btc_lead_alt_follow

66

closed trades

44%

win rate

-32.08

total pnl ($)

1.245

weight

7d window — n=5 wr=80% pnl=+5.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 17:41:18 (40.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: n

n: 2 · wr: 0.0% · total_bps: -60.6 · mean_bps: -30.29 · sharpe: -1.99 · max_dd_bps: -60.6

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-26 15:38	SAGA	Buy	0.0131433→0.0132267	+2.72	timeout
06-26 15:05	ACE	Sell	0.0752812→0.0751188	+0.63	timeout
06-26 14:15	ADA	Buy	0.144896→0.144964	-0.22	timeout
06-26 04:07	SAGA	Buy	0.0131933→0.0132167	+0.44	timeout
06-24 20:30	SAGA	Buy	0.0134334→0.0134966	+1.90	timeout
06-17 18:29	ACE	Sell	0.0851787→0.0847212	+2.24	timeout
06-12 15:12	ACE	Buy	0.0873218→0.0875781	+1.02	timeout
06-05 16:13	ACE	Sell	0.0863784→0.0873655	-6.16	stop_loss
06-05 16:13	SAGA	Sell	0.0136866→0.0138504	-6.43	stop_loss
06-05 15:01	ADA	Buy	0.16117→0.15935	-6.09	stop_loss
06-05 14:36	SAGA	Sell	0.0141865→0.0143708	-6.95	stop_loss
06-05 14:35	SOL	Sell	64.7413→65.4425	-5.87	stop_loss
06-05 14:28	ACE	Sell	0.0886778→0.088022	+3.25	timeout
06-05 14:16	ADA	Sell	0.16035→0.162122	-5.97	stop_loss
06-05 12:21	ACE	Sell	0.0896776→0.0896224	-0.14	timeout
06-05 06:17	ADA	Sell	0.164569→0.162121	+6.99	take_profit
06-04 18:19	ACE	Buy	0.100325→0.0994751	-4.69	timeout
06-04 18:13	ADA	Buy	0.188317→0.18618	-6.12	stop_loss
06-04 16:17	ACE	Sell	0.101075→0.100325	+3.26	timeout
06-04 13:21	ADA	Buy	0.189537→0.187419	-6.04	stop_loss
06-04 11:58	ADA	Sell	0.188243→0.190058	-5.27	timeout
06-04 06:13	ACE	Sell	0.102274→0.102526	-1.68	timeout
06-04 04:54	SAGA	Buy	0.015914→0.015816	-3.53	timeout
06-04 03:57	ACE	Buy	0.102526→0.102774	+0.76	timeout
06-04 03:57	SAGA	Buy	0.015994→0.016006	-0.07	timeout
06-04 03:22	SAGA	Buy	0.015934→0.016066	+3.69	timeout
06-04 03:22	ACE	Buy	0.101025→0.102174	+5.24	timeout
06-04 00:38	ACE	Sell	0.111972→0.110228	+7.34	take_profit
06-04 00:37	ADA	Sell	0.19959→0.196689	+6.82	take_profit
06-04 00:00	SOL	Sell	71.7912→71.8478	-0.85	timeout
06-03 22:47	SOL	Sell	72.3671→72.1598	+0.98	timeout
06-03 18:34	ACE	Sell	0.115571→0.114529	+4.06	timeout
06-03 18:02	SAGA	Sell	0.0172257→0.0172943	-2.44	timeout
06-03 17:55	ACE	Sell	0.115571→0.115229	+1.03	timeout
06-03 16:46	ACE	Sell	0.111972→0.113485	-7.21	stop_loss
06-03 15:54	ACE	Sell	0.112572→0.112628	-0.70	timeout
06-03 03:30	SAGA	Sell	0.0168958→0.0167642	+3.44	timeout
06-03 02:45	SAGA	Sell	0.0167558→0.0167642	-0.70	timeout
06-03 02:43	ACE	Sell	0.110572→0.110428	+0.20	timeout
06-03 02:02	SAGA	Sell	0.0168058→0.0168342	-1.30	timeout
06-03 02:00	ACE	Sell	0.110272→0.110828	-2.97	timeout
06-02 19:52	ACE	Sell	0.109073→0.110128	-5.29	timeout
06-02 19:50	ADA	Sell	0.214046→0.216482	-6.14	stop_loss
06-02 18:13	ADA	Sell	0.218825→0.218515	+0.26	timeout
06-02 18:13	SOL	Sell	76.7785→76.7555	-0.30	timeout
06-02 18:07	ACE	Sell	0.111472→0.111628	-1.15	timeout
06-02 14:04	ADA	Sell	0.223064→0.222396	+1.05	timeout
06-02 13:12	ADA	Sell	0.222974→0.222966	-0.43	timeout
06-02 13:12	SOL	Sell	78.9002→78.9588	-0.82	timeout
06-02 13:11	SAGA	Sell	0.0177756→0.0176344	+3.52	timeout
06-02 13:10	ACE	Sell	0.115671→0.115629	-0.27	timeout
06-02 09:43	ADA	Sell	0.222754→0.223296	-1.67	timeout
06-01 11:01	ACE	Sell	0.11807→0.11833	-1.55	timeout
06-01 10:12	ACE	Sell	0.11877→0.11853	+0.56	timeout
06-01 08:44	ACE	Sell	0.11827→0.117829	+1.41	timeout
06-01 06:59	ACE	Sell	0.116971→0.117629	-3.27	timeout
06-01 05:49	ACE	Sell	0.11907→0.12023	-5.32	timeout
05-29 19:29	ACE	Sell	0.112672→0.111828	+3.29	timeout
05-29 17:27	ADA	Buy	0.234349→0.235711	+2.46	timeout
05-29 17:27	SAGA	Buy	0.0181745→0.0181655	-0.70	timeout
05-29 15:53	SAGA	Buy	0.0181045→0.0181655	+1.23	timeout
05-28 03:36	ACE	Sell	0.112972→0.111328	+6.83	take_profit
05-18 19:23	ACE	Buy	0.117429→0.11827	+3.13	timeout
05-04 15:12	ADA	Buy	0.252823→0.251807	-2.46	timeout
05-04 15:10	ACE	Buy	0.123431→0.123469	-0.29	timeout
04-23 18:01	ACE	Sell	0.1161→0.1162	-0.78	timeout

Paper (trades.jsonl)

66

closed

44%

win rate

-32.08

total pnl ($)

-9.7 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
ACE	31	52%	+1.8	+2.80
ADA	15	33%	-30.5	-22.85
SAGA	15	47%	-6.9	-5.17
SOL	5	20%	-27.4	-6.86

time	sym	side	reason
06-26 15:42	SAGA	Buy	stale_intent
06-26 04:04	SAGA	Buy	stale_intent
06-24 20:25	SAGA	Buy	below_min_notional_skip

time	sym	side	pnl	narrative
05-04 15:12	ADA	Buy	-2.46	The market was in a volatile uptrend with strong 24-hour momentum for ADA while funding rates remained neutral. The thesis failed because the position was closed due to a timeout, preventing the trade from realizing its potential profit or loss based on mar…
05-04 15:10	ACE	Buy	-0.29	The market was in a neutral state with Bitcoin and Ethereum showing modest gains over the past week. The trade failed because the position was closed due to a timeout, preventing any profit from being realized.

More…

Cumulative P&L (last 66 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 3)

Postmortem feed (last 10)