76
closed trades
37%
win rate
-28.10
total pnl ($)
1.252
weight
7d window — n=11 wr=36% pnl=+4.64
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:28:21 (23.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ah
n: 95
· wr: 46.3%
· total_bps: -926.6
· mean_bps: -9.75
· sharpe: -0.12
· max_dd_bps: -1123.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 76 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 10:16 | BTC | Sell | 60106→60433 | -3.16 | timeout |
| 06-26 19:09 | BTC | Sell | 59783→59864 | -1.11 | timeout |
| 06-26 07:39 | BTC | Sell | 59914→60729.4 | -7.26 | stop_loss |
| 06-26 02:16 | BTC | Sell | 59756→58446.9 | +10.50 | take_profit |
| 06-25 12:16 | BTC | Sell | 61731.9→61168.1 | +4.12 | timeout |
| 06-25 01:32 | BTC | Sell | 60776→60841 | -0.98 | timeout |
| 06-24 05:19 | BTC | Sell | 62777.9→62855.1 | -1.05 | timeout |
| 06-23 21:09 | BTC | Sell | 62412.9→62509.1 | -1.22 | timeout |
| 06-22 06:25 | BTC | Sell | 64500.8→64115.2 | +2.54 | timeout |
| 06-21 08:54 | BTC | Sell | 64307.8→63946.2 | +2.38 | timeout |
| 06-20 20:20 | BTC | Sell | 63991.8→63948.2 | -0.11 | timeout |
| 06-20 11:59 | BTC | Sell | 63637.8→63662.2 | -0.63 | timeout |
| 06-20 05:03 | BTC | Sell | 63483.8→63548.2 | -0.96 | timeout |
| 06-19 19:29 | BTC | Sell | 63027.8→62974.1 | -0.02 | timeout |
| 06-16 13:53 | BTC | Sell | 66532.7→66012.3 | +3.47 | timeout |
| 06-15 18:16 | BTC | Sell | 66463.7→66802.3 | -2.98 | timeout |
| 06-15 09:13 | BTC | Sell | 65628.7→65669.3 | -0.76 | timeout |
| 06-15 02:58 | BTC | Sell | 65403.7→65424.3 | -0.60 | timeout |
| 06-14 02:41 | BTC | Sell | 64476.8→64505.2 | -0.67 | timeout |
| 06-13 20:03 | BTC | Sell | 64090.8→64253.2 | -1.72 | timeout |
| 06-12 14:32 | BTC | Sell | 63623.8→63609.2 | -0.32 | timeout |
| 06-12 01:09 | BTC | Sell | 63451.8→63501.2 | -0.82 | timeout |
| 06-11 14:20 | BTC | Sell | 62808.9→62831.1 | -0.61 | timeout |
| 06-11 03:56 | BTC | Sell | 61924.9→62768.5 | -7.25 | stop_loss |
| 06-10 18:59 | BTC | Sell | 62032.9→61845.1 | +1.07 | timeout |
| 06-08 16:41 | BTC | Sell | 63419.8→63718.2 | -2.79 | timeout |
| 06-07 13:40 | BTC | Sell | 62571.9→61742.1 | +6.18 | timeout |
| 06-07 01:18 | BTC | Sell | 60792→61626.9 | -7.32 | stop_loss |
| 06-06 11:33 | BTC | Sell | 60903→60758 | +0.73 | timeout |
| 06-06 02:01 | BTC | Sell | 61501.9→60983 | +3.77 | timeout |
| 06-04 17:52 | BTC | Sell | 63743.8→63610.2 | +0.61 | timeout |
| 06-03 10:59 | BTC | Sell | 66948.7→67261.4 | -2.76 | timeout |
| 06-03 00:58 | BTC | Sell | 67614.6→66967.3 | +4.34 | timeout |
| 05-29 05:49 | BTC | Sell | 73484.3→73394.7 | +0.18 | timeout |
| 05-28 23:37 | BTC | Sell | 73398.3→73649.7 | -2.14 | timeout |
| 05-26 14:26 | BTC | Sell | 77000.1→78050.9 | -7.27 | stop_loss |
| 05-25 19:46 | BTC | Sell | 77601.1→77370.9 | +1.06 | timeout |
| 05-25 11:30 | BTC | Sell | 77173.1→77374.9 | -1.74 | timeout |
| 05-25 05:02 | BTC | Sell | 76976.2→77321.9 | -2.68 | timeout |
| 05-24 16:09 | BTC | Sell | 77171.1→76515.8 | +3.79 | timeout |
| 05-23 20:22 | BTC | Sell | 75423.2→76110.8 | -5.00 | timeout |
| 05-22 00:53 | BTC | Sell | 77624.1→77388.9 | +1.07 | timeout |
| 05-21 05:53 | BTC | Sell | 77800.1→77779.9 | -0.31 | timeout |
| 05-20 18:25 | BTC | Sell | 77290.1→77496.9 | -1.77 | timeout |
| 05-20 12:23 | BTC | Sell | 77177.1→77370.9 | -1.69 | timeout |
| 05-19 01:00 | BTC | Sell | 76873.2→77126.9 | -2.10 | timeout |
| 05-18 17:22 | BTC | Sell | 77341.1→76592.8 | +4.40 | timeout |
| 05-12 00:46 | BTC | Sell | 81788.9→81724.1 | -0.06 | timeout |
| 05-11 04:04 | BTC | Sell | 82155.9→80714 | +8.34 | timeout |
| 05-10 21:11 | BTC | Sell | 81194.9→80670 | +2.79 | timeout |
| 05-09 23:28 | BTC | Sell | 80771→80638 | +0.36 | timeout |
| 05-09 09:06 | BTC | Sell | 80339→80376 | -0.69 | timeout |
| 05-08 16:31 | BTC | Sell | 80171→79834 | +1.68 | timeout |
| 05-07 12:19 | BTC | Sell | 81417.9→81036.1 | +1.91 | timeout |
| 05-04 19:55 | BTC | Sell | 79937→79960 | -0.61 | timeout |
| 05-04 09:04 | BTC | Sell | 80305→79706 | +3.28 | timeout |
| 05-04 01:52 | BTC | Sell | 78696.1→79155 | -3.37 | timeout |
| 05-03 19:53 | BTC | Sell | 78594.1→78771.9 | -1.57 | timeout |
| 05-03 04:09 | BTC | Sell | 78569.1→78112.9 | +2.45 | timeout |
| 05-02 22:06 | BTC | Sell | 78294.1→78731.9 | -3.25 | timeout |
| 05-01 18:54 | BTC | Sell | 78337.1→78385.9 | -0.77 | timeout |
| 05-01 08:22 | BTC | Sell | 77079.1→77346.9 | -2.17 | timeout |
| 04-30 03:22 | BTC | Sell | 75818→75757 | -0.05 | timeout |
| 04-29 10:25 | BTC | Sell | 77097→77700 | -4.36 | timeout |
| 04-29 03:38 | BTC | Sell | 76210→76963 | -5.39 | timeout |
| 04-28 06:28 | BTC | Sell | 76993→76846 | +0.50 | timeout |
| 04-27 05:30 | BTC | Sell | 79154→77729 | +8.55 | take_profit |
| 04-26 21:55 | BTC | Sell | 78036→78817 | -5.45 | stop_loss |
| 04-26 10:19 | BTC | Sell | 77936→77981 | -0.74 | timeout |
| 04-24 18:01 | BTC | Sell | 77940→77620 | +1.60 | timeout |
| 04-24 03:17 | BTC | Sell | 78030→78023 | -0.41 | timeout |
| 04-23 20:18 | BTC | Sell | 78275→77679 | +3.46 | timeout |
| 04-22 23:01 | BTC | Sell | 78811→78518 | +1.51 | timeout |
| 04-22 14:10 | BTC | Sell | 78104→78886 | -5.36 | stop_loss |
| 04-22 05:24 | BTC | Sell | 77448→78223 | -5.35 | stop_loss |
| 04-21 23:46 | BTC | Sell | 75542→76298 | -5.35 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
76
closed
37%
win rate
-28.10
total pnl ($)
-7.5 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 | 76 | 37% | -7.5 | -28.10 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 23:28 | BTC | Sell | +0.36 | BTC traded in a narrow, low-volatility range with minimal directional bias across timeframes. The thesis failed because the trade was closed by timeout, not by reaching a profit target or stop, as the market lacked sufficient momentum to trigger an exit. |
| 05-09 09:06 | BTC | Sell | -0.69 | The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, resulting in a small negative PnL from fees. |
| 05-08 16:31 | BTC | Sell | +1.68 | The market was in a mild downtrend with BTC declining 2.28% over 24 hours and negative funding. The short thesis failed because the trade was closed by timeout before the expected move materialized. |
| 05-07 12:19 | BTC | Sell | +1.91 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the timeout closed the trade before the expected move materialized, capturing only minor pnl from neutral positioning. |
| 05-04 19:55 | BTC | Sell | -0.61 | The market was in a neutral consolidation phase with flat hourly momentum and near-zero funding rates, indicating a lack of strong directional bias. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized p… |
| 05-03 04:09 | BTC | Sell | +2.45 | BTC was consolidating lower after rejecting the weekly high, with funding rates elevated at 0.71 bps suggesting moderate long positioning into the timeout close. The thesis failed because the rejection signal (spot -71 bps from the 79133 touch) lacked convi… |
| 05-02 22:06 | BTC | Sell | -3.25 | # Trade Analysis: btc_weekly_high_rejection_short BTC was consolidating near the weekly high rejection level at 78,545 with mild downside pressure (-12 bps 1h tilt) when the trade timed out after 4 hours, during a period of elevated open interest ($3.99B) … |
| 05-01 18:54 | BTC | Sell | -0.77 | BTC was consolidating sideways with a slight positive bias into the close—up 2.81% over 24h but essentially flat in the final hour—while funding rates had turned mildly negative, suggesting short-heavy positioning. The thesis failed because the weekly-high … |
| 05-01 08:22 | BTC | Sell | -2.17 | At close, BTC had rallied 0.42% in the past hour and 1.76% over 24h, with positive momentum despite a mild weekly decline of -0.60%, while funding rates remained benign at 0.0078%. The weekly-high rejection short thesis failed because the rejection signal (… |
| 04-30 03:22 | BTC | Sell | -0.05 | The market was consolidating near weekly resistance with mild bid pressure (BTC +0.13% 1h, funding slightly negative at -0.00296%), showing neither conviction to break higher nor capitulate lower. The thesis failed because the weekly-high rejection signal a… |