76
closed trades
50%
win rate
+105.14
total pnl ($)
1.567
weight
7d window — n=17 wr=47% pnl=+51.88
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-27 14:19:10 (32.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x3485394_78449
n: 4
· wr: 50.0%
· total_bps: +180.3
· mean_bps: +45.07
· sharpe: +0.47
· max_dd_bps: -90.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 76 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 08:51 | BTC | Sell | 60258→60371 | -1.39 | timeout |
| 06-28 02:05 | BTC | Sell | 60480→60242 | +1.52 | timeout |
| 06-27 05:55 | BTC | Sell | 59983→60218 | -2.34 | timeout |
| 06-26 21:07 | BTC | Sell | 60051→59682 | +2.65 | timeout |
| 06-26 07:39 | BTC | Sell | 58626.1→60720.4 | -18.31 | stop_loss |
| 06-26 04:11 | BTC | Sell | 59845→60001 | -1.76 | timeout |
| 06-25 15:03 | BTC | Sell | 60767→59059 | +13.55 | timeout |
| 06-25 13:54 | BTC | Sell | 61575.9→58502.9 | +24.49 | take_profit |
| 06-25 05:28 | BTC | Sell | 59723→61579.1 | -16.02 | timeout |
| 06-24 17:20 | BTC | Sell | 62545.9→59406 | +24.61 | take_profit |
| 06-24 14:56 | BTC | Sell | 62671.9→60984 | +12.91 | timeout |
| 06-24 03:16 | BTC | Sell | 62303.9→62535.1 | -2.28 | timeout |
| 06-23 20:24 | BTC | Sell | 62322.9→62438.1 | -1.39 | timeout |
| 06-23 11:20 | BTC | Sell | 63890.8→62407.1 | +11.09 | timeout |
| 06-23 03:04 | BTC | Sell | 65077.7→64014.2 | +7.74 | timeout |
| 06-22 22:00 | BTC | Sell | 64104.8→64308.2 | -2.05 | timeout |
| 06-22 05:14 | BTC | Sell | 64168.8→64264.2 | -1.15 | timeout |
| 06-21 12:28 | BTC | Sell | 64231.8→63989.2 | +1.41 | timeout |
| 06-21 03:20 | BTC | Sell | 64302.8→64287.2 | -0.33 | timeout |
| 06-20 04:56 | BTC | Sell | 62979.9→63545.2 | -4.93 | timeout |
| 06-19 21:24 | BTC | Sell | 62368.9→63210.2 | -7.17 | timeout |
| 06-19 11:43 | BTC | Sell | 62892.9→62625.1 | +1.63 | timeout |
| 06-19 03:33 | BTC | Sell | 63164.8→62729.1 | +2.96 | timeout |
| 06-18 18:46 | BTC | Sell | 64078.8→62761.1 | +9.70 | timeout |
| 06-18 05:54 | BTC | Sell | 66034.7→63893.2 | +15.78 | timeout |
| 06-17 23:48 | BTC | Sell | 64826.8→64454.2 | +2.42 | timeout |
| 06-17 07:43 | BTC | Sell | 65600.7→65523.3 | +0.15 | timeout |
| 06-17 00:24 | BTC | Sell | 66549.7→65710.3 | +5.90 | timeout |
| 06-16 10:40 | BTC | Sell | 66302.7→66566.3 | -2.42 | timeout |
| 06-16 04:22 | BTC | Sell | 67146.6→66043.3 | +7.74 | timeout |
| 06-15 22:20 | BTC | Sell | 65686.7→66334.3 | -5.36 | timeout |
| 06-15 09:14 | BTC | Sell | 64067.8→65669.3 | -12.96 | timeout |
| 06-14 22:27 | BTC | Sell | 64573.8→65126.3 | -4.70 | timeout |
| 06-14 11:03 | BTC | Sell | 64428.8→64477.2 | -0.82 | timeout |
| 06-14 05:00 | BTC | Sell | 64013.8→64343.2 | -3.04 | timeout |
| 06-13 22:56 | BTC | Sell | 63789.8→64445.2 | -5.57 | timeout |
| 06-13 14:41 | BTC | Sell | 63670.8→64192.2 | -4.52 | timeout |
| 06-13 08:37 | BTC | Sell | 63515.8→63843.2 | -2.98 | timeout |
| 06-13 02:03 | BTC | Sell | 63332.8→63796.2 | -4.08 | timeout |
| 06-12 19:28 | BTC | Sell | 62975.9→63723.2 | -6.38 | timeout |
| 06-12 13:47 | BTC | Sell | 63386.8→63197.2 | +1.08 | timeout |
| 06-12 07:46 | BTC | Sell | 63615.8→63008.2 | +4.35 | timeout |
| 06-12 01:42 | BTC | Sell | 62721.9→63348.2 | -5.39 | timeout |
| 06-11 19:00 | BTC | Sell | 62716.9→63410.2 | -5.91 | timeout |
| 06-11 09:12 | BTC | Sell | 61503.9→62824.1 | -11.12 | timeout |
| 06-11 03:04 | BTC | Sell | 62163.9→62133.1 | -0.17 | timeout |
| 06-10 04:49 | BTC | Sell | 61290.9→62023.1 | -6.47 | timeout |
| 06-09 22:59 | BTC | Sell | 62767.9→62023.1 | +5.43 | timeout |
| 06-09 11:59 | BTC | Sell | 63066.8→62704.1 | +2.40 | timeout |
| 06-09 05:10 | BTC | Sell | 63435.8→63131.2 | +1.96 | timeout |
| 06-08 23:03 | BTC | Sell | 63041.8→63402.2 | -3.30 | timeout |
| 06-08 16:00 | BTC | Sell | 63105.8→63766.2 | -5.61 | timeout |
| 06-07 22:15 | BTC | Sell | 61775.9→63978.2 | -18.28 | stop_loss |
| 06-07 09:27 | BTC | Sell | 60865→62608.1 | -14.78 | timeout |
| 06-07 03:09 | BTC | Sell | 60626→61461.1 | -7.31 | timeout |
| 06-06 21:04 | BTC | Sell | 61131.9→60711 | +2.96 | timeout |
| 06-06 14:58 | BTC | Sell | 60936→60834 | +0.39 | timeout |
| 06-06 00:49 | BTC | Sell | 61949.9→61279.1 | +4.96 | timeout |
| 06-05 20:47 | BTC | Sell | 59300→61412.8 | -18.26 | stop_loss |
| 06-05 17:55 | BTC | Sell | 62711.9→60740 | +15.31 | timeout |
| 06-05 09:57 | BTC | Sell | 63282.8→62835.1 | +3.08 | timeout |
| 06-05 02:01 | BTC | Sell | 64237.8→63261.2 | +7.15 | timeout |
| 06-04 18:57 | BTC | Sell | 63984.8→63864.2 | +0.50 | timeout |
| 06-04 02:01 | BTC | Sell | 65259.7→62002.1 | +24.51 | take_profit |
| 06-04 00:29 | BTC | Sell | 66734.7→63404.2 | +24.49 | take_profit |
| 06-03 17:16 | BTC | Sell | 67207.6→65749.3 | +10.43 | timeout |
| 06-03 12:46 | BTC | Sell | 66958.7→66970.3 | -0.56 | timeout |
| 06-03 04:56 | BTC | Sell | 67494.6→66327.3 | +8.21 | timeout |
| 06-02 19:33 | BTC | Sell | 69972.5→66479.3 | +24.52 | take_profit |
| 06-02 08:03 | BTC | Sell | 71532.4→70070.5 | +9.81 | timeout |
| 06-02 00:47 | BTC | Sell | 72130.4→71154.6 | +6.39 | timeout |
| 06-01 16:31 | BTC | Sell | 73399.3→71058.6 | +15.57 | timeout |
| 05-31 22:56 | BTC | Sell | 73831.3→73930.7 | -1.13 | timeout |
| 05-31 00:21 | BTC | Sell | 73625.3→73874.7 | -2.12 | timeout |
| 05-29 07:45 | BTC | Sell | 73472.3→73367.7 | +0.28 | timeout |
| 05-29 00:44 | BTC | Sell | 73466.3→73781.7 | -2.52 | timeout |
Paper vs Live
Paper (trades.jsonl)
76
closed
50%
win rate
+105.14
total pnl ($)
+27.6 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 | 76 | 50% | +27.6 | +105.14 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-29 01:10 | BTC | Sell | circuit_breaker |
| 06-28 15:42 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||