22
closed trades
41%
win rate
-5.69
total pnl ($)
1.207
weight
7d window — n=1 wr=0% pnl=-0.86
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:33:02 (23.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_bj
n: 178
· wr: 42.7%
· total_bps: -1491.2
· mean_bps: -8.38
· sharpe: -0.09
· max_dd_bps: -2303.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 22 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-24 08:05 | BTC | Sell | 62603.9→62656.1 | -0.86 | timeout |
| 06-18 15:05 | BTC | Sell | 64096.8→63544.2 | +3.86 | timeout |
| 06-18 01:07 | BTC | Sell | 64354.8→64632.2 | -2.58 | timeout |
| 06-17 01:04 | BTC | Sell | 65625.7→65745.3 | -1.35 | timeout |
| 06-13 15:06 | BTC | Sell | 63733.8→64262.2 | -4.59 | timeout |
| 06-13 00:03 | BTC | Sell | 63739.8→63583.2 | +0.79 | timeout |
| 06-05 06:05 | BTC | Sell | 63064.8→62178.1 | +6.57 | timeout |
| 05-28 19:00 | BTC | Sell | 73001.3→73628.7 | -4.72 | timeout |
| 05-27 23:01 | BTC | Sell | 74823.3→74379.7 | +2.53 | timeout |
| 05-27 03:00 | BTC | Sell | 75857.2→75827.8 | -0.27 | timeout |
| 05-26 13:00 | BTC | Sell | 76666.2→77113.9 | -3.37 | timeout |
| 05-25 17:00 | BTC | Sell | 77305.1→77702.9 | -2.99 | timeout |
| 05-21 15:00 | BTC | Sell | 77623.1→76953.8 | +3.88 | timeout |
| 05-21 11:00 | BTC | Sell | 77792.1→77171.9 | +3.56 | timeout |
| 05-21 03:00 | BTC | Sell | 77449.1→77935.9 | -3.58 | timeout |
| 05-19 20:00 | BTC | Sell | 76351.2→76795.8 | -3.33 | timeout |
| 05-18 15:00 | BTC | Sell | 76904.2→76362.8 | +3.09 | timeout |
| 05-08 22:01 | BTC | Sell | 79824→80310 | -3.49 | timeout |
| 05-07 14:01 | BTC | Sell | 81129.9→80441 | +3.81 | timeout |
| 04-30 08:00 | BTC | Sell | 75660→76090.8 | -3.27 | timeout |
| 04-28 07:00 | BTC | Sell | 77050→76660 | +2.08 | timeout |
| 04-25 21:01 | BTC | Sell | 77299→77455 | -1.46 | timeout |
Paper vs Live
Paper (trades.jsonl)
22
closed
41%
win rate
-5.69
total pnl ($)
-5.4 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 | 22 | 41% | -5.4 | -5.69 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 22:01 | BTC | Sell | -3.49 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade was closed by timeout before the expected continuation lower materialized. |
| 05-07 14:01 | BTC | Sell | +3.81 | The market was in a mild downtrend with BTC declining 1.46% over 24 hours and negative momentum across the board. The short thesis failed because the trade was closed due to a timeout, not because the directional bet was invalidated by price action. |
| 04-30 08:00 | BTC | Sell | -3.27 | BTC rallied 430 bps from the evening-star entry (75660) to close near 76090 despite a down 24h macro backdrop, with 1h momentum turning positive (+0.47%) as the trade timed out after 5 hours. The thesis failed because the strong red candle (c3) closing at 7… |
| 04-25 21:01 | BTC | Sell | -1.46 | BTC had minimal directional momentum at close, up 0.23% in the last hour and essentially flat over 24 hours, while funding rates turned slightly negative at -0.0058%. The evening star pattern thesis failed because price never retraced below the doji's midpo… |