20
closed trades
25%
win rate
-44.37
total pnl ($)
1.147
weight
7d window — n=1 wr=0% pnl=-7.30
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:33:02 (19.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_bj
n: 69
· wr: 50.7%
· total_bps: +580.3
· mean_bps: +8.41
· sharpe: +0.08
· max_dd_bps: -592.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 20 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 15:16 | BTC | Buy | 64312.2→63427.1 | -7.30 | stop_loss |
| 06-12 19:01 | BTC | Buy | 64150.2→63679.8 | -4.12 | timeout |
| 06-06 10:00 | BTC | Buy | 61017.1→60931 | -1.17 | timeout |
| 06-05 02:20 | BTC | Buy | 63706.2→62835.4 | -7.28 | stop_loss |
| 06-04 23:04 | BTC | Buy | 63666.2→63800.8 | +0.61 | timeout |
| 06-03 22:47 | BTC | Buy | 65740.3→64843.3 | -7.27 | stop_loss |
| 05-27 20:00 | BTC | Buy | 75274.8→75046.2 | -1.98 | timeout |
| 05-25 03:00 | BTC | Buy | 76826.8→77110.1 | +1.39 | timeout |
| 05-24 21:00 | BTC | Buy | 76629.8→76615.2 | -0.55 | timeout |
| 05-21 12:00 | BTC | Buy | 77856.9→77144.1 | -5.04 | timeout |
| 05-19 08:00 | BTC | Buy | 76759.8→77214.1 | +2.53 | timeout |
| 05-18 22:01 | BTC | Buy | 76658.8→77065.1 | +2.19 | timeout |
| 05-11 02:32 | BTC | Buy | 82160.1→81047.4 | -7.24 | stop_loss |
| 05-08 19:01 | BTC | Buy | 80129→79987 | -1.35 | timeout |
| 05-08 03:00 | BTC | Buy | 79881→79416 | -3.38 | timeout |
| 05-06 20:01 | BTC | Buy | 81705.1→81448.9 | -2.01 | timeout |
| 05-06 10:17 | BTC | Buy | 80310→82072.9 | +10.45 | take_profit |
| 05-01 22:02 | BTC | Buy | 78519.9→78212.1 | -2.39 | timeout |
| 04-29 18:09 | BTC | Buy | 76060→75071 | -6.95 | stop_loss |
| 04-24 10:01 | BTC | Buy | 77919→77443 | -3.50 | timeout |
Paper vs Live
Paper (trades.jsonl)
20
closed
25%
win rate
-44.37
total pnl ($)
-44.3 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 | 20 | 25% | -44.3 | -44.37 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 19:01 | BTC | Buy | -1.35 | The market was in a mild intraday uptick but a broader downtrend over 24 hours and 7 days, with low funding and declining open interest. The thesis failed because the trade was closed by timeout without entry, likely due to insufficient momentum or liquidit… |
| 05-08 03:00 | BTC | Buy | -3.38 | The market was in a mild intraday uptick within a broader weekly downtrend, with low funding and stable OI suggesting range-bound conditions. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materia… |
| 05-06 20:01 | BTC | Buy | -2.01 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain but negative 7-day performance. The thesis failed because the trade was not executed (entry=None) and was closed due to timeout, resulting in a… |
| 05-06 10:17 | BTC | Buy | +10.45 | The market was in a mild downtrend across timeframes with negative funding and declining open interest. The thesis worked because the short-term bounce hit the take_profit target before the broader bearish pressure resumed. |
| 05-01 22:02 | BTC | Buy | -2.39 | At close, Bitcoin was consolidating around $78,251 with modest intraday gains (+0.43% 1h) despite negative funding rates (-0.0067%), suggesting weakening conviction among leveraged longs. The bullish engulfing signal failed because the 337-unit green body t… |
| 04-29 18:09 | BTC | Buy | -6.95 | BTC was in a weak downtrend at close, having declined 1.16% over the prior hour and 4.69% over the week, with funding rates slightly positive suggesting cautious leverage. The bullish engulfing signal failed because the green candle's 375-bp body size was i… |
| 04-24 10:01 | BTC | Buy | -3.50 | BTC was consolidating with minimal intraday momentum, up only 0.16% over the prior hour and 0.36% over 24 hours, showing no directional conviction. The bullish engulfing signal failed because the green candle's engulfment of the prior red candle lacked foll… |