142
closed trades
39%
win rate
-33.24
total pnl ($)
1.211
weight
7d window — n=18 wr=44% pnl=-0.57
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 23:17:28 (37.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bo
n: 415
· wr: 43.4%
· total_bps: -591.4
· mean_bps: -1.43
· sharpe: -0.03
· max_dd_bps: -1984.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 05:02 | BTC | Sell | 64015.8→63621.2 | +2.63 | timeout |
| 06-22 20:57 | BTC | Sell | 64313.8→64410.2 | -1.20 | timeout |
| 06-22 10:51 | BTC | Sell | 64116.8→64146.2 | -0.67 | timeout |
| 06-22 02:13 | BTC | Buy | 63901.2→64517.8 | +4.37 | timeout |
| 06-21 18:09 | BTC | Sell | 64004.8→63991.2 | -0.35 | timeout |
| 06-21 06:30 | BTC | Sell | 64248.8→64252.2 | -0.48 | timeout |
| 06-20 16:22 | BTC | Buy | 63960.2→63997.8 | -0.16 | timeout |
| 06-20 08:20 | BTC | Buy | 63731.2→63516.8 | -2.14 | timeout |
| 06-19 23:28 | BTC | Sell | 63034.8→63275.2 | -2.35 | timeout |
| 06-19 14:32 | BTC | Buy | 62763.1→63170.8 | +2.80 | timeout |
| 06-19 01:02 | BTC | Buy | 62880.1→62968.9 | +0.26 | timeout |
| 06-18 15:08 | BTC | Sell | 64026.8→63650.2 | +2.49 | timeout |
| 06-18 05:14 | BTC | Sell | 64225.8→63891.2 | +2.16 | timeout |
| 06-17 21:14 | BTC | Sell | 64152.8→64318.2 | -1.74 | timeout |
| 06-17 10:49 | BTC | Sell | 65000.7→64855.2 | +0.67 | timeout |
| 06-17 02:20 | BTC | Buy | 65776.3→65895.7 | +0.46 | timeout |
| 06-16 17:22 | BTC | Buy | 65902.3→65689.7 | -2.07 | timeout |
| 06-16 08:54 | BTC | Sell | 66321.7→66958.8 | -5.25 | stop_loss |
| 06-15 23:53 | BTC | Sell | 66311.7→66318.3 | -0.50 | timeout |
| 06-15 15:06 | BTC | Buy | 66804.3→66625.7 | -1.79 | timeout |
| 06-15 07:01 | BTC | Buy | 65805.3→65717.7 | -1.12 | timeout |
| 06-14 21:34 | BTC | Buy | 64000.2→64962.8 | +7.07 | take_profit |
| 06-14 14:25 | BTC | Sell | 64281.8→64245.2 | -0.17 | timeout |
| 06-14 06:25 | BTC | Sell | 64315.8→64331.2 | -0.57 | timeout |
| 06-13 12:22 | BTC | Buy | 63861.2→63905.8 | -0.11 | timeout |
| 06-13 03:17 | BTC | Buy | 63812.2→63640.8 | -1.79 | timeout |
| 06-12 11:01 | BTC | Buy | 63764.2→63676.8 | -1.14 | timeout |
| 06-12 01:39 | BTC | Buy | 63706.2→63307.8 | -3.58 | timeout |
| 06-11 15:10 | BTC | Buy | 62765.1→62694.9 | -1.02 | timeout |
| 06-11 02:32 | BTC | Buy | 61906.1→61950.9 | -0.09 | timeout |
| 06-10 18:30 | BTC | Sell | 62195.9→61965.1 | +1.41 | timeout |
| 06-10 10:15 | BTC | Sell | 61160.9→61235.1 | -1.06 | timeout |
| 06-09 16:19 | BTC | Sell | 61174.9→60905 | +1.77 | timeout |
| 06-09 08:23 | BTC | Sell | 63217.8→62923.1 | +1.88 | timeout |
| 06-09 00:17 | BTC | Sell | 63244.8→63065.2 | +0.97 | timeout |
| 06-08 16:13 | BTC | Buy | 63796.2→63859.8 | +0.04 | timeout |
| 06-08 08:07 | BTC | Buy | 62990.1→63199.8 | +1.21 | timeout |
| 06-08 00:00 | BTC | Buy | 63000.1→63250.8 | +1.53 | timeout |
| 06-07 15:47 | BTC | Buy | 61834.1→62007.9 | +0.96 | timeout |
| 06-07 06:38 | BTC | Buy | 61776.1→62083.9 | +2.04 | timeout |
| 06-06 22:32 | BTC | Buy | 60717→60449 | -2.65 | timeout |
| 06-06 12:48 | BTC | Buy | 60775→60936 | +0.88 | timeout |
| 06-06 04:14 | BTC | Sell | 61018.9→60103 | +7.06 | take_profit |
| 06-05 18:52 | BTC | Sell | 60291→59392 | +7.01 | take_profit |
| 06-05 10:37 | BTC | Buy | 62982.1→62374.7 | -5.27 | stop_loss |
| 06-05 03:06 | BTC | Sell | 63291.8→62348.1 | +7.00 | take_profit |
| 06-04 18:29 | BTC | Sell | 63273.8→63885.1 | -5.28 | stop_loss |
| 06-04 10:49 | BTC | Sell | 63116.8→62349.1 | +5.62 | timeout |
| 06-03 22:15 | BTC | Buy | 65701.3→65069.2 | -5.26 | stop_loss |
| 06-03 18:26 | BTC | Sell | 66007.7→65857.3 | +0.69 | timeout |
| 06-03 06:35 | BTC | Buy | 66916.3→67403.6 | +3.19 | timeout |
| 06-02 20:26 | BTC | Sell | 67201.6→66987.3 | +1.14 | timeout |
| 06-02 08:53 | BTC | Sell | 70076.5→69754.5 | +1.86 | timeout |
| 06-01 03:04 | BTC | Sell | 73275.3→73980.7 | -5.26 | stop_loss |
| 05-31 14:46 | BTC | Buy | 73933.7→73622.3 | -2.56 | timeout |
| 05-31 02:27 | BTC | Buy | 73993.7→74026.3 | -0.23 | timeout |
| 05-30 15:24 | BTC | Buy | 73797.7→73845.3 | -0.14 | timeout |
| 05-29 22:47 | BTC | Buy | 73762.7→73479.3 | -2.37 | timeout |
| 05-29 10:09 | BTC | Buy | 73775.7→73643.3 | -1.35 | timeout |
| 05-29 01:40 | BTC | Buy | 73757.7→73478.3 | -2.35 | timeout |
| 05-28 15:43 | BTC | Sell | 73003.3→72943.6 | -0.03 | timeout |
| 05-28 06:54 | BTC | Buy | 73001.6→73061.3 | -0.04 | timeout |
| 05-27 22:44 | BTC | Sell | 75111.2→74600.7 | +2.95 | timeout |
| 05-27 14:44 | BTC | Sell | 75340.2→75023.8 | +1.65 | timeout |
| 05-27 04:37 | BTC | Buy | 75921.8→75280.2 | -4.67 | timeout |
| 05-26 17:30 | BTC | Buy | 76652.8→75917.2 | -5.25 | stop_loss |
| 05-26 10:02 | BTC | Buy | 76768.8→76588.2 | -1.63 | timeout |
| 05-26 00:40 | BTC | Sell | 77192.1→76938.8 | +1.19 | timeout |
| 05-25 16:39 | BTC | Buy | 77715.9→77584.1 | -1.31 | timeout |
| 05-25 08:38 | BTC | Sell | 77375.1→77295.9 | +0.07 | timeout |
| 05-25 00:19 | BTC | Buy | 76821.8→77116.1 | +1.46 | timeout |
| 05-24 16:19 | BTC | Sell | 76345.2→76630.8 | -2.32 | timeout |
| 05-24 08:13 | BTC | Buy | 76771.8→76702.2 | -0.91 | timeout |
| 05-23 22:34 | BTC | Buy | 76947.8→76525.2 | -3.20 | timeout |
| 05-23 14:33 | BTC | Buy | 74885.7→75313.2 | +2.40 | timeout |
| 05-23 05:10 | BTC | Buy | 75629.8→75498.2 | -1.32 | timeout |
| 05-22 18:29 | BTC | Buy | 76936.8→76798.2 | -1.36 | timeout |
| 05-22 10:30 | BTC | Sell | 77211.1→77334.9 | -1.24 | timeout |
| 05-22 02:23 | BTC | Sell | 77360.1→77642.9 | -2.28 | timeout |
| 05-21 17:16 | BTC | Sell | 77099.1→77840.8 | -5.26 | stop_loss |
| 05-21 09:18 | BTC | Buy | 77730.9→77900.1 | +0.63 | timeout |
| 05-20 21:14 | BTC | Buy | 77638.9→77753.1 | +0.28 | timeout |
| 05-20 13:12 | BTC | Sell | 77352.1→77458.9 | -1.13 | timeout |
| 05-20 02:41 | BTC | Buy | 76798.8→76634.2 | -1.53 | timeout |
| 05-19 18:28 | BTC | Buy | 76889.8→76769.2 | -1.24 | timeout |
| 05-19 10:28 | BTC | Sell | 77051.1→76791.8 | +1.24 | timeout |
| 05-19 00:48 | BTC | Sell | 77014.1→77194.9 | -1.62 | timeout |
| 05-18 15:02 | BTC | Sell | 77160.1→76272.8 | +5.31 | timeout |
| 05-18 06:53 | BTC | Buy | 76974.8→76865.2 | -1.17 | timeout |
| 05-17 22:20 | BTC | Sell | 78252.1→78007.9 | +1.11 | timeout |
| 05-17 12:57 | BTC | Sell | 78313.1→78311.9 | -0.44 | timeout |
| 05-17 04:11 | BTC | Buy | 77867.9→77999.1 | +0.39 | timeout |
| 05-16 19:55 | BTC | Sell | 78109.1→78213.9 | -1.12 | timeout |
| 05-16 08:41 | BTC | Sell | 78361.1→78445.9 | -1.00 | timeout |
| 05-15 20:02 | BTC | Sell | 79154→79156 | -0.46 | timeout |
| 05-15 11:13 | BTC | Sell | 80396→80629 | -1.90 | timeout |
| 05-11 23:48 | BTC | Buy | 81820.1→81715.9 | -1.09 | timeout |
| 05-11 04:35 | BTC | Sell | 81083.9→80783 | +1.41 | timeout |
| 05-10 20:35 | BTC | Sell | 81147.9→80920 | +0.96 | timeout |
| 05-10 12:34 | BTC | Buy | 80953→80878 | -0.92 | timeout |
Paper vs Live
Paper (trades.jsonl)
142
closed
39%
win rate
-33.24
total pnl ($)
-4.7 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 | 142 | 39% | -4.7 | -33.24 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 19:42 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:34 | BTC | Buy | -0.92 | BTC was trading in a narrow range with low volatility and mixed short-term momentum across majors. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from fees or slippage. |
| 05-10 04:06 | BTC | Buy | -0.47 | The market was in a neutral to slightly bearish regime with negative funding and no clear directional catalyst. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the holding pe… |
| 05-09 16:43 | BTC | Sell | -2.94 | BTC was in a mild downtrend with low volatility across timeframes. The thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small loss. |
| 05-09 06:38 | BTC | Sell | +0.47 | The market was in a mild downtrend with BTC down 1.56% over 24 hours and negative funding, indicating bearish sentiment. The thesis failed because the trade was closed by timeout, likely due to insufficient price movement within the allowed time window to t… |
| 05-08 17:20 | BTC | Sell | -0.00 | The market was in a persistent downtrend with BTC dropping 2.47% over 24 hours and 2.37% over 7 days. The thesis failed because the short position was closed by timeout before the downtrend could fully materialize into a profitable exit. |
| 05-08 09:21 | BTC | Buy | +1.44 | The market was in a mild downtrend with BTC down across all timeframes and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-08 01:08 | BTC | Buy | -1.73 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable exit within the timeout period. |
| 05-07 16:46 | BTC | Sell | +1.43 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional edge. The thesis failed because the timeout close reason indicates the trade lacked a catalyst to trigger entry or exit, leaving the small positive PnL… |
| 05-07 08:46 | BTC | Buy | -3.14 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but a broader downtrend over the past week. The trade failed because the position was closed by timeout before the expected move materialized, as the market remained range-bo… |
| 05-06 22:51 | BTC | Sell | -0.05 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade timed out without a clear directional move, as the lack of volatility prevented the short from reaching its target. |