20
closed trades
35%
win rate
-12.34
total pnl ($)
1.159
weight
7d window — n=4 wr=25% pnl=-8.95
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 05:58:37 (38.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bn
n: 65
· wr: 50.8%
· total_bps: -658.0
· mean_bps: -10.12
· sharpe: -0.12
· max_dd_bps: -977.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 20 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 19:32 | BTC | Buy | 60043→59993 | -0.88 | timeout |
| 06-25 19:37 | BTC | Buy | 59135→59302 | +0.96 | timeout |
| 06-24 17:22 | BTC | Buy | 60092→59271.4 | -7.27 | stop_loss |
| 06-22 19:20 | BTC | Buy | 64588.2→64419.8 | -1.76 | timeout |
| 06-15 19:44 | BTC | Buy | 66851.3→66669.7 | -1.82 | timeout |
| 06-10 19:25 | BTC | Buy | 62076.1→61801.9 | -2.67 | timeout |
| 06-09 19:33 | BTC | Sell | 61597.9→61927.1 | -3.11 | timeout |
| 06-08 19:22 | BTC | Buy | 63562.2→63518.8 | -0.80 | timeout |
| 06-05 18:51 | BTC | Sell | 60905→59571 | +10.51 | take_profit |
| 06-04 19:31 | BTC | Buy | 63461.2→63925.8 | +3.21 | timeout |
| 06-02 22:52 | BTC | Buy | 66952.3→66435.7 | -4.31 | timeout |
| 05-28 19:49 | BTC | Sell | 73431.3→73488.7 | -0.82 | timeout |
| 05-19 19:25 | BTC | Sell | 76859.2→76847.8 | -0.36 | timeout |
| 05-11 19:18 | BTC | Sell | 81681.9→81816.1 | -1.27 | timeout |
| 05-04 19:16 | BTC | Sell | 80232→80008 | +0.94 | timeout |
| 05-01 19:17 | BTC | Buy | 78171.9→78387.1 | +0.93 | timeout |
| 04-27 19:16 | BTC | Buy | 76579→76841 | +1.26 | timeout |
| 04-24 19:15 | BTC | Buy | 77676→77619 | -0.82 | timeout |
| 04-23 17:39 | BTC | Buy | 77887→77224 | -4.61 | stop_loss |
| 04-22 19:15 | BTC | Buy | 78713→78823 | +0.35 | timeout |
Paper vs Live
Paper (trades.jsonl)
20
closed
35%
win rate
-12.34
total pnl ($)
-12.3 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 | 20 | 35% | -12.3 | -12.34 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 17:17 | BTC | Buy | stale_intent |
| 06-25 17:09 | BTC | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 19:16 | BTC | Sell | +0.94 | The market was in a neutral consolidation phase with low volatility and flat funding rates, offering no clear directional bias. The trade thesis failed because the anticipated move never materialized, resulting in a forced exit due to the timeout limit rath… |
| 05-01 19:17 | BTC | Buy | +0.93 | BTC was consolidating with minimal 1-hour momentum (−0.27% at close) after a +2.55% daily rally, suggesting momentum exhaustion in the final hour before the London market close. The London close reversal signal triggered on a −56 bps 1h decline at 16:47 UTC… |
| 04-24 19:15 | BTC | Buy | -0.82 | At close, Bitcoin had stabilized near $77,644 with minimal directional momentum (1h +0.27%, 24h -0.25%), showing the London reversal signal had dissipated and the market was consolidating. The trade's thesis failed because the anticipated bounce from the 1h… |
| 04-22 19:15 | BTC | Buy | +0.35 | At close, Bitcoin had stabilized near $77,848 with minimal volatility across 1-hour (-0.15%) and 24-hour (-0.03%) timeframes, while funding rates remained modest at 0.009%. The trade's thesis failed to materialize because the expected London close reversal … |