | BTC | Buy | 77956.9→77611.1 | -2.68 | timeout |
| 05-21 01:01 | BTC | Sell | 77640.1→77973.9 | -2.59 | timeout |
| 05-20 18:34 | BTC | Sell | 77410.1→77498.9 | -1.00 | timeout |
| 05-20 12:32 | BTC | Buy | 77293.9→77484.1 | +0.76 | timeout |
| 05-20 05:30 | BTC | Buy | 76556.8→77145.1 | +3.37 | timeout |
| 05-19 23:27 | BTC | Buy | 76798.8→76857.2 | -0.10 | timeout |
| 05-19 17:12 | BTC | Buy | 76794.8→76917.2 | +0.32 | timeout |
| 05-19 08:17 | BTC | Sell | 76862.2→77158.9 | -2.36 | timeout |
| 05-19 00:31 | BTC | Sell | 77132.1→77217.9 | -1.01 | timeout |
| 05-18 17:46 | BTC | Buy | 76916.8→76637.2 | -2.28 | timeout |
| 05-18 11:44 | BTC | Buy | 76927.8→77314.1 | +2.04 | timeout |
| 05-01 21:39 | BTC | Buy | 78386.9→78087.1 | -2.35 | timeout |
| 05-01 13:55 | BTC | Buy | 77186.9→78881.1 | +10.53 | take_profit |
| 05-01 07:36 | BTC | Buy | 77196.9→76985.2 | -1.81 | timeout |
| 04-30 02:41 | BTC | Buy | 75899→75558 | -2.70 | timeout |
| 04-29 20:03 | BTC | Sell | 75909→75640 | +1.32 | timeout |
| 04-29 13:35 | BTC | Buy | 77608→76599 | -6.95 | stop_loss |
| 04-29 04:41 | BTC | Sell | 76411→77405 | -6.95 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
99
closed
44%
win rate
-50.59
total pnl ($)
-10.2 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 | 99 | 44% | -10.2 | -50.59 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 09:04 | BTC | Buy | stale_intent |
| 06-21 21:38 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 21:39 | BTC | Buy | -2.35 | BTC drifted sideways in the 4-hour window ($78,087–$78,387 range), gaining 2.47% over 24h but offering no sustained directional conviction as funding rates turned slightly negative (-0.0066%), signaling equilibrium between longs and shorts. The fear_discoun… |
| 05-01 13:55 | BTC | Buy | +10.53 | BTC rallied 2.80% over 24 hours with positive 1-hour momentum (0.57%) and healthy funding rates near zero, creating favorable conditions for mean-reversion trades to capture compressed basis expansion. The trade's thesis worked because the basis_z=-2.23 sig… |
| 05-01 07:36 | BTC | Buy | -1.81 | Bitcoin was consolidating near $77k with minimal intraday momentum (−0.09% hourly) and slightly positive 24h returns (+1.32%), while perpetual funding rates had turned deeply negative (−0.39%), signaling reduced leverage. The thesis failed because the basis… |
| 04-30 02:41 | BTC | Buy | -2.70 | At close, BTC had drifted lower over the preceding hour (-0.97%) and 24h (-1.13%), with funding rates turning slightly negative (-0.003353%), signaling weakening bullish momentum despite the deep fear regime (26/100) that initially triggered the entry. The … |
| 04-29 20:03 | BTC | Sell | +1.32 | # Trade Analysis: tick-1777478575 Bitcoin was consolidating within a narrow range, declining modestly over 24 hours (-1.00%) while showing minimal 1-hour volatility (0.21%), with elevated perpetual funding rates (0.0687%) reflecting short positioning. The … |
| 04-29 13:35 | BTC | Buy | -6.95 | # Trade Post-Mortem: BTC Basis Fear Compression At close, BTC was trading at $76,512 with a mild 1-hour decline of -0.86% and negative weekly momentum (-2.25%), while funding rates remained deeply negative (-0.009915%), signaling persistent short overcrowd… |