74
closed trades
46%
win rate
+84.89
total pnl ($)
1.390
weight
7d window — n=16 wr=31% pnl=+27.07
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-02 06:12:45 (25.6d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
x3485394_12045
n: 18
· wr: 44.4%
· total_bps: +490.1
· mean_bps: +27.23
· sharpe: +0.27
· max_dd_bps: -234.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 74 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 11:31 | BTC | Sell | 59917→60232 | -3.06 | timeout |
| 06-27 04:59 | BTC | Sell | 60012→60213 | -2.13 | timeout |
| 06-26 21:09 | BTC | Sell | 60072→59718 | +2.53 | timeout |
| 06-26 06:44 | BTC | Sell | 58601.1→60396.2 | -15.77 | stop_loss |
| 06-26 04:10 | BTC | Sell | 59976→59942 | -0.18 | timeout |
| 06-25 13:55 | BTC | Sell | 61550.9→58478.9 | +24.49 | take_profit |
| 06-25 04:51 | BTC | Sell | 59685→61050.1 | -11.89 | timeout |
| 06-24 17:20 | BTC | Sell | 62590.9→59467 | +24.45 | take_profit |
| 06-24 14:58 | BTC | Sell | 62615.9→61052.1 | +12.01 | timeout |
| 06-24 03:13 | BTC | Sell | 62338.9→62607.1 | -2.57 | timeout |
| 06-23 20:24 | BTC | Sell | 62193.9→62431.1 | -2.36 | timeout |
| 06-23 05:56 | BTC | Sell | 64602.8→63383.2 | +9.01 | timeout |
| 06-22 22:03 | BTC | Sell | 64151.8→64378.2 | -2.21 | timeout |
| 06-22 05:14 | BTC | Sell | 64168.8→64267.2 | -1.21 | timeout |
| 06-21 09:27 | BTC | Sell | 63933.8→64055.2 | -1.33 | timeout |
| 06-21 03:17 | BTC | Sell | 63986.8→64275.2 | -2.70 | timeout |
| 06-20 04:54 | BTC | Sell | 63057.8→63574.2 | -4.55 | timeout |
| 06-19 21:26 | BTC | Sell | 62388.9→63177.2 | -6.74 | timeout |
| 06-19 08:55 | BTC | Sell | 63094.8→62576.1 | +3.60 | timeout |
| 06-19 03:33 | BTC | Sell | 63164.8→62728.1 | +2.98 | timeout |
| 06-18 18:47 | BTC | Sell | 64060.8→62772.1 | +9.49 | timeout |
| 06-18 06:01 | BTC | Sell | 65550.7→63921.2 | +11.98 | timeout |
| 06-17 23:48 | BTC | Sell | 64835.8→64429.2 | +2.69 | timeout |
| 06-17 07:43 | BTC | Sell | 65582.7→65518.3 | +0.03 | timeout |
| 06-17 00:23 | BTC | Sell | 66538.7→65698.3 | +5.90 | timeout |
| 06-16 16:06 | BTC | Sell | 66149.7→65827.3 | +2.04 | timeout |
| 06-16 04:15 | BTC | Sell | 67190.6→66098.3 | +7.66 | timeout |
| 06-15 22:19 | BTC | Sell | 65697.7→66342.3 | -5.33 | timeout |
| 06-15 15:57 | BTC | Sell | 65931.7→67165.4 | -9.79 | timeout |
| 06-15 07:24 | BTC | Sell | 64068.8→66031.3 | -15.76 | stop_loss |
| 06-14 22:27 | BTC | Sell | 64572.8→65127.3 | -4.72 | timeout |
| 06-14 11:04 | BTC | Sell | 64428.8→64452.2 | -0.63 | timeout |
| 06-14 05:00 | BTC | Sell | 64006.8→64353.2 | -3.17 | timeout |
| 06-13 22:56 | BTC | Sell | 63778.8→64440.2 | -5.62 | timeout |
| 06-13 14:42 | BTC | Sell | 63669.8→64184.2 | -4.47 | timeout |
| 06-13 08:38 | BTC | Sell | 63512.8→63842.2 | -2.99 | timeout |
| 06-13 02:05 | BTC | Sell | 63356.8→63769.2 | -3.68 | timeout |
| 06-12 19:59 | BTC | Sell | 63083.8→63599.2 | -4.53 | timeout |
| 06-12 13:45 | BTC | Sell | 63385.8→63173.2 | +1.26 | timeout |
| 06-12 07:42 | BTC | Sell | 63763.8→63059.2 | +5.10 | timeout |
| 06-12 01:39 | BTC | Sell | 62808.9→63323.2 | -4.49 | timeout |
| 06-11 19:01 | BTC | Sell | 62710.9→63448.2 | -6.26 | timeout |
| 06-11 09:09 | BTC | Sell | 61603.9→62830.1 | -10.34 | timeout |
| 06-11 03:04 | BTC | Sell | 62149.9→62132.1 | -0.27 | timeout |
| 06-10 01:50 | BTC | Sell | 62423.9→62023.1 | +2.71 | timeout |
| 06-09 19:48 | BTC | Sell | 63158.8→61763.1 | +10.65 | timeout |
| 06-09 12:01 | BTC | Sell | 63047.8→62762.1 | +1.79 | timeout |
| 06-09 05:07 | BTC | Sell | 63548.8→63131.2 | +2.83 | timeout |
| 06-08 23:03 | BTC | Sell | 63043.8→63404.2 | -3.29 | timeout |
| 06-08 16:00 | BTC | Sell | 63118.8→63685.2 | -4.93 | timeout |
| 06-07 22:14 | BTC | Sell | 61778.9→63671 | -15.77 | stop_loss |
| 06-07 08:46 | BTC | Sell | 60861→62727.5 | -15.79 | stop_loss |
| 06-07 03:08 | BTC | Sell | 60654→61458.1 | -7.05 | timeout |
| 06-06 21:03 | BTC | Sell | 61191.9→60714 | +3.42 | timeout |
| 06-06 14:58 | BTC | Sell | 60931→60828 | +0.39 | timeout |
| 06-06 01:37 | BTC | Sell | 62055.9→61155.1 | +6.81 | timeout |
| 06-05 20:50 | BTC | Sell | 59672→61499.8 | -15.77 | stop_loss |
| 06-05 19:01 | BTC | Sell | 61760.9→59216 | +20.18 | timeout |
| 06-05 11:57 | BTC | Sell | 63763.8→62054.1 | +12.97 | timeout |
| 06-05 05:54 | BTC | Sell | 63470.8→62687.1 | +5.69 | timeout |
| 06-04 21:55 | BTC | Sell | 63060.8→63241.2 | -1.89 | timeout |
| 06-04 17:01 | BTC | Sell | 64164.8→63519.2 | +4.62 | timeout |
| 06-04 02:01 | BTC | Sell | 65287.7→62029.1 | +24.51 | take_profit |
| 06-04 00:29 | BTC | Sell | 66828.7→63493.2 | +24.49 | take_profit |
| 06-03 17:16 | BTC | Sell | 67205.6→65749.3 | +10.41 | timeout |
| 06-03 12:49 | BTC | Sell | 66959.7→66991.3 | -0.70 | timeout |
| 06-03 05:06 | BTC | Sell | 67537.6→66959.3 | +3.84 | timeout |
| 06-02 20:10 | BTC | Sell | 69966.5→67417.4 | +17.75 | timeout |
| 06-02 08:12 | BTC | Sell | 71537.4→69953.5 | +10.68 | timeout |
| 06-02 00:50 | BTC | Sell | 72142.4→71187.6 | +6.24 | timeout |
| 05-31 22:58 | BTC | Sell | 73859.3→73990.7 | -1.35 | timeout |
| 05-31 00:21 | BTC | Sell | 73625.3→73874.7 | -2.12 | timeout |
| 05-29 07:54 | BTC | Sell | 73409.3→73396.7 | -0.34 | timeout |
| 05-29 00:44 | BTC | Sell | 73466.3→73781.7 | -2.52 | timeout |
Paper vs Live
Paper (trades.jsonl)
74
closed
46%
win rate
+84.89
total pnl ($)
+22.8 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 | 74 | 46% | +22.8 | +84.89 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 14:09 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||