81
closed trades
47%
win rate
+14.56
total pnl ($)
1.214
weight
7d window — n=8 wr=38% pnl=+1.02
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:37:38 (34.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
nv
n: 52
· wr: 44.2%
· total_bps: -844.5
· mean_bps: -16.24
· sharpe: -0.13
· max_dd_bps: -2372.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 81 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 08:16 | BTC | Sell | 64108.8→64270.2 | -1.84 | timeout |
| 06-21 21:34 | BTC | Sell | 64282.8→63740.2 | +4.15 | timeout |
| 06-21 06:47 | BTC | Sell | 63840.8→64286.2 | -4.33 | timeout |
| 06-20 16:22 | BTC | Sell | 63448.8→64014.2 | -5.34 | timeout |
| 06-19 23:30 | BTC | Sell | 62725.9→63291.2 | -5.43 | timeout |
| 06-19 06:53 | BTC | Sell | 63567.8→62821.1 | +5.94 | timeout |
| 06-18 08:05 | BTC | Sell | 65824.7→64415.2 | +11.30 | timeout |
| 06-17 17:19 | BTC | Sell | 65555.7→65913.3 | -3.43 | timeout |
| 06-14 22:46 | BTC | Sell | 64231.8→65407.3 | -10.53 | timeout |
| 06-14 21:45 | BTC | Sell | 63925.8→65515 | -14.16 | stop_loss |
| 06-14 02:14 | BTC | Sell | 63746.8→64607.2 | -7.93 | timeout |
| 06-13 09:41 | BTC | Sell | 63821.8→63793.2 | -0.18 | timeout |
| 06-12 07:46 | BTC | Sell | 62608.9→63034.2 | -4.20 | timeout |
| 06-11 10:55 | BTC | Sell | 61644.9→63184.7 | -14.15 | stop_loss |
| 06-10 15:53 | BTC | Sell | 61172.9→62692.5 | -14.19 | stop_loss |
| 06-09 04:09 | BTC | Sell | 63004.8→62877.1 | +0.62 | timeout |
| 06-07 05:18 | BTC | Sell | 60539→62034.1 | -14.09 | stop_loss |
| 06-06 17:17 | BTC | Sell | 61089.9→60696 | +3.04 | timeout |
| 06-05 18:52 | BTC | Sell | 62023.9→59300 | +23.68 | take_profit |
| 06-05 14:06 | BTC | Sell | 63307.8→60528 | +23.66 | take_profit |
| 06-05 05:47 | BTC | Sell | 63868.8→62706.1 | +9.48 | timeout |
| 06-04 01:16 | BTC | Sell | 65733.7→62847.1 | +23.66 | take_profit |
| 06-03 21:07 | BTC | Sell | 66947.7→65403.3 | +12.23 | timeout |
| 06-03 14:19 | BTC | Sell | 66996.6→66723.3 | +1.79 | timeout |
| 06-02 15:37 | BTC | Sell | 70160.5→67077.4 | +23.69 | take_profit |
| 06-02 09:30 | BTC | Sell | 71746.4→69342.5 | +18.04 | timeout |
| 06-01 05:07 | BTC | Sell | 73850.3→73503.7 | +2.11 | timeout |
| 05-31 17:49 | BTC | Sell | 74090.3→73687.7 | +2.54 | timeout |
| 05-31 02:14 | BTC | Sell | 73592.3→74134.7 | -4.50 | timeout |
| 05-29 20:01 | BTC | Sell | 73311.3→73532.7 | -2.13 | timeout |
| 05-29 06:20 | BTC | Sell | 73324.3→73394.7 | -0.93 | timeout |
| 05-28 11:25 | BTC | Sell | 75001.2→73401.7 | +11.28 | timeout |
| 05-27 23:37 | BTC | Sell | 75909.2→74245.7 | +11.60 | timeout |
| 05-27 12:27 | BTC | Sell | 76074.2→75827.8 | +1.21 | timeout |
| 05-26 22:35 | BTC | Sell | 76815.2→75815.8 | +6.68 | timeout |
| 05-26 12:35 | BTC | Sell | 77318.1→77006.9 | +1.74 | timeout |
| 05-25 23:21 | BTC | Sell | 77175.1→77230.9 | -0.84 | timeout |
| 05-25 12:34 | BTC | Sell | 76615.2→77335.9 | -5.59 | timeout |
| 05-23 20:55 | BTC | Sell | 75197.2→77044.4 | -13.99 | stop_loss |
| 05-23 18:44 | BTC | Sell | 75481.2→75878.8 | -3.34 | timeout |
| 05-23 07:15 | BTC | Sell | 76780.2→75294.8 | +10.15 | timeout |
| 05-22 21:02 | BTC | Sell | 77600.1→75998.8 | +10.91 | timeout |
| 05-22 10:49 | BTC | Sell | 77466.1→77289.9 | +0.83 | timeout |
| 05-22 00:30 | BTC | Sell | 77994.1→77472.9 | +3.20 | timeout |
| 05-21 14:08 | BTC | Sell | 77352.1→77073.9 | +1.55 | timeout |
| 05-21 01:50 | BTC | Sell | 77443.1→77930.9 | -3.92 | timeout |
| 05-20 15:33 | BTC | Sell | 76875.2→77614.9 | -5.69 | timeout |
| 05-20 04:47 | BTC | Sell | 76868.2→76781.8 | +0.22 | timeout |
| 05-19 13:57 | BTC | Sell | 77097.1→76889.8 | +1.02 | timeout |
| 05-18 23:49 | BTC | Sell | 76996.1→77005.9 | -0.52 | timeout |
| 05-16 18:50 | BTC | Sell | 79045→79049 | -0.45 | timeout |
| 05-16 05:20 | BTC | Sell | 80081→78982.9 | +7.02 | timeout |
| 05-12 14:43 | BTC | Sell | 81715.9→81724.1 | -0.51 | timeout |
| 05-12 05:35 | BTC | Sell | 80870→81724.1 | -6.33 | timeout |
| 05-11 19:15 | BTC | Sell | 80527→81884.1 | -9.76 | timeout |
| 05-11 08:23 | BTC | Sell | 81290.9→80747 | +3.26 | timeout |
| 05-10 21:56 | BTC | Sell | 80641→80721 | -1.03 | timeout |
| 05-10 10:33 | BTC | Sell | 80995→80808 | +0.79 | timeout |
| 05-10 00:15 | BTC | Sell | 80339→80681 | -2.79 | timeout |
| 05-09 08:18 | BTC | Sell | 79907→80367 | -3.71 | timeout |
| 05-08 22:01 | BTC | Sell | 79418→80310 | -6.64 | timeout |
| 05-08 08:25 | BTC | Sell | 79856→79704 | +0.55 | timeout |
| 05-07 21:59 | BTC | Sell | 80995.9→79789 | +7.76 | timeout |
| 05-07 11:49 | BTC | Sell | 81384.9→80881 | +2.97 | timeout |
| 05-06 08:34 | BTC | Sell | 79872→81834 | -13.92 | stop_loss |
| 05-04 17:53 | BTC | Sell | 78704.1→80637.3 | -14.03 | stop_loss |
| 05-04 14:47 | BTC | Sell | 79308→79687 | -3.16 | timeout |
| 05-03 13:38 | BTC | Sell | 79066→78672.9 | +2.30 | timeout |
| 05-02 12:54 | BTC | Sell | 77768.1→78159.9 | -3.30 | timeout |
| 05-02 01:57 | BTC | Sell | 77186.1→78259.9 | -8.25 | timeout |
| 05-01 12:37 | BTC | Sell | 76300.2→78175 | -14.02 | stop_loss |
| 04-30 14:30 | BTC | Sell | 75780→76276.8 | -4.15 | timeout |
| 04-30 01:56 | BTC | Sell | 77719→76317 | +9.43 | timeout |
| 04-29 15:45 | BTC | Sell | 76265→75933 | +1.90 | timeout |
| 04-29 01:50 | BTC | Sell | 76512→76577 | -0.96 | timeout |
| 04-28 15:43 | BTC | Sell | 77200→75931 | +8.55 | timeout |
| 04-28 05:24 | BTC | Sell | 77712→76917 | +5.13 | timeout |
| 04-27 00:58 | BTC | Sell | 78229→79325 | -8.20 | stop_loss |
| 04-26 21:55 | BTC | Sell | 77835→78925 | -8.20 | stop_loss |
| 04-26 19:31 | BTC | Sell | 77388→78163 | -6.00 | timeout |
| 04-26 07:53 | BTC | Sell | 77434→78030 | -4.73 | timeout |
Paper vs Live
Paper (trades.jsonl)
81
closed
47%
win rate
+14.56
total pnl ($)
+2.9 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 | 81 | 47% | +2.9 | +14.56 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 10:33 | BTC | Sell | +0.79 | The market was in a mild uptrend with BTC up 2.30% over 24 hours and neutral funding. The short thesis failed because the trade expired via timeout without reaching a target, as the bullish momentum persisted longer than anticipated. |
| 05-10 00:15 | BTC | Sell | -2.79 | The market was in a low-funding, sideways grind with no directional conviction. The thesis failed because the trade expired without reaching the target, as the lack of volatility prevented the short from materializing. |
| 05-09 08:18 | BTC | Sell | -3.71 | The market was in a mild downtrend with BTC down 1.52% over 24 hours and negative funding, suggesting persistent bearish pressure. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained … |
| 05-08 22:01 | BTC | Sell | -6.64 | The market was in a mild intraday uptick (+0.47% on the hour) but remained in a broader downtrend over 24 hours and 7 days. The thesis failed because the short was closed by timeout before the expected continuation of the bearish trend materialized, resulti… |
| 05-08 08:25 | BTC | Sell | +0.55 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and stable OI. The short thesis failed to trigger an entry before the timeout, as the market did not reach the intended price level within the allowed window. |
| 05-07 21:59 | BTC | Sell | +7.76 | The market was in a mild downtrend over the past week with low hourly volatility, as BTC traded near $79,363 with a 1h change of just 0.01%. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not ma… |
| 05-07 11:49 | BTC | Sell | +2.97 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.13% but still down over 2% on the week. The thesis failed because the trade was closed by timeout before the expected move materialized, a… |
| 05-06 08:34 | BTC | Sell | -13.92 | The market was in a broad downtrend with BTC declining over multiple timeframes and negative funding. The short thesis failed because the stop-loss was triggered by a temporary intraday bounce against the prevailing bearish momentum. |
| 05-04 17:53 | BTC | Sell | -14.03 | The market was in a consolidation phase with neutral funding rates and stable open interest despite a slight weekly uptrend. The thesis failed because the price immediately reversed and hit the stop loss, indicating the anticipated downward momentum did not… |
| 05-04 14:47 | BTC | Sell | -3.16 | The market was exhibiting a neutral, range-bound regime with minimal momentum and flat funding rates. The trade failed because the anticipated directional move never materialized, resulting in a timeout exit due to the lack of sufficient volatility to trigg… |