77
closed trades
36%
win rate
-86.48
total pnl ($)
1.069
weight
7d window — n=8 wr=25% pnl=-28.54
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 17:44:04 (41.9d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
q
n: 25
· wr: 56.0%
· total_bps: +265.3
· mean_bps: +10.61
· sharpe: +0.13
· max_dd_bps: -205.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 77 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 18:35 | BTC | Sell | 60328→60524 | -2.08 | timeout |
| 06-26 14:51 | BTC | Sell | 60140→59745 | +2.85 | timeout |
| 06-25 20:52 | BTC | Buy | 59700→59398 | -2.99 | timeout |
| 06-25 06:56 | BTC | Sell | 60691→61821 | -9.77 | stop_loss |
| 06-24 16:51 | BTC | Buy | 60984→59822.1 | -9.96 | stop_loss |
| 06-23 20:04 | BTC | Buy | 62571.1→62458.9 | -1.35 | timeout |
| 06-23 06:18 | BTC | Buy | 64164.2→62970.3 | -9.76 | stop_loss |
| 06-22 20:23 | BTC | Sell | 65079.7→64435.2 | +4.51 | timeout |
| 06-21 09:33 | BTC | Sell | 64302.8→64058.2 | +1.48 | timeout |
| 06-20 06:23 | BTC | Sell | 63463.8→63731.2 | -2.55 | timeout |
| 06-18 22:06 | BTC | Buy | 62634.1→62903.9 | +1.73 | timeout |
| 06-18 05:03 | BTC | Buy | 64333.2→63770.8 | -4.83 | timeout |
| 06-17 17:01 | BTC | Buy | 64762.2→65820.7 | +7.71 | timeout |
| 06-17 01:26 | BTC | Buy | 65674.3→65506.7 | -1.74 | timeout |
| 06-16 11:34 | BTC | Buy | 66022.3→66390.7 | +2.32 | timeout |
| 06-15 21:49 | BTC | Sell | 67123.6→66380.3 | +5.10 | timeout |
| 06-15 06:18 | BTC | Sell | 65726.7→65884.3 | -1.64 | timeout |
| 06-14 07:47 | BTC | Sell | 64582.8→64365.2 | +1.24 | timeout |
| 06-13 19:28 | BTC | Sell | 64193.8→64142.2 | -0.05 | timeout |
| 06-11 15:01 | BTC | Sell | 62890.9→62651.1 | +1.48 | timeout |
| 06-10 15:04 | BTC | Buy | 61198.1→62240.9 | +8.06 | timeout |
| 06-09 20:53 | BTC | Buy | 61293.1→62016.9 | +5.47 | timeout |
| 06-09 08:05 | BTC | Buy | 62767.1→62960.9 | +1.09 | timeout |
| 06-08 19:44 | BTC | Sell | 63459.8→63478.2 | -0.58 | timeout |
| 06-07 22:14 | BTC | Buy | 61223.1→63176.8 | +15.51 | take_profit |
| 06-07 08:46 | BTC | Sell | 61558.9→62706.5 | -9.77 | stop_loss |
| 06-06 04:31 | BTC | Buy | 60870→59738.1 | -9.75 | stop_loss |
| 06-05 16:10 | BTC | Buy | 61013.1→59876.1 | -9.77 | stop_loss |
| 06-05 06:23 | BTC | Buy | 62365.1→61204.3 | -9.75 | stop_loss |
| 06-04 11:10 | BTC | Buy | 63346.2→62167.8 | -9.74 | stop_loss |
| 06-03 23:54 | BTC | Buy | 65291.3→64075.7 | -9.76 | stop_loss |
| 06-03 16:02 | BTC | Sell | 67108.6→65905.3 | +8.53 | timeout |
| 06-03 05:37 | BTC | Buy | 66380.3→66796.7 | +2.68 | timeout |
| 06-02 13:32 | BTC | Buy | 70079.5→69015.5 | -8.05 | timeout |
| 06-02 10:10 | BTC | Sell | 70749.5→69637.5 | +7.45 | timeout |
| 06-01 04:30 | BTC | Buy | 73880.7→73396.3 | -3.74 | timeout |
| 05-29 22:35 | BTC | Buy | 74051.7→73457.3 | -4.47 | timeout |
| 05-29 07:07 | BTC | Sell | 73790.3→73738.7 | -0.07 | timeout |
| 05-28 13:55 | BTC | Buy | 73406.7→72933.4 | -3.70 | timeout |
| 05-28 01:53 | BTC | Buy | 75007.8→74304.3 | -5.15 | timeout |
| 05-26 23:39 | BTC | Buy | 75920.8→75913.2 | -0.51 | timeout |
| 05-26 10:18 | BTC | Buy | 76587.8→76713.2 | +0.37 | timeout |
| 05-25 09:03 | BTC | Sell | 77059.1→77408.9 | -2.68 | timeout |
| 05-24 14:47 | BTC | Sell | 76785.2→76411.8 | +1.99 | timeout |
| 05-24 02:42 | BTC | Sell | 76822.2→76807.8 | -0.34 | timeout |
| 05-23 07:50 | BTC | Buy | 75604.8→74202.2 | -9.73 | stop_loss |
| 05-22 21:48 | BTC | Buy | 76726.8→76032.2 | -5.00 | timeout |
| 05-21 22:37 | BTC | Buy | 77079.9→77577.1 | +2.75 | timeout |
| 05-20 20:18 | BTC | Sell | 77439.1→77635.9 | -1.70 | timeout |
| 05-19 01:10 | BTC | Buy | 76591.8→77095.1 | +2.83 | timeout |
| 05-18 06:06 | BTC | Buy | 77073.9→76723.2 | -2.75 | timeout |
| 05-16 13:23 | BTC | Buy | 78374.9→77897.1 | -3.51 | timeout |
| 05-16 01:22 | BTC | Buy | 79112→79103 | -0.50 | timeout |
| 05-15 13:22 | BTC | Sell | 80796→80104 | +3.83 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.51 | timeout |
| 05-10 21:22 | BTC | Sell | 80963→80675 | +1.34 | timeout |
| 05-07 20:42 | BTC | Buy | 80060→79892 | -1.52 | timeout |
| 05-06 22:38 | BTC | Buy | 81519.1→81265.9 | -1.99 | timeout |
| 05-04 22:57 | BTC | Sell | 79991→80034 | -0.74 | timeout |
| 05-04 10:51 | BTC | Sell | 80320→79035 | +7.56 | timeout |
| 05-03 22:34 | BTC | Sell | 78667.1→79157 | -3.53 | timeout |
| 05-03 03:38 | BTC | Sell | 79066→78156.9 | +5.29 | timeout |
| 05-01 13:14 | BTC | Sell | 77015.1→78287.9 | -8.71 | timeout |
| 04-30 00:05 | BTC | Buy | 75933→75767 | -1.54 | timeout |
| 04-29 09:14 | BTC | Sell | 76562→76999 | -3.30 | timeout |
| 04-28 19:34 | BTC | Buy | 76158→76120 | -0.70 | timeout |
| 04-28 02:02 | BTC | Buy | 76838→77069 | +1.05 | timeout |
| 04-27 13:44 | BTC | Buy | 77619→77808 | +0.77 | timeout |
| 04-27 00:45 | BTC | Sell | 78184→78795 | -4.36 | timeout |
| 04-26 12:12 | BTC | Sell | 77969→77977 | -0.50 | timeout |
| 04-25 03:23 | BTC | Buy | 77541→77551 | -0.39 | timeout |
| 04-23 22:46 | BTC | Sell | 78318→78300 | -0.24 | timeout |
| 04-23 09:18 | BTC | Buy | 77645→77544 | -1.00 | timeout |
| 04-22 21:10 | BTC | Sell | 78906→78510 | +2.16 | timeout |
| 04-22 09:10 | BTC | Sell | 77560→78032 | -3.39 | timeout |
| 04-21 19:43 | BTC | Buy | 75712→74803 | -6.35 | stop_loss |
| 04-21 02:11 | BTC | Sell | 76233→75742 | +2.87 | timeout |
Paper vs Live
Paper (trades.jsonl)
77
closed
36%
win rate
-86.48
total pnl ($)
-22.5 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 | 77 | 36% | -22.5 | -86.48 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 20:42 | BTC | Buy | -1.52 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of volatility prevented any profitable exit. |
| 05-06 22:38 | BTC | Buy | -1.99 | The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-04 22:57 | BTC | Sell | -0.74 | The market was in a tight consolidation phase with minimal volatility and neutral funding rates around $80,270. The trade failed because the anticipated move did not materialize within the allotted time, resulting in a timeout exit. |
| 05-03 03:38 | BTC | Sell | +5.29 | # Trade Analysis BTC was consolidating near $78,700 with negligible intraday momentum (1h flat, 24h barely positive) and elevated funding rates suggesting long positioning, creating a low-energy environment where mean reversion trades struggle. The thesis … |
| 05-01 13:14 | BTC | Sell | -8.71 | # Trade Post-Mortem: btc_rsi_reversion (Sell) BTC rallied 2.69% over 24h and continued grinding higher, with the exit at $78,313 representing a +1.68% move from the $77,015 entry during a period of sustained positive momentum that invalidated the mean-reve… |
| 04-30 00:05 | BTC | Buy | -1.54 | BTC drifted lower over the 6-hour holding period, declining from $75,933 to $75,767 (-21.6 bps), as the broader 7-day downtrend (-3.22%) and elevated funding rates (0.489%) signaled sustained selling pressure that overwhelmed the oversold RSI(14)=21.3 mean-… |
| 04-29 09:14 | BTC | Sell | -3.30 | Bitcoin drifted sideways near $77,055 (up 0.32% over 24h) with minimal hourly movement, providing no directional catalyst to trigger the take-profit target of +320 bps that the mean-reversion thesis required. The RSI=82.1 overbought signal failed because BT… |
| 04-27 13:44 | BTC | Buy | +0.77 | # Trade Analysis: BTC RSI Reversion Bitcoin was trading in a low-volatility consolidation phase at close with deeply negative funding rates (-0.34 bps), signaling weak long positioning and reduced speculative appetite. The trade's thesis partially worked—t… |
| 04-27 00:45 | BTC | Sell | -4.36 | BTC rallied approximately 0.78% from entry to exit ($78,184 to $78,795), moving decisively higher despite the RSI=78.4 overbought signal that initiated the short. The reversion thesis failed because the overbought RSI condition did not precede a pullback—in… |
| 04-26 12:12 | BTC | Sell | -0.50 | At close, Bitcoin was consolidating near $77,991 with minimal 1-hour movement (-0.08%) but positive weekly momentum (+3.66%), while funding rates remained low at 0.001407%. The trade's thesis failed because the 14h RSI overbought signal at 78.7 didn't trigg… |