104
closed trades
48%
win rate
-96.63
total pnl ($)
0.963
weight
7d window — n=11 wr=27% pnl=-42.74
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 03:21:52 (40.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
v
n: 45
· wr: 48.9%
· total_bps: -213.2
· mean_bps: -4.74
· sharpe: -0.05
· max_dd_bps: -462.6
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 |
|---|---|---|---|---|---|
| 06-26 19:05 | BTC | Buy | 59128→59668 | +4.09 | timeout |
| 06-26 02:12 | BTC | Buy | 60123→58999.5 | -9.79 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61148.1→60011 | -9.74 | stop_loss |
| 06-25 05:03 | BTC | Buy | 60839→61374.9 | +3.96 | timeout |
| 06-24 13:23 | BTC | Buy | 62814.1→61645.1 | -9.76 | stop_loss |
| 06-24 08:05 | BTC | Buy | 62814.1→62642.9 | -1.83 | timeout |
| 06-23 06:20 | BTC | Buy | 64069.2→62874.4 | -9.78 | stop_loss |
| 06-22 19:00 | BTC | Buy | 65060.3→64323.8 | -6.12 | timeout |
| 06-22 03:00 | BTC | Buy | 63809.2→64199.8 | +2.59 | timeout |
| 06-21 10:01 | BTC | Buy | 64391.2→64192.8 | -2.02 | timeout |
| 06-20 14:04 | BTC | Buy | 63626.2→63343.8 | -2.68 | timeout |
| 06-20 04:03 | BTC | Buy | 63035.2→63396.8 | +2.42 | timeout |
| 06-19 14:02 | BTC | Buy | 62580.1→63197.8 | +4.51 | timeout |
| 06-18 15:40 | BTC | Buy | 63897.2→62707.5 | -9.74 | stop_loss |
| 06-18 09:05 | BTC | Buy | 64549.2→64339.8 | -2.10 | timeout |
| 06-17 19:20 | BTC | Buy | 65843.3→64612.4 | -9.80 | stop_loss |
| 06-17 05:12 | BTC | Buy | 65699.3→65762.7 | +0.02 | timeout |
| 06-16 08:31 | BTC | Buy | 65756.3→66535.7 | +5.48 | timeout |
| 06-15 20:02 | BTC | Buy | 66294.3→66551.7 | +1.47 | timeout |
| 06-15 05:00 | BTC | Buy | 65369.3→65598.7 | +1.30 | timeout |
| 06-14 17:02 | BTC | Buy | 64477.2→63934.8 | -4.67 | timeout |
| 06-14 04:05 | BTC | Buy | 64418.2→64498.8 | +0.19 | timeout |
| 06-13 16:29 | BTC | Buy | 63758.2→63996.8 | +1.43 | timeout |
| 06-12 12:24 | BTC | Buy | 63171.2→63526.8 | +2.35 | timeout |
| 06-11 20:00 | BTC | Buy | 63020.2→63570.8 | +3.89 | timeout |
| 06-11 04:02 | BTC | Buy | 61238.1→62608.9 | +10.71 | timeout |
| 06-10 13:51 | BTC | Buy | 61657.1→62271.9 | +4.53 | timeout |
| 06-09 14:38 | BTC | Buy | 62511.1→61348.2 | -9.75 | stop_loss |
| 06-09 00:48 | BTC | Buy | 63628.2→62441.6 | -9.78 | stop_loss |
| 06-08 11:05 | BTC | Buy | 62720.1→63061.8 | +2.27 | timeout |
| 06-07 22:15 | BTC | Buy | 61889.1→63864.8 | +15.51 | take_profit |
| 06-06 21:04 | BTC | Buy | 60591→60687 | +0.36 | timeout |
| 06-06 11:03 | BTC | Buy | 59823→60679 | +6.71 | timeout |
| 06-05 18:51 | BTC | Buy | 60699→59570.2 | -9.76 | stop_loss |
| 06-05 06:21 | BTC | Buy | 62737.1→61566.1 | -9.77 | stop_loss |
| 06-04 14:12 | BTC | Buy | 62459.1→64452.8 | +15.52 | take_profit |
| 06-04 01:55 | BTC | Buy | 63357.2→62178.8 | -9.75 | stop_loss |
| 06-03 05:02 | BTC | Buy | 66205.3→66717.7 | +3.41 | timeout |
| 06-02 14:09 | BTC | Buy | 69684.5→68386.4 | -9.78 | stop_loss |
| 05-31 08:00 | BTC | Buy | 74021.7→73842.3 | -1.70 | timeout |
| 05-28 10:01 | BTC | Buy | 73198.7→73514.3 | +1.69 | timeout |
| 05-27 20:00 | BTC | Sell | 75130.2→75061.8 | +0.02 | timeout |
| 05-27 09:00 | BTC | Sell | 75795.2→75822.8 | -0.68 | timeout |
| 05-26 17:01 | BTC | Sell | 77391.1→76523.8 | +5.17 | timeout |
| 05-26 05:00 | BTC | Buy | 77069.9→76712.2 | -2.77 | timeout |
| 05-25 17:59 | BTC | Buy | 77308.9→77539.1 | +1.00 | timeout |
| 05-25 07:01 | BTC | Buy | 77068.9→77375.1 | +1.51 | timeout |
| 05-24 21:01 | BTC | Buy | 76391.8→76599.2 | +0.90 | timeout |
| 05-24 11:00 | BTC | Buy | 76740.8→77147.1 | +2.17 | timeout |
| 05-23 20:57 | BTC | Sell | 75809.2→77225.5 | -9.79 | stop_loss |
| 05-23 10:04 | BTC | Sell | 75601.2→74645.7 | +5.86 | timeout |
| 05-22 21:00 | BTC | Buy | 76648.8→75933.2 | -5.14 | timeout |
| 05-22 09:07 | BTC | Buy | 77699.9→77196.1 | -3.73 | timeout |
| 05-21 23:00 | BTC | Buy | 77178.9→77584.1 | +2.15 | timeout |
| 05-21 13:00 | BTC | Buy | 77551.9→77212.1 | -2.67 | timeout |
| 05-20 16:01 | BTC | Buy | 77510.9→77461.1 | -0.80 | timeout |
| 05-20 04:01 | BTC | Buy | 76856.8→76776.2 | -1.01 | timeout |
| 05-19 15:59 | BTC | Buy | 76789.8→76484.2 | -2.47 | timeout |
| 05-19 00:59 | BTC | Buy | 76235.8→77120.1 | +5.35 | timeout |
| 05-18 12:00 | BTC | Buy | 76895.8→77249.1 | +1.82 | timeout |
| 05-17 23:00 | BTC | Buy | 77991.9→77938.1 | -0.79 | timeout |
| 05-17 11:05 | BTC | Sell | 78176.1→78363.9 | -1.65 | timeout |
| 05-16 13:00 | BTC | Buy | 78582.9→77962.1 | -4.41 | timeout |
| 05-16 03:00 | BTC | Buy | 79078→79107 | -0.26 | timeout |
| 05-15 13:50 | BTC | Buy | 80426→78934.6 | -9.72 | stop_loss |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.52 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.51 | timeout |
| 05-11 19:03 | BTC | Buy | 81179.1→81744.9 | +3.03 | timeout |
| 05-10 22:02 | BTC | Buy | 81422.1→81153.9 | -2.10 | timeout |
| 05-10 12:01 | BTC | Buy | 80657→80804 | +0.45 | timeout |
| 05-10 00:04 | BTC | Buy | 80803→80599 | -1.70 | timeout |
| 05-09 13:05 | BTC | Buy | 80189→80331 | +0.43 | timeout |
| 05-09 03:04 | BTC | Buy | 80117→80351 | +1.02 | timeout |
| 05-08 16:00 | BTC | Buy | 79863→80135 | +1.25 | timeout |
| 05-08 03:01 | BTC | Buy | 79860→79317 | -3.87 | timeout |
| 05-07 10:04 | BTC | Buy | 80809→80919 | +0.23 | timeout |
| 05-06 23:02 | BTC | Buy | 81520.1→81188.9 | -2.47 | timeout |
| 05-04 14:50 | BTC | Sell | 78742.1→80204.1 | -9.74 | stop_loss |
| 05-04 08:02 | BTC | Buy | 79599→79701 | +0.15 | timeout |
| 05-03 22:00 | BTC | Buy | 78627.9→78823.1 | +0.76 | timeout |
| 05-03 10:01 | BTC | Buy | 78135.9→78494.1 | +1.85 | timeout |
| 05-02 17:01 | BTC | Sell | 78156.1→78410.9 | -2.10 | timeout |
| 05-02 07:01 | BTC | Sell | 78267.1→78310.9 | -0.75 | timeout |
| 05-01 20:04 | BTC | Buy | 78588.9→78302.1 | -2.26 | timeout |
| 05-01 08:03 | BTC | Buy | 76586.8→77031.1 | +2.43 | timeout |
| 04-30 04:00 | BTC | Buy | 75895→75881 | -0.54 | timeout |
| 04-29 15:12 | BTC | Buy | 77608→76211 | -9.45 | stop_loss |
| 04-29 05:02 | BTC | Buy | 76168→77164 | +6.09 | timeout |
| 04-28 19:01 | BTC | Sell | 76315→76160 | +0.57 | timeout |
| 04-28 06:02 | BTC | Buy | 77336→76930 | -3.07 | timeout |
| 04-27 20:00 | BTC | Buy | 77731→76829 | -6.25 | timeout |
| 04-27 06:00 | BTC | Sell | 78615→77738 | +5.13 | timeout |
| 04-26 18:03 | BTC | Buy | 78039→77988 | -0.78 | timeout |
| 04-26 08:02 | BTC | Buy | 77422→78074 | +3.76 | timeout |
| 04-25 22:01 | BTC | Buy | 77299→77491 | +0.79 | timeout |
| 04-25 08:07 | BTC | Buy | 77484→77538 | -0.10 | timeout |
| 04-24 19:52 | BTC | Buy | 78013→77549 | -3.42 | timeout |
| 04-24 09:00 | BTC | Buy | 78109→77759 | -2.69 | timeout |
| 04-23 18:01 | BTC | Buy | 77671→77841 | +0.74 | timeout |
| 04-23 06:01 | BTC | Sell | 78255→78009 | +1.22 | timeout |
Paper vs Live
Paper (trades.jsonl)
104
closed
48%
win rate
-96.63
total pnl ($)
-18.4 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 | 104 | 48% | -18.4 | -96.63 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 11:14 | BTC | Buy | below_min_notional_skip |
| 06-24 23:19 | BTC | Buy | stale_intent |
| 06-24 12:17 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:01 | BTC | Buy | +0.45 | The market exhibited low volatility with neutral funding and stable open interest, lacking a clear directional catalyst. The thesis failed because the trade expired via timeout without reaching the target, as the sideways regime offered no exploitable momen… |
| 05-10 00:04 | BTC | Buy | -1.70 | BTC traded in a narrow range with low volatility, showing minimal directional bias across timeframes. The thesis failed because the position was closed by timeout without reaching target or stop, as the market lacked the momentum needed to trigger an exit. |
| 05-09 13:05 | BTC | Buy | +0.43 | The market was in a mild downtrend with BTC consolidating near $79,658, showing slight hourly weakness and negative daily and weekly performance. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did n… |
| 05-09 03:04 | BTC | Buy | +1.02 | BTC traded in a narrow, low-volatility range with mild bearish bias across timeframes. The thesis failed because the trade was closed by timeout before the expected move materialized in the stagnant market. |
| 05-08 16:00 | BTC | Buy | +1.25 | BTC was in a mild downtrend across all timeframes with negative funding and declining open interest. The thesis failed because the trade was closed by timeout before the expected reversal materialized in the persistent bearish regime. |
| 05-08 03:01 | BTC | Buy | -3.87 | The market was in a mild intraday uptick against a broader weekly downtrend, with low volatility and neutral funding. The trade failed because the timeout closed the position before the thesis could play out, capturing a small loss from the sideways drift. |
| 05-07 10:04 | BTC | Buy | +0.23 | BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market lacked sufficient directional momentum within the holdin… |
| 05-06 23:02 | BTC | Buy | -2.47 | The market was in a neutral to slightly bullish regime with low funding and stable open interest. The thesis failed because the trade was closed due to a timeout, likely from insufficient price movement within the expected timeframe. |
| 05-04 14:50 | BTC | Sell | -9.74 | The market was in a strong uptrend with Bitcoin trading at $81,760 and positive funding rates indicating bullish sentiment. The short thesis failed because the price continued to rise, triggering the stop loss as the market rejected the bearish entry. |
| 05-02 17:01 | BTC | Sell | -2.10 | Bitcoin was trading sideways around $78,406 with minimal intraday momentum (−0.13% 1h), failing to sustain the upside breakout that would have validated the funding z-score fade thesis. The trade's short thesis underperformed because the extreme positive fu… |