21
closed trades
38%
win rate
-22.16
total pnl ($)
1.191
weight
7d window — n=4 wr=25% pnl=-5.85
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:28:21 (23.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ai
n: 4
· wr: 75.0%
· total_bps: +53.1
· mean_bps: +13.27
· sharpe: +0.20
· max_dd_bps: -96.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 21 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 14:37 | BTC | Buy | 60098→59519.2 | -5.27 | stop_loss |
| 06-25 14:07 | BTC | Sell | 58707.1→59282.6 | -5.35 | stop_loss |
| 06-24 13:57 | BTC | Sell | 62165.9→61235.1 | +7.04 | take_profit |
| 06-22 15:38 | BTC | Buy | 65259.3→65022.7 | -2.27 | timeout |
| 06-19 13:45 | BTC | Sell | 62647.9→63249.8 | -5.26 | stop_loss |
| 06-15 15:20 | BTC | Buy | 66794.3→66678.7 | -1.31 | timeout |
| 06-12 14:37 | BTC | Sell | 63165.8→63774.1 | -5.26 | stop_loss |
| 06-09 14:39 | BTC | Sell | 62299.9→61365.1 | +7.05 | take_profit |
| 06-05 13:48 | BTC | Buy | 62178.1→61578.1 | -5.27 | stop_loss |
| 06-03 19:28 | BTC | Sell | 65895.7→65613.3 | +1.70 | timeout |
| 06-02 16:12 | BTC | Sell | 67159.6→67812.3 | -5.31 | stop_loss |
| 05-29 15:09 | BTC | Sell | 72967.4→73668.5 | -5.25 | stop_loss |
| 05-28 15:22 | BTC | Sell | 73151.3→72823.6 | +1.80 | timeout |
| 05-27 15:15 | BTC | Sell | 75365.2→75078.8 | +1.45 | timeout |
| 05-26 14:16 | BTC | Sell | 76761.2→77496.6 | -5.24 | stop_loss |
| 05-08 15:16 | BTC | Sell | 79735→79850 | -1.17 | timeout |
| 05-04 14:48 | BTC | Buy | 78878.9→80059 | +7.03 | take_profit |
| 05-01 15:15 | BTC | Buy | 78339.9→78468.1 | +0.37 | timeout |
| 04-28 15:16 | BTC | Sell | 75986→75941 | -0.15 | timeout |
| 04-23 15:16 | BTC | Sell | 77616→78237 | -4.35 | stop_loss |
| 04-22 15:16 | BTC | Buy | 78392→78895 | +2.86 | timeout |
Paper vs Live
Paper (trades.jsonl)
21
closed
38%
win rate
-22.16
total pnl ($)
-21.1 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 | 21 | 38% | -21.1 | -22.16 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 15:16 | BTC | Sell | -1.17 | The market was in a persistent downtrend across timeframes, with BTC declining 2.45% over 24 hours and 2.58% over 7 days. The short thesis failed because the trade was closed by timeout before the bearish momentum could produce a profitable exit, resulting … |
| 05-04 14:48 | BTC | Buy | +7.03 | The market was in a strong uptrend with Bitcoin trading at $81,760 and positive funding rates indicating bullish sentiment. The thesis worked because the trade reached its take profit target as the price continued to rise within this favorable regime. |
| 05-01 15:15 | BTC | Buy | +0.37 | BTC was consolidating with minimal intraday momentum (1h +0.05%, 24h +2.73%), showing exhaustion after a 2.7% daily rally with negative funding rates suggesting lukewarm leveraged demand. The London-US overlap momentum signal (+42 bps on 15m) captured a fle… |
| 04-23 15:16 | BTC | Sell | -4.35 | Bitcoin was consolidating near $77,500 with mild downward pressure over the hour (-0.38%) as the broader market remained relatively flat. The London-US overlap momentum short based on a 15-minute -30 bps signal failed because BTC reversed higher instead, ra… |
| 04-22 15:16 | BTC | Buy | +2.86 | At close, Bitcoin was trading sideways at $77,848 with minimal hourly momentum (1h +0.15%) and slightly negative 24-hour performance (-0.03%), having retreated from the entry level. The trade's thesis failed because the initial 15-minute London-US overlap m… |