33
closed trades
33%
win rate
-30.21
total pnl ($)
1.143
weight
7d window — n=4 wr=0% pnl=-17.41
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 00:09:16 (24.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_cc
n: 56
· wr: 42.9%
· total_bps: -935.9
· mean_bps: -16.71
· sharpe: -0.26
· max_dd_bps: -1038.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 33 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 23:01 | BTC | Sell | 60186→60195 | -0.53 | timeout |
| 06-27 19:04 | BTC | Buy | 60792→60561 | -2.35 | timeout |
| 06-24 13:11 | BTC | Buy | 62856.1→62000.9 | -7.25 | stop_loss |
| 06-22 01:23 | BTC | Sell | 63434.8→64302.3 | -7.28 | stop_loss |
| 06-21 03:50 | BTC | Buy | 64292.2→64394.8 | +0.35 | timeout |
| 06-20 23:03 | BTC | Sell | 63897.8→64268.2 | -3.35 | timeout |
| 06-20 19:01 | BTC | Buy | 63995.2→63787.8 | -2.07 | timeout |
| 06-17 15:02 | BTC | Sell | 64796.8→65144.3 | -3.13 | timeout |
| 06-17 11:33 | BTC | Sell | 65131.7→64740.2 | +2.57 | timeout |
| 06-14 19:02 | BTC | Sell | 64024.8→63794.2 | +1.36 | timeout |
| 06-13 19:01 | BTC | Buy | 64246.2→64157.8 | -1.14 | timeout |
| 06-13 15:00 | BTC | Buy | 63950.2→64204.8 | +1.54 | timeout |
| 06-13 11:03 | BTC | Buy | 63781.2→63814.8 | -0.20 | timeout |
| 05-31 07:06 | BTC | Buy | 74141.7→73962.3 | -1.67 | timeout |
| 05-30 19:06 | BTC | Buy | 73894.7→73985.3 | +0.15 | timeout |
| 05-26 15:00 | BTC | Buy | 77148.9→76882.2 | -2.18 | timeout |
| 05-26 07:00 | BTC | Sell | 76632.2→76874.8 | -2.03 | timeout |
| 05-25 19:00 | BTC | Buy | 77594.9→77500.1 | -1.08 | timeout |
| 05-24 19:00 | BTC | Sell | 76313.2→76630.8 | -2.53 | timeout |
| 05-23 19:01 | BTC | Buy | 75572.8→75826.2 | +1.22 | timeout |
| 05-22 19:00 | BTC | Sell | 76766.2→76473.8 | +1.46 | timeout |
| 05-22 11:00 | BTC | Sell | 77424.1→77301.9 | +0.35 | timeout |
| 05-21 15:00 | BTC | Sell | 77189.1→76956.8 | +1.06 | timeout |
| 05-20 11:00 | BTC | Buy | 77267.9→77482.1 | +0.92 | timeout |
| 05-10 19:01 | BTC | Buy | 81397.1→81176.9 | -1.81 | timeout |
| 05-09 23:01 | BTC | Buy | 80899→80729 | -1.50 | timeout |
| 05-09 11:00 | BTC | Sell | 80183→80217 | -0.67 | timeout |
| 05-03 07:00 | BTC | Sell | 78128.1→78286.9 | -1.47 | timeout |
| 05-03 04:03 | BTC | Buy | 78353.9→78144.1 | -1.78 | timeout |
| 05-02 19:02 | BTC | Buy | 78444.9→78412.1 | -0.66 | timeout |
| 04-27 00:47 | BTC | Buy | 77890→78851 | +5.72 | timeout |
| 04-26 11:02 | BTC | Buy | 78055→78011 | -0.73 | timeout |
| 04-25 21:32 | BTC | Sell | 77300→77464 | -1.51 | timeout |
Paper vs Live
Paper (trades.jsonl)
33
closed
33%
win rate
-30.21
total pnl ($)
-18.3 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 | 33 | 33% | -18.3 | -30.21 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 23:01 | BTC | Buy | -1.50 | BTC was in a tight, low-volatility consolidation with minimal directional bias across timeframes. The thesis failed because the trade expired without reaching a target or stop, as the market lacked the momentum to trigger an exit before the timeout. |
| 05-09 11:00 | BTC | Sell | -0.67 | The market was in a mild downtrend with BTC declining 2% over 24 hours and negative funding rates. The short thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient volatility or a sideways grind. |
| 05-03 07:00 | BTC | Sell | -1.47 | # Trade Analysis: BTC Body Spike Follow (Sell) The market was consolidating in a relatively stable state with modest positive funding (0.54 bps) and elevated open interest ($4.22B), showing neither strong bullish nor bearish sentiment at the 180-minute clo… |
| 05-03 04:03 | BTC | Buy | -1.78 | The market was consolidating with minimal directional conviction at close—BTC up only 0.11% in the preceding hour and 0.38% over 24h—while funding rates remained benign at 0.007114%, offering no tailwind for sustained momentum. The trade's thesis failed bec… |
| 05-02 19:02 | BTC | Buy | -0.66 | On close, BTC was trading sideways around $78,436 with minimal intraday momentum (1h: +0.14%, 24h: -0.07%), and funding rates had turned slightly negative (-0.001027%), suggesting weakening leverage demand. The thesis failed because the 4h body spike signal… |
| 04-27 00:47 | BTC | Buy | +5.72 | BTC was trading at $78,851 with elevated open interest of $3.8B and positive funding at 0.004405%, indicating sustained bullish positioning without immediate liquidation pressure. The trade's thesis failed to deliver—despite the 4h candle body spiking 2.2x … |
| 04-26 11:02 | BTC | Buy | -0.73 | Bitcoin was consolidating around $78,037 with minimal intraday movement (-0.01% over 1h) despite modest 7-day gains of 4.02%, showing a lack of directional conviction after the initial spike signal. The thesis failed because the 2.8x oversized 4-hour body c… |
| 04-25 21:32 | BTC | Sell | -1.51 | The market was consolidating with minimal intraday movement, as BTC drifted only +0.13% in the hour before close while maintaining near-flat 24h performance. The thesis failed because the 4h body spike signal (349 vs 171 median) that triggered a short at $7… |