39
closed trades
28%
win rate
-98.89
total pnl ($)
1.375
weight
7d window — n=7 wr=57% pnl=+27.03
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 06:24:20 (38.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
boost_j
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
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 |
|---|---|---|---|---|---|
| 06-25 13:44 | BTC | Buy | 61533.1→60020 | -12.74 | stop_loss |
| 06-24 16:46 | BTC | Sell | 62851.9→60091 | +21.48 | take_profit |
| 06-24 12:02 | BTC | Buy | 62535.1→62849.9 | +2.06 | timeout |
| 06-23 12:22 | BTC | Sell | 64736.8→62360.1 | +17.72 | timeout |
| 06-22 12:02 | BTC | Sell | 64112.8→64752.2 | -5.29 | timeout |
| 06-21 12:00 | BTC | Sell | 63656.8→64139.2 | -4.29 | timeout |
| 06-20 12:05 | BTC | Buy | 62633.1→63706.8 | +8.08 | timeout |
| 06-18 15:56 | BTC | Buy | 63953.2→62379.7 | -12.70 | stop_loss |
| 06-18 12:02 | BTC | Buy | 64781.2→63989.8 | -6.63 | timeout |
| 06-16 12:04 | BTC | Sell | 66174.7→66415.3 | -2.18 | timeout |
| 06-15 11:18 | BTC | Sell | 64516.8→66105.3 | -12.76 | stop_loss |
| 06-14 13:04 | BTC | Sell | 64073.8→64330.2 | -2.45 | timeout |
| 06-12 12:25 | BTC | Sell | 62690.9→63524.2 | -7.02 | timeout |
| 06-11 12:01 | BTC | Buy | 60933→63013.8 | +16.50 | timeout |
| 06-09 14:44 | BTC | Buy | 62825.1→61280.3 | -12.75 | stop_loss |
| 06-09 12:01 | BTC | Sell | 63442.8→62742.1 | +5.02 | timeout |
| 06-07 22:15 | BTC | Sell | 62608.9→64150.3 | -12.77 | stop_loss |
| 06-05 14:06 | BTC | Buy | 61983.1→60437.7 | -12.92 | stop_loss |
| 06-05 06:00 | BTC | Buy | 63750.2→62179.8 | -12.72 | stop_loss |
| 06-03 20:48 | BTC | Buy | 66661.3→65022.2 | -12.76 | stop_loss |
| 06-02 22:59 | BTC | Buy | 68236.4→66267.5 | -14.88 | stop_loss |
| 06-02 09:28 | BTC | Buy | 71080.6→69332.8 | -12.82 | stop_loss |
| 05-31 13:45 | BTC | Sell | 73730.3→73861.7 | -1.32 | timeout |
| 05-30 15:14 | BTC | Sell | 73653.3→74003.7 | -2.68 | timeout |
| 05-29 12:19 | BTC | Buy | 73327.7→73361.3 | -0.25 | timeout |
| 05-28 03:18 | BTC | Buy | 75715.8→73853.4 | -12.75 | stop_loss |
| 05-27 13:22 | BTC | Buy | 76768.8→75313.2 | -9.87 | timeout |
| 05-25 12:00 | BTC | Sell | 77270.1→77312.9 | -0.62 | timeout |
| 05-24 12:00 | BTC | Buy | 74738.7→77282.1 | +16.52 | timeout |
| 05-22 13:31 | BTC | Buy | 77178.9→77283.1 | +0.13 | timeout |
| 05-21 11:59 | BTC | Sell | 77377.1→77151.9 | +1.11 | timeout |
| 05-20 12:00 | BTC | Buy | 76687.8→77377.1 | +3.94 | timeout |
| 05-19 11:59 | BTC | Buy | 77256.9→76694.2 | -4.12 | timeout |
| 05-16 12:00 | BTC | Sell | 80577→80581 | -0.38 | timeout |
| 05-12 22:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-10 13:01 | BTC | Sell | 80365→80892 | -3.69 | timeout |
| 05-09 12:01 | BTC | Buy | 80258→80291 | -0.25 | timeout |
| 05-08 12:00 | BTC | Buy | 80814→80250 | -3.97 | timeout |
| 05-07 13:18 | BTC | Sell | 82088.9→80947 | +6.59 | timeout |
Paper vs Live
Paper (trades.jsonl)
39
closed
28%
win rate
-98.89
total pnl ($)
-50.8 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% | -50.8 | -98.89 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-24 12:56 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:01 | BTC | Sell | -3.69 | BTC traded in a narrow, low-volatility range with neutral funding and flat price action across timeframes. The short thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching a profitable exit. |
| 05-09 12:01 | BTC | Buy | -0.25 | The market was in a persistent downtrend across major assets, with BTC declining 2% in 24 hours and negative momentum on all timeframes. The thesis failed because the trade was never entered, and the timeout close resulted in a small negative PnL from an un… |
| 05-08 12:00 | BTC | Buy | -3.97 | BTC was trading in a narrow range with slight hourly gains but a bearish weekly trend, showing low volatility and mixed momentum. The trade failed because the thesis did not trigger an entry before the timeout, resulting in a small negative PnL from the ord… |
| 05-07 13:18 | BTC | Sell | +6.59 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound w… |