114
closed trades
49%
win rate
-223.74
total pnl ($)
0.764
weight
7d window — n=28 wr=50% pnl=-81.84
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-31 18:05:22 (28.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x3485392_03499
n: 20
· wr: 35.0%
· total_bps: -645.9
· mean_bps: -32.29
· sharpe: -0.40
· max_dd_bps: -771.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-29 06:25 | BTC | Buy | 59617→60235 | +4.72 | timeout |
| 06-29 00:06 | BTC | Buy | 60345→59298 | -9.17 | timeout |
| 06-28 17:39 | BTC | Buy | 59900→59395 | -4.65 | timeout |
| 06-28 11:38 | BTC | Buy | 59987→60241 | +1.64 | timeout |
| 06-28 05:38 | BTC | Buy | 60581→59877 | -6.26 | timeout |
| 06-28 01:23 | BTC | Buy | 60433→60134 | -2.94 | timeout |
| 06-27 18:56 | BTC | Buy | 60339→60520 | +1.06 | timeout |
| 06-27 12:43 | BTC | Buy | 59906→60297 | +2.80 | timeout |
| 06-27 06:34 | BTC | Buy | 59804→60279 | +3.49 | timeout |
| 06-27 00:38 | BTC | Buy | 59471→59876 | +2.94 | timeout |
| 06-26 18:35 | BTC | Buy | 59978→59800 | -2.00 | timeout |
| 06-26 12:13 | BTC | Buy | 59785→59459 | -3.20 | timeout |
| 06-26 05:52 | BTC | Buy | 59487→59814 | +2.30 | timeout |
| 06-25 13:53 | BTC | Buy | 61169.1→58992.5 | -18.23 | stop_loss |
| 06-25 13:48 | BTC | Buy | 61713.1→59517.2 | -18.21 | stop_loss |
| 06-25 11:42 | BTC | Buy | 60965→61299.9 | +2.30 | timeout |
| 06-25 05:26 | BTC | Buy | 59610→61598.9 | +16.25 | timeout |
| 06-24 15:38 | BTC | Buy | 62817.1→60578.7 | -18.17 | stop_loss |
| 06-24 15:33 | BTC | Buy | 62886.1→60648.6 | -18.21 | stop_loss |
| 06-24 11:49 | BTC | Buy | 62706.1→63121.8 | +2.86 | timeout |
| 06-24 05:23 | BTC | Buy | 62586.1→62797.9 | +1.21 | timeout |
| 06-23 22:50 | BTC | Buy | 62248.1→62521.9 | +1.76 | timeout |
| 06-23 17:30 | BTC | Buy | 63436.2→62615.9 | -6.91 | timeout |
| 06-23 11:26 | BTC | Buy | 63988.2→62485.9 | -12.09 | timeout |
| 06-23 05:23 | BTC | Buy | 64565.2→63438.8 | -9.19 | timeout |
| 06-22 23:15 | BTC | Buy | 64288.2→63919.8 | -3.27 | timeout |
| 06-22 17:11 | BTC | Buy | 64241.2→64651.8 | +2.73 | timeout |
| 06-22 11:07 | BTC | Buy | 63677.2→64329.8 | +4.60 | timeout |
| 06-22 05:02 | BTC | Buy | 64102.2→64054.8 | -0.83 | timeout |
| 06-21 22:48 | BTC | Buy | 64352.2→63658.8 | -5.83 | timeout |
| 06-21 16:35 | BTC | Buy | 64532.2→64026.8 | -4.34 | timeout |
| 06-21 10:28 | BTC | Buy | 64228.2→64290.8 | +0.02 | timeout |
| 06-21 04:34 | BTC | Buy | 63908.2→64509.8 | +4.26 | timeout |
| 06-20 22:24 | BTC | Buy | 63627.2→64127.8 | +3.48 | timeout |
| 06-20 16:14 | BTC | Buy | 63393.2→63960.8 | +3.99 | timeout |
| 06-20 10:12 | BTC | Buy | 63053.2→63656.8 | +4.30 | timeout |
| 06-20 04:14 | BTC | Buy | 63351.2→63383.8 | -0.18 | timeout |
| 06-19 22:07 | BTC | Buy | 62410.1→63026.8 | +4.47 | timeout |
| 06-19 16:30 | BTC | Buy | 62676.1→63273.8 | +4.32 | timeout |
| 06-19 10:05 | BTC | Buy | 62909.1→62373.9 | -4.66 | timeout |
| 06-19 04:23 | BTC | Buy | 62726.1→62725.9 | -0.43 | timeout |
| 06-18 22:16 | BTC | Buy | 64011.2→62900.9 | -9.08 | timeout |
| 06-18 15:59 | BTC | Buy | 64249.2→62328.9 | -15.22 | timeout |
| 06-18 10:00 | BTC | Buy | 64142.2→64153.8 | -0.41 | timeout |
| 06-18 03:53 | BTC | Buy | 65727.3→64318.8 | -11.18 | timeout |
| 06-17 21:41 | BTC | Buy | 64955.2→64285.8 | -5.59 | timeout |
| 06-17 15:50 | BTC | Buy | 65776.3→65681.7 | -1.12 | timeout |
| 06-17 09:51 | BTC | Buy | 65753.3→64879.8 | -7.13 | timeout |
| 06-17 03:45 | BTC | Buy | 65819.3→65784.7 | -0.74 | timeout |
| 06-16 21:40 | BTC | Buy | 66625.3→65633.7 | -7.94 | timeout |
| 06-16 15:31 | BTC | Buy | 65970.3→65864.7 | -1.29 | timeout |
| 06-16 09:31 | BTC | Buy | 66351.3→66635.7 | +1.69 | timeout |
| 06-16 03:28 | BTC | Buy | 66652.3→65941.7 | -5.77 | timeout |
| 06-15 21:26 | BTC | Buy | 65682.3→66435.7 | +5.26 | timeout |
| 06-15 15:27 | BTC | Buy | 65698.3→66645.7 | +6.77 | timeout |
| 06-15 09:19 | BTC | Buy | 64790.2→65750.7 | +6.97 | timeout |
| 06-15 03:15 | BTC | Buy | 64079.2→65696.7 | +12.15 | timeout |
| 06-14 21:10 | BTC | Buy | 64437.2→63993.8 | -3.90 | timeout |
| 06-14 15:07 | BTC | Buy | 64477.2→64083.8 | -3.51 | timeout |
| 06-14 09:01 | BTC | Buy | 64280.2→64391.8 | +0.39 | timeout |
| 06-14 02:57 | BTC | Buy | 64215.2→64467.8 | +1.53 | timeout |
| 06-13 20:53 | BTC | Buy | 63781.2→64235.8 | +3.10 | timeout |
| 06-13 14:47 | BTC | Buy | 63622.2→64181.8 | +3.93 | timeout |
| 06-13 08:44 | BTC | Buy | 63503.2→63857.8 | +2.30 | timeout |
| 06-13 02:45 | BTC | Buy | 63470.2→63595.8 | +0.54 | timeout |
| 06-12 20:42 | BTC | Buy | 63369.2→63528.8 | +0.80 | timeout |
| 06-12 14:39 | BTC | Buy | 63573.2→63724.8 | +0.71 | timeout |
| 06-12 08:38 | BTC | Buy | 63306.2→63429.8 | +0.49 | timeout |
| 06-12 02:40 | BTC | Buy | 62860.1→63575.8 | +5.19 | timeout |
| 06-11 20:33 | BTC | Buy | 62913.1→63338.8 | +2.87 | timeout |
| 06-11 14:31 | BTC | Buy | 61991.1→62883.9 | +6.70 | timeout |
| 06-11 08:27 | BTC | Buy | 61893.1→62872.9 | +7.39 | timeout |
| 06-11 02:26 | BTC | Buy | 62036.1→62063.9 | -0.25 | timeout |
| 06-10 20:17 | BTC | Buy | 61681.1→61772.9 | +0.26 | timeout |
| 06-10 04:00 | BTC | Buy | 61147.1→62016.9 | +6.72 | timeout |
| 06-09 22:00 | BTC | Buy | 62698.1→62016.9 | -5.83 | timeout |
| 06-09 15:58 | BTC | Buy | 62802.1→61058.9 | -14.40 | timeout |
| 06-09 09:57 | BTC | Buy | 63726.2→62691.9 | -8.55 | timeout |
| 06-09 03:58 | BTC | Buy | 63755.2→62773.9 | -8.14 | timeout |
| 06-08 21:49 | BTC | Buy | 63455.2→63755.8 | +1.90 | timeout |
| 06-08 15:46 | BTC | Buy | 63131.2→63809.8 | +4.90 | timeout |
| 06-08 09:42 | BTC | Buy | 61686.1→63280.8 | +12.47 | timeout |
| 06-08 03:42 | BTC | Buy | 62134.1→63159.8 | +7.79 | timeout |
| 06-07 21:39 | BTC | Buy | 62553.1→61761.9 | -6.76 | timeout |
| 06-07 15:34 | BTC | Buy | 61603.1→61957.9 | +2.42 | timeout |
| 06-07 09:28 | BTC | Buy | 60867→62631.9 | +14.06 | timeout |
| 06-07 03:23 | BTC | Buy | 60496→61652.9 | +9.09 | timeout |
| 06-06 21:17 | BTC | Buy | 61201.1→60844 | -3.33 | timeout |
| 06-06 15:14 | BTC | Buy | 60904→60588 | -3.04 | timeout |
| 06-06 04:34 | BTC | Buy | 61769.1→59570.2 | -18.25 | stop_loss |
| 06-06 03:15 | BTC | Buy | 60497→60889 | +2.78 | timeout |
| 06-05 14:26 | BTC | Buy | 62588.1→60360.8 | -18.24 | stop_loss |
| 06-05 13:57 | BTC | Buy | 63004.2→60761.6 | -18.25 | stop_loss |
| 06-05 06:22 | BTC | Buy | 63717.2→61449.2 | -18.22 | stop_loss |
| 06-05 03:45 | BTC | Buy | 63784.2→62655.9 | -9.27 | timeout |
| 06-04 21:40 | BTC | Buy | 62890.1→63218.8 | +2.17 | timeout |
| 06-04 17:00 | BTC | Buy | 64263.2→63457.8 | -6.76 | timeout |
| 06-04 01:16 | BTC | Buy | 65223.3→62902.4 | -18.24 | stop_loss |
| 06-03 23:03 | BTC | Buy | 66925.3→64541.5 | -18.26 | stop_loss |
| 06-03 16:40 | BTC | Buy | 66353.3→65872.7 | -4.10 | timeout |
Paper vs Live
Paper (trades.jsonl)
114
closed
49%
win rate
-223.74
total pnl ($)
-39.1 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 | 114 | 49% | -39.1 | -223.74 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||