76
closed trades
49%
win rate
-125.91
total pnl ($)
0.926
weight
7d window — n=21 wr=48% pnl=-49.67
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-02 10:47:09 (25.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x3485392_12953
n: 25
· wr: 36.0%
· total_bps: -829.7
· mean_bps: -33.19
· sharpe: -0.57
· max_dd_bps: -844.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 76 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 21:55 | BTC | Buy | 60750→60147 | -5.40 | timeout |
| 06-27 15:49 | BTC | Buy | 60397→60765 | +2.62 | timeout |
| 06-27 09:45 | BTC | Buy | 60282→60370 | +0.27 | timeout |
| 06-27 03:44 | BTC | Buy | 60017→60282 | +1.76 | timeout |
| 06-26 21:41 | BTC | Buy | 60402→59938 | -4.31 | timeout |
| 06-26 13:46 | BTC | Buy | 60532→59444 | -9.45 | timeout |
| 06-24 15:09 | BTC | Buy | 62711.1→60866 | -15.15 | timeout |
| 06-24 09:09 | BTC | Buy | 62607.1→62702.9 | +0.30 | timeout |
| 06-24 03:01 | BTC | Buy | 62461.1→62634.9 | +0.93 | timeout |
| 06-23 20:58 | BTC | Buy | 62534.1→62430.9 | -1.28 | timeout |
| 06-23 14:42 | BTC | Buy | 62411.1→62516.9 | +0.42 | timeout |
| 06-23 08:28 | BTC | Buy | 64195.2→61910.9 | -18.22 | stop_loss |
| 06-23 02:37 | BTC | Buy | 64447.2→64152.8 | -2.73 | timeout |
| 06-22 20:34 | BTC | Buy | 64966.2→64422.8 | -4.64 | timeout |
| 06-22 14:26 | BTC | Buy | 64239.2→65056.7 | +5.88 | timeout |
| 06-22 08:25 | BTC | Buy | 64531.2→64243.8 | -2.70 | timeout |
| 06-22 02:22 | BTC | Buy | 64076.2→64497.8 | +2.82 | timeout |
| 06-21 20:21 | BTC | Buy | 63978.2→64048.8 | +0.10 | timeout |
| 06-21 14:19 | BTC | Buy | 64064.2→63995.8 | -0.97 | timeout |
| 06-21 08:14 | BTC | Buy | 64231.2→64085.8 | -1.60 | timeout |
| 06-21 02:11 | BTC | Buy | 63941.2→64214.8 | +1.68 | timeout |
| 06-20 20:10 | BTC | Buy | 63204.2→63921.8 | +5.24 | timeout |
| 06-20 14:07 | BTC | Buy | 63540.2→63248.8 | -2.76 | timeout |
| 06-20 08:05 | BTC | Buy | 63463.2→63560.8 | +0.30 | timeout |
| 06-20 02:03 | BTC | Buy | 62999.1→63507.8 | +3.59 | timeout |
| 06-19 20:03 | BTC | Buy | 63177.2→63017.8 | -1.72 | timeout |
| 06-19 13:59 | BTC | Buy | 62601.1→63184.8 | +4.24 | timeout |
| 06-19 08:18 | BTC | Buy | 62978.1→62577.9 | -3.60 | timeout |
| 06-19 02:13 | BTC | Buy | 63108.2→63016.8 | -1.15 | timeout |
| 06-18 21:04 | BTC | Buy | 63639.2→63072.8 | -4.87 | timeout |
| 06-18 14:47 | BTC | Buy | 64473.2→63913.8 | -4.78 | timeout |
| 06-18 08:30 | BTC | Buy | 64690.2→64532.8 | -1.68 | timeout |
| 06-18 02:33 | BTC | Buy | 64434.2→64675.8 | +1.42 | timeout |
| 06-17 20:36 | BTC | Buy | 65142.3→64434.8 | -5.88 | timeout |
| 06-17 14:20 | BTC | Buy | 65245.3→65190.7 | -0.87 | timeout |
| 06-17 08:09 | BTC | Buy | 65851.3→65403.7 | -3.85 | timeout |
| 06-17 02:01 | BTC | Buy | 65603.3→65877.7 | +1.64 | timeout |
| 06-16 19:58 | BTC | Buy | 66024.3→65573.7 | -3.89 | timeout |
| 06-16 14:05 | BTC | Buy | 66322.3→66215.7 | -1.27 | timeout |
| 06-15 03:20 | BTC | Buy | 64754.2→65696.7 | +6.82 | timeout |
| 06-13 03:13 | BTC | Buy | 63580.2→63651.8 | +0.11 | timeout |
| 06-12 19:29 | BTC | Buy | 63350.2→63717.8 | +2.45 | timeout |
| 06-12 12:41 | BTC | Buy | 62901.1→63416.8 | +3.63 | timeout |
| 06-12 06:37 | BTC | Buy | 63672.2→62888.9 | -6.61 | timeout |
| 06-12 00:34 | BTC | Buy | 63419.2→63593.8 | +0.90 | timeout |
| 06-11 10:10 | BTC | Buy | 62565.1→62905.9 | +2.24 | timeout |
| 06-11 02:32 | BTC | Buy | 61838.1→61940.9 | +0.37 | timeout |
| 06-10 20:26 | BTC | Buy | 62041.1→61881.9 | -1.75 | timeout |
| 06-10 00:02 | BTC | Buy | 61685.1→62016.9 | +2.27 | timeout |
| 06-09 18:04 | BTC | Buy | 62794.1→61692.9 | -9.24 | timeout |
| 06-08 12:13 | BTC | Buy | 62891.1→62970.9 | +0.18 | timeout |
| 06-06 14:18 | BTC | Buy | 61045.1→60903 | -1.61 | timeout |
| 06-06 08:15 | BTC | Buy | 60886→61111.9 | +1.38 | timeout |
| 06-06 02:10 | BTC | Buy | 60926→61055.9 | +0.61 | timeout |
| 06-05 06:23 | BTC | Buy | 63474.2→61214.3 | -18.24 | stop_loss |
| 06-04 21:45 | BTC | Buy | 63784.2→63489.8 | -2.75 | timeout |
| 06-04 11:17 | BTC | Buy | 63922.2→62399.9 | -12.33 | timeout |
| 06-04 01:16 | BTC | Buy | 65216.3→62895.4 | -18.24 | stop_loss |
| 06-03 10:39 | BTC | Buy | 66341.3→67310.6 | +6.82 | timeout |
| 06-03 05:29 | BTC | Buy | 66396.3→67021.6 | +4.25 | timeout |
| 06-02 22:02 | BTC | Buy | 67231.4→67436.6 | +1.07 | timeout |
| 06-02 13:15 | BTC | Buy | 70120.5→68907.6 | -9.11 | timeout |
| 06-02 11:00 | BTC | Buy | 70798.5→69630.5 | -8.74 | timeout |
| 06-02 03:50 | BTC | Buy | 71080.6→70972.5 | -1.25 | timeout |
| 06-01 05:35 | BTC | Buy | 73662.7→73364.3 | -2.49 | timeout |
| 05-31 19:59 | BTC | Buy | 73838.7→73538.3 | -2.48 | timeout |
| 05-31 11:48 | BTC | Buy | 74053.7→73894.3 | -1.56 | timeout |
| 05-31 05:51 | BTC | Buy | 73816.7→74055.3 | +1.15 | timeout |
| 05-30 15:49 | BTC | Buy | 73536.7→73876.3 | +1.83 | timeout |
| 05-30 05:47 | BTC | Buy | 73395.7→73584.3 | +0.82 | timeout |
| 05-29 19:14 | BTC | Buy | 73077.7→73399.3 | +1.74 | timeout |
| 05-29 12:45 | BTC | Buy | 73675.7→73252.3 | -3.33 | timeout |
| 05-29 07:17 | BTC | Buy | 73746.7→73777.3 | -0.27 | timeout |
| 05-29 01:23 | BTC | Buy | 73468.7→73596.3 | +0.38 | timeout |
| 05-28 18:39 | BTC | Buy | 73412.7→73562.3 | +0.53 | timeout |
| 05-28 12:35 | BTC | Buy | 72780.6→73441.3 | +4.07 | timeout |
Paper vs Live
Paper (trades.jsonl)
76
closed
49%
win rate
-125.91
total pnl ($)
-33.0 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 | 76 | 49% | -33.0 | -125.91 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 22:36 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||