39
closed trades
28%
win rate
-60.48
total pnl ($)
1.130
weight
7d window — n=6 wr=17% pnl=+4.13
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:51:16 (34.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bv__restored_89898de0
n: 17
· wr: 17.6%
· total_bps: -979.8
· mean_bps: -57.64
· sharpe: -0.95
· max_dd_bps: -1001.0
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 |
|---|---|---|---|---|---|
| 06-21 16:00 | BTC | Sell | 64132.8→64161.2 | -0.66 | timeout |
| 06-20 19:06 | BTC | Buy | 63922.2→63803.8 | -1.37 | timeout |
| 06-20 12:04 | BTC | Sell | 63509.8→63666.2 | -1.67 | timeout |
| 06-19 21:02 | BTC | Sell | 62962.9→63151.2 | -1.94 | timeout |
| 06-19 12:02 | BTC | Sell | 62587.9→62628.1 | -0.79 | timeout |
| 06-18 15:51 | BTC | Sell | 63969.8→62558.1 | +10.56 | take_profit |
| 06-14 09:02 | BTC | Sell | 64350.8→64401.2 | -0.83 | timeout |
| 06-13 15:00 | BTC | Buy | 63823.2→64205.8 | +2.54 | timeout |
| 06-11 22:04 | BTC | Buy | 63507.2→63566.8 | -0.00 | timeout |
| 06-10 13:03 | BTC | Sell | 61191.9→61502.1 | -2.99 | timeout |
| 06-07 11:03 | BTC | Buy | 62116.1→62364.9 | +1.56 | timeout |
| 06-05 17:26 | BTC | Buy | 61484.1→60647.6 | -7.25 | stop_loss |
| 06-05 09:15 | BTC | Sell | 62350.9→63199.7 | -7.26 | stop_loss |
| 06-02 02:06 | BTC | Buy | 71369.6→70399.3 | -7.27 | stop_loss |
| 05-30 02:02 | BTC | Sell | 73433.3→73676.7 | -2.10 | timeout |
| 05-29 12:01 | BTC | Sell | 73616.3→73430.7 | +0.82 | timeout |
| 05-29 03:04 | BTC | Sell | 73516.3→73269.7 | +1.25 | timeout |
| 05-27 06:00 | BTC | Sell | 75832.2→75680.8 | +0.53 | timeout |
| 05-26 15:01 | BTC | Buy | 77397.9→76942.2 | -3.40 | timeout |
| 05-26 03:00 | BTC | Sell | 77067.1→76613.8 | +2.49 | timeout |
| 05-25 09:00 | BTC | Buy | 77331.9→77436.1 | +0.20 | timeout |
| 05-25 01:00 | BTC | Sell | 76592.2→77105.9 | -3.80 | timeout |
| 05-22 22:00 | BTC | Sell | 76734.2→75945.8 | +4.70 | timeout |
| 05-22 06:01 | BTC | Buy | 77651.9→77422.1 | -1.93 | timeout |
| 05-21 12:00 | BTC | Buy | 77880.9→77210.1 | -4.77 | timeout |
| 05-21 00:00 | BTC | Buy | 77685.9→77541.1 | -1.41 | timeout |
| 05-19 13:00 | BTC | Sell | 77015.1→76930.8 | +0.10 | timeout |
| 05-18 14:18 | BTC | Buy | 77430.9→76353 | -7.42 | stop_loss |
| 05-08 15:01 | BTC | Buy | 80224→80122 | -1.09 | timeout |
| 05-04 19:00 | BTC | Buy | 80170→80036 | -1.27 | timeout |
| 05-03 16:01 | BTC | Buy | 78662.9→78632.1 | -0.63 | timeout |
| 04-30 05:01 | BTC | Buy | 76239→75517 | -5.19 | timeout |
| 04-29 13:35 | BTC | Buy | 77608→76599 | -6.95 | stop_loss |
| 04-29 11:02 | BTC | Sell | 76978→77503 | -3.86 | timeout |
| 04-29 02:01 | BTC | Sell | 76339→76585 | -2.06 | timeout |
| 04-28 03:01 | BTC | Buy | 77043→76804 | -2.00 | timeout |
| 04-27 13:01 | BTC | Buy | 77761→77662 | -1.09 | timeout |
| 04-23 15:17 | BTC | Sell | 77496→78349 | -5.85 | stop_loss |
| 04-22 21:01 | BTC | Sell | 78740→78428 | +1.63 | timeout |
Paper vs Live
Paper (trades.jsonl)
39
closed
28%
win rate
-60.48
total pnl ($)
-31.0 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 | 28% | -31.0 | -60.48 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 15:01 | BTC | Buy | -1.09 | The market was in a persistent downtrend across timeframes, with BTC falling 2.20% in 24 hours and negative funding indicating bearish sentiment. The thesis failed because the trade was not executed (entry=None) and the position was closed by timeout, likel… |
| 05-04 19:00 | BTC | Buy | -1.27 | The market was in a neutral consolidation phase with flat funding rates and mixed short-term momentum as Bitcoin hovered near $80,500. The thesis failed because the trade was forcibly closed due to a timeout, preventing any potential recovery from the initi… |
| 04-30 05:01 | BTC | Buy | -5.19 | Bitcoin was consolidating near $75,500 with mild downward pressure over the preceding hour (-0.25%) as part of a broader 2-day selloff (-2.22% over 24h), while funding rates had turned slightly negative, suggesting reduced leveraged long positioning. The ou… |
| 04-29 13:35 | BTC | Buy | -6.95 | BTC was in a mild pullback phase, down 0.86% in the prior hour and 2.25% over the week, with negative funding rates (-0.009915%) suggesting weak long positioning despite elevated open interest of $3.7B. The outside-bar reversal thesis failed because the pri… |
| 04-29 11:02 | BTC | Sell | -3.86 | BTC drifted sideways to slightly higher ($77,607, +1.37% over 24h) with minimal 1-hour momentum (-0.10%), offering no catalyst to accelerate the reversal thesis that triggered the short entry. The outside-bar reversal signal—a red candle engulfing the prior… |
| 04-27 13:01 | BTC | Buy | -1.09 | At close, Bitcoin had stalled near $77,700 after a week of modest gains (+3.35%), with the hourly and daily timeframes showing slight negative momentum (-0.10% 1h, -0.20% 24h) and funding rates turning slightly negative, signaling weakening conviction among… |
| 04-23 15:17 | BTC | Sell | -5.85 | At close, BTC was trading sideways near $77,539 with minimal intraday volatility (-0.38% on the 1h), while longer-term momentum remained slightly positive (+3.32% on the 7d). The short thesis failed because BTC rallied 853 points to $78,349 after the outsid… |
| 04-22 21:01 | BTC | Sell | +1.63 | At close, Bitcoin was trading near $78,428 with elevated open interest of $4B and positive funding at 0.009%, indicating sustained bullish sentiment despite the prior bearish setup. The outside-bar reversal thesis failed to materialize as the red engulfing … |