5
closed trades
40%
win rate
+3.04
total pnl ($)
1.217
weight
7d window — n=1 wr=0% pnl=-1.20
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 17:48:41 (40.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
r
n: 23
· wr: 52.2%
· total_bps: -98.3
· mean_bps: -4.28
· sharpe: -0.05
· max_dd_bps: -453.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 19:44 | BTC | Buy | 64285.2→64188.8 | -1.20 | timeout |
| 05-31 05:15 | BTC | Buy | 74126.7→74144.3 | -0.34 | timeout |
| 05-17 14:12 | BTC | Buy | 78431.9→78043.1 | -2.93 | timeout |
| 05-15 16:52 | BTC | Sell | 80324→79252 | +6.23 | timeout |
| 04-26 08:50 | BTC | Buy | 77715→77985 | +1.29 | timeout |
Paper vs Live
Paper (trades.jsonl)
5
closed
40%
win rate
+3.04
total pnl ($)
+12.2 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 | 5 | 40% | +12.2 | +3.04 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-26 08:50 | BTC | Buy | +1.29 | BTC was trading near $77,985 with minimal leverage activity as funding rates sat at just 0.0005% and open interest remained stable at $3.77B. The trade's breakout thesis failed to sustain—despite the initial 3D range break signal at $77,715 combined with po… |