72
closed trades
46%
win rate
+139.67
total pnl ($)
1.599
weight
7d window — n=17 wr=41% pnl=+54.43
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-02 12:54:09 (25.7d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
x3485394_12783
n: 26
· wr: 53.8%
· total_bps: +917.7
· mean_bps: +35.30
· sharpe: +0.37
· max_dd_bps: -245.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 72 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 02:05 | BTC | Sell | 60486→60242 | +1.58 | timeout |
| 06-27 11:59 | BTC | Sell | 60071→60340 | -2.67 | timeout |
| 06-27 05:55 | BTC | Sell | 59996→60222 | -2.34 | timeout |
| 06-26 21:07 | BTC | Sell | 60051→59662 | +2.84 | timeout |
| 06-26 04:23 | BTC | Sell | 59743→59982 | -2.48 | timeout |
| 06-26 03:47 | BTC | Sell | 58357.1→59851.9 | -13.26 | stop_loss |
| 06-25 13:59 | BTC | Sell | 60797→58064.9 | +21.98 | take_profit |
| 06-25 13:53 | BTC | Sell | 61584.9→58802.9 | +22.13 | take_profit |
| 06-25 04:50 | BTC | Sell | 60050→61062.1 | -8.88 | timeout |
| 06-24 16:51 | BTC | Sell | 62626.9→59794 | +22.11 | take_profit |
| 06-24 14:57 | BTC | Sell | 62638.9→61033.1 | +12.34 | timeout |
| 06-24 03:14 | BTC | Sell | 62309.9→62599.1 | -2.74 | timeout |
| 06-23 20:23 | BTC | Sell | 62354.9→62456.1 | -1.26 | timeout |
| 06-23 05:56 | BTC | Sell | 64614.8→63427.2 | +8.76 | timeout |
| 06-22 22:04 | BTC | Sell | 64173.8→64354.2 | -1.85 | timeout |
| 06-22 05:13 | BTC | Sell | 64168.8→64227.2 | -0.90 | timeout |
| 06-21 09:24 | BTC | Sell | 63919.8→63989.2 | -0.92 | timeout |
| 06-21 03:20 | BTC | Sell | 64280.8→64287.2 | -0.50 | timeout |
| 06-20 04:53 | BTC | Sell | 63073.8→63554.2 | -4.26 | timeout |
| 06-19 21:24 | BTC | Sell | 62368.9→63210.2 | -7.17 | timeout |
| 06-19 11:43 | BTC | Sell | 62892.9→62633.1 | +1.57 | timeout |
| 06-19 03:34 | BTC | Sell | 63239.8→62748.1 | +3.40 | timeout |
| 06-18 18:47 | BTC | Sell | 64068.8→62757.1 | +9.65 | timeout |
| 06-18 05:53 | BTC | Sell | 66046.7→63857.2 | +16.14 | timeout |
| 06-17 23:49 | BTC | Sell | 64819.8→64461.2 | +2.31 | timeout |
| 06-17 07:43 | BTC | Sell | 65606.7→65524.3 | +0.19 | timeout |
| 06-17 00:24 | BTC | Sell | 66538.7→65710.3 | +5.82 | timeout |
| 06-16 10:41 | BTC | Sell | 66323.7→66566.3 | -2.26 | timeout |
| 06-16 04:22 | BTC | Sell | 67124.6→66084.3 | +7.27 | timeout |
| 06-15 22:19 | BTC | Sell | 65697.7→66342.3 | -5.33 | timeout |
| 06-14 22:26 | BTC | Sell | 64576.8→65168.3 | -5.01 | timeout |
| 06-14 10:52 | BTC | Sell | 64463.8→64537.2 | -1.01 | timeout |
| 06-14 04:20 | BTC | Sell | 64037.8→64503.2 | -4.11 | timeout |
| 06-13 22:15 | BTC | Sell | 63730.8→64393.2 | -5.63 | timeout |
| 06-13 14:41 | BTC | Sell | 63670.8→64192.2 | -4.52 | timeout |
| 06-13 08:37 | BTC | Sell | 63515.8→63843.2 | -2.98 | timeout |
| 06-13 02:03 | BTC | Sell | 63332.8→63796.2 | -4.08 | timeout |
| 06-12 19:58 | BTC | Sell | 63067.8→63598.2 | -4.65 | timeout |
| 06-12 13:45 | BTC | Sell | 63391.8→63119.2 | +1.74 | timeout |
| 06-12 07:44 | BTC | Sell | 63650.8→63042.2 | +4.35 | timeout |
| 06-12 01:45 | BTC | Sell | 63040.8→63406.2 | -3.30 | timeout |
| 06-11 09:17 | BTC | Sell | 61636.9→62774.1 | -9.61 | timeout |
| 06-11 03:05 | BTC | Sell | 62071.9→62149.1 | -1.03 | timeout |
| 06-10 04:49 | BTC | Sell | 61290.9→62023.1 | -6.47 | timeout |
| 06-09 22:59 | BTC | Sell | 62767.9→62023.1 | +5.43 | timeout |
| 06-09 14:58 | BTC | Sell | 62808.9→61420.1 | +10.62 | timeout |
| 06-09 05:10 | BTC | Sell | 63435.8→63131.2 | +1.95 | timeout |
| 06-08 23:03 | BTC | Sell | 63041.8→63402.2 | -3.30 | timeout |
| 06-08 16:00 | BTC | Sell | 63105.8→63766.2 | -5.61 | timeout |
| 06-07 22:14 | BTC | Sell | 62166.9→63760.1 | -13.26 | stop_loss |
| 06-07 08:03 | BTC | Sell | 60913→62474.3 | -13.30 | stop_loss |
| 06-07 03:08 | BTC | Sell | 60601→61458.1 | -7.49 | timeout |
| 06-06 21:03 | BTC | Sell | 61196.9→60709 | +3.50 | timeout |
| 06-06 09:56 | BTC | Sell | 61703.9→60953 | +5.66 | timeout |
| 06-06 03:19 | BTC | Sell | 60790→60829 | -0.76 | timeout |
| 06-05 16:11 | BTC | Sell | 62706.9→59861 | +22.21 | take_profit |
| 06-05 11:08 | BTC | Sell | 63773.8→62329.1 | +10.90 | timeout |
| 06-05 02:19 | BTC | Sell | 64164.8→63068.2 | +8.09 | timeout |
| 06-04 19:15 | BTC | Sell | 63787.8→63863.2 | -1.03 | timeout |
| 06-04 01:50 | BTC | Sell | 65346.7→62412.1 | +22.00 | take_profit |
| 06-04 00:26 | BTC | Sell | 66795.7→63796.2 | +21.99 | take_profit |
| 06-03 17:16 | BTC | Sell | 67202.6→65749.3 | +10.39 | timeout |
| 06-03 14:12 | BTC | Sell | 66822.7→66780.3 | -0.11 | timeout |
| 06-03 05:06 | BTC | Sell | 67540.6→66957.3 | +3.88 | timeout |
| 06-02 20:11 | BTC | Sell | 69965.5→67378.4 | +18.02 | timeout |
| 06-02 08:18 | BTC | Sell | 71548.4→69907.5 | +11.07 | timeout |
| 06-02 00:48 | BTC | Sell | 72113.4→71174.6 | +6.13 | timeout |
| 05-31 22:58 | BTC | Sell | 73858.3→73993.7 | -1.38 | timeout |
| 05-31 04:26 | BTC | Sell | 73871.3→74177.7 | -2.49 | timeout |
| 05-30 02:54 | BTC | Sell | 72931.4→73753.7 | -6.07 | timeout |
| 05-29 07:52 | BTC | Sell | 73470.3→73397.7 | +0.06 | timeout |
| 05-29 00:44 | BTC | Sell | 73484.3→73781.7 | -2.40 | timeout |
Paper vs Live
Paper (trades.jsonl)
72
closed
46%
win rate
+139.67
total pnl ($)
+38.6 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 | 72 | 46% | +38.6 | +139.67 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||