19
closed trades
37%
win rate
+1.70
total pnl ($)
1.095
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:39:12 (18.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bt
n: 211
· wr: 44.5%
· total_bps: -290.8
· mean_bps: -1.38
· sharpe: -0.01
· max_dd_bps: -1340.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 19 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-28 10:00 | BTC | Sell | 72947.4→73516.7 | -4.35 | timeout |
| 05-28 08:00 | BTC | Sell | 73148.3→73463.7 | -2.60 | timeout |
| 05-27 18:00 | BTC | Sell | 75171.2→74823.7 | +1.87 | timeout |
| 05-23 12:00 | BTC | Sell | 74603.3→74738.7 | -1.36 | timeout |
| 05-23 00:00 | BTC | Sell | 75820.2→75504.8 | +1.64 | timeout |
| 05-21 11:00 | BTC | Sell | 77560.1→77170.9 | +2.08 | timeout |
| 05-16 11:00 | BTC | Sell | 78575.1→78579 | -0.46 | timeout |
| 05-15 18:00 | BTC | Sell | 78654.1→79470 | -5.64 | timeout |
| 05-08 07:01 | BTC | Sell | 79416→79432 | -0.54 | timeout |
| 05-08 02:00 | BTC | Sell | 79676→79704 | -0.61 | timeout |
| 05-07 20:00 | BTC | Sell | 79824→80159 | -2.53 | timeout |
| 05-04 12:01 | BTC | Sell | 79641→78683.9 | +5.56 | timeout |
| 05-03 06:01 | BTC | Sell | 78183.1→78182.9 | -0.46 | timeout |
| 05-02 01:01 | BTC | Sell | 77838.1→78277.9 | -3.30 | timeout |
| 04-29 20:02 | BTC | Sell | 75828→75621 | +0.91 | timeout |
| 04-29 19:00 | BTC | Sell | 76530→75475 | +6.44 | timeout |
| 04-29 17:01 | BTC | Sell | 77105→75811 | +7.94 | timeout |
| 04-27 12:01 | BTC | Sell | 77617→77771 | -1.44 | timeout |
| 04-27 10:01 | BTC | Sell | 77738→77892 | -1.44 | timeout |
Paper vs Live
Paper (trades.jsonl)
19
closed
37%
win rate
+1.70
total pnl ($)
+1.7 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 | 19 | 37% | +1.7 | +1.70 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 07:01 | BTC | Sell | -0.54 | BTC was in a tight, low-volatility consolidation near $79,577 with neutral funding and declining 24h/7d momentum. The short thesis failed because the market lacked directional conviction, and the trade expired via timeout without reaching a profitable exit. |
| 05-08 02:00 | BTC | Sell | -0.61 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without a fill, as the timeout close_reason indicates no entry was triggered in the range-boun… |
| 05-07 20:00 | BTC | Sell | -2.53 | The market was in a mild downtrend with BTC declining 1.70% over 24 hours and negative short-term momentum. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, preventing any potential profit from the bearish move. |
| 05-03 06:01 | BTC | Sell | -0.46 | # Trade Analysis: 3 Black Crows Short (BTC) Bitcoin was consolidating in a tight range near 78,200 with moderately positive funding at 0.003367%, indicating balanced long-short positioning and low urgency to exit longs. The three black crows pattern failed… |
| 05-02 01:01 | BTC | Sell | -3.30 | BTC was consolidating near $78,300 with mild positive momentum (0.09% in the final hour, +2.34% over 24h) as the trade timed out, showing market resilience rather than continued selling pressure. The three black crows short thesis failed because the subsequ… |
| 04-29 20:02 | BTC | Sell | +0.91 | # Trade Analysis: BTC Three Black Crows Short (3bc-1777474800-1777478468) Bitcoin was consolidating near $75,600 with modest intraday gains (+0.21% 1h) despite a -1.00% 24h decline and -4.29% weekly drawdown, showing weak momentum in a deteriorating trend.… |
| 04-29 19:00 | BTC | Sell | +6.44 | The market was in a mild downtrend at close, with BTC down 0.67% in the prior hour and 4.52% over 7 days, accompanied by elevated open interest ($3.66B) and positive funding (0.1424%), indicating latent long bias despite price weakness. The three black crow… |
| 04-27 12:01 | BTC | Sell | -1.44 | At close, BTC was consolidating flat over 1 hour (−0.03%) and 24 hours (−0.39%) while maintaining a +3.43% weekly gain, indicating consolidation within a broader uptrend despite negative funding rates (−0.0037%) suggesting mild short bias. The three black c… |
| 04-27 10:01 | BTC | Sell | -1.44 | At close, Bitcoin had stabilized near $77,816 after a sharp 3-hour selloff that triggered the short entry, with minimal 1-hour momentum (-0.02%) but cumulative 24-hour weakness (-0.30%) and negative funding rates (-0.0035%) signaling sustained bearish posit… |