18
closed trades
44%
win rate
-38.79
total pnl ($)
1.139
weight
7d window — n=3 wr=33% pnl=-13.93
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:19:21 (23.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_cg
n: 31
· wr: 45.2%
· total_bps: +197.3
· mean_bps: +6.36
· sharpe: +0.05
· max_dd_bps: -923.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 18 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-25 13:39 | BTC | Buy | 61817.1→60667.6 | -9.74 | stop_loss |
| 06-25 02:04 | BTC | Buy | 60175→60900 | +5.57 | timeout |
| 06-24 13:43 | BTC | Buy | 62650.1→61483.2 | -9.76 | stop_loss |
| 06-18 15:40 | BTC | Buy | 63846.2→62658.5 | -9.75 | stop_loss |
| 06-18 02:08 | BTC | Buy | 64339.2→64563.8 | +1.28 | timeout |
| 06-17 14:01 | BTC | Buy | 65513.3→65195.7 | -2.88 | timeout |
| 06-10 14:21 | BTC | Buy | 61594.1→61856.9 | +1.68 | timeout |
| 06-04 11:10 | BTC | Buy | 63353.2→62174.8 | -9.74 | stop_loss |
| 06-03 23:54 | BTC | Buy | 65297.3→64082.7 | -9.75 | stop_loss |
| 06-03 14:04 | BTC | Buy | 67199.4→66777.7 | -3.60 | timeout |
| 05-29 00:47 | BTC | Buy | 73626.7→73758.3 | +0.41 | timeout |
| 05-28 11:57 | BTC | Buy | 72982.6→73467.3 | +2.85 | timeout |
| 05-27 23:57 | BTC | Buy | 74781.7→74407.3 | -2.97 | timeout |
| 05-21 16:19 | BTC | Buy | 77632.9→77163.1 | -3.49 | timeout |
| 05-20 22:35 | BTC | Buy | 77154.9→77437.1 | +1.37 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.51 | timeout |
| 04-30 06:01 | BTC | Sell | 75784→75548 | +1.11 | timeout |
| 04-29 18:00 | BTC | Sell | 77548→76060 | +9.14 | timeout |
Paper vs Live
Paper (trades.jsonl)
18
closed
44%
win rate
-38.79
total pnl ($)
-43.0 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 | 18 | 44% | -43.0 | -38.79 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 08:13 | BTC | Buy | below_min_notional_skip |
| 06-24 20:16 | BTC | Buy | below_min_notional_skip |
| 06-24 08:18 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-30 06:01 | BTC | Sell | +1.11 | The market was consolidating near $75,558 after a 2.21% decline over 24 hours, with persistent negative funding (-0.0044%) indicating oversold conditions and potential short squeeze risk into the 44-hour options expiry window. The thesis failed because the … |
| 04-29 18:00 | BTC | Sell | +9.14 | BTC was consolidating near $76,036 with minimal intraday movement (+0.14% 1h) and slight weakness over 24h (-0.22%), while funding rates remained benign at 0.18% bps, indicating balanced leverage across the market. The short trade's thesis failed to capital… |