36
closed trades
28%
win rate
-92.75
total pnl ($)
1.155
weight
7d window — n=4 wr=25% pnl=-15.03
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 19:02:53 (41.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
s
n: 110
· wr: 41.8%
· total_bps: -2917.5
· mean_bps: -26.52
· sharpe: -0.17
· max_dd_bps: -3684.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 36 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 19:25 | ETH | Buy | 1606.16→1575.95 | -9.85 | stop_loss |
| 06-27 01:52 | ETH | Buy | 1577.56→1574.64 | -1.38 | timeout |
| 06-24 16:51 | ETH | Buy | 1628.56→1597.54 | -9.97 | stop_loss |
| 06-22 13:40 | ETH | Buy | 1749.77→1773.02 | +6.17 | timeout |
| 06-18 15:29 | ETH | Buy | 1749.87→1717.17 | -9.79 | stop_loss |
| 06-18 05:05 | ETH | Buy | 1743.47→1723.13 | -6.27 | timeout |
| 06-16 22:53 | ETH | Buy | 1777.98→1793.52 | +3.89 | timeout |
| 06-15 19:20 | ETH | Buy | 1844.88→1810.31 | -9.83 | stop_loss |
| 06-15 04:24 | ETH | Buy | 1722.67→1719.13 | -1.49 | timeout |
| 06-12 00:42 | ETH | Buy | 1684.37→1674.43 | -3.41 | timeout |
| 06-09 14:47 | ETH | Buy | 1663.77→1632.62 | -9.81 | stop_loss |
| 06-08 22:31 | ETH | Buy | 1695.87→1692.03 | -1.54 | timeout |
| 06-08 05:03 | ETH | Buy | 1677.07→1658.13 | -6.04 | timeout |
| 06-07 20:11 | ETH | Buy | 1618.16→1621.34 | +0.59 | timeout |
| 06-07 08:57 | ETH | Buy | 1590.16→1640.84 | +15.48 | take_profit |
| 06-06 03:34 | ETH | Buy | 1584.56→1554.87 | -9.81 | stop_loss |
| 06-03 16:23 | ETH | Buy | 1853.99→1819.31 | -9.80 | stop_loss |
| 06-02 12:50 | ETH | Buy | 1985.4→1974.9 | -3.10 | timeout |
| 05-30 10:30 | ETH | Buy | 2007→2018 | +2.27 | timeout |
| 05-28 23:55 | ETH | Buy | 2019.3→2007.7 | -3.34 | timeout |
| 05-27 13:42 | ETH | Buy | 2092.41→2053.27 | -9.80 | stop_loss |
| 05-26 15:31 | ETH | Buy | 2128.21→2088.65 | -9.76 | stop_loss |
| 05-23 20:55 | ETH | Buy | 2075.61→2141.99 | +15.53 | take_profit |
| 05-22 18:45 | ETH | Buy | 2125.71→2086.15 | -9.76 | stop_loss |
| 05-19 03:40 | ETH | Buy | 2135.91→2130.79 | -1.65 | timeout |
| 05-18 14:34 | ETH | Buy | 2144.31→2104.24 | -9.79 | stop_loss |
| 05-08 23:49 | ETH | Buy | 2313.13→2304.67 | -2.32 | timeout |
| 05-04 09:09 | ETH | Buy | 2378.84→2359.06 | -4.61 | timeout |
| 04-29 10:36 | ETH | Buy | 2326→2341.4 | +2.86 | timeout |
| 04-28 20:47 | ETH | Buy | 2266.3→2295.5 | +5.99 | timeout |
| 04-26 20:38 | ETH | Buy | 2344.8→2366.9 | +4.26 | timeout |
| 04-25 00:41 | ETH | Buy | 2316.9→2313.1 | -1.27 | timeout |
| 04-24 03:09 | ETH | Buy | 2324.2→2317.7 | -1.85 | timeout |
| 04-23 00:09 | ETH | Buy | 2395.2→2366.4 | -6.36 | stop_loss |
| 04-22 11:54 | ETH | Buy | 2400.2→2397.2 | -0.97 | timeout |
| 04-21 23:13 | ETH | Buy | 2297.6→2316.6 | +3.78 | timeout |
Paper vs Live
Paper (trades.jsonl)
36
closed
28%
win rate
-92.75
total pnl ($)
-51.5 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 | 36 | 28% | -51.5 | -92.75 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 23:49 | ETH | Buy | -2.32 | The market was in a mild short-term uptick (+0.57% hourly) but remained in a broader downtrend over the past week (-2.56%). The thesis failed because the trade was not executed before the timeout, resulting in a small negative PnL from an unfilled order. |
| 04-29 10:36 | ETH | Buy | +2.86 | ETH was consolidating slightly lower on the 1-hour timeframe (-0.09%) while BTC held steady (+0.29%), causing the ETH/BTC spread momentum to decelerate below the acceleration threshold that triggered the entry. The trade's acceleration thesis—that the slope… |
| 04-26 20:38 | ETH | Buy | +4.26 | ETH was trading with negative funding at -0.0035%, signaling weak bullish momentum despite open interest remaining elevated at $1.86B. The spread acceleration thesis failed to sustain as the trade timed out after 6 hours without reaching the 200bp take-prof… |
| 04-25 00:41 | ETH | Buy | -1.27 | The market was essentially flat to slightly negative at close, with ETH down 0.03% over the prior hour and BTC down 0.06%, showing no meaningful directional momentum in either asset. The trade's thesis failed because the acceleration signal that triggered t… |
| 04-24 03:09 | ETH | Buy | -1.85 | BTC was showing relative strength with +2.40% weekly gains while ETH lagged at -2.11%, indicating the spread momentum that triggered the buy had reversed by close. The acceleration signal (+0.01% to +0.81% slope increase) failed to sustain as ETH underperfo… |
| 04-23 00:09 | ETH | Buy | -6.36 | At close, ETH was trading in a low-funding environment (-0.008385%) with $1.84B in open interest, indicating weak bullish conviction despite the position being held. The trade's thesis failed because the acceleration signal that triggered the buy—slope acce… |
| 04-22 11:54 | ETH | Buy | -0.97 | At close, ETH was trading at $2316.1 with minimal 1-hour momentum (+0.10%) while BTC showed slightly stronger 1-hour performance (+0.14%), indicating the spread momentum that triggered the trade had dissipated. The thesis failed because the acceleration sig… |
| 04-21 23:13 | ETH | Buy | +3.78 | The market was essentially flat at close, with ETH down 0.99% over 24 hours and BTC slightly positive on the hour while up 3.67% over the week, showing mixed directional conviction. The trade's thesis didn't work as intended—the acceleration signal that tri… |