32
closed trades
28%
win rate
-50.38
total pnl ($)
1.205
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 05:50:46 (34.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
av
n: 34
· wr: 41.2%
· total_bps: -503.7
· mean_bps: -14.82
· sharpe: -0.26
· max_dd_bps: -718.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 32 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-31 11:54 | BTC | Buy | 73872.7→73889.3 | -0.35 | timeout |
| 05-30 03:37 | BTC | Buy | 73453.7→73563.3 | +0.29 | timeout |
| 05-25 20:08 | BTC | Buy | 77739.9→77400.1 | -2.65 | timeout |
| 05-15 18:50 | BTC | Buy | 79149→79242 | +0.14 | timeout |
| 05-12 01:43 | BTC | Buy | 81724.1→81715.9 | -0.52 | timeout |
| 05-11 10:11 | BTC | Buy | 80769→81031.9 | +1.16 | timeout |
| 05-10 20:49 | BTC | Buy | 81403.1→80299.8 | -7.23 | stop_loss |
| 05-10 15:00 | BTC | Buy | 80818→80943 | +0.32 | timeout |
| 05-09 15:04 | BTC | Buy | 80299→80313 | -0.37 | timeout |
| 05-09 06:44 | BTC | Buy | 80285→80182 | -1.09 | timeout |
| 05-08 16:47 | BTC | Buy | 79533→79746 | +0.88 | timeout |
| 05-07 11:27 | BTC | Buy | 81378.1→80891 | -3.45 | timeout |
| 05-06 17:55 | BTC | Buy | 81661.1→81375.9 | -2.19 | timeout |
| 05-04 21:22 | BTC | Buy | 80205→80083 | -1.20 | timeout |
| 05-04 10:07 | BTC | Buy | 79693→78612.7 | -7.23 | stop_loss |
| 05-04 01:02 | BTC | Buy | 78893.9→78427.1 | -3.41 | timeout |
| 05-03 16:12 | BTC | Buy | 78723.9→78587.1 | -1.32 | timeout |
| 05-02 06:10 | BTC | Buy | 78249.9→78197.1 | -0.78 | timeout |
| 04-30 06:24 | BTC | Buy | 75762→75592 | -1.57 | timeout |
| 04-29 18:09 | BTC | Buy | 75964→74976 | -6.95 | stop_loss |
| 04-28 20:47 | BTC | Buy | 76160→76381 | +1.00 | timeout |
| 04-28 12:23 | BTC | Buy | 76754→76208 | -4.01 | timeout |
| 04-27 11:59 | BTC | Buy | 77779→77814 | -0.23 | timeout |
| 04-26 23:57 | BTC | Buy | 78201→78612 | +2.18 | timeout |
| 04-26 07:14 | BTC | Buy | 77456→77970 | +2.87 | timeout |
| 04-25 16:37 | BTC | Buy | 77579→77264 | -2.48 | timeout |
| 04-25 08:10 | BTC | Buy | 77492→77555 | -0.04 | timeout |
| 04-24 19:04 | BTC | Buy | 77920→77622 | -2.36 | timeout |
| 04-23 17:38 | BTC | Buy | 78323→77383 | -6.35 | stop_loss |
| 04-23 10:05 | BTC | Buy | 78163→77225 | -6.35 | stop_loss |
| 04-22 14:51 | BTC | Buy | 78232→78891 | +3.86 | timeout |
| 04-21 19:30 | BTC | Buy | 75814→75723 | -0.95 | timeout |
Paper vs Live
Paper (trades.jsonl)
32
closed
28%
win rate
-50.38
total pnl ($)
-31.4 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 | 32 | 28% | -31.4 | -50.38 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 15:04 | BTC | Buy | -0.37 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching an entry or exit, resulting in a small negative PnL from the timeout close reason. |
| 05-09 06:44 | BTC | Buy | -1.09 | BTC was trading in a narrow, slightly negative range with low volatility and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 16:47 | BTC | Buy | +0.88 | The market was in a low-funding, neutral regime with stable open interest, offering no strong directional catalyst. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of volatility prevented any meaningf… |
| 05-07 11:27 | BTC | Buy | -3.45 | BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed by timeout without reaching target or stop, likely due to insufficient momentum in a low-volatility regime. |
| 05-06 17:55 | BTC | Buy | -2.19 | The market was in a mild downtrend with BTC declining 1.47% over 24 hours and negative momentum across major assets. The thesis failed because the trade was closed by timeout without entry, likely due to insufficient price action or liquidity to trigger the… |
| 05-04 21:22 | BTC | Buy | -1.20 | The market was in a low-volatility consolidation phase with minimal momentum and neutral funding rates. The trade failed because the anticipated breakout never materialized before the position hit the timeout limit. |
| 05-02 06:10 | BTC | Buy | -0.78 | BTC was consolidating sideways with minimal intraday momentum (1h: +0.17%, 24h: +1.42%) and negative funding rates (-0.53 bps) signaling overstated long positioning when the trade closed. The retail surge signal failed because the mempool spike (+46% count,… |
| 04-30 06:24 | BTC | Buy | -1.57 | Bitcoin was consolidating near session lows with modest hourly strength (+0.27%) but lingering 24h weakness (-1.72%), while funding rates turned sharply negative (-0.0039%), signaling reduced leverage appetite. The trade's thesis failed because the mempool … |
| 04-29 18:09 | BTC | Buy | -6.95 | Bitcoin was in a mild downtrend at close, declining 1.16% over the prior hour and 1.52% over 24 hours, with elevated open interest ($3.69B) suggesting sustained selling pressure. The retail mempool surge signal (45% increase in transaction count with smalle… |
| 04-27 11:59 | BTC | Buy | -0.23 | At close, Bitcoin was consolidating near $77.8k with minimal intraday momentum (1h flat, 24h -0.39%) despite a 3.43% weekly gain, while funding rates remained deeply negative at -0.37%, signaling weak leverage appetite. The retail surge thesis failed becaus… |