73
closed trades
44%
win rate
-48.17
total pnl ($)
1.099
weight
7d window — n=21 wr=29% pnl=-22.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 12:11:21 (19.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_amx
n: 33
· wr: 48.5%
· total_bps: +76.5
· mean_bps: +2.32
· sharpe: +0.07
· max_dd_bps: -217.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 73 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 06:21 | BTC | Buy | 63161.2→62554.6 | -5.25 | stop_loss |
| 06-22 22:57 | BTC | Buy | 64261.2→63916.8 | -3.13 | timeout |
| 06-22 14:27 | BTC | Buy | 65026.3→65055.7 | -0.23 | timeout |
| 06-22 06:05 | BTC | Buy | 64076.2→64155.8 | +0.17 | timeout |
| 06-21 21:40 | BTC | Buy | 63973.2→63860.8 | -1.33 | timeout |
| 06-21 13:22 | BTC | Buy | 63980.2→64116.8 | +0.62 | timeout |
| 06-21 04:56 | BTC | Buy | 64402.2→64291.8 | -1.31 | timeout |
| 06-20 20:33 | BTC | Buy | 63876.2→63840.8 | -0.73 | timeout |
| 06-20 12:10 | BTC | Buy | 63634.2→63757.8 | +0.52 | timeout |
| 06-20 03:48 | BTC | Buy | 63403.2→63428.8 | -0.25 | timeout |
| 06-19 19:27 | BTC | Buy | 63093.2→62915.9 | -1.86 | timeout |
| 06-19 11:03 | BTC | Buy | 62362.1→62521.9 | +0.83 | timeout |
| 06-19 03:42 | BTC | Buy | 62898.1→62646.9 | -2.45 | timeout |
| 06-18 19:08 | BTC | Buy | 62663.1→62640.9 | -0.62 | timeout |
| 06-18 11:35 | BTC | Buy | 64008.2→64021.8 | -0.34 | timeout |
| 06-18 02:42 | BTC | Buy | 64587.2→64707.8 | +0.48 | timeout |
| 06-17 18:01 | BTC | Buy | 65911.3→65276.1 | -5.27 | stop_loss |
| 06-17 10:12 | BTC | Buy | 64972.2→64865.8 | -1.27 | timeout |
| 06-17 01:51 | BTC | Buy | 65775.3→65827.7 | -0.05 | timeout |
| 06-16 16:58 | BTC | Buy | 65883.3→65754.7 | -1.43 | timeout |
| 06-16 08:33 | BTC | Buy | 66360.3→66537.7 | +0.89 | timeout |
| 06-16 00:12 | BTC | Buy | 66240.3→66354.7 | +0.41 | timeout |
| 06-15 15:21 | BTC | Buy | 66463.3→66659.7 | +1.03 | timeout |
| 06-15 06:56 | BTC | Buy | 65819.3→65845.7 | -0.25 | timeout |
| 06-14 22:30 | BTC | Buy | 64840.2→65203.7 | +2.35 | timeout |
| 06-14 14:05 | BTC | Buy | 64329.2→64293.8 | -0.73 | timeout |
| 06-14 05:33 | BTC | Buy | 64444.2→64271.8 | -1.79 | timeout |
| 06-13 20:57 | BTC | Buy | 64296.2→64251.8 | -0.80 | timeout |
| 06-13 12:26 | BTC | Buy | 63926.2→63927.8 | -0.44 | timeout |
| 06-13 04:08 | BTC | Buy | 63665.2→63476.8 | -1.93 | timeout |
| 06-12 19:45 | BTC | Buy | 63845.2→63632.8 | -2.11 | timeout |
| 06-12 11:06 | BTC | Buy | 63683.2→63811.8 | +0.56 | timeout |
| 06-12 03:03 | BTC | Buy | 63468.2→63571.8 | +0.36 | timeout |
| 06-11 18:38 | BTC | Buy | 63160.2→63471.8 | +2.01 | timeout |
| 06-11 10:04 | BTC | Buy | 62888.1→62806.9 | -1.10 | timeout |
| 06-11 01:35 | BTC | Buy | 61802.1→62130.9 | +2.21 | timeout |
| 06-10 17:15 | BTC | Buy | 62400.1→62100.9 | -2.85 | timeout |
| 06-10 08:50 | BTC | Buy | 61681.1→61204.9 | -4.30 | timeout |
| 06-09 14:18 | BTC | Buy | 62334.1→61735 | -5.26 | stop_loss |
| 06-09 06:09 | BTC | Buy | 63112.2→63340.8 | +1.36 | timeout |
| 06-08 21:45 | BTC | Buy | 63376.2→63775.8 | +2.70 | timeout |
| 06-08 12:57 | BTC | Buy | 62829.1→63776.8 | +7.09 | take_profit |
| 06-08 04:54 | BTC | Buy | 63113.2→62763.9 | -3.22 | timeout |
| 06-07 20:39 | BTC | Buy | 61265.1→61706.9 | +3.16 | timeout |
| 06-07 12:12 | BTC | Buy | 62487.1→62276.9 | -2.13 | timeout |
| 06-07 03:51 | BTC | Buy | 61538.1→61602.9 | +0.08 | timeout |
| 06-06 19:22 | BTC | Buy | 60509→60609 | +0.38 | timeout |
| 06-06 10:30 | BTC | Buy | 60978→60390.8 | -5.27 | stop_loss |
| 06-06 02:36 | BTC | Buy | 61203.1→60930 | -2.68 | timeout |
| 06-05 18:15 | BTC | Buy | 61022.1→60599 | -3.92 | timeout |
| 06-05 09:59 | BTC | Buy | 62436.1→62842.9 | +2.81 | timeout |
| 06-05 01:03 | BTC | Buy | 63683.2→63070.3 | -5.26 | stop_loss |
| 06-04 17:10 | BTC | Buy | 63746.2→63519.8 | -2.23 | timeout |
| 06-04 08:26 | BTC | Buy | 63538.2→63445.8 | -1.18 | timeout |
| 06-03 22:25 | BTC | Buy | 65504.3→65172.7 | -2.98 | timeout |
| 06-03 17:40 | BTC | Buy | 65934.3→66168.7 | +1.32 | timeout |
| 06-03 05:31 | BTC | Buy | 66349.3→66875.7 | +3.52 | timeout |
| 06-02 19:35 | BTC | Buy | 67276.4→66555.4 | -5.81 | stop_loss |
| 06-02 08:08 | BTC | Buy | 69944.5→70044.5 | +0.26 | timeout |
| 06-02 04:50 | BTC | Buy | 70972.5→70887.5 | -1.05 | timeout |
| 05-31 21:50 | BTC | Buy | 73693.3→73826.7 | +0.45 | timeout |
| 05-31 09:45 | BTC | Buy | 73849.3→73952.7 | +0.24 | timeout |
| 05-31 00:43 | BTC | Buy | 73771.3→73929.7 | +0.62 | timeout |
| 05-30 10:40 | BTC | Buy | 73521.3→73602.7 | +0.10 | timeout |
| 05-29 08:44 | BTC | Buy | 73370.3→73738.7 | +2.06 | timeout |
| 05-29 00:33 | BTC | Buy | 73685.3→73756.7 | +0.03 | timeout |
| 05-28 16:05 | BTC | Buy | 73099.3→72786.6 | -2.60 | timeout |
| 05-28 07:22 | BTC | Buy | 72980.4→73274.7 | +1.57 | timeout |
| 05-27 23:01 | BTC | Buy | 74498.3→74402.7 | -1.09 | timeout |
| 05-27 14:41 | BTC | Buy | 74892.3→75070.8 | +0.74 | timeout |
| 05-27 06:20 | BTC | Buy | 75553.2→75688.8 | +0.45 | timeout |
| 05-26 21:59 | BTC | Buy | 76045.2→75841.8 | -1.79 | timeout |
| 05-26 13:39 | BTC | Buy | 76995.2→76865.8 | -1.29 | timeout |
Paper vs Live
Paper (trades.jsonl)
73
closed
44%
win rate
-48.17
total pnl ($)
-13.2 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 | 73 | 44% | -13.2 | -48.17 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-23 06:30 | BTC | Buy | below_min_notional_skip |
| 06-22 22:19 | BTC | Buy | stale_intent |
| 06-22 13:50 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||