240
closed trades
38%
win rate
-50.33
total pnl ($)
1.235
weight
7d window — n=43 wr=47% pnl=+1.17
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 14:52:00 (40.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afm
n: 51
· wr: 37.3%
· total_bps: -299.2
· mean_bps: -5.87
· sharpe: -0.17
· max_dd_bps: -638.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 17:38 | BTC | Buy | 60888→60574 | -1.03 | timeout |
| 06-27 13:35 | BTC | Buy | 60272→60427 | +0.28 | timeout |
| 06-27 07:56 | BTC | Buy | 60229→60526 | +0.68 | timeout |
| 06-27 03:02 | BTC | Buy | 59990→60241 | +0.56 | timeout |
| 06-26 20:57 | BTC | Buy | 59572→59703 | +0.22 | timeout |
| 06-26 17:19 | BTC | Buy | 59915→60072 | +0.29 | timeout |
| 06-26 13:19 | BTC | Buy | 59256→58538.8 | -2.21 | stop_loss |
| 06-26 12:32 | BTC | Buy | 59754→59728 | -0.23 | timeout |
| 06-26 07:28 | BTC | Buy | 59738→60629 | +2.38 | take_profit |
| 06-26 03:39 | BTC | Buy | 58600.9→59474 | +2.38 | take_profit |
| 06-25 23:49 | BTC | Buy | 59879→59852 | -0.23 | timeout |
| 06-25 19:58 | BTC | Buy | 59555→59296 | -0.89 | timeout |
| 06-25 14:33 | BTC | Buy | 58950.9→59844 | +2.42 | take_profit |
| 06-25 13:10 | BTC | Buy | 61062.1→61168.9 | +0.14 | timeout |
| 06-25 10:41 | BTC | Buy | 61711.1→61443.9 | -0.89 | timeout |
| 06-25 05:07 | BTC | Buy | 60773→61696.9 | +2.43 | take_profit |
| 06-25 02:16 | BTC | Buy | 61041.1→60748 | -0.97 | timeout |
| 06-24 22:24 | BTC | Buy | 60679→60883 | +0.42 | timeout |
| 06-24 20:06 | BTC | Buy | 59784→60675 | +2.39 | take_profit |
| 06-24 14:19 | BTC | Buy | 61693.1→60942.5 | -2.22 | stop_loss |
| 06-24 13:18 | BTC | Buy | 62370.1→62107.9 | -0.87 | timeout |
| 06-24 11:10 | BTC | Buy | 62714.1→62300.9 | -1.27 | timeout |
| 06-24 06:27 | BTC | Buy | 62565.1→62868.9 | +0.67 | timeout |
| 06-24 02:34 | BTC | Buy | 62790.1→62701.9 | -0.39 | timeout |
| 06-23 23:16 | BTC | Buy | 62506.1→62529.9 | -0.09 | timeout |
| 06-23 21:15 | BTC | Buy | 62344.1→62512.9 | +0.31 | timeout |
| 06-23 18:41 | BTC | Buy | 62584.1→62194.9 | -1.21 | timeout |
| 06-23 15:11 | BTC | Buy | 62051.1→62312.9 | +0.57 | timeout |
| 06-23 13:09 | BTC | Buy | 62304.1→62095.9 | -0.72 | timeout |
| 06-23 06:20 | BTC | Buy | 63664.2→62891.4 | -2.22 | stop_loss |
| 06-23 02:06 | BTC | Buy | 63978.2→64114.8 | +0.21 | timeout |
| 06-22 21:24 | BTC | Buy | 64381.2→64231.8 | -0.55 | timeout |
| 06-22 17:56 | BTC | Buy | 64735.2→64615.8 | -0.47 | timeout |
| 06-22 12:38 | BTC | Buy | 64104.2→65059.7 | +2.38 | take_profit |
| 06-22 09:19 | BTC | Buy | 64190.2→64123.8 | -0.33 | timeout |
| 06-22 01:23 | BTC | Buy | 63266.2→64209.8 | +2.38 | take_profit |
| 06-21 22:17 | BTC | Buy | 64104.2→63653.8 | -1.35 | timeout |
| 06-21 18:33 | BTC | Buy | 64112.2→64096.8 | -0.19 | timeout |
| 06-21 14:12 | BTC | Buy | 64058.2→64017.8 | -0.26 | timeout |
| 06-21 08:48 | BTC | Buy | 64286.2→63916.8 | -1.13 | timeout |
| 06-21 05:45 | BTC | Buy | 64402.2→64252.8 | -0.55 | timeout |
| 06-21 00:13 | BTC | Buy | 64124.2→64224.8 | +0.11 | timeout |
| 06-20 21:51 | BTC | Buy | 63912.2→64049.8 | +0.21 | timeout |
| 06-20 15:03 | BTC | Buy | 63595.2→63875.8 | +0.60 | timeout |
| 06-20 12:31 | BTC | Buy | 63649.2→63705.8 | -0.00 | timeout |
| 06-20 09:48 | BTC | Buy | 63711.2→63609.8 | -0.43 | timeout |
| 06-20 07:41 | BTC | Buy | 63635.2→63736.8 | +0.12 | timeout |
| 06-20 04:33 | BTC | Buy | 63466.2→63489.8 | -0.09 | timeout |
| 06-20 01:48 | BTC | Buy | 63282.2→63544.8 | +0.55 | timeout |
| 06-19 23:47 | BTC | Buy | 63092.2→63270.8 | +0.33 | timeout |
| 06-19 20:27 | BTC | Buy | 63093.2→63045.8 | -0.28 | timeout |
| 06-19 17:51 | BTC | Buy | 63205.2→63154.8 | -0.29 | timeout |
| 06-19 12:21 | BTC | Buy | 62415.1→62490.9 | +0.06 | timeout |
| 06-19 05:42 | BTC | Buy | 62649.1→62592.9 | -0.30 | timeout |
| 06-19 03:12 | BTC | Buy | 62895.1→62833.9 | -0.32 | timeout |
| 06-18 21:30 | BTC | Buy | 62757.1→62937.9 | +0.34 | timeout |
| 06-18 19:29 | BTC | Buy | 62517.1→62742.9 | +0.47 | timeout |
| 06-18 13:42 | BTC | Buy | 63887.2→63917.8 | -0.07 | timeout |
| 06-18 09:15 | BTC | Buy | 64055.2→64352.8 | +0.64 | timeout |
| 06-18 03:53 | BTC | Buy | 64486.2→64317.8 | -0.60 | timeout |
| 06-17 23:40 | BTC | Buy | 64293.2→64373.8 | +0.06 | timeout |
| 06-17 19:09 | BTC | Buy | 65942.3→65144.2 | -2.21 | stop_loss |
| 06-17 15:29 | BTC | Buy | 64917.2→65297.7 | +0.84 | timeout |
| 06-17 13:14 | BTC | Buy | 64588.2→65065.7 | +1.10 | timeout |
| 06-17 10:32 | BTC | Buy | 65190.3→64937.8 | -0.81 | timeout |
| 06-17 07:18 | BTC | Buy | 65760.3→65621.7 | -0.51 | timeout |
| 06-17 05:08 | BTC | Buy | 65861.3→65805.7 | -0.30 | timeout |
| 06-17 01:55 | BTC | Buy | 65625.3→65864.7 | +0.47 | timeout |
| 06-16 22:46 | BTC | Buy | 65817.3→65644.7 | -0.60 | timeout |
| 06-16 19:06 | BTC | Buy | 65725.3→65640.7 | -0.37 | timeout |
| 06-16 13:59 | BTC | Buy | 66439.3→66041.7 | -1.17 | timeout |
| 06-16 09:07 | BTC | Buy | 66384.3→66817.7 | +0.96 | timeout |
| 06-16 07:04 | BTC | Buy | 65938.3→66350.7 | +0.91 | timeout |
| 06-16 04:01 | BTC | Buy | 66265.3→66139.7 | -0.47 | timeout |
| 06-16 00:54 | BTC | Buy | 66197.3→66311.7 | +0.14 | timeout |
| 06-15 22:50 | BTC | Buy | 66486.3→66173.7 | -0.95 | timeout |
| 06-15 19:15 | BTC | Buy | 66839.3→66835.7 | -0.16 | timeout |
| 06-15 16:17 | BTC | Buy | 66450.3→67200.6 | +1.77 | timeout |
| 06-15 14:05 | BTC | Buy | 66112.3→66385.7 | +0.55 | timeout |
| 06-15 10:54 | BTC | Buy | 65679.3→65746.7 | +0.02 | timeout |
| 06-15 07:40 | BTC | Buy | 65709.3→65728.7 | -0.10 | timeout |
| 06-15 05:21 | BTC | Buy | 65702.3→65711.7 | -0.13 | timeout |
| 06-15 03:15 | BTC | Buy | 65493.3→65695.7 | +0.37 | timeout |
| 06-15 00:22 | BTC | Buy | 65203.3→65702.7 | +1.15 | timeout |
| 06-14 21:18 | BTC | Buy | 63741.2→64696.8 | +2.39 | take_profit |
| 06-14 19:21 | BTC | Buy | 63902.2→63795.8 | -0.44 | timeout |
| 06-14 14:12 | BTC | Buy | 64477.2→64233.8 | -0.79 | timeout |
| 06-14 07:06 | BTC | Buy | 64353.2→64232.8 | -0.47 | timeout |
| 06-14 02:35 | BTC | Buy | 64523.2→64529.8 | -0.14 | timeout |
| 06-13 22:40 | BTC | Buy | 64222.2→64487.8 | +0.55 | timeout |
| 06-13 19:53 | BTC | Buy | 63981.2→64282.8 | +0.65 | timeout |
| 06-13 15:03 | BTC | Buy | 64079.2→64187.8 | +0.13 | timeout |
| 06-13 10:02 | BTC | Buy | 63797.2→63723.8 | -0.35 | timeout |
| 06-13 07:42 | BTC | Buy | 63563.2→63795.8 | +0.47 | timeout |
| 06-13 01:34 | BTC | Buy | 63448.2→63640.8 | +0.36 | timeout |
| 06-12 22:10 | BTC | Buy | 63553.2→63538.8 | -0.19 | timeout |
| 06-12 17:32 | BTC | Buy | 64062.2→63757.8 | -0.96 | timeout |
| 06-12 13:12 | BTC | Buy | 63760.2→63389.8 | -1.14 | timeout |
| 06-12 11:04 | BTC | Buy | 63415.2→63765.8 | +0.78 | timeout |
| 06-12 07:18 | BTC | Buy | 63492.2→62990.9 | -1.50 | timeout |
Paper vs Live
Paper (trades.jsonl)
240
closed
38%
win rate
-50.33
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 | 240 | 38% | -12.3 | -50.33 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 08:31 | BTC | Buy | +0.36 | The market was in a neutral to slightly bearish funding environment with low conviction, as BTC's negative funding rate and moderate open interest suggested no strong directional bias. The thesis failed because the trade was closed due to a timeout, indicat… |
| 05-10 04:59 | BTC | Buy | -0.17 | BTC was trading in a narrow range with low volatility, showing a slight 24h gain but minimal hourly movement. The thesis failed because the trade was closed due to timeout, as the expected directional move did not materialize within the holding period. |
| 05-10 00:00 | BTC | Buy | -0.38 | The market was in a mild uptrend with BTC up 0.51% on the hour and 0.61% over 24 hours, showing low volatility and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize withi… |
| 05-09 21:19 | BTC | Buy | -0.15 | BTC traded in a narrow, low-volatility range with mixed short-term momentum and neutral funding. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected directional move did not materialize in the… |
| 05-09 16:58 | BTC | Buy | +0.46 | The market was in a mild downtrend across the board, with BTC and ETH both declining over multiple timeframes. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allowed tim… |
| 05-09 12:27 | BTC | Buy | +0.17 | The market was in a mild downtrend with BTC down across all timeframes and negative funding. The thesis failed because the trade was closed by timeout before a directional move materialized in the choppy, low-volatility regime. |
| 05-09 09:59 | BTC | Buy | -0.20 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The trade failed because the timeout closed the position before the anticipated move materialized, as the market remained range-bound without triggerin… |