73
closed trades
36%
win rate
-47.89
total pnl ($)
1.263
weight
7d window — n=9 wr=44% pnl=+2.42
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 06:51:00 (40.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cx
n: 22
· wr: 45.5%
· total_bps: -80.8
· mean_bps: -3.67
· sharpe: -0.08
· max_dd_bps: -237.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 73 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 23:53 | BTC | Buy | 60022→60033 | -0.36 | timeout |
| 06-27 19:06 | BTC | Buy | 60559→60566 | -0.39 | timeout |
| 06-26 13:57 | BTC | Sell | 59445→60079 | -5.78 | stop_loss |
| 06-26 08:09 | BTC | Sell | 60178→60223 | -0.83 | timeout |
| 06-25 22:20 | BTC | Buy | 59396→59784 | +2.81 | timeout |
| 06-25 14:09 | BTC | Buy | 58520.9→59393 | +7.00 | take_profit |
| 06-24 15:32 | BTC | Buy | 61291.1→60718 | -5.12 | timeout |
| 06-22 03:11 | BTC | Sell | 64601.8→64043.2 | +3.88 | timeout |
| 06-21 23:10 | BTC | Sell | 63890.8→63679.2 | +1.20 | timeout |
| 06-20 16:17 | BTC | Sell | 63868.8→64020.2 | -1.63 | timeout |
| 06-18 21:10 | BTC | Sell | 62854.9→63073.2 | -2.19 | timeout |
| 06-18 17:12 | BTC | Buy | 62694.1→62398.9 | -2.79 | timeout |
| 06-18 01:31 | BTC | Sell | 64496.8→64708.2 | -2.08 | timeout |
| 06-17 19:19 | BTC | Buy | 65401.3→64703.4 | -5.79 | stop_loss |
| 06-15 03:00 | BTC | Buy | 65374.3→65419.7 | -0.10 | timeout |
| 06-14 21:40 | BTC | Sell | 64670.8→65358.9 | -5.77 | stop_loss |
| 06-13 23:13 | BTC | Sell | 64586.8→64426.2 | +0.79 | timeout |
| 06-13 17:51 | BTC | Buy | 64015.2→63980.8 | -0.72 | timeout |
| 06-11 19:02 | BTC | Sell | 63250.8→63536.2 | -2.70 | timeout |
| 06-10 19:07 | BTC | Buy | 61796.1→61866.9 | +0.12 | timeout |
| 06-10 13:43 | BTC | Sell | 61629.9→62285.2 | -5.77 | stop_loss |
| 06-09 18:17 | BTC | Sell | 61294.9→61716.1 | -3.88 | timeout |
| 06-08 15:50 | BTC | Sell | 63789.8→63798.2 | -0.51 | timeout |
| 06-08 04:40 | BTC | Sell | 63388.8→62718.1 | +4.84 | timeout |
| 06-07 23:53 | BTC | Sell | 63009.8→63170.2 | -1.72 | timeout |
| 06-06 09:57 | BTC | Sell | 61161.9→60981 | +1.03 | timeout |
| 06-06 04:31 | BTC | Buy | 60363→59721.1 | -5.77 | stop_loss |
| 06-05 05:57 | BTC | Sell | 63465.8→62516.1 | +7.03 | take_profit |
| 06-02 14:01 | BTC | Buy | 69171.5→68670.6 | -4.07 | timeout |
| 05-31 23:57 | BTC | Sell | 73966.3→73664.7 | +1.59 | timeout |
| 05-30 06:33 | BTC | Buy | 73318.7→73631.3 | +1.68 | timeout |
| 05-29 18:36 | BTC | Sell | 73947.3→73747.7 | +0.91 | timeout |
| 05-29 09:58 | BTC | Sell | 73774.3→73700.7 | +0.05 | timeout |
| 05-28 21:40 | BTC | Buy | 73283.7→73778.3 | +2.92 | timeout |
| 05-28 16:26 | BTC | Sell | 72993.4→73178.7 | -1.71 | timeout |
| 05-27 13:39 | BTC | Sell | 76063.2→74928.7 | +7.00 | take_profit |
| 05-26 20:22 | BTC | Buy | 75924.8→75986.2 | -0.05 | timeout |
| 05-26 12:14 | BTC | Sell | 77471.1→77014.9 | +2.50 | timeout |
| 05-26 02:27 | BTC | Buy | 76763.8→76688.2 | -0.94 | timeout |
| 05-24 23:43 | BTC | Sell | 76879.2→77118.9 | -2.01 | timeout |
| 05-24 15:51 | BTC | Buy | 76279.8→76364.2 | +0.10 | timeout |
| 05-23 22:34 | BTC | Sell | 76962.2→76534.8 | +2.33 | timeout |
| 05-23 14:36 | BTC | Sell | 74943.3→75419.8 | -3.63 | timeout |
| 05-22 19:30 | BTC | Buy | 76733.8→76163.2 | -4.17 | timeout |
| 05-22 15:10 | BTC | Buy | 77237.9→76854.2 | -2.94 | timeout |
| 05-21 12:16 | BTC | Buy | 77276.9→77173.1 | -1.13 | timeout |
| 05-20 15:48 | BTC | Sell | 77436.1→77552.9 | -1.20 | timeout |
| 05-18 21:28 | BTC | Sell | 76868.2→76997.8 | -1.29 | timeout |
| 05-18 17:27 | BTC | Sell | 76454.2→76613.8 | -1.49 | timeout |
| 05-15 13:39 | BTC | Buy | 80097→79252.4 | -5.72 | stop_loss |
| 05-11 01:54 | BTC | Buy | 81704.1→81456.9 | -1.97 | timeout |
| 05-10 20:49 | BTC | Buy | 81026.1→80170.9 | -5.73 | stop_loss |
| 05-10 17:18 | BTC | Sell | 81242.9→81290.1 | -0.74 | timeout |
| 05-07 17:01 | BTC | Buy | 79801→79777 | -0.61 | timeout |
| 05-06 14:05 | BTC | Buy | 82107.1→81241.3 | -5.72 | stop_loss |
| 05-04 22:41 | BTC | Sell | 80094→80111 | -0.56 | timeout |
| 05-04 14:48 | BTC | Sell | 79129→79966 | -5.74 | stop_loss |
| 05-04 11:51 | BTC | Buy | 78324.9→78777.1 | +2.44 | timeout |
| 05-04 03:44 | BTC | Sell | 79895→79951 | -0.79 | timeout |
| 05-03 23:44 | BTC | Sell | 79185→78562.9 | +3.49 | timeout |
| 05-02 23:09 | BTC | Sell | 79066→78665.9 | +2.08 | timeout |
| 05-01 15:45 | BTC | Sell | 78663.1→78611.9 | -0.13 | timeout |
| 05-01 09:47 | BTC | Sell | 77345.1→77166.9 | +0.71 | timeout |
| 04-30 05:54 | BTC | Buy | 75636→75665 | -0.26 | timeout |
| 04-29 19:41 | BTC | Buy | 74963→75435 | +2.70 | timeout |
| 04-27 21:01 | BTC | Buy | 76543→76873 | +1.71 | timeout |
| 04-27 16:54 | BTC | Buy | 76652→76637 | -0.55 | timeout |
| 04-27 07:04 | BTC | Buy | 77835→77698 | -1.33 | timeout |
| 04-26 23:27 | BTC | Sell | 78510→78382 | +0.37 | timeout |
| 04-26 06:22 | BTC | Sell | 77732→77902 | -1.54 | timeout |
| 04-25 17:35 | BTC | Buy | 77364→77269 | -1.06 | timeout |
| 04-23 18:40 | BTC | Buy | 77657→78016 | +1.96 | timeout |
| 04-23 04:12 | BTC | Buy | 77802→77835 | -0.14 | timeout |
Paper vs Live
Paper (trades.jsonl)
73
closed
36%
win rate
-47.89
total pnl ($)
-13.1 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 | 73 | 36% | -13.1 | -47.89 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 17:01 | BTC | Buy | -0.61 | BTC was in a mild intraday downtrend with negative 24h and 7d momentum, while funding remained low. The thesis failed because the trade was closed by timeout, meaning the expected move did not materialize within the allowed time window. |
| 05-06 14:05 | BTC | Buy | -5.72 | The market was in a broad downtrend across crypto, with BTC falling 1% hourly and nearly 2% daily. The thesis failed because the stop-loss was triggered as the persistent bearish momentum continued to push prices lower. |
| 05-04 22:41 | BTC | Sell | -0.56 | The market was in a tight consolidation phase with flat funding rates and minimal momentum, creating an environment where directional bets faced high uncertainty. The thesis failed because the trade was closed due to a timeout, indicating that the anticipat… |
| 05-04 14:48 | BTC | Sell | -5.74 | The market was in a tight consolidation phase with neutral funding rates and stable open interest, creating a low-volatility environment. The short thesis failed because price action immediately breached the stop-loss level, indicating the anticipated downw… |
| 05-02 23:09 | BTC | Sell | +2.08 | # Trade Analysis BTC was consolidating after a 76bp volatile 30-minute move, with funding rates flat at 0.22% basis and open interest stable near $3.99B, suggesting institutional positioning remained cautious rather than aggressively directional. The vol-o… |
| 05-01 15:45 | BTC | Sell | -0.13 | BTC was consolidating near $78,600 with minimal funding pressure (−0.0025% annualized) and massive open interest ($4.2B), suggesting equilibrium pricing with neither leveraged longs nor shorts aggressively positioning. The vol-of-vol fade thesis failed beca… |
| 05-01 09:47 | BTC | Sell | +0.71 | At close, Bitcoin was trading near equilibrium with minimal funding rate (0.0049%) and stable open interest ($3.96B), indicating neither strong bullish nor bearish sentiment driving directional moves. The trade's vol-of-vol fade thesis failed to capture the… |
| 04-30 05:54 | BTC | Buy | -0.26 | # Trade Analysis: BTC Vol-of-Vol Spike Fade **Market Context:** Bitcoin was in a mild 24-hour downtrend (-2.21%) with subdued 1-hour momentum (0.02%), while funding rates had turned slightly negative (-0.004423%), signaling reduced leverage conviction and … |
| 04-29 19:41 | BTC | Buy | +2.70 | Bitcoin was drifting sideways near $75,436 after a 24-hour decline of -1.08%, with muted 1-hour volatility of 0.17% and elevated funding rates signaling persistent long positioning. The vol-of-vol fade thesis underperformed because the 2.58x spike in realiz… |
| 04-27 16:54 | BTC | Buy | -0.55 | The market was consolidating after a sharp 157 bps intraday decline, with BTC trading near 76,637 as funding rates remained modest at 0.51% (suggesting balanced positioning without extreme leverage buildup). The trade's thesis failed because the vol-of-vol … |