60
closed trades
45%
win rate
-11.08
total pnl ($)
1.237
weight
7d window — n=6 wr=33% pnl=-1.97
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 01:05:19 (39.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
br
n: 15
· wr: 46.7%
· total_bps: -86.4
· mean_bps: -5.76
· sharpe: -0.08
· max_dd_bps: -258.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 60 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 05:52 | BTC | Buy | 60231→59908 | -3.13 | timeout |
| 06-25 20:05 | BTC | Buy | 59443→59626 | +1.09 | timeout |
| 06-24 20:49 | BTC | Buy | 59762→61077.9 | +10.57 | take_profit |
| 06-23 15:22 | BTC | Buy | 62525.1→62235.9 | -2.75 | timeout |
| 06-23 05:01 | BTC | Buy | 64208.2→63617.8 | -5.05 | timeout |
| 06-22 05:48 | BTC | Buy | 64483.2→64194.8 | -2.69 | timeout |
| 06-19 16:56 | BTC | Buy | 62769.1→62979.9 | +1.23 | timeout |
| 06-18 23:39 | BTC | Buy | 62857.1→62880.9 | -0.25 | timeout |
| 06-18 12:33 | BTC | Buy | 64511.2→64170.8 | -3.09 | timeout |
| 06-18 04:11 | BTC | Buy | 64654.2→63746.9 | -7.47 | stop_loss |
| 06-17 17:18 | BTC | Buy | 65029.3→65876.7 | +6.06 | timeout |
| 06-16 21:57 | BTC | Buy | 65890.3→65754.7 | -1.49 | timeout |
| 06-16 09:34 | BTC | Buy | 66023.3→66678.7 | +4.51 | timeout |
| 06-15 00:14 | BTC | Buy | 64448.2→65867.7 | +10.56 | take_profit |
| 06-12 21:05 | BTC | Buy | 64015.2→63447.8 | -4.89 | timeout |
| 06-12 12:44 | BTC | Buy | 63350.2→63371.8 | -0.29 | timeout |
| 06-11 23:48 | BTC | Buy | 63665.2→63584.8 | -1.10 | timeout |
| 06-11 04:26 | BTC | Buy | 61851.1→62603.9 | +5.61 | timeout |
| 06-10 15:46 | BTC | Buy | 61122.1→62462.9 | +10.51 | take_profit |
| 06-09 23:11 | BTC | Buy | 61793.1→62016.9 | +1.37 | timeout |
| 06-09 07:12 | BTC | Buy | 62879.1→63345.8 | +3.25 | timeout |
| 06-08 11:42 | BTC | Buy | 63079.2→63696.8 | +4.44 | timeout |
| 06-07 19:18 | BTC | Buy | 62137.1→61290.3 | -7.26 | stop_loss |
| 06-06 17:22 | BTC | Buy | 60972→60642 | -3.16 | timeout |
| 06-06 04:11 | BTC | Buy | 61110.1→60278.8 | -7.25 | stop_loss |
| 06-05 05:57 | BTC | Buy | 63305.2→62442.6 | -7.26 | stop_loss |
| 06-05 01:03 | BTC | Buy | 63747.2→63104.8 | -5.48 | timeout |
| 06-01 04:30 | BTC | Buy | 74004.7→73392.3 | -4.59 | timeout |
| 05-28 20:35 | BTC | Buy | 73252.7→73610.3 | +1.97 | timeout |
| 05-28 10:49 | BTC | Buy | 73156.7→73503.3 | +1.92 | timeout |
| 05-27 21:54 | BTC | Buy | 75294.8→74270.1 | -7.26 | stop_loss |
| 05-27 10:41 | BTC | Buy | 75763.8→75833.2 | +0.03 | timeout |
| 05-26 09:35 | BTC | Buy | 76935.8→76666.2 | -2.20 | timeout |
| 05-25 04:16 | BTC | Buy | 77159.9→76966.2 | -1.71 | timeout |
| 05-24 20:16 | BTC | Buy | 76660.8→76645.2 | -0.56 | timeout |
| 05-23 07:43 | BTC | Buy | 75631.8→75231.2 | -3.10 | timeout |
| 05-21 19:44 | BTC | Buy | 77188.9→77586.1 | +2.10 | timeout |
| 05-19 20:48 | BTC | Buy | 76774.8→76958.2 | +0.72 | timeout |
| 05-18 21:30 | BTC | Buy | 76646.8→77034.1 | +2.06 | timeout |
| 05-18 12:10 | BTC | Buy | 77053.9→77398.1 | +1.77 | timeout |
| 05-15 20:30 | BTC | Buy | 79313→79101 | -1.78 | timeout |
| 05-11 20:32 | BTC | Buy | 81828.1→81796.9 | -0.64 | timeout |
| 05-11 02:51 | BTC | Buy | 81901.1→81212.9 | -4.67 | timeout |
| 05-08 21:32 | BTC | Buy | 80103→80136 | -0.25 | timeout |
| 05-08 09:42 | BTC | Buy | 79702→79831 | +0.36 | timeout |
| 05-07 23:52 | BTC | Buy | 80173→80035 | -1.32 | timeout |
| 05-07 10:34 | BTC | Buy | 81229.1→80698 | -3.73 | timeout |
| 05-06 20:07 | BTC | Buy | 81743.1→81551.9 | -1.61 | timeout |
| 05-04 16:40 | BTC | Buy | 78885.9→80276 | +8.38 | timeout |
| 05-04 06:22 | BTC | Buy | 79808→79753 | -0.81 | timeout |
| 05-02 04:03 | BTC | Buy | 78212.9→78377.1 | +0.62 | timeout |
| 04-30 00:11 | BTC | Buy | 75607→75687 | +0.08 | timeout |
| 04-28 21:34 | BTC | Buy | 76134→76289 | +0.57 | timeout |
| 04-28 02:45 | BTC | Buy | 77005→76697 | -2.45 | timeout |
| 04-27 13:35 | BTC | Buy | 77922→77692 | -1.93 | timeout |
| 04-27 04:11 | BTC | Buy | 78635→79033 | +2.08 | timeout |
| 04-24 12:22 | BTC | Buy | 77976→78237 | +1.22 | timeout |
| 04-24 00:03 | BTC | Buy | 77799→78255 | +2.58 | timeout |
| 04-23 09:51 | BTC | Buy | 77993→77554 | -3.16 | timeout |
| 04-22 02:16 | BTC | Buy | 75677→76888 | +7.65 | take_profit |
Paper vs Live
Paper (trades.jsonl)
60
closed
45%
win rate
-11.08
total pnl ($)
-3.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 60 | 45% | -3.6 | -11.08 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 21:32 | BTC | Buy | -0.25 | The market was in a short-term uptrend (1h +0.47%) within a broader daily and weekly decline, with low funding and stable open interest. The thesis failed because the trade was not filled and expired due to timeout, resulting in a small negative PnL from th… |
| 05-08 09:42 | BTC | Buy | +0.36 | BTC traded in a narrow, low-volatility range with a slight bearish bias across timeframes. The thesis failed because the expected directional move did not materialize within the trade's time limit, triggering a timeout exit with minimal profit. |
| 05-07 23:52 | BTC | Buy | -1.32 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but remaining in a broader downtrend over 24 hours and 7 days. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did … |
| 05-07 10:34 | BTC | Buy | -3.73 | The market was in a mild intraday uptick but remained in a broader downtrend over the past week, with low volatility and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize… |
| 05-06 20:07 | BTC | Buy | -1.61 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain but still down over the past week. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move di… |
| 05-04 16:40 | BTC | Buy | +8.38 | The market was in a neutral consolidation phase with low funding rates and stable volatility, offering no clear directional bias. The trade failed because the thesis could not generate sufficient momentum before the position was forcibly closed due to a tim… |
| 05-02 04:03 | BTC | Buy | +0.62 | BTC was consolidating sideways with mild upward drift—up 1.57% over 24h and 0.89% over 7d—while funding rates turned slightly negative (-0.007559%), signaling reduced leverage appetite despite high open interest ($4.17B). The failed 24h breakdown long thesi… |
| 04-30 00:11 | BTC | Buy | +0.08 | Bitcoin was consolidating near its 24-hour low ($74,894) with minimal intraday momentum (1h: -0.12%, 24h: -0.82%) and elevated open interest ($3.78B) at the close, signaling weak conviction to move higher. The trade's thesis worked partially—it captured the… |
| 04-27 13:35 | BTC | Buy | -1.93 | # Trade Analysis: Failed Breakdown 24H Long BTC was consolidating near $77,829 with negligible short-term momentum (1h: +0.12%, 24h: -0.17%) and negative funding (-0.003041%), indicating weak conviction from leveraged longs despite the 7d recovery (+3.52%)… |
| 04-27 04:11 | BTC | Buy | +2.08 | Bitcoin was consolidating sideways in the hour before close, down 0.22% on the 1h candle despite maintaining a strong 2.03% 24h gain, while funding rates remained elevated at 0.007245%. The failed 24h breakdown thesis didn't fully materialize as price never… |