17
closed trades
6%
win rate
-58.07
total pnl ($)
1.203
weight
7d window — n=2 wr=50% pnl=-0.97
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 03:55:28 (33.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
marco_day_evening_arb
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 17 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-19 05:09 | BTC | Buy | 63100.2→62624.9 | -4.20 | timeout |
| 06-16 05:15 | BTC | Sell | 66479.7→65989.3 | +3.22 | timeout |
| 06-13 05:01 | BTC | Sell | 63446.8→63471.2 | -0.65 | timeout |
| 06-12 05:00 | BTC | Sell | 63371.8→63667.2 | -2.76 | timeout |
| 06-05 23:33 | BTC | Buy | 61627.1→60480.7 | -9.76 | stop_loss |
| 06-03 23:48 | BTC | Buy | 65390.3→64174.7 | -9.75 | stop_loss |
| 06-03 03:49 | BTC | Buy | 66881.3→65637.9 | -9.75 | stop_loss |
| 05-28 03:18 | BTC | Buy | 75205.8→73807.4 | -9.75 | stop_loss |
| 05-27 05:00 | BTC | Buy | 76060.8→75552.2 | -3.76 | timeout |
| 05-23 05:00 | BTC | Buy | 75937.8→75490.2 | -3.39 | timeout |
| 05-16 05:00 | BTC | Buy | 79078→78985.1 | -1.02 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.52 | timeout |
| 05-12 05:00 | BTC | Sell | 81775.9→81724.1 | -0.15 | timeout |
| 05-08 05:02 | BTC | Buy | 79860→79577 | -2.24 | timeout |
| 05-02 05:02 | BTC | Sell | 77838.1→78116.9 | -2.28 | timeout |
| 04-30 05:01 | BTC | Buy | 75580→75517 | -0.87 | timeout |
| 04-28 05:01 | BTC | Buy | 76895→76892 | -0.47 | timeout |
Paper vs Live
Paper (trades.jsonl)
17
closed
6%
win rate
-58.07
total pnl ($)
-68.3 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 | 17 | 6% | -68.3 | -58.07 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 05:02 | BTC | Buy | -2.24 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from an unexecuted order. |
| 05-02 05:02 | BTC | Sell | -2.28 | BTC was consolidating near $78,154 with minimal intraday momentum (1h = -0.14%), having already captured most of the overnight rally's gains as the market entered the evening session. The thesis failed because the 06UTC-to-18UTC bullish move (+1.83% from $7… |
| 04-30 05:01 | BTC | Buy | -0.87 | At close, BTC was trading near $75,539 with mild intraday weakness (-0.25% 1h) but sustained downward pressure over 24h (-2.22%) and 7d (-3.08%), while funding rates had turned slightly negative (-0.0049%), signaling softening leverage demand. The trade's t… |