39
closed trades
36%
win rate
-15.86
total pnl ($)
1.053
weight
7d window — n=5 wr=20% pnl=-4.98
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 01:59:34 (34.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
ca
n: 21
· wr: 57.1%
· total_bps: +452.6
· mean_bps: +21.55
· sharpe: +0.30
· max_dd_bps: -131.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 39 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 04:37 | BTC | Buy | 63815.2→64023.8 | +1.18 | timeout |
| 06-19 07:20 | BTC | Sell | 62509.9→62700.1 | -1.98 | timeout |
| 06-18 07:29 | BTC | Sell | 64277.8→64287.2 | -0.53 | timeout |
| 06-17 06:24 | BTC | Buy | 66052.3→65820.7 | -2.21 | timeout |
| 06-16 06:14 | BTC | Sell | 66034.7→66165.3 | -1.45 | timeout |
| 06-15 05:16 | BTC | Sell | 65439.7→65685.3 | -2.32 | timeout |
| 06-14 05:16 | BTC | Buy | 64687.2→64342.8 | -3.11 | timeout |
| 06-13 05:42 | BTC | Buy | 63794.2→63556.8 | -2.31 | timeout |
| 06-12 05:26 | BTC | Sell | 63344.8→63464.2 | -1.38 | timeout |
| 06-11 04:21 | BTC | Buy | 61940.1→62653.9 | +5.29 | timeout |
| 06-09 04:30 | BTC | Sell | 62677.9→62772.1 | -1.20 | timeout |
| 06-08 01:29 | BTC | Buy | 63596.2→62731.5 | -7.25 | stop_loss |
| 06-07 05:08 | BTC | Buy | 61142.1→61767.9 | +4.67 | timeout |
| 06-06 06:17 | BTC | Sell | 60754→61000 | -2.48 | timeout |
| 06-05 04:59 | BTC | Sell | 63395.8→63604.2 | -2.10 | timeout |
| 06-04 02:42 | BTC | Sell | 62647.9→63501.9 | -7.27 | stop_loss |
| 05-31 05:17 | BTC | Buy | 74162.7→74151.3 | -0.54 | timeout |
| 05-29 06:43 | BTC | Sell | 73314.3→73657.7 | -2.77 | timeout |
| 05-28 05:28 | BTC | Sell | 74195.3→72968.6 | +7.82 | timeout |
| 05-27 06:19 | BTC | Sell | 75675.2→75669.8 | -0.43 | timeout |
| 05-26 04:39 | BTC | Sell | 76919.2→76739.8 | +0.71 | timeout |
| 05-25 06:07 | BTC | Buy | 77413.9→77343.1 | -0.92 | timeout |
| 05-24 07:11 | BTC | Buy | 76964.8→76862.2 | -1.13 | timeout |
| 05-21 04:49 | BTC | Buy | 77922.9→77975.1 | -0.13 | timeout |
| 05-19 04:21 | BTC | Buy | 77402.9→76797.2 | -4.38 | timeout |
| 05-11 04:20 | BTC | Sell | 81563.9→80651 | +5.16 | timeout |
| 05-09 05:51 | BTC | Buy | 80379→80377 | -0.46 | timeout |
| 05-08 04:53 | BTC | Sell | 79746→79642 | +0.21 | timeout |
| 05-07 04:35 | BTC | Sell | 81095.9→80874 | +0.93 | timeout |
| 05-04 04:19 | BTC | Buy | 78760.9→80490 | +10.51 | take_profit |
| 05-03 05:10 | BTC | Sell | 78305.1→78193.9 | +0.25 | timeout |
| 05-01 05:53 | BTC | Buy | 76673.8→77106.1 | +2.39 | timeout |
| 04-30 04:37 | BTC | Buy | 76052→75440 | -4.47 | timeout |
| 04-29 05:50 | BTC | Buy | 76560→77212 | +3.81 | timeout |
| 04-28 05:47 | BTC | Sell | 77005→76846 | +0.58 | timeout |
| 04-27 04:56 | BTC | Buy | 79224→78852 | -2.80 | timeout |
| 04-25 07:46 | BTC | Buy | 77662→77493 | -1.54 | timeout |
| 04-24 05:32 | BTC | Sell | 77938→77692 | +1.13 | timeout |
| 04-23 00:19 | BTC | Sell | 77553→78329 | -5.35 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
39
closed
36%
win rate
-15.86
total pnl ($)
-8.1 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 | 39 | 36% | -8.1 | -15.86 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 00:56 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 05:51 | BTC | Buy | -0.46 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum led to a timeout. |
| 05-08 04:53 | BTC | Sell | +0.21 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade was closed by timeout before the expected bearish continuation materialized. |
| 05-07 04:35 | BTC | Sell | +0.93 | BTC was in a mild downtrend across timeframes with low volatility and neutral funding. The short thesis failed to capture meaningful downside before the trade expired, as the market remained range-bound and the timeout closed a flat position. |
| 05-03 05:10 | BTC | Sell | +0.25 | # Trade Analysis: BTC ORB Sell (2026-05-03) BTC was consolidating near the opening range midpoint with minimal funding rate (0.006%) and elevated open interest ($4.2B), suggesting balanced leverage positioning without directional conviction from futures ma… |
| 05-01 05:53 | BTC | Buy | +2.39 | On the close, BTC was consolidating around $77,135 with flat 1-hour momentum (-0.01%), near the top of its 24-hour 2% rally but still underwater on the week (-1.09%). The ORB 15m buy thesis failed because the opening range breakout [76283–76478] lacked foll… |
| 04-30 04:37 | BTC | Buy | -4.47 | BTC declined 2.39% over 24 hours and 3.25% over 7 days, with the market closing at $75,450—near session lows and well below the intraday opening range high of $75,816. The ORB 15m buy signal at $76,052 failed because price never sustained above the range br… |
| 04-27 04:56 | BTC | Buy | -2.80 | At close, Bitcoin had consolidated slightly lower in the hour (-0.47%) while maintaining modest daily gains (+1.22%), with elevated funding rates at 0.0068% suggesting sustained long positioning despite the recent pullback. The thesis failed because the ORB… |
| 04-25 07:46 | BTC | Buy | -1.54 | Bitcoin was consolidating in a tight range near $77,530, showing minimal directional momentum with a negligible 1-hour decline of -0.03% as the trade timed out after 4 hours. The opening range breakout buy at $77,662 failed because price rejected the breako… |
| 04-24 05:32 | BTC | Sell | +1.13 | BTC was trading sideways with minimal intraday momentum, up only 0.28% over the past hour and 0.40% over 24 hours as it consolidated near $77,695. The short thesis from the 15-minute opening range breakout ($78,149-$78,317) worked because price failed to su… |
| 04-23 00:19 | BTC | Sell | -5.35 | Bitcoin was experiencing sustained upward pressure with significant open interest of $4.02B supporting the rally. The opening range breakout sell signal failed because price immediately rejected the lower boundary (77,553) and pushed above the upper range t… |