14
closed trades
64%
win rate
+4.40
total pnl ($)
1.204
weight
7d window — n=2 wr=50% pnl=+9.75
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:33:02 (26.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_bj
n: 125
· wr: 51.2%
· total_bps: -468.8
· mean_bps: -3.75
· sharpe: -0.04
· max_dd_bps: -1025.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 14 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-29 17:13 | BTC | Buy | 59145→60452 | +10.59 | take_profit |
| 06-28 03:03 | BTC | Buy | 60215→60169 | -0.83 | timeout |
| 06-18 22:00 | BTC | Buy | 62591.1→62935.9 | +2.32 | timeout |
| 06-17 16:01 | BTC | Buy | 64793.2→65779.7 | +7.18 | timeout |
| 06-09 14:16 | BTC | Buy | 62750.1→61893.9 | -7.27 | stop_loss |
| 06-08 10:05 | BTC | Buy | 62820.1→63396.8 | +4.14 | timeout |
| 06-03 03:33 | BTC | Buy | 66870.3→65956.7 | -7.28 | stop_loss |
| 06-02 07:00 | BTC | Buy | 70836.5→70118.5 | -5.54 | timeout |
| 05-28 09:00 | BTC | Buy | 73144.7→73287.3 | +0.53 | timeout |
| 05-27 09:00 | BTC | Buy | 75559.8→75815.2 | +1.27 | timeout |
| 05-23 13:00 | BTC | Buy | 74630.7→74721.3 | +0.16 | timeout |
| 05-18 20:00 | BTC | Buy | 76334.8→76867.2 | +3.02 | timeout |
| 05-07 15:02 | BTC | Buy | 80832→80130 | -4.81 | timeout |
| 04-30 00:01 | BTC | Buy | 75556→75765 | +0.93 | timeout |
Paper vs Live
Paper (trades.jsonl)
14
closed
64%
win rate
+4.40
total pnl ($)
+6.3 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 | 14 | 64% | +6.3 | +4.40 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 15:02 | BTC | Buy | -4.81 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the allowed time f… |
| 04-30 00:01 | BTC | Buy | +0.93 | BTC was consolidating near $75,800 with minimal intraday momentum (−0.09% 1h, −0.70% 24h) and moderate weekly weakness (−3.05% 7d), while funding rates remained benign at 0.12% bps. The hammer's 219-tick lower wick on the downtrend provided a mean-reversion… |