4
closed trades
75%
win rate
-0.15
total pnl ($)
1.228
weight
7d window — n=1 wr=100% pnl=+0.17
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:34:13 (23.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cw
n: 24
· wr: 54.2%
· total_bps: +241.2
· mean_bps: +10.05
· sharpe: +0.14
· max_dd_bps: -259.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 4 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 03:02 | BTC | Buy | 63935.2→64014.8 | +0.17 | timeout |
| 06-15 03:01 | BTC | Sell | 65516.7→65443.3 | +0.11 | timeout |
| 05-11 03:02 | BTC | Sell | 81334.9→81113.1 | +0.92 | timeout |
| 04-27 03:01 | BTC | Buy | 79207→79063 | -1.36 | timeout |
Paper vs Live
Paper (trades.jsonl)
4
closed
75%
win rate
-0.15
total pnl ($)
-0.8 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 | 4 | 75% | -0.8 | -0.15 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-27 03:01 | BTC | Buy | -1.36 | BTC was trading near $79,167 with modest positive momentum across all timeframes (up 0.03% in the last hour, 2.15% in 24 hours, and 6.32% over 7 days), supported by healthy funding rates at 0.00888%. The trade's thesis failed because the first UTC hour of t… |