209
closed trades
41%
win rate
-72.03
total pnl ($)
1.241
weight
7d window — n=25 wr=40% pnl=+2.71
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:12:19 (23.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
co
n: 802
· wr: 41.9%
· total_bps: -6333.5
· mean_bps: -7.90
· sharpe: -0.11
· max_dd_bps: -7077.5
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 |
|---|---|---|---|---|---|
| 06-27 08:01 | BTC | Sell | 60215→60458 | -2.46 | timeout |
| 06-26 23:04 | BTC | Sell | 59801→60076 | -2.74 | timeout |
| 06-26 21:04 | BTC | Sell | 60066→59651 | +3.02 | timeout |
| 06-26 09:04 | BTC | Buy | 59739→60102 | +2.60 | timeout |
| 06-26 02:16 | BTC | Sell | 59743→58433.9 | +10.50 | take_profit |
| 06-25 21:58 | BTC | Sell | 59433→60242.1 | -7.26 | stop_loss |
| 06-25 19:00 | BTC | Buy | 59566→59406 | -1.79 | timeout |
| 06-25 13:45 | BTC | Sell | 61233.9→59889 | +10.53 | take_profit |
| 06-24 08:05 | BTC | Buy | 62695.1→62647.9 | -0.83 | timeout |
| 06-24 02:04 | BTC | Sell | 62517.9→62863.1 | -3.21 | timeout |
| 06-23 19:04 | BTC | Buy | 62409.1→62286.9 | -1.43 | timeout |
| 06-23 18:00 | BTC | Sell | 62405.9→62356.1 | -0.05 | timeout |
| 06-23 13:01 | BTC | Sell | 62379.9→62217.1 | +0.84 | timeout |
| 06-23 11:00 | BTC | Sell | 62845.9→62302.1 | +3.85 | timeout |
| 06-23 05:01 | BTC | Buy | 64120.2→63643.8 | -4.17 | timeout |
| 06-22 20:08 | BTC | Buy | 64660.2→64496.8 | -1.72 | timeout |
| 06-22 12:24 | BTC | Sell | 64097.8→64970.7 | -7.25 | stop_loss |
| 06-22 02:05 | BTC | Buy | 63655.2→64532.8 | +6.43 | timeout |
| 06-21 23:00 | BTC | Sell | 64170.8→63710.2 | +3.14 | timeout |
| 06-21 22:04 | BTC | Buy | 64197.2→63797.8 | -3.56 | timeout |
| 06-21 17:01 | BTC | Buy | 64113.2→64096.8 | -0.57 | timeout |
| 06-21 16:00 | BTC | Buy | 64156.2→64174.8 | -0.31 | timeout |
| 06-21 09:04 | BTC | Sell | 64192.8→63976.2 | +1.26 | timeout |
| 06-21 04:00 | BTC | Buy | 64270.2→64395.8 | +0.53 | timeout |
| 06-20 15:00 | BTC | Sell | 63656.8→63934.2 | -2.62 | timeout |
| 06-20 09:03 | BTC | Sell | 63665.8→63438.2 | +1.35 | timeout |
| 06-20 05:02 | BTC | Buy | 63528.2→63536.8 | -0.38 | timeout |
| 06-20 04:03 | BTC | Sell | 63484.8→63402.2 | +0.20 | timeout |
| 06-19 19:05 | BTC | Buy | 63165.2→63053.8 | -1.33 | timeout |
| 06-19 12:04 | BTC | Sell | 62574.9→62649.1 | -1.05 | timeout |
| 06-19 05:02 | BTC | Buy | 63003.2→62562.9 | -3.94 | timeout |
| 06-18 22:02 | BTC | Sell | 62688.9→62965.1 | -2.67 | timeout |
| 06-18 21:00 | BTC | Buy | 62592.1→63064.8 | +3.34 | timeout |
| 06-18 04:05 | BTC | Sell | 64591.8→64175.2 | +2.78 | timeout |
| 06-18 02:02 | BTC | Buy | 64339.2→64564.8 | +1.29 | timeout |
| 06-17 19:29 | BTC | Sell | 65820.7→64376.2 | +10.53 | take_profit |
| 06-17 15:01 | BTC | Buy | 64809.2→65106.7 | +1.84 | timeout |
| 06-17 13:02 | BTC | Sell | 64897.8→65022.3 | -1.40 | timeout |
| 06-17 11:01 | BTC | Buy | 65513.3→64759.8 | -6.21 | timeout |
| 06-17 08:04 | BTC | Sell | 65883.7→65462.3 | +2.74 | timeout |
| 06-17 07:01 | BTC | Buy | 65839.3→65562.7 | -2.55 | timeout |
| 06-17 04:04 | BTC | Sell | 65741.7→65827.3 | -1.10 | timeout |
| 06-16 16:03 | BTC | Sell | 66425.7→65896.3 | +3.53 | timeout |
| 06-16 14:03 | BTC | Sell | 66599.7→66137.3 | +3.03 | timeout |
| 06-15 15:47 | BTC | Sell | 66289.7→67200.9 | -7.32 | stop_loss |
| 06-15 12:06 | BTC | Sell | 65663.7→66197.3 | -4.51 | timeout |
| 06-15 06:05 | BTC | Sell | 65564.7→65850.3 | -2.63 | timeout |
| 06-15 02:06 | BTC | Buy | 65270.3→65566.7 | +1.82 | timeout |
| 06-14 21:40 | BTC | Buy | 63809.2→65210.7 | +10.53 | take_profit |
| 06-14 19:00 | BTC | Sell | 63996.8→63808.2 | +1.03 | timeout |
| 06-14 05:04 | BTC | Sell | 64568.8→64358.2 | +1.18 | timeout |
| 06-14 03:05 | BTC | Sell | 64432.8→64475.2 | -0.78 | timeout |
| 06-14 00:03 | BTC | Buy | 64293.2→64394.8 | +0.34 | timeout |
| 06-13 08:04 | BTC | Sell | 63525.8→63794.2 | -2.55 | timeout |
| 06-13 02:00 | BTC | Sell | 63484.8→63796.2 | -2.89 | timeout |
| 06-13 01:01 | BTC | Sell | 63510.8→63605.2 | -1.18 | timeout |
| 06-12 15:00 | BTC | Sell | 63691.8→63979.2 | -2.70 | timeout |
| 06-12 02:02 | BTC | Sell | 63415.8→63473.2 | -0.89 | timeout |
| 06-11 23:04 | BTC | Sell | 63594.8→63380.2 | +1.25 | timeout |
| 06-11 16:07 | BTC | Buy | 62889.1→62757.9 | -1.51 | timeout |
| 06-11 13:02 | BTC | Buy | 62909.1→62906.9 | -0.48 | timeout |
| 06-11 06:04 | BTC | Buy | 62138.1→62552.9 | +2.87 | timeout |
| 06-10 18:00 | BTC | Buy | 62151.1→61950.9 | -2.07 | timeout |
| 06-10 13:01 | BTC | Buy | 61273.1→61517.9 | +1.55 | timeout |
| 06-10 09:21 | BTC | Buy | 61587.1→60746.6 | -7.27 | stop_loss |
| 06-09 14:16 | BTC | Buy | 62753.1→61899.9 | -7.25 | stop_loss |
| 06-09 10:01 | BTC | Sell | 63313.8→62735.1 | +4.12 | timeout |
| 06-09 07:00 | BTC | Buy | 62842.1→63327.8 | +3.41 | timeout |
| 06-08 21:06 | BTC | Buy | 63598.2→63572.8 | -0.65 | timeout |
| 06-08 17:06 | BTC | Buy | 63656.2→63516.8 | -1.56 | timeout |
| 06-08 16:02 | BTC | Buy | 63757.2→63690.8 | -0.99 | timeout |
| 06-08 07:01 | BTC | Sell | 63129.8→62985.1 | +0.70 | timeout |
| 06-08 06:04 | BTC | Buy | 63017.2→62830.9 | -1.93 | timeout |
| 06-07 20:03 | BTC | Sell | 62105.9→61369.1 | +5.48 | timeout |
| 06-07 06:06 | BTC | Buy | 61455.1→61612.9 | +0.84 | timeout |
| 06-07 01:03 | BTC | Sell | 60616→60955 | -3.24 | timeout |
| 06-06 23:00 | BTC | Sell | 60617→60521 | +0.33 | timeout |
| 06-06 19:00 | BTC | Buy | 60696→60585 | -1.36 | timeout |
| 06-06 18:05 | BTC | Sell | 60575→60554 | -0.28 | timeout |
| 06-05 03:01 | BTC | Buy | 63331.2→62468.6 | -7.26 | stop_loss |
| 06-05 02:20 | BTC | Buy | 63711.2→62844.4 | -7.25 | stop_loss |
| 06-05 00:02 | BTC | Buy | 63720.2→63786.8 | +0.08 | timeout |
| 06-04 21:03 | BTC | Buy | 63400.2→63710.8 | +2.00 | timeout |
| 06-04 19:06 | BTC | Sell | 63734.8→63669.2 | +0.07 | timeout |
| 06-04 10:00 | BTC | Sell | 64042.8→63162.2 | +6.41 | timeout |
| 06-04 08:01 | BTC | Sell | 64148.8→63457.2 | +4.94 | timeout |
| 06-03 20:06 | BTC | Buy | 65774.3→65314.7 | -3.95 | timeout |
| 06-03 15:57 | BTC | Buy | 66986.3→66075.6 | -7.26 | stop_loss |
| 06-03 03:43 | BTC | Buy | 66799.3→65888.7 | -7.27 | stop_loss |
| 06-02 21:00 | BTC | Sell | 67553.6→67584.4 | -0.68 | timeout |
| 06-02 20:01 | BTC | Sell | 67450.6→67193.4 | +1.45 | timeout |
| 06-02 11:05 | BTC | Buy | 69981.5→69566.5 | -3.43 | timeout |
| 06-02 06:01 | BTC | Buy | 70874.5→70368.5 | -4.04 | timeout |
| 06-01 02:05 | BTC | Buy | 74062.7→73356.3 | -5.23 | timeout |
| 05-31 19:05 | BTC | Sell | 73660.3→73585.7 | +0.07 | timeout |
| 05-31 05:08 | BTC | Sell | 74065.3→74172.7 | -1.17 | timeout |
| 05-29 07:02 | BTC | Sell | 73297.3→73737.7 | -3.44 | timeout |
| 05-28 16:02 | BTC | Buy | 73494.7→72827.4 | -5.01 | timeout |
| 05-28 08:00 | BTC | Buy | 73118.7→73401.3 | +1.48 | timeout |
| 05-27 20:00 | BTC | Buy | 75280.8→75055.2 | -1.96 | timeout |
Paper vs Live
Paper (trades.jsonl)
209
closed
41%
win rate
-72.03
total pnl ($)
-6.9 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 | 209 | 41% | -6.9 | -72.03 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 10:22 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:00 | BTC | Sell | -1.49 | BTC was in a mild uptrend across multiple timeframes with low funding. The sell thesis failed because the market continued its gradual ascent, and the trade was closed by timeout without reaching a profitable exit. |
| 05-10 07:02 | BTC | Sell | -0.54 | The market was in a mild uptrend over 24h and 7d, with low volatility and slightly negative funding. The sell thesis failed because the timeout closed the trade before any significant downward move materialized, as the market remained range-bound. |
| 05-10 05:00 | BTC | Buy | -0.07 | BTC was trading in a narrow range near $81,560 with low volatility and slightly positive funding. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-10 04:03 | BTC | Sell | -1.46 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over 24h and 7d. The short thesis failed because the market did not move decisively lower within the timeout period, leading to a small loss from funding costs. |
| 05-10 02:01 | BTC | Buy | -1.08 | The market was in a mild uptrend with BTC gaining 2% over 24 hours and positive funding. The thesis failed because the trade was closed by timeout before the anticipated move materialized, likely due to a lack of immediate directional conviction in a low-vo… |
| 05-10 01:02 | BTC | Sell | +0.59 | BTC was trading in a narrow range with low volatility, showing slight upward momentum across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-09 23:01 | BTC | Buy | -1.50 | BTC was trading in a tight, low-volatility range with minimal directional bias across timeframes. The thesis failed because the trade expired without reaching target or stop, as the market lacked momentum to trigger an exit before the timeout. |
| 05-09 17:02 | BTC | Buy | +1.07 | The market was in a mild downtrend across major cryptocurrencies, with BTC down over 1% on the day and week. The thesis failed because the trade was closed due to a timeout, indicating the expected price move did not materialize within the allowed time frame. |
| 05-09 09:01 | BTC | Sell | -0.61 | The market was in a low-funding, sideways regime with moderate open interest. The thesis failed because the timeout close_reason indicates the trade was not executed, resulting in a negligible loss from unrealized PnL. |
| 05-09 08:01 | BTC | Sell | +0.33 | BTC traded in a narrow range with low volatility, showing minimal directional movement across timeframes. The short thesis failed because the market remained range-bound and did not decline as expected, leading to a timeout exit with a small profit. |