98
closed trades
42%
win rate
-52.05
total pnl ($)
1.231
weight
7d window — n=14 wr=43% pnl=+1.81
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:35:53 (34.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
rm
n: 206
· wr: 46.6%
· total_bps: -1382.8
· mean_bps: -6.71
· sharpe: -0.06
· max_dd_bps: -1945.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 98 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 20:31 | ETH | Sell | 1739.13→1733.77 | +1.09 | timeout |
| 06-22 20:31 | BTC | Buy | 64634.2→64405.8 | -2.22 | timeout |
| 06-21 20:10 | BTC | Buy | 64155.2→64153.8 | -0.46 | timeout |
| 06-21 20:10 | ETH | Sell | 1727.63→1731.97 | -1.70 | timeout |
| 06-20 19:55 | ETH | Sell | 1737.73→1728.27 | +2.27 | timeout |
| 06-20 19:54 | BTC | Buy | 64072.2→63900.8 | -1.78 | timeout |
| 06-19 19:44 | ETH | Sell | 1708.83→1700.57 | +1.97 | timeout |
| 06-19 19:44 | BTC | Buy | 63244.2→62986.9 | -2.49 | timeout |
| 06-18 15:38 | ETH | Sell | 1748.93→1710.77 | +10.44 | take_profit |
| 06-18 15:14 | BTC | Buy | 64376.2→63500.1 | -7.23 | stop_loss |
| 06-17 17:20 | BTC | Buy | 65035.3→65872.7 | +5.97 | timeout |
| 06-17 16:27 | ETH | Sell | 1759.22→1783.37 | -7.30 | stop_loss |
| 06-16 14:23 | ETH | Sell | 1814.02→1774.18 | +10.53 | take_profit |
| 06-16 14:23 | BTC | Buy | 66422.3→65514.9 | -7.29 | stop_loss |
| 06-15 15:56 | BTC | Buy | 66213.3→67148.6 | +6.61 | timeout |
| 06-15 13:08 | ETH | Sell | 1764.42→1788.97 | -7.40 | stop_loss |
| 06-14 12:58 | ETH | Sell | 1674.23→1666.67 | +1.81 | timeout |
| 06-14 12:58 | BTC | Buy | 64430.2→64292.8 | -1.52 | timeout |
| 06-13 12:55 | ETH | Sell | 1674.03→1679.97 | -2.21 | timeout |
| 06-13 12:54 | BTC | Buy | 63785.2→64098.8 | +2.00 | timeout |
| 06-12 12:30 | ETH | Sell | 1673.13→1666.27 | +1.61 | timeout |
| 06-12 12:30 | BTC | Buy | 63467.2→63429.8 | -0.76 | timeout |
| 06-11 11:59 | ETH | Sell | 1653.83→1666.27 | -4.19 | timeout |
| 06-11 11:58 | BTC | Buy | 62701.1→63076.8 | +2.52 | timeout |
| 06-10 11:51 | ETH | Sell | 1639.24→1621.96 | +4.81 | timeout |
| 06-10 09:21 | BTC | Buy | 61658.1→60794.5 | -7.45 | stop_loss |
| 06-09 12:04 | ETH | Sell | 1679.23→1681.17 | -1.04 | timeout |
| 06-09 12:03 | BTC | Buy | 63102.2→62741.9 | -3.30 | timeout |
| 06-08 11:44 | BTC | Buy | 63068.2→63618.8 | +3.91 | timeout |
| 06-08 11:23 | ETH | Sell | 1671.33→1694.32 | -7.31 | stop_loss |
| 06-07 11:30 | BTC | Buy | 62212.1→62505.9 | +1.92 | timeout |
| 06-07 08:55 | ETH | Sell | 1613.34→1635.68 | -7.37 | stop_loss |
| 06-06 11:30 | BTC | Buy | 60846→60730 | -1.39 | timeout |
| 06-06 08:28 | ETH | Sell | 1566.54→1588.15 | -7.34 | stop_loss |
| 06-05 11:28 | BTC | Buy | 62233.1→62462.9 | +1.39 | timeout |
| 06-05 09:13 | ETH | Sell | 1659.23→1682.11 | -7.35 | stop_loss |
| 06-04 10:51 | ETH | Sell | 1773.22→1734.27 | +10.52 | take_profit |
| 06-04 09:29 | BTC | Buy | 63589.2→62724.5 | -7.25 | stop_loss |
| 06-03 12:19 | BTC | Buy | 67086.4→66809.7 | -2.53 | timeout |
| 06-03 12:19 | ETH | Sell | 1875.01→1870.59 | +0.72 | timeout |
| 06-02 11:09 | ETH | Sell | 1979.5→1981.6 | -0.97 | timeout |
| 06-02 11:08 | BTC | Buy | 69971.5→69559.5 | -3.42 | timeout |
| 05-31 15:22 | ETH | Sell | 2020.3→2012.7 | +1.43 | timeout |
| 05-31 15:22 | BTC | Buy | 73885.7→73693.3 | -1.76 | timeout |
| 05-30 14:02 | ETH | Sell | 2015.6→2021.5 | -1.90 | timeout |
| 05-30 14:02 | BTC | Buy | 73571.7→73826.3 | +1.27 | timeout |
| 05-29 12:08 | BTC | Buy | 73669.7→73341.3 | -2.68 | timeout |
| 05-29 12:07 | ETH | Sell | 2007.4→2002.1 | +0.88 | timeout |
| 05-28 11:49 | BTC | Buy | 73389.7→73432.3 | -0.17 | timeout |
| 05-28 11:49 | ETH | Sell | 1993.4→1988.7 | +0.72 | timeout |
| 05-27 11:45 | ETH | Sell | 2078.79→2081.41 | -1.08 | timeout |
| 05-27 11:45 | BTC | Buy | 75843.8→75781.2 | -0.84 | timeout |
| 05-26 11:44 | BTC | Buy | 76596.8→77188.1 | +3.41 | timeout |
| 05-26 10:30 | ETH | Sell | 2095.79→2124.37 | -7.25 | stop_loss |
| 05-25 11:44 | BTC | Buy | 77297.9→77421.1 | +0.33 | timeout |
| 05-25 11:44 | ETH | Sell | 2108.89→2117.71 | -2.52 | timeout |
| 05-24 11:44 | BTC | Buy | 76832.8→77197.1 | +1.91 | timeout |
| 05-24 11:44 | ETH | Sell | 2121.09→2125.01 | -1.35 | timeout |
| 05-23 07:50 | BTC | Buy | 75246.8→74207.2 | -7.36 | stop_loss |
| 05-23 07:50 | ETH | Sell | 2055.59→2010.5 | +10.52 | take_profit |
| 05-22 11:43 | ETH | Sell | 2130.49→2126.01 | +0.62 | timeout |
| 05-22 11:43 | BTC | Buy | 77466.9→77302.1 | -1.53 | timeout |
| 05-21 11:44 | ETH | Sell | 2130.89→2115.21 | +3.23 | timeout |
| 05-21 11:43 | BTC | Buy | 77680.9→77215.1 | -3.47 | timeout |
| 05-20 11:43 | BTC | Buy | 77352.9→77334.1 | -0.59 | timeout |
| 05-20 11:43 | ETH | Sell | 2132.09→2125.21 | +1.18 | timeout |
| 05-19 11:43 | ETH | Sell | 2141.09→2110.71 | +6.64 | timeout |
| 05-19 11:42 | BTC | Buy | 77210.9→76711.2 | -3.69 | timeout |
| 05-18 11:43 | ETH | Sell | 2115.09→2135.41 | -5.26 | timeout |
| 05-18 11:43 | BTC | Buy | 76922.8→77284.1 | +1.88 | timeout |
| 05-16 11:20 | ETH | Sell | 2188.68→2188.9 | -0.50 | timeout |
| 05-16 11:20 | BTC | Buy | 78309.9→78306 | -0.49 | timeout |
| 05-15 11:20 | ETH | Buy | 2259.83→2259.57 | -0.51 | timeout |
| 05-15 11:19 | BTC | Sell | 80681→80629 | -0.13 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.51 | timeout |
| 05-12 02:43 | ETH | Sell | 2339.37→2339.83 | -0.55 | timeout |
| 05-10 17:21 | ETH | Sell | 2329.57→2351.14 | -5.05 | timeout |
| 05-10 17:21 | BTC | Buy | 80920→81348.9 | +2.19 | timeout |
| 05-09 17:21 | BTC | Buy | 80339→80711 | +1.86 | timeout |
| 05-09 17:19 | ETH | Sell | 2314.77→2328.93 | -3.50 | timeout |
| 05-08 17:19 | ETH | Sell | 2276.97→2299.23 | -5.32 | timeout |
| 05-08 17:19 | BTC | Buy | 79704→79974 | +1.24 | timeout |
| 05-07 17:21 | ETH | Sell | 2326.77→2290.93 | +7.27 | timeout |
| 05-07 15:18 | BTC | Buy | 81008.1→79910 | -7.23 | stop_loss |
| 05-06 17:21 | ETH | Sell | 2388.36→2356.04 | +6.30 | timeout |
| 05-06 17:21 | BTC | Buy | 82008.1→81497.9 | -3.55 | timeout |
| 05-04 09:16 | ETH | Sell | 2382.36→2361.14 | +4.00 | timeout |
| 05-04 09:16 | BTC | Buy | 80109→79709 | -2.94 | timeout |
| 05-03 09:14 | ETH | Sell | 2302.27→2307.63 | -1.60 | timeout |
| 05-03 09:14 | BTC | Buy | 78194.9→78381.1 | +0.75 | timeout |
| 05-02 09:14 | ETH | Sell | 2296.77→2304.43 | -2.11 | timeout |
| 05-01 09:13 | BTC | Buy | 77123.9→77289.1 | +0.61 | timeout |
| 05-01 09:12 | ETH | Sell | 2283.67→2284.73 | -0.68 | timeout |
| 04-30 09:12 | ETH | Sell | 2243.4→2257.33 | -3.55 | timeout |
| 04-29 09:11 | ETH | Sell | 2326.7→2323.2 | +0.30 | timeout |
| 04-28 09:10 | ETH | Sell | 2290.2→2285.2 | +0.64 | timeout |
| 04-27 05:09 | ETH | Sell | 2392.3→2368.3 | +4.57 | take_profit |
| 04-26 05:11 | ETH | Sell | 2313.8→2325.4 | -2.96 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
98
closed
42%
win rate
-52.05
total pnl ($)
-10.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 52 | 46% | -2.3 | -5.79 |
| BTC | 46 | 37% | -20.0 | -46.26 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 17:21 | BTC | Buy | +1.86 | The market was in a mild downtrend across timeframes, with BTC and ETH both declining over the past 24 hours and week. The trade failed because the thesis did not trigger an entry before the timeout, as the price never reached the intended buy level during … |
| 05-09 17:19 | ETH | Sell | -3.50 | The market was in a mild downtrend with ETH declining 2% over 24 hours and negative momentum across the board. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed timeframe. |
| 05-08 17:19 | ETH | Sell | -5.32 | The market was in a low-volatility, range-bound regime with neutral funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 17:19 | BTC | Buy | +1.24 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-07 17:21 | ETH | Sell | +7.27 | The market was in a broad downtrend with ETH falling 1.52% in 24 hours and 4.35% over the week, while funding remained slightly positive. The short thesis failed because the trade was closed by timeout before the downtrend could fully materialize into a lar… |
| 05-07 15:18 | BTC | Buy | -7.23 | BTC was declining across all timeframes with negative funding and falling open interest. The long thesis failed because the stop loss was triggered by continued bearish momentum in a weak market regime. |
| 05-06 17:21 | ETH | Sell | +6.30 | The market was in a mild downtrend with ETH losing 4.56% over the week and BTC also declining, while funding rates remained slightly positive. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within… |
| 05-06 17:21 | BTC | Buy | -3.55 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past week and intraday moves flat to slightly negative. The thesis failed because the trade was not triggered before the timeout, leaving the position unexecuted a… |
| 05-02 09:14 | ETH | Sell | -2.11 | The market was essentially flat at close with ETH slightly positive on the day (+0.99% 24h) and BTC outperforming (+1.29% 24h), indicating BTC strength relative to ETH over the holding period. The correlation reversion thesis failed because BTC's outperform… |
| 05-01 09:13 | BTC | Buy | +0.61 | BTC was consolidating within a tight range near $77,299 at close (only -0.11% 1h change), with modest positive momentum over 24h (+1.67%) despite minor 7-day weakness, while ETH lagged performance at +1.17% 24h, suggesting the correlation pair had begun div… |