27
closed trades
56%
win rate
+105.73
total pnl ($)
1.437
weight
7d window — n=9 wr=44% pnl=+28.80
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-30 12:36:00 (28.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
agent_session_iv_4
n: 63
· wr: 54.0%
· total_bps: +5426.0
· mean_bps: +86.13
· sharpe: +0.42
· max_dd_bps: -542.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 27 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 13:30 | BTC | Sell | 59929→60437 | -4.68 | timeout |
| 06-27 01:41 | BTC | Sell | 59170→59942 | -6.97 | timeout |
| 06-26 13:26 | BTC | Sell | 59385→58881.9 | +3.81 | timeout |
| 06-25 13:55 | BTC | Sell | 61187.9→58499.9 | +21.51 | take_profit |
| 06-25 13:17 | BTC | Sell | 60785→61274.1 | -4.48 | timeout |
| 06-24 17:20 | BTC | Sell | 62140.9→59407 | +21.52 | take_profit |
| 06-24 05:49 | BTC | Sell | 62478.9→62917.1 | -3.93 | timeout |
| 06-23 17:29 | BTC | Sell | 63425.8→62610.1 | +5.98 | timeout |
| 06-22 10:41 | BTC | Sell | 63621.8→64075.2 | -3.97 | timeout |
| 06-20 03:21 | BTC | Sell | 63083.8→63381.2 | -2.81 | timeout |
| 06-19 15:00 | BTC | Sell | 62983.9→63174.2 | -2.01 | timeout |
| 06-19 03:44 | BTC | Sell | 62786.9→62687.1 | +0.32 | timeout |
| 06-08 21:04 | BTC | Sell | 63231.8→63587.2 | -3.24 | timeout |
| 06-07 22:14 | BTC | Sell | 61746.9→63266.8 | -12.76 | stop_loss |
| 06-07 21:11 | BTC | Sell | 62798.9→61772.1 | +7.71 | timeout |
| 06-07 05:18 | BTC | Sell | 60665→62164.2 | -12.81 | stop_loss |
| 06-06 20:50 | BTC | Sell | 61382.9→60692 | +5.14 | timeout |
| 06-06 08:50 | BTC | Sell | 61437.9→61341.1 | +0.38 | timeout |
| 06-05 18:44 | BTC | Sell | 62378.9→59640 | +21.53 | take_profit |
| 06-05 08:51 | BTC | Sell | 63521.8→62501.1 | +7.56 | timeout |
| 06-04 21:09 | BTC | Sell | 63336.8→63831.2 | -4.36 | timeout |
| 06-04 01:50 | BTC | Sell | 65298.7→62431.1 | +21.51 | take_profit |
| 06-03 20:15 | BTC | Sell | 67041.6→65427.3 | +11.63 | timeout |
| 06-03 11:18 | BTC | Sell | 66543.7→67284.4 | -5.95 | timeout |
| 06-02 19:08 | BTC | Sell | 69925.5→67264.4 | +18.59 | timeout |
| 06-02 14:27 | BTC | Sell | 70741.5→67635.4 | +21.52 | take_profit |
| 06-02 01:41 | BTC | Sell | 71684.4→70917.5 | +4.97 | timeout |
Paper vs Live
Paper (trades.jsonl)
27
closed
56%
win rate
+105.73
total pnl ($)
+78.2 bps
avg bps net
Live (dry_run=0)
2
closed
100%
win rate
+7.28
total pnl ($)
+97.6 bps
avg bps net
Live: 2 trades (insufficient sample, <5)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 27 | 56% | +78.2 | +105.73 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 23:36 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||