93
closed trades
46%
win rate
-28.58
total pnl ($)
1.310
weight
7d window — n=12 wr=50% pnl=+11.95
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 03:00:42 (33.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aw
n: 335
· wr: 49.0%
· total_bps: -3477.3
· mean_bps: -10.38
· sharpe: -0.14
· max_dd_bps: -3562.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 93 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 18:33 | BTC | Sell | 65075.7→64602.2 | +3.19 | timeout |
| 06-22 05:54 | BTC | Buy | 64252.2→64169.8 | -1.10 | timeout |
| 06-21 14:59 | BTC | Buy | 64108.2→64090.8 | -0.58 | timeout |
| 06-21 04:56 | BTC | Sell | 64222.8→64298.2 | -1.04 | timeout |
| 06-20 04:51 | BTC | Sell | 63536.8→63547.2 | -0.53 | timeout |
| 06-19 18:50 | BTC | Sell | 63181.8→63038.2 | +0.69 | timeout |
| 06-18 21:26 | BTC | Buy | 62905.1→62925.9 | -0.27 | timeout |
| 06-18 06:42 | BTC | Sell | 64238.8→64050.2 | +1.02 | timeout |
| 06-17 21:58 | BTC | Sell | 65376.7→64193.2 | +8.60 | timeout |
| 06-17 13:32 | BTC | Buy | 64947.2→65005.7 | -0.00 | timeout |
| 06-16 11:38 | BTC | Sell | 66537.7→66356.3 | +0.92 | timeout |
| 06-16 01:29 | BTC | Buy | 66142.3→66339.7 | +1.04 | timeout |
| 06-15 15:59 | BTC | Sell | 66390.7→67295 | -7.26 | stop_loss |
| 06-15 02:50 | BTC | Sell | 65661.7→65484.3 | +0.91 | timeout |
| 06-14 18:42 | BTC | Buy | 64019.2→63760.8 | -2.48 | timeout |
| 06-14 10:10 | BTC | Buy | 64215.2→64522.8 | +1.94 | timeout |
| 06-14 00:43 | BTC | Sell | 64589.8→64544.2 | -0.10 | timeout |
| 06-13 11:36 | BTC | Sell | 63875.8→63919.2 | -0.78 | timeout |
| 06-12 22:01 | BTC | Sell | 63678.8→63524.2 | +0.77 | timeout |
| 06-11 13:08 | BTC | Sell | 62924.9→62885.1 | -0.12 | timeout |
| 06-10 19:36 | BTC | Sell | 62312.9→61900.1 | +2.87 | timeout |
| 06-10 09:21 | BTC | Buy | 61681.1→60839.5 | -7.26 | stop_loss |
| 06-09 22:48 | BTC | Sell | 61755.9→62023.1 | -2.62 | timeout |
| 06-09 13:32 | BTC | Buy | 62691.1→62422.9 | -2.59 | timeout |
| 06-09 05:19 | BTC | Buy | 62596.1→63297.8 | +5.15 | timeout |
| 06-08 13:11 | BTC | Sell | 63363.8→63763.2 | -3.60 | timeout |
| 06-07 21:18 | BTC | Sell | 62122.9→61855.1 | +1.70 | timeout |
| 06-07 07:16 | BTC | Sell | 61558.9→62149.1 | -5.25 | timeout |
| 06-06 22:45 | BTC | Buy | 60619→60568 | -0.86 | timeout |
| 06-06 04:34 | BTC | Buy | 60373→59552.2 | -7.25 | stop_loss |
| 06-05 13:52 | BTC | Buy | 61907.1→61065.4 | -7.25 | stop_loss |
| 06-03 23:54 | BTC | Buy | 64971.2→64087.7 | -7.25 | stop_loss |
| 06-02 11:49 | BTC | Buy | 69802.5→69522.5 | -2.47 | timeout |
| 06-01 00:21 | BTC | Buy | 73666.7→73739.3 | +0.05 | timeout |
| 05-31 12:40 | BTC | Buy | 73961.7→73904.3 | -0.85 | timeout |
| 05-30 09:52 | BTC | Buy | 73575.7→73568.3 | -0.50 | timeout |
| 05-29 16:55 | BTC | Buy | 73131.7→73969.3 | +5.27 | timeout |
| 05-28 17:47 | BTC | Buy | 72762.6→73611.3 | +5.36 | timeout |
| 05-28 07:15 | BTC | Buy | 73070.7→73186.3 | +0.34 | timeout |
| 05-27 16:47 | BTC | Buy | 74871.7→75103.2 | +1.09 | timeout |
| 05-27 07:38 | BTC | Buy | 75301.8→75892.2 | +3.49 | timeout |
| 05-26 18:43 | BTC | Buy | 76564.8→75875.2 | -4.96 | timeout |
| 05-26 04:26 | BTC | Buy | 76737.8→76652.2 | -1.01 | timeout |
| 05-25 20:23 | BTC | Sell | 77598.1→77448.9 | +0.53 | timeout |
| 05-24 22:48 | BTC | Sell | 76686.2→76877.8 | -1.70 | timeout |
| 05-24 14:46 | BTC | Sell | 77248.1→76416.8 | +4.93 | timeout |
| 05-24 06:14 | BTC | Sell | 76877.2→76777.8 | +0.21 | timeout |
| 05-23 20:31 | BTC | Sell | 75453.2→76055.8 | -4.44 | timeout |
| 05-23 11:19 | BTC | Buy | 74662.7→74782.3 | +0.35 | timeout |
| 05-22 23:33 | BTC | Buy | 75830.8→75658.2 | -1.60 | timeout |
| 05-22 11:59 | BTC | Buy | 77237.9→77365.1 | +0.36 | timeout |
| 05-22 03:57 | BTC | Buy | 77403.9→77728.1 | +1.64 | timeout |
| 05-21 10:21 | BTC | Buy | 77509.9→77640.1 | +0.38 | timeout |
| 05-21 00:23 | BTC | Sell | 77626.1→77632.9 | -0.48 | timeout |
| 05-20 08:27 | BTC | Sell | 77117.1→77230.9 | -1.17 | timeout |
| 05-19 22:32 | BTC | Sell | 76842.2→76709.8 | +0.43 | timeout |
| 05-19 09:40 | BTC | Sell | 77028.1→76776.8 | +1.19 | timeout |
| 05-18 23:01 | BTC | Sell | 76980.2→77060.9 | -0.97 | timeout |
| 05-16 07:52 | BTC | Buy | 78950.9→78947 | -0.49 | timeout |
| 05-15 19:13 | BTC | Buy | 79177→79066 | -1.15 | timeout |
| 05-15 10:19 | BTC | Buy | 80688→80452 | -1.91 | timeout |
| 05-12 01:43 | BTC | Buy | 81724.1→81715.9 | -0.50 | timeout |
| 05-11 07:09 | BTC | Buy | 80713→80743 | -0.28 | timeout |
| 05-10 18:41 | BTC | Sell | 81123.9→81244.1 | -1.18 | timeout |
| 05-10 04:57 | BTC | Buy | 80630→80747 | +0.27 | timeout |
| 05-09 20:22 | BTC | Sell | 80698→80774 | -0.92 | timeout |
| 05-08 14:36 | BTC | Sell | 80226→80058 | +0.60 | timeout |
| 05-07 20:35 | BTC | Buy | 79742→80044 | +1.43 | timeout |
| 05-06 19:29 | BTC | Buy | 81573.1→81250.9 | -2.42 | timeout |
| 05-04 14:51 | BTC | Buy | 78574.9→80300 | +10.53 | take_profit |
| 05-04 08:00 | BTC | Sell | 80338→79649 | +3.86 | timeout |
| 05-03 23:53 | BTC | Sell | 78856.1→78552.9 | +1.49 | timeout |
| 05-03 05:48 | BTC | Buy | 78091.9→78174.1 | +0.08 | timeout |
| 05-02 19:39 | BTC | Sell | 78443.1→78433.9 | -0.39 | timeout |
| 05-02 07:01 | BTC | Sell | 78394.1→78310.9 | +0.07 | timeout |
| 05-01 17:22 | BTC | Sell | 78459.1→78187.9 | +1.28 | timeout |
| 05-01 06:38 | BTC | Sell | 77189.1→77089.9 | +0.18 | timeout |
| 04-30 02:10 | BTC | Sell | 75926→76268 | -2.70 | timeout |
| 04-29 17:50 | BTC | Buy | 76555→75958 | -4.35 | timeout |
| 04-29 06:45 | BTC | Sell | 77076→76980 | +0.17 | timeout |
| 04-28 16:15 | BTC | Buy | 76098→75926 | -1.58 | timeout |
| 04-28 00:04 | BTC | Sell | 76878→77257 | -2.91 | timeout |
| 04-27 05:16 | BTC | Sell | 79199→78010 | +7.06 | take_profit |
| 04-26 20:49 | BTC | Sell | 78013→78254 | -1.99 | timeout |
| 04-26 07:08 | BTC | Buy | 77380→77951 | +3.24 | timeout |
| 04-25 22:02 | BTC | Buy | 77269→77491 | +0.99 | timeout |
| 04-25 06:56 | BTC | Sell | 77617→77490 | +0.37 | timeout |
| 04-24 19:41 | BTC | Buy | 77582→77602 | -0.32 | timeout |
| 04-24 01:57 | BTC | Sell | 78194→78410 | -1.83 | timeout |
| 04-23 14:32 | BTC | Buy | 77386→77872 | +2.79 | timeout |
| 04-23 00:10 | BTC | Buy | 78510→78027 | -3.43 | timeout |
| 04-22 14:22 | BTC | Sell | 78276→79059 | -5.35 | stop_loss |
| 04-22 02:57 | BTC | Sell | 76732→77500 | -5.35 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
93
closed
46%
win rate
-28.58
total pnl ($)
-6.2 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 | 93 | 46% | -6.2 | -28.58 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 04:57 | BTC | Buy | +0.27 | BTC was in a mild uptrend across multiple timeframes with low funding and moderate open interest. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient volatility or momentum within the h… |
| 05-09 20:22 | BTC | Sell | -0.92 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The short thesis failed because the trade expired without a directional move, triggering a timeout and a small loss from funding costs. |
| 05-08 14:36 | BTC | Sell | +0.60 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted… |
| 05-07 20:35 | BTC | Buy | +1.43 | The market was in a neutral range with low funding and moderate open interest, lacking directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the timeout close_reason indicates no price action catalyst materi… |
| 05-06 19:29 | BTC | Buy | -2.42 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing slight hourly gains but negative 7-day momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not m… |
| 05-04 14:51 | BTC | Buy | +10.53 | The market was in a low-funding, high-open-interest environment indicating strong bullish sentiment. The long position successfully closed at take profit because the asset price reached the predefined target level. |
| 05-03 05:48 | BTC | Buy | +0.08 | # Trade Analysis BTC had stabilized into a tight consolidation range after the initial red streak, posting only +0.03% over the hour preceding close while funding rates remained modest at 0.005%, indicating no fresh directional conviction from leverage. Th… |
| 05-02 19:39 | BTC | Sell | -0.39 | # Trade Analysis BTC was consolidating in a low-volatility regime with negative funding (-0.0009%) and elevated open interest ($4.07B), indicating dealer short positioning that typically resists sharp rallies. The fade of 5 consecutive green hourly closes … |
| 05-02 07:01 | BTC | Sell | +0.07 | BTC was consolidating tightly around $78,300 with minimal hourly volatility (0.09% 1h change) and modest positive momentum over 24h/7d, creating a low-friction environment for mean reversion. The fade thesis partially worked—the 5 consecutive green hourly c… |
| 05-01 17:22 | BTC | Sell | +1.28 | BTC had entered a consolidation phase after a 2.82% 24-hour rally, with the 1-hour candle showing minimal downward pressure (-0.10%) at the $78,251 close, suggesting momentum exhaustion rather than directional conviction. The fade of 5 consecutive green hou… |