79
closed trades
52%
win rate
-281.04
total pnl ($)
0.443
weight
7d window — n=24 wr=54% pnl=-129.09
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 11:18:00 (23.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x3485394_78047
n: 108
· wr: 50.9%
· total_bps: -1237.3
· mean_bps: -11.46
· sharpe: -0.07
· max_dd_bps: -4574.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 79 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 10:39 | BTC | Buy | 59591→60402 | +6.31 | timeout |
| 06-27 04:03 | BTC | Buy | 59866→60312 | +3.28 | timeout |
| 06-26 21:28 | BTC | Buy | 59679→59792 | +0.42 | timeout |
| 06-26 14:13 | BTC | Buy | 59464→60026 | +4.22 | timeout |
| 06-25 17:56 | BTC | Buy | 59417→59529 | +0.53 | timeout |
| 06-25 13:54 | BTC | Buy | 60943→58467.8 | -20.70 | stop_loss |
| 06-25 13:51 | BTC | Buy | 61707.1→59202.4 | -20.72 | stop_loss |
| 06-24 16:51 | BTC | Buy | 62424.1→59873.1 | -20.71 | stop_loss |
| 06-24 16:47 | BTC | Buy | 62511.1→59974 | -20.69 | stop_loss |
| 06-24 16:43 | BTC | Buy | 62663.1→60117.9 | -20.65 | stop_loss |
| 06-24 14:45 | BTC | Buy | 62498.1→61136.9 | -11.29 | timeout |
| 06-24 06:29 | BTC | Buy | 62742.1→62808.9 | +0.03 | timeout |
| 06-24 00:36 | BTC | Buy | 63986.2→62877.9 | -9.11 | timeout |
| 06-23 08:27 | BTC | Buy | 64594.2→61971.9 | -20.70 | stop_loss |
| 06-23 08:27 | BTC | Buy | 64696.2→62070.8 | -20.66 | stop_loss |
| 06-23 03:49 | BTC | Buy | 64163.2→63986.8 | -1.82 | timeout |
| 06-22 21:46 | BTC | Buy | 63812.2→64202.8 | +2.61 | timeout |
| 06-22 15:45 | BTC | Buy | 64280.2→65027.7 | +5.40 | timeout |
| 06-22 09:12 | BTC | Buy | 63961.2→64184.8 | +1.22 | timeout |
| 06-22 03:07 | BTC | Buy | 64231.2→64026.8 | -2.12 | timeout |
| 06-21 19:48 | BTC | Buy | 63900.2→64159.8 | +1.59 | timeout |
| 06-21 11:32 | BTC | Buy | 63675.2→64218.8 | +3.86 | timeout |
| 06-21 05:08 | BTC | Buy | 63696.2→64228.8 | +3.74 | timeout |
| 06-20 22:44 | BTC | Buy | 63298.2→64224.8 | +6.86 | timeout |
| 06-20 15:57 | BTC | Buy | 63241.2→64073.8 | +6.00 | timeout |
| 06-20 08:06 | BTC | Buy | 62598.1→63553.8 | +7.10 | timeout |
| 06-20 01:17 | BTC | Buy | 63061.2→63405.8 | +2.28 | timeout |
| 06-19 13:10 | BTC | Buy | 64383.2→62813.9 | -12.54 | timeout |
| 06-19 05:34 | BTC | Buy | 63926.2→62557.9 | -11.09 | timeout |
| 06-18 23:16 | BTC | Buy | 64316.2→62742.9 | -12.60 | timeout |
| 06-18 13:52 | BTC | Buy | 65349.3→64020.8 | -10.61 | timeout |
| 06-18 04:18 | BTC | Buy | 65804.3→63956.8 | -14.51 | timeout |
| 06-17 17:19 | BTC | Buy | 65791.3→65890.7 | +0.24 | timeout |
| 06-17 11:15 | BTC | Buy | 66489.3→64572.8 | -14.95 | timeout |
| 06-17 05:02 | BTC | Buy | 65928.3→65854.7 | -1.05 | timeout |
| 06-16 22:28 | BTC | Buy | 66203.3→65707.7 | -4.28 | timeout |
| 06-16 04:54 | BTC | Buy | 65663.3→65828.7 | +0.86 | timeout |
| 06-15 21:44 | BTC | Buy | 65240.3→66397.7 | +8.36 | timeout |
| 06-15 12:49 | BTC | Buy | 64300.2→66473.7 | +16.47 | timeout |
| 06-15 06:44 | BTC | Buy | 64239.2→65791.7 | +11.62 | timeout |
| 06-15 00:33 | BTC | Buy | 64514.2→65607.7 | +8.01 | timeout |
| 06-14 12:51 | BTC | Buy | 64093.2→64276.8 | +0.98 | timeout |
| 06-14 06:51 | BTC | Buy | 63665.2→64229.8 | +3.99 | timeout |
| 06-13 23:13 | BTC | Buy | 63445.2→64419.8 | +7.21 | timeout |
| 06-13 10:20 | BTC | Buy | 63714.2→63749.8 | -0.25 | timeout |
| 06-13 01:25 | BTC | Buy | 63379.2→63606.8 | +1.30 | timeout |
| 06-12 12:38 | BTC | Buy | 62761.1→63461.8 | +5.06 | timeout |
| 06-12 06:25 | BTC | Buy | 62939.1→63155.8 | +1.22 | timeout |
| 06-12 00:20 | BTC | Buy | 61931.1→63610.8 | +12.98 | timeout |
| 06-11 17:18 | BTC | Buy | 62143.1→62412.9 | +1.64 | timeout |
| 06-11 09:07 | BTC | Buy | 61200.1→62830.9 | +12.76 | timeout |
| 06-09 22:39 | BTC | Buy | 63296.2→62016.9 | -10.45 | timeout |
| 06-09 16:39 | BTC | Buy | 63337.2→60759.6 | -20.85 | stop_loss |
| 06-09 10:10 | BTC | Buy | 63388.2→62612.9 | -6.54 | timeout |
| 06-09 03:15 | BTC | Buy | 63286.2→62909.9 | -3.41 | timeout |
| 06-08 21:54 | BTC | Buy | 61640.1→63710.8 | +16.31 | timeout |
| 06-08 12:29 | BTC | Buy | 61937.1→63070.8 | +8.70 | timeout |
| 06-08 05:58 | BTC | Buy | 61761.1→62666.9 | +6.88 | timeout |
| 06-07 20:49 | BTC | Buy | 60655→61808.9 | +9.08 | timeout |
| 06-07 11:21 | BTC | Buy | 60688→62445.9 | +14.06 | timeout |
| 06-07 02:29 | BTC | Buy | 60829→61197.9 | +2.50 | timeout |
| 06-06 20:22 | BTC | Buy | 60839→60563 | -2.65 | timeout |
| 06-05 16:11 | BTC | Buy | 62359.1→59826.1 | -20.74 | stop_loss |
| 06-05 13:57 | BTC | Buy | 63372.2→60799.5 | -20.75 | stop_loss |
| 06-05 13:56 | BTC | Buy | 63485.2→60903.5 | -20.79 | stop_loss |
| 06-05 13:56 | BTC | Buy | 63546.2→60966.5 | -20.75 | stop_loss |
| 06-05 08:43 | BTC | Buy | 63479.2→62579.9 | -7.49 | timeout |
| 06-05 03:55 | BTC | Buy | 64341.2→62772.9 | -12.58 | timeout |
| 06-03 23:03 | BTC | Buy | 67172.4→64446.5 | -20.82 | stop_loss |
| 06-02 14:08 | BTC | Buy | 71388.6→68491.3 | -20.78 | stop_loss |
| 06-02 07:02 | BTC | Buy | 72714.6→69761.6 | -20.90 | stop_loss |
| 06-02 01:20 | BTC | Buy | 73592.7→71300.4 | -16.17 | timeout |
| 06-01 16:26 | BTC | Buy | 73549.7→70989.5 | -18.00 | timeout |
| 05-31 09:51 | BTC | Buy | 73553.7→73918.3 | +1.88 | timeout |
| 05-31 06:18 | BTC | Buy | 73515.7→73971.3 | +2.59 | timeout |
| 05-30 08:19 | BTC | Buy | 73701.7→73472.3 | -2.05 | timeout |
| 05-29 22:58 | BTC | Buy | 73463.7→73451.3 | -0.57 | timeout |
| 05-29 17:08 | BTC | Buy | 73458.7→73983.3 | +3.03 | timeout |
| 05-29 08:30 | BTC | Buy | 73214.7→73740.3 | +3.13 | timeout |
Paper vs Live
Paper (trades.jsonl)
79
closed
52%
win rate
-281.04
total pnl ($)
-70.8 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 | 79 | 52% | -70.8 | -281.04 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 15:43 | BTC | Buy | circuit_breaker |
| 06-27 10:08 | BTC | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||