44
closed trades
52%
win rate
+0.98
total pnl ($)
0.691
weight
7d window — n=14 wr=21% pnl=-87.73
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 18:14:05 (38.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
apv
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 44 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 02:32 | BTCUSDT | Buy | 60273→60090.8 | -1.96 | timeout |
| 06-27 14:01 | BTCUSDT | Buy | 60063.5→60482.2 | +3.03 | timeout |
| 06-26 02:16 | BTCUSDT | Buy | 59967.6→58454 | -13.04 | stop_loss |
| 06-24 13:48 | BTCUSDT | Buy | 62778.3→61206.5 | -12.94 | stop_loss |
| 06-24 13:44 | BTCUSDT | Buy | 62924.7→61341.1 | -13.03 | stop_loss |
| 06-23 08:24 | BTCUSDT | Buy | 63879.9→62271.3 | -12.97 | stop_loss |
| 06-23 06:18 | BTCUSDT | Buy | 64603.7→62986 | -12.88 | stop_loss |
| 06-23 05:15 | BTCUSDT | Buy | 65134.8→63508 | -12.97 | stop_loss |
| 06-23 02:02 | BTCUSDT | Buy | 64539.7→64094.3 | -3.92 | timeout |
| 06-22 10:47 | BTCUSDT | Buy | 64368→64077.7 | -2.86 | timeout |
| 06-22 04:49 | BTCUSDT | Buy | 64446.1→64013.4 | -3.80 | timeout |
| 06-21 22:19 | BTCUSDT | Buy | 64088.2→63644 | -3.99 | timeout |
| 06-21 15:50 | BTCUSDT | Buy | 64131.6→64201 | +0.16 | timeout |
| 06-21 09:40 | BTCUSDT | Buy | 63653.7→64140.9 | +3.44 | timeout |
| 06-21 03:25 | BTCUSDT | Buy | 63438→64373.3 | +6.92 | timeout |
| 06-20 21:04 | BTCUSDT | Buy | 63148.4→63908.2 | +5.56 | timeout |
| 06-20 14:40 | BTCUSDT | Buy | 63334.4→63364.1 | -0.29 | timeout |
| 06-16 03:56 | BTCUSDT | Buy | 65955.1→66070.9 | +0.47 | timeout |
| 06-15 21:33 | BTCUSDT | Buy | 64830.7→66382.7 | +11.46 | timeout |
| 06-15 13:25 | BTCUSDT | Buy | 64093.1→66882.2 | +21.33 | take_profit |
| 06-15 09:07 | BTCUSDT | Buy | 64445→65635.7 | +8.80 | timeout |
| 06-15 03:03 | BTCUSDT | Buy | 64483→65459.3 | +7.08 | timeout |
| 06-14 21:03 | BTCUSDT | Buy | 64290.5→63968.7 | -2.98 | timeout |
| 06-14 14:59 | BTCUSDT | Buy | 64211.2→63909.8 | -2.81 | timeout |
| 06-14 08:54 | BTCUSDT | Buy | 63800→64399.1 | +4.21 | timeout |
| 06-14 03:31 | BTCUSDT | Buy | 63470.1→64463.9 | +7.41 | timeout |
| 06-13 21:23 | BTCUSDT | Buy | 63546.4→64183.8 | +4.54 | timeout |
| 06-13 15:15 | BTCUSDT | Buy | 64344→64228.1 | -1.39 | timeout |
| 06-13 08:31 | BTCUSDT | Buy | 63468.9→63818.6 | +2.20 | timeout |
| 06-13 02:14 | BTCUSDT | Buy | 63658.9→63753.6 | +0.30 | timeout |
| 06-12 20:08 | BTCUSDT | Buy | 63560.3→63644.7 | +0.20 | timeout |
| 06-12 14:06 | BTCUSDT | Buy | 62892.4→63391.7 | +3.45 | timeout |
| 06-12 07:57 | BTCUSDT | Buy | 62719.7→63076.6 | +2.24 | timeout |
| 06-12 01:57 | BTCUSDT | Buy | 62213→63338.1 | +8.49 | timeout |
| 06-11 19:50 | BTCUSDT | Buy | 61959.1→63631.1 | +12.91 | timeout |
| 06-11 13:52 | BTCUSDT | Buy | 62258.4→63106.3 | +6.25 | timeout |
| 06-09 14:44 | BTCUSDT | Buy | 62825.6→61254.1 | -12.96 | stop_loss |
| 06-09 14:16 | BTCUSDT | Buy | 63464.2→61876.7 | -12.96 | stop_loss |
| 06-09 11:47 | BTCUSDT | Buy | 63491.8→62590.9 | -7.49 | timeout |
| 06-09 05:43 | BTCUSDT | Buy | 62511.6→63364.2 | +6.34 | timeout |
| 06-08 23:42 | BTCUSDT | Buy | 63240.1→63141.6 | -1.25 | timeout |
| 06-07 17:07 | BTCUSDT | Buy | 60671.7→62205.4 | +12.16 | timeout |
| 05-16 11:05 | BTCUSDT | Buy | 80617.2→80576.9 | -0.67 | timeout |
| 05-16 11:05 | BTCUSDT | Buy | 80617.2→80576.9 | -0.81 | timeout |
Paper vs Live
Paper (trades.jsonl)
44
closed
52%
win rate
+0.98
total pnl ($)
+0.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTCUSDT | 44 | 52% | +0.9 | +0.98 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 03:55 | BTCUSDT | Buy | circuit_breaker |
| 06-27 21:32 | BTCUSDT | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||