67
closed trades
45%
win rate
-43.56
total pnl ($)
1.125
weight
7d window — n=13 wr=54% pnl=+0.21
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 06:01:05 (34.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bg
n: 36
· wr: 41.7%
· total_bps: -60.2
· mean_bps: -1.67
· sharpe: -0.02
· max_dd_bps: -613.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 67 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 04:36 | BTC | Buy | 63783.2→64020.8 | +1.41 | timeout |
| 06-22 00:35 | BTC | Sell | 64034.8→63723.2 | +1.99 | timeout |
| 06-21 18:17 | BTC | Sell | 63993.8→63973.2 | -0.30 | timeout |
| 06-21 13:39 | BTC | Buy | 64143.2→64008.8 | -1.49 | timeout |
| 06-20 18:37 | BTC | Buy | 63439.2→63825.8 | +2.60 | timeout |
| 06-19 17:47 | BTC | Buy | 63201.2→63057.8 | -1.58 | timeout |
| 06-19 09:35 | BTC | Sell | 62566.9→62424.1 | +0.67 | timeout |
| 06-19 05:05 | BTC | Buy | 63063.2→62577.9 | -4.29 | timeout |
| 06-18 11:37 | BTC | Buy | 64413.2→63939.8 | -4.14 | timeout |
| 06-17 10:31 | BTC | Sell | 65590.7→64928.2 | +4.62 | timeout |
| 06-17 06:00 | BTC | Buy | 65916.3→65805.7 | -1.29 | timeout |
| 06-16 17:12 | BTC | Sell | 66107.7→65797.3 | +1.91 | timeout |
| 06-16 12:33 | BTC | Buy | 66562.3→66637.7 | +0.10 | timeout |
| 06-15 01:19 | BTC | Buy | 64705.2→65470.7 | +5.46 | timeout |
| 06-14 14:03 | BTC | Buy | 64550.2→64239.8 | -2.85 | timeout |
| 06-14 10:02 | BTC | Buy | 64415.2→64571.8 | +0.76 | timeout |
| 06-13 06:49 | BTC | Sell | 63565.8→63667.2 | -1.25 | timeout |
| 06-12 13:32 | BTC | Buy | 63783.2→63246.8 | -4.67 | timeout |
| 06-12 06:33 | BTC | Buy | 63701.2→62832.4 | -7.27 | stop_loss |
| 06-11 04:21 | BTC | Buy | 61926.1→62675.9 | +5.58 | timeout |
| 06-10 16:49 | BTC | Buy | 61760.1→61958.9 | +1.15 | timeout |
| 06-09 09:33 | BTC | Buy | 63460.2→62570.6 | -7.45 | stop_loss |
| 06-08 11:48 | BTC | Buy | 63277.2→63482.8 | +1.17 | timeout |
| 06-08 05:37 | BTC | Buy | 63253.2→62373.7 | -7.40 | stop_loss |
| 06-07 04:00 | BTC | Buy | 60861→61662.9 | +6.13 | timeout |
| 06-06 03:31 | BTC | Buy | 61421.1→60585.7 | -7.25 | stop_loss |
| 06-05 02:20 | BTC | Buy | 63791.2→62923.4 | -7.25 | stop_loss |
| 06-04 02:03 | BTC | Sell | 62900.9→61523.1 | +10.50 | take_profit |
| 06-03 09:07 | BTC | Buy | 66956.3→66964.7 | -0.41 | timeout |
| 05-31 18:23 | BTC | Sell | 73621.3→73626.7 | -0.48 | timeout |
| 05-30 17:12 | BTC | Buy | 73774.7→73844.3 | +0.00 | timeout |
| 05-29 12:31 | BTC | Buy | 73748.7→73290.3 | -3.56 | timeout |
| 05-29 06:57 | BTC | Sell | 73242.3→73758.7 | -3.95 | timeout |
| 05-27 13:30 | BTC | Buy | 76105.8→75070.7 | -7.25 | stop_loss |
| 05-26 14:42 | BTC | Buy | 77514.9→76846.2 | -4.77 | timeout |
| 05-24 17:57 | BTC | Sell | 76637.2→76663.8 | -0.62 | timeout |
| 05-23 19:38 | BTC | Sell | 75374.2→75875.8 | -3.77 | timeout |
| 05-22 12:45 | BTC | Sell | 77302.1→77413.9 | -1.16 | timeout |
| 05-22 05:00 | BTC | Sell | 77311.1→77615.9 | -2.42 | timeout |
| 05-21 14:27 | BTC | Sell | 77240.1→76953.8 | +1.42 | timeout |
| 05-21 03:59 | BTC | Buy | 77536.9→78080.1 | +3.04 | timeout |
| 05-20 04:13 | BTC | Sell | 76526.2→76777.8 | -2.07 | timeout |
| 05-19 13:27 | BTC | Sell | 76712.2→76600.8 | +0.28 | timeout |
| 05-19 06:04 | BTC | Sell | 76534.2→76958.8 | -3.21 | timeout |
| 05-16 08:34 | BTC | Sell | 78854.1→78858 | -0.46 | timeout |
| 05-11 04:53 | BTC | Sell | 81365.9→80810 | +2.98 | timeout |
| 05-08 13:40 | BTC | Sell | 79831→79648 | +0.70 | timeout |
| 05-08 04:51 | BTC | Sell | 79821→79600 | +0.94 | timeout |
| 05-07 11:09 | BTC | Buy | 81474.1→80916 | -3.89 | timeout |
| 05-07 04:26 | BTC | Sell | 81228.9→80903 | +1.56 | timeout |
| 05-04 05:33 | BTC | Buy | 78982.9→79998 | +5.96 | timeout |
| 05-03 16:14 | BTC | Buy | 78811.9→78580.1 | -1.92 | timeout |
| 05-03 05:02 | BTC | Sell | 78436.1→78148.9 | +1.37 | timeout |
| 05-02 09:14 | BTC | Sell | 78009.1→78257.9 | -2.04 | timeout |
| 05-02 04:52 | BTC | Buy | 78355.9→78112.1 | -1.99 | timeout |
| 04-30 08:41 | BTC | Sell | 75421→76105.8 | -5.00 | timeout |
| 04-30 04:41 | BTC | Buy | 76125→75421 | -5.07 | timeout |
| 04-28 04:31 | BTC | Sell | 77179→76776 | +2.16 | timeout |
| 04-27 09:16 | BTC | Sell | 78235→77785 | +2.43 | timeout |
| 04-27 04:01 | BTC | Buy | 78615→79067 | +2.42 | timeout |
| 04-26 08:51 | BTC | Buy | 77715→77980 | +1.25 | timeout |
| 04-25 19:55 | BTC | Sell | 77275→77249 | -0.28 | timeout |
| 04-25 13:49 | BTC | Buy | 77731→77669 | -0.85 | timeout |
| 04-24 15:06 | BTC | Buy | 78305→77600 | -4.95 | stop_loss |
| 04-24 03:32 | BTC | Buy | 78329→77623 | -4.96 | stop_loss |
| 04-23 05:01 | BTC | Sell | 78331→77922 | +2.26 | timeout |
| 04-22 02:54 | BTC | Buy | 76296→77441 | +7.15 | take_profit |
Paper vs Live
Paper (trades.jsonl)
67
closed
45%
win rate
-43.56
total pnl ($)
-13.0 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 | 67 | 45% | -13.0 | -43.56 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 00:56 | BTC | Buy | stale_intent |
| 06-22 00:56 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 13:40 | BTC | Sell | +0.70 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.27% but still down over the past 24 hours and week. The thesis failed because the trade was closed due to a timeout, indicating the expect… |
| 05-08 04:51 | BTC | Sell | +0.94 | The market was in a mild short-term uptrend (1h +0.39%) within a broader weekly downtrend, with low funding and stable open interest. The thesis failed because the timeout closed a small profit prematurely, as the trade lacked sufficient directional convict… |
| 05-07 11:09 | BTC | Buy | -3.89 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but a bearish weekly trend. The trade failed because the timeout closed the position before the thesis could play out, resulting in a small loss from fees or slippage. |
| 05-07 04:26 | BTC | Sell | +1.56 | BTC was drifting sideways with low volatility and a slight bearish bias across timeframes. The short thesis failed to trigger an entry before the timeout, so the small positive PnL came from the funding rate accrual rather than price movement. |
| 05-03 05:02 | BTC | Sell | +1.37 | BTC was consolidating near support with modest positive funding (0.62 bps annualized), indicating balanced long/short positioning despite elevated open interest around $4.2B. The daily pivot cross signal captured a 36.61 bps gross move lower as BTC tested t… |
| 05-02 09:14 | BTC | Sell | -2.04 | # Trade Analysis: BTC Daily Pivot Cross (Sell) Bitcoin was consolidating near $78,307 with minimal 1-hour momentum (0.05%) but modest 24-hour gains (1.29%), reflecting a choppy sideways market environment. The daily pivot cross signal failed because the pr… |
| 05-02 04:52 | BTC | Buy | -1.99 | # Trade Analysis: pivot-cross-1777683087-1777683091 **Market Context:** Bitcoin was trading near $78,112 at close with negative funding (-0.007283%), indicating slight short bias despite elevated open interest of $4.16B, suggesting a consolidating market w… |
| 04-30 08:41 | BTC | Sell | -5.00 | BTC was flat to slightly down in the hour before close ($76,075, -1.24% on the day) with negative funding (-0.003045%), signaling weak bullish conviction despite the tight 1h consolidation. The trade's thesis failed because the daily pivot cross signal at 7… |
| 04-30 04:41 | BTC | Buy | -5.07 | BTC was in a sustained downtrend at close, off 2.39% over 24h and 3.25% over 7d, with negative hourly momentum (-0.56%) suggesting continued selling pressure into the timeout exit. The trade's thesis failed because the 58 bp breakout above the 75686 daily p… |
| 04-27 09:16 | BTC | Sell | +2.43 | # Trade Analysis: BTC Daily Pivot Cross (Sell) BTC was consolidating with minimal intraday momentum (1h +0.16%, 24h -0.39%) at $77,725, showing weak directional conviction despite a +3.99% weekly gain. The trade's thesis failed because the 30-minute pivot-… |