176
closed trades
35%
win rate
-154.90
total pnl ($)
1.094
weight
7d window — n=20 wr=30% pnl=-22.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 00:56:59 (39.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cf
n: 41
· wr: 41.5%
· total_bps: -408.3
· mean_bps: -9.96
· sharpe: -0.20
· max_dd_bps: -518.5
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 15:09 | BTC | Sell | 59469→60042 | -5.27 | stop_loss |
| 06-26 12:40 | BTC | Buy | 59261→59151 | -1.38 | timeout |
| 06-26 07:39 | BTC | Sell | 60160→60738.4 | -5.26 | stop_loss |
| 06-26 03:45 | BTC | Buy | 58739.9→59616 | +7.01 | take_profit |
| 06-25 21:58 | BTC | Sell | 59663→60240.1 | -5.29 | stop_loss |
| 06-25 16:09 | BTC | Sell | 59276→59845.9 | -5.26 | stop_loss |
| 06-25 13:12 | BTC | Buy | 61269.1→61306.9 | -0.14 | timeout |
| 06-25 07:23 | BTC | Sell | 61563.9→61760.1 | -2.05 | timeout |
| 06-24 21:49 | BTC | Sell | 60647→61040.1 | -3.70 | timeout |
| 06-24 16:51 | BTC | Buy | 60268→59657.2 | -5.51 | stop_loss |
| 06-24 13:22 | BTC | Sell | 62807.9→61871.1 | +7.01 | take_profit |
| 06-24 04:29 | BTC | Buy | 62691.1→62587.9 | -1.28 | timeout |
| 06-23 16:00 | BTC | Sell | 62768.9→62478.1 | +1.86 | timeout |
| 06-23 08:18 | BTC | Buy | 62863.1→62477.9 | -3.52 | timeout |
| 06-23 00:50 | BTC | Buy | 63989.2→64077.8 | +0.24 | timeout |
| 06-22 14:33 | BTC | Sell | 65159.7→64910.2 | +1.47 | timeout |
| 06-22 01:23 | BTC | Sell | 63782.8→64400.4 | -5.29 | stop_loss |
| 06-21 22:40 | BTC | Buy | 63809.2→63569.8 | -2.32 | timeout |
| 06-21 14:13 | BTC | Buy | 64017.2→64029.8 | -0.35 | timeout |
| 06-20 15:18 | BTC | Buy | 63262.2→64206.8 | +7.01 | take_profit |
| 06-20 02:23 | BTC | Sell | 63564.8→63387.2 | +0.95 | timeout |
| 06-19 15:22 | BTC | Sell | 62975.9→63035.2 | -0.93 | timeout |
| 06-19 11:19 | BTC | Buy | 62450.1→62532.9 | +0.22 | timeout |
| 06-19 05:19 | BTC | Buy | 62655.1→62596.9 | -0.91 | timeout |
| 06-18 18:24 | BTC | Buy | 62718.1→62871.9 | +0.79 | timeout |
| 06-18 14:38 | BTC | Sell | 64334.8→63939.2 | +2.62 | timeout |
| 06-18 07:08 | BTC | Buy | 63936.2→64041.8 | +0.38 | timeout |
| 06-17 19:19 | BTC | Buy | 65365.3→64715.4 | -5.42 | stop_loss |
| 06-17 15:42 | BTC | Sell | 65187.7→65506.3 | -2.90 | timeout |
| 06-17 10:02 | BTC | Buy | 65310.3→64897.8 | -3.61 | timeout |
| 06-17 04:52 | BTC | Sell | 65824.7→65951.3 | -1.41 | timeout |
| 06-16 14:23 | BTC | Buy | 66080.3→65438 | -5.31 | stop_loss |
| 06-16 11:22 | BTC | Sell | 66626.7→66515.3 | +0.39 | timeout |
| 06-16 05:23 | BTC | Buy | 66083.3→66045.7 | -0.73 | timeout |
| 06-15 22:24 | BTC | Buy | 66571.3→66215.7 | -3.12 | timeout |
| 06-15 18:02 | BTC | Sell | 67123.6→66784.3 | +2.09 | timeout |
| 06-15 13:18 | BTC | Sell | 66197.7→66835.7 | -5.27 | stop_loss |
| 06-14 21:50 | BTC | Sell | 64932.8→65559 | -5.27 | stop_loss |
| 06-14 16:28 | BTC | Buy | 63916.2→64109.8 | +1.06 | timeout |
| 06-13 23:28 | BTC | Sell | 64487.8→64448.2 | -0.14 | timeout |
| 06-13 17:55 | BTC | Buy | 64036.2→63943.8 | -1.17 | timeout |
| 06-12 18:52 | BTC | Buy | 63872.2→63796.8 | -1.04 | timeout |
| 06-12 14:24 | BTC | Buy | 63404.2→63421.8 | -0.32 | timeout |
| 06-12 08:55 | BTC | Buy | 62963.1→63427.8 | +3.24 | timeout |
| 06-11 19:36 | BTC | Sell | 63362.8→63781.2 | -3.74 | timeout |
| 06-11 14:28 | BTC | Buy | 62877.1→62883.9 | -0.40 | timeout |
| 06-11 05:51 | BTC | Sell | 62624.9→62631.1 | -0.49 | timeout |
| 06-10 13:37 | BTC | Sell | 61525.9→62129.2 | -5.35 | stop_loss |
| 06-10 11:08 | BTC | Buy | 61149.1→61032.9 | -1.40 | timeout |
| 06-09 19:43 | BTC | Sell | 61590.9→61863.1 | -2.66 | timeout |
| 06-09 14:29 | BTC | Buy | 62083.1→61486.2 | -5.26 | stop_loss |
| 06-09 10:24 | BTC | Buy | 62956.1→62706.9 | -2.43 | timeout |
| 06-09 04:49 | BTC | Sell | 62821.9→63425.9 | -5.26 | stop_loss |
| 06-09 00:49 | BTC | Buy | 62997.1→62392.7 | -5.25 | stop_loss |
| 06-08 18:54 | BTC | Buy | 63321.2→63374.8 | -0.03 | timeout |
| 06-08 12:57 | BTC | Buy | 62797.1→63733.8 | +7.01 | take_profit |
| 06-08 09:47 | BTC | Sell | 63170.8→63347.2 | -1.85 | timeout |
| 06-08 00:39 | BTC | Sell | 63199.8→63807.1 | -5.25 | stop_loss |
| 06-07 21:24 | BTC | Buy | 61175.1→61768.9 | +4.41 | timeout |
| 06-07 14:00 | BTC | Buy | 62073.1→61727.9 | -3.23 | timeout |
| 06-07 08:36 | BTC | Sell | 62038.9→62558.1 | -4.64 | timeout |
| 06-07 00:24 | BTC | Buy | 60536→60783 | +1.59 | timeout |
| 06-06 17:10 | BTC | Buy | 60626→60595 | -0.70 | timeout |
| 06-06 12:26 | BTC | Buy | 60383→60827 | +3.23 | timeout |
| 06-06 05:22 | BTC | Buy | 59962→60857 | +7.01 | take_profit |
| 06-06 01:57 | BTC | Sell | 61456.9→61126.1 | +2.24 | timeout |
| 06-05 20:47 | BTC | Sell | 60762→61345.7 | -5.25 | stop_loss |
| 06-05 16:21 | BTC | Sell | 60891→61480.8 | -5.29 | stop_loss |
| 06-05 13:49 | BTC | Buy | 61829.1→61231.3 | -5.29 | stop_loss |
| 06-05 05:57 | BTC | Sell | 63458.8→62512.1 | +7.01 | take_profit |
| 06-05 02:29 | BTC | Buy | 63235.2→62627.5 | -5.25 | stop_loss |
| 06-04 20:11 | BTC | Sell | 63932.8→63422.2 | +3.54 | timeout |
| 06-04 15:43 | BTC | Sell | 64153.8→63849.2 | +1.93 | timeout |
| 06-04 09:26 | BTC | Buy | 63460.2→62848.4 | -5.27 | stop_loss |
| 06-04 05:35 | BTC | Sell | 63738.8→64356.4 | -5.29 | stop_loss |
| 06-03 20:55 | BTC | Buy | 65291.3→64656.4 | -5.31 | stop_loss |
| 06-03 14:55 | BTC | Sell | 67110.6→66844.3 | +1.54 | timeout |
| 06-03 05:04 | BTC | Sell | 66367.7→67005.8 | -5.26 | stop_loss |
| 06-02 19:35 | BTC | Buy | 67315.4→66555.4 | -6.09 | stop_loss |
| 06-02 14:23 | BTC | Buy | 68546.4→67888.6 | -5.25 | stop_loss |
| 06-02 09:11 | BTC | Buy | 69946.5→69594.5 | -2.98 | timeout |
| 05-31 19:24 | BTC | Buy | 73673.7→73532.3 | -1.41 | timeout |
| 05-31 03:12 | BTC | Sell | 74161.3→74096.7 | -0.01 | timeout |
| 05-30 02:57 | BTC | Buy | 73550.7→73745.3 | +0.87 | timeout |
| 05-29 15:11 | BTC | Buy | 72613.6→73705.3 | +7.07 | take_profit |
| 05-29 10:37 | BTC | Sell | 73614.3→73703.7 | -1.05 | timeout |
| 05-28 15:49 | BTC | Buy | 72765.6→72895.4 | +0.43 | timeout |
| 05-28 03:18 | BTC | Buy | 74258.7→73511.5 | -5.48 | stop_loss |
| 05-27 23:29 | BTC | Buy | 74444.7→74260.3 | -1.69 | timeout |
| 05-27 19:23 | BTC | Buy | 74891.7→75001.2 | +0.28 | timeout |
| 05-27 14:57 | BTC | Buy | 75341.8→74991.3 | -2.77 | timeout |
| 05-27 06:27 | BTC | Buy | 75419.8→75674.2 | +1.25 | timeout |
| 05-26 14:42 | BTC | Sell | 77934.1→76768.8 | +7.03 | take_profit |
| 05-26 12:08 | BTC | Sell | 77110.1→76950.8 | +0.58 | timeout |
| 05-26 00:14 | BTC | Buy | 77071.9→77177.1 | +0.24 | timeout |
| 05-25 17:51 | BTC | Buy | 77549.9→77539.1 | -0.53 | timeout |
| 05-25 03:47 | BTC | Sell | 77407.1→76974.8 | +2.35 | timeout |
| 05-24 23:15 | BTC | Buy | 76263.8→76920.2 | +3.85 | timeout |
| 05-24 16:21 | BTC | Buy | 76421.8→76561.2 | +0.46 | timeout |
| 05-24 12:22 | BTC | Sell | 77146.1→77030.9 | +0.30 | timeout |
Paper vs Live
Paper (trades.jsonl)
176
closed
35%
win rate
-154.90
total pnl ($)
-17.6 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 | 176 | 35% | -17.6 | -154.90 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 17:19 | BTC | Sell | -1.75 | The market was in a mild downtrend with BTC declining 1.61% over 24 hours, but the sell thesis failed because the trade expired via timeout without reaching the target or stop, indicating insufficient directional conviction or momentum to trigger an exit. |
| 05-08 16:33 | BTC | Sell | +1.50 | BTC was in a persistent downtrend across all timeframes with negative funding and declining open interest. The short thesis worked as the market continued its bearish momentum, but the trade was closed by timeout before capturing the full move. |
| 05-08 12:33 | BTC | Sell | -1.03 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The sell thesis failed because the trade expired without reaching the target or stop, as the market lacked directional momentum to trigger a close. |
| 05-08 08:17 | BTC | Buy | +1.72 | The market was in a mild intraday uptick against a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.16% but still down over 2% on the week. The thesis failed because the trade was closed due to a timeout, indicating the expected directio… |
| 05-08 03:59 | BTC | Buy | +0.58 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and moderate open interest. The thesis failed because the trade expired via timeout without reaching target or stop, as the sideways chop prevented directional conviction … |
| 05-07 17:12 | BTC | Buy | -1.06 | The market was in a broad downtrend with BTC declining over multiple timeframes and negative funding. The thesis failed because the trade was closed by timeout before the anticipated reversal materialized in the persistent bearish regime. |
| 05-07 13:11 | BTC | Sell | -1.16 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize within the allowed time… |
| 05-07 08:20 | BTC | Sell | -0.57 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum prevented any profitable exit within the t… |
| 05-07 02:55 | BTC | Buy | -0.92 | BTC was trading in a narrow range with low volatility, showing a slight hourly uptick but a broader weekly decline. The thesis failed because the trade was closed due to a timeout, likely as the market remained range-bound without triggering the expected di… |
| 05-06 22:54 | BTC | Buy | -0.29 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without entry execution, resulting in a negligible loss from the timeout close reason. |