63
closed trades
40%
win rate
-49.90
total pnl ($)
1.088
weight
7d window — n=12 wr=25% pnl=-26.56
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 06:33:48 (40.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bq
n: 19
· wr: 36.8%
· total_bps: -443.9
· mean_bps: -23.36
· sharpe: -0.30
· max_dd_bps: -769.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 63 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 21:49 | BTC | Sell | 60544→60251 | +1.96 | timeout |
| 06-26 23:46 | BTC | Sell | 59863→60066 | -2.14 | timeout |
| 06-26 13:57 | BTC | Sell | 59346→60154.1 | -7.25 | stop_loss |
| 06-25 21:34 | BTC | Sell | 59160→59966 | -7.26 | stop_loss |
| 06-25 13:46 | BTC | Sell | 61061.9→59724 | +10.50 | take_profit |
| 06-25 05:02 | BTC | Sell | 60750→61579.9 | -7.28 | stop_loss |
| 06-24 20:06 | BTC | Sell | 59825→60646.3 | -7.33 | stop_loss |
| 06-24 11:49 | BTC | Sell | 62637.9→62915.1 | -2.67 | timeout |
| 06-23 22:48 | BTC | Sell | 62136.9→62541.1 | -3.70 | timeout |
| 06-22 21:58 | BTC | Sell | 64598.8→64275.2 | +2.04 | timeout |
| 06-22 10:37 | BTC | Sell | 63996.8→64118.2 | -1.37 | timeout |
| 06-21 13:18 | BTC | Sell | 63940.8→64148.2 | -2.06 | timeout |
| 06-20 23:26 | BTC | Sell | 63878.8→64254.2 | -3.38 | timeout |
| 06-20 12:58 | BTC | Sell | 63383.8→63622.2 | -2.32 | timeout |
| 06-19 20:57 | BTC | Sell | 62965.9→63197.2 | -2.28 | timeout |
| 06-16 16:49 | BTC | Sell | 66400.7→65712.3 | +4.75 | timeout |
| 06-15 23:24 | BTC | Sell | 66540.7→66131.3 | +2.62 | timeout |
| 06-12 15:11 | BTC | Sell | 63426.8→64304.3 | -7.36 | stop_loss |
| 06-12 03:07 | BTC | Sell | 63381.8→63569.2 | -1.91 | timeout |
| 06-11 17:49 | BTC | Sell | 62710.9→63570.9 | -7.30 | stop_loss |
| 06-10 21:54 | BTC | Sell | 61846.9→61216.1 | +4.65 | timeout |
| 06-08 21:26 | BTC | Sell | 63575.8→63718.2 | -1.56 | timeout |
| 06-07 22:13 | BTC | Sell | 61557.9→62396.3 | -7.26 | stop_loss |
| 06-07 15:02 | BTC | Sell | 62402.9→61812.1 | +4.29 | timeout |
| 06-06 12:52 | BTC | Sell | 60344→61177.6 | -7.36 | stop_loss |
| 06-06 03:17 | BTC | Sell | 61225.9→60832 | +2.77 | timeout |
| 06-05 13:56 | BTC | Sell | 62315.9→60950 | +10.51 | take_profit |
| 06-05 04:59 | BTC | Sell | 62707.9→63572.9 | -7.35 | stop_loss |
| 06-04 20:18 | BTC | Sell | 63700.8→63416.2 | +1.79 | timeout |
| 06-04 11:26 | BTC | Sell | 63545.8→62539.1 | +7.45 | timeout |
| 06-04 00:24 | BTC | Sell | 65379.7→63947.2 | +10.50 | take_profit |
| 06-03 16:18 | BTC | Sell | 66799.7→65978.3 | +5.71 | timeout |
| 06-02 13:15 | BTC | Sell | 69511.5→68906.4 | +3.92 | timeout |
| 05-30 04:59 | BTC | Sell | 73501.3→73353.7 | +0.56 | timeout |
| 05-29 05:50 | BTC | Sell | 73443.3→73394.7 | -0.10 | timeout |
| 05-27 18:22 | BTC | Sell | 74872.3→74825.7 | -0.13 | timeout |
| 05-26 14:26 | BTC | Sell | 77042.1→78099.9 | -7.31 | stop_loss |
| 05-25 23:10 | BTC | Sell | 77379.1→77215.9 | +0.62 | timeout |
| 05-24 16:27 | BTC | Sell | 77037.1→76515.8 | +2.93 | timeout |
| 05-24 03:00 | BTC | Sell | 76491.2→76795.8 | -2.43 | timeout |
| 05-20 23:04 | BTC | Sell | 77353.1→77445.9 | -1.04 | timeout |
| 05-19 07:25 | BTC | Sell | 76701.2→77122.9 | -3.19 | timeout |
| 05-18 18:46 | BTC | Sell | 76299.2→76358.8 | -0.83 | timeout |
| 05-15 13:41 | BTC | Sell | 80399→79205 | +6.97 | timeout |
| 05-10 22:55 | BTC | Sell | 81017.9→82117.1 | -7.23 | stop_loss |
| 05-09 11:09 | BTC | Sell | 80107→80260 | -1.41 | timeout |
| 05-08 19:17 | BTC | Sell | 79842→80084 | -1.95 | timeout |
| 05-07 13:18 | BTC | Sell | 81168.9→80947 | +0.93 | timeout |
| 05-06 17:24 | BTC | Sell | 81998.9→81516.1 | +2.49 | timeout |
| 05-04 01:55 | BTC | Sell | 78417.1→79480.7 | -7.23 | stop_loss |
| 05-03 03:52 | BTC | Sell | 78600.1→78162.9 | +2.32 | timeout |
| 05-01 20:17 | BTC | Sell | 78331.1→78238.9 | +0.13 | timeout |
| 05-01 10:51 | BTC | Sell | 76867.2→77229.9 | -2.80 | timeout |
| 04-30 04:22 | BTC | Sell | 75612→75680 | -0.90 | timeout |
| 04-29 10:54 | BTC | Sell | 76924→77601 | -4.85 | timeout |
| 04-28 06:43 | BTC | Sell | 76706→76603 | +0.22 | timeout |
| 04-27 20:49 | BTC | Sell | 76579→76911 | -2.62 | timeout |
| 04-26 21:55 | BTC | Sell | 77994→78774 | -5.45 | stop_loss |
| 04-24 19:12 | BTC | Sell | 77704→77569 | +0.42 | timeout |
| 04-24 08:04 | BTC | Sell | 77669→77631 | -0.21 | timeout |
| 04-23 21:24 | BTC | Sell | 77664→77825 | -1.39 | timeout |
| 04-22 23:04 | BTC | Sell | 78704→78436 | +1.35 | timeout |
| 04-22 13:02 | BTC | Sell | 77912→78183 | -2.09 | timeout |
Paper vs Live
Paper (trades.jsonl)
63
closed
40%
win rate
-49.90
total pnl ($)
-15.9 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 | 63 | 40% | -15.9 | -49.90 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 11:09 | BTC | Sell | -1.41 | BTC was in a persistent downtrend across all timeframes with negative funding and declining open interest. The short thesis failed because the trade was closed by timeout before the anticipated continuation lower materialized. |
| 05-08 19:17 | BTC | Sell | -1.95 | BTC was in a short-term uptrend (+0.54% hourly) but still in a broader weekly decline (-2.10%). The sell thesis failed because the trade expired via timeout before the expected downside materialized, as the market's intraday bounce persisted longer than ant… |
| 05-07 13:18 | BTC | Sell | +0.93 | BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The short thesis failed to capture meaningful downside as the market consolidated, and the trade was closed by timeout without reaching target. |
| 05-06 17:24 | BTC | Sell | +2.49 | The market was in a mild downtrend with low volatility, as BTC declined 1.47% over 24 hours and funding remained neutral. The thesis failed because the trade was closed by timeout without reaching its target or stop, indicating the expected directional move… |
| 05-03 03:52 | BTC | Sell | +2.32 | # Trade Analysis: BTC Failed Breakout Short BTC was grinding sideways near $78,645 with minimal intraday momentum (1h flat at +0.03%), trapped between overnight resistance around $79,133 and support, showing no follow-through after the initial breakout att… |
| 05-01 20:17 | BTC | Sell | +0.13 | # Trade Closeout Analysis BTC was consolidating lower in the final hour (1h=-0.36%) after a modest 24h rally (+2.13%), with negative funding rates (-0.0049%) signaling weakening leverage demand. The short thesis failed because the 24h high at 78900 (set 14… |
| 05-01 10:51 | BTC | Sell | -2.80 | BTC rallied 46 basis points from the 77,404 breakout high to your 77,230 exit, with sustained positive funding (0.33% annualized) indicating aggressive leveraged longs persisting through your 4-hour hold. Your failed breakout short thesis collapsed because … |
| 04-30 04:22 | BTC | Sell | -0.90 | Bitcoin consolidated sideways near $75,600 after failing to extend its initial breakout attempt, with the 1-hour chart showing mild downward pressure (-0.44%) and broader 24-hour weakness (-2.13%) that contradicted the short thesis. The trade's failed break… |
| 04-29 10:54 | BTC | Sell | -4.85 | BTC drifted sideways to slightly higher ($77,607, +1.37% 24h) with minimal 1-hour momentum (-0.10%), failing to sustain directional conviction either way as the trade timed out. The failed breakout thesis collapsed because the 24h high at $77,414 was breach… |
| 04-26 21:55 | BTC | Sell | -5.45 | Bitcoin was consolidating near its recent highs with modest positive momentum across multiple timeframes (1h +0.25%, 24h +1.24%, 7d +5.09%). The trade's thesis failed because the failed breakout signal—which required the price to remain below the 78,470 hig… |