26
closed trades
54%
win rate
-20.94
total pnl ($)
1.119
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:51:09 (41.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
h__restored_b50f5a30
n: 13
· wr: 46.2%
· total_bps: -48.3
· mean_bps: -3.72
· sharpe: -0.04
· max_dd_bps: -347.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 26 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 01:44 | BTC | Buy | 63842.2→64199.8 | +2.33 | timeout |
| 06-18 04:33 | BTC | Buy | 64442.2→63927.8 | -4.45 | timeout |
| 06-16 20:53 | BTC | Buy | 66362.3→65836.7 | -4.44 | timeout |
| 06-15 22:52 | BTC | Buy | 66595.3→66210.7 | -3.35 | timeout |
| 06-13 22:41 | BTC | Buy | 64186.2→64476.8 | +1.80 | timeout |
| 06-12 03:33 | BTC | Buy | 63843.2→63429.8 | -3.72 | timeout |
| 06-11 02:06 | BTC | Buy | 62096.1→62191.9 | +0.30 | timeout |
| 05-31 01:20 | BTC | Buy | 73885.7→74145.3 | +1.28 | timeout |
| 05-29 23:06 | BTC | Buy | 73322.7→73424.3 | +0.23 | timeout |
| 05-28 03:18 | BTC | Buy | 75240.8→73686.5 | -10.78 | stop_loss |
| 05-27 14:58 | BTC | Buy | 75780.8→74984.3 | -5.70 | timeout |
| 05-26 17:30 | BTC | Buy | 77450.9→75858.3 | -10.75 | stop_loss |
| 05-25 19:49 | BTC | Buy | 77390.9→77378.1 | -0.58 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.53 | timeout |
| 05-09 19:56 | BTC | Buy | 80308→80897 | +3.22 | timeout |
| 05-01 18:58 | BTC | Buy | 77232.9→78346.1 | +6.77 | timeout |
| 05-01 06:57 | BTC | Buy | 76224.8→77068.1 | +5.11 | timeout |
| 04-30 04:54 | BTC | Buy | 75762→75466 | -2.40 | timeout |
| 04-29 16:22 | BTC | Buy | 77107→75815 | -8.83 | timeout |
| 04-29 01:07 | BTC | Buy | 76028→76439 | +2.25 | timeout |
| 04-23 18:13 | BTC | Buy | 77208→77990 | +4.71 | timeout |
| 04-23 05:53 | BTC | Buy | 78674→78028 | -4.46 | timeout |
| 04-22 17:53 | BTC | Buy | 77990→78911 | +5.55 | timeout |
| 04-22 01:45 | BTC | Buy | 75734→76212 | +2.81 | timeout |
| 04-21 13:45 | BTC | Buy | 75779→75971 | +0.92 | timeout |
| 04-21 01:45 | BTC | Buy | 75717→76035 | +1.75 | timeout |
Paper vs Live
Paper (trades.jsonl)
26
closed
54%
win rate
-20.94
total pnl ($)
-15.9 bps
avg bps net
Live (dry_run=0)
7
closed
57%
win rate
-1.05
total pnl ($)
+17.4 bps
avg bps net
Live WR is 106% of paper WR (57% vs 54%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 26 | 54% | -15.9 | -20.94 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 19:56 | BTC | Buy | +3.22 | The market was in a mild sideways chop with low volatility, as BTC traded near $79,531 with minimal hourly and daily movement. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the… |
| 05-09 19:57 | BTC | Buy | +0.10 | The market was characterized by low funding rates and high open interest, indicating a stable but potentially crowded long position. The thesis failed because the trade was closed via a paper mirror simulation, meaning no actual capital was at risk to valid… |
| 05-01 18:58 | BTC | Buy | +6.77 | Bitcoin rallied +2.81% over 24 hours with funding rates turning slightly negative (−0.0026%), indicating a shift from long-heavy positioning toward equilibrium as the mempool congestion that triggered the entry (92nd percentile vsize, 5.0 sat/vB fast fee sp… |
| 05-01 18:58 | BTC | Buy | +0.64 | At close, BTC was consolidating near $78,507 after a strong 2.81% 24-hour rally, with funding rates slightly negative (-0.002591%) suggesting moderate long liquidation risk in an overbought environment. The btc_fee_spike strategy's thesis failed to material… |
| 05-01 06:57 | BTC | Buy | +5.11 | Bitcoin was consolidating near $77k with modest intraday weakness (-0.19% on the hour) after a +1.59% daily gain, while funding rates turned slightly negative at -0.48 basis points, signaling reduced leverage appetite. The trade's thesis succeeded partially… |
| 05-01 06:56 | BTC | Buy | +0.16 | At close, Bitcoin was consolidating within a tight range near $77k with mild hourly weakness (-0.19%) despite modest 24h gains (+1.59%), while funding rates had turned slightly negative (-0.004876%), suggesting reduced leverage appetite. The trade's thesis … |
| 04-30 04:54 | BTC | Buy | -2.40 | At close, Bitcoin was consolidating near $75.5k with mild negative momentum across all timeframes (down 2.22% on the day, 3.08% on the week) amid elevated funding rates suggesting cautious leverage positioning. The fee-spike long thesis failed because the m… |
| 04-30 04:54 | BTC | Buy | -0.75 | # Trade Analysis: btc_fee_spike At close, Bitcoin was consolidating near $75,539 with modest hourly weakness (-0.25%) but faced accumulated losses over the 24-hour (-2.22%) and weekly (-3.08%) periods in a corrective market environment. The trade's thesis … |
| 04-29 16:22 | BTC | Buy | -8.83 | # Trade Analysis Bitcoin was consolidating with mild downside pressure (−0.51% on the 1h, −4.14% over 7d) as funding rates remained modestly positive at 0.52%, indicating neutral-to-slightly-bullish sentiment in perpetual futures. The fee-spike signal that… |
| 04-29 16:21 | BTC | Buy | -1.58 | BTC had declined 4.14% over 7 days and was down 0.51% in the hour before the trade closed, with funding rates positive at 0.52% indicating mild bullish sentiment despite the drawdown. The thesis—betting on a fee-spike reversal signal—failed because the trad… |