15
closed trades
33%
win rate
-16.28
total pnl ($)
1.093
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 06:29:29 (34.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bp
n: 18
· wr: 44.4%
· total_bps: -121.0
· mean_bps: -6.72
· sharpe: -0.10
· max_dd_bps: -278.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 15 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-11 07:38 | BTC | Sell | 80775→80719 | -0.09 | timeout |
| 05-10 09:10 | BTC | Sell | 80694→80831 | -1.30 | timeout |
| 05-09 22:55 | BTC | Sell | 80891→80715 | +0.63 | timeout |
| 05-08 23:52 | BTC | Sell | 80129→80152 | -0.59 | timeout |
| 05-08 06:16 | BTC | Sell | 79575→79607 | -0.64 | timeout |
| 05-07 02:11 | BTC | Sell | 81214.9→80984 | +0.97 | timeout |
| 05-06 06:37 | BTC | Sell | 79697→81448.8 | -11.38 | stop_loss |
| 05-03 09:36 | BTC | Sell | 78121.1→78490.9 | -2.82 | timeout |
| 05-01 22:19 | BTC | Sell | 78298.1→78280.9 | -0.35 | timeout |
| 04-28 08:53 | BTC | Sell | 76879→76755 | +0.36 | timeout |
| 04-27 17:37 | BTC | Sell | 78178→76852 | +8.03 | timeout |
| 04-26 18:02 | BTC | Sell | 78073→77982 | +0.13 | timeout |
| 04-26 01:19 | BTC | Sell | 77473→77497 | -0.60 | timeout |
| 04-24 13:04 | BTC | Sell | 77456→78336 | -6.13 | timeout |
| 04-23 23:22 | BTC | Sell | 77754→78071 | -2.49 | timeout |
Paper vs Live
Paper (trades.jsonl)
15
closed
33%
win rate
-16.28
total pnl ($)
-21.8 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 | 15 | 33% | -21.8 | -16.28 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:10 | BTC | Sell | -1.30 | The market was in a mild uptrend with BTC up 2.81% over 24 hours and neutral funding. The short thesis failed because the trade expired before a pullback materialized, as the timeout close_reason indicates the position was closed prematurely without a price… |
| 05-09 22:55 | BTC | Sell | +0.63 | The market was in a tight, low-volatility consolidation with BTC flat over 24 hours and neutral funding. The thesis failed because the trade was closed by timeout, not by price reaching a target or stop, indicating the expected directional move never materi… |
| 05-08 23:52 | BTC | Sell | -0.59 | BTC traded in a narrow range with low volatility, showing a slight intraday uptick but remaining in a weekly downtrend. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs. |
| 05-08 06:16 | BTC | Sell | -0.64 | The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without a price trigger, indicating the expected move did not materialize within the allotted time. |
| 05-07 02:11 | BTC | Sell | +0.97 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.48% but still down over 24 hours and 7 days. The thesis failed because the trade was closed by timeout before the expected move materializ… |
| 05-06 06:37 | BTC | Sell | -11.38 | The market was in a low-funding, high-open-interest environment where long positions were heavily leveraged. The thesis failed because the price breached the stop-loss level, invalidating the expectation that the crowded long book would provide sufficient s… |
| 05-01 22:19 | BTC | Sell | -0.35 | # Trade Post-Mortem: mempool-drop-1777663144 Bitcoin was consolidating in a narrow range (+0.51% 1h, +2.61% 24h) with neutral to slightly positive momentum, while funding rates remained deeply negative (-0.68%), signaling overstretched long leverage. The t… |
| 04-27 17:37 | BTC | Sell | +8.03 | Bitcoin was consolidating in a shallow drawdown with mild hourly strength (+0.32%) despite a -1.47% 24-hour decline and marginally positive funding (0.005%), suggesting neither strong liquidation cascades nor acute bearish sentiment at close. The trade's th… |
| 04-26 18:02 | BTC | Sell | +0.13 | Bitcoin was consolidating near $78,015 with minimal momentum, up only 0.03% in the prior hour and 0.94% over 24 hours, while funding rates remained extremely low at 0.004068%. The trade's thesis failed because despite the mempool count drop signaling a whal… |
| 04-26 01:19 | BTC | Sell | -0.60 | BTC was effectively flat at close, up just 0.02% over the prior hour and down marginally 0.02% over 24 hours, with minimal directional pressure and tight funding at 0.01%. The short thesis failed because the mempool signal (count +29% 6h, vsize -9%) indicat… |