31
closed trades
42%
win rate
-40.42
total pnl ($)
1.012
weight
7d window — n=3 wr=33% pnl=-9.28
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:10:56 (18.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bs
n: 199
· wr: 39.2%
· total_bps: -1361.7
· mean_bps: -6.84
· sharpe: -0.07
· max_dd_bps: -2033.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 31 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 12:06 | BTC | Buy | 64419.2→63928.8 | -4.27 | timeout |
| 06-17 19:41 | BTC | Buy | 65047.3→64148.7 | -7.36 | stop_loss |
| 06-15 17:05 | BTC | Buy | 66530.3→66904.7 | +2.35 | timeout |
| 06-15 04:03 | BTC | Buy | 65682.3→65820.7 | +0.60 | timeout |
| 06-14 14:04 | BTC | Buy | 64544.2→64303.8 | -2.31 | timeout |
| 06-13 17:05 | BTC | Buy | 64103.2→63929.8 | -1.80 | timeout |
| 06-13 12:03 | BTC | Buy | 63779.2→63931.8 | +0.73 | timeout |
| 06-12 14:05 | BTC | Buy | 63663.2→63339.8 | -3.00 | timeout |
| 06-11 06:02 | BTC | Buy | 62220.1→62567.9 | +2.32 | timeout |
| 06-11 05:04 | BTC | Buy | 61930.1→62556.9 | +4.59 | timeout |
| 06-08 12:01 | BTC | Buy | 63174.2→63432.8 | +1.60 | timeout |
| 06-07 12:17 | BTC | Buy | 62823.1→61968.9 | -7.25 | stop_loss |
| 06-07 08:03 | BTC | Buy | 61566.1→62395.9 | +6.30 | timeout |
| 06-04 07:17 | BTC | Buy | 64374.2→63496.1 | -7.28 | stop_loss |
| 05-27 22:13 | BTC | Buy | 75242.8→74217.2 | -7.27 | stop_loss |
| 05-27 12:00 | BTC | Buy | 75919.8→75716.2 | -1.77 | timeout |
| 05-24 14:16 | BTC | Buy | 77278.9→76194.1 | -7.47 | stop_loss |
| 05-24 01:01 | BTC | Buy | 77293.9→76825.2 | -3.50 | timeout |
| 05-24 00:00 | BTC | Buy | 75962.8→76740.2 | +4.67 | timeout |
| 05-22 08:00 | BTC | Buy | 77766.9→77385.1 | -2.93 | timeout |
| 05-20 11:00 | BTC | Buy | 77375.9→77484.1 | +0.23 | timeout |
| 05-20 10:00 | BTC | Buy | 77200.9→77455.1 | +1.18 | timeout |
| 05-11 22:00 | BTC | Buy | 81888.1→81803.9 | -0.97 | timeout |
| 05-10 20:00 | BTC | Buy | 81397.1→81394.9 | -0.47 | timeout |
| 05-09 22:02 | BTC | Buy | 80790→80731 | -0.81 | timeout |
| 05-07 11:03 | BTC | Buy | 81390.1→80810 | -4.02 | timeout |
| 05-01 18:02 | BTC | Buy | 78675.9→78432.1 | -1.99 | timeout |
| 05-01 17:01 | BTC | Buy | 77980.9→78233.1 | +1.17 | timeout |
| 05-01 06:00 | BTC | Buy | 76646.8→77123.1 | +2.67 | timeout |
| 04-30 02:02 | BTC | Buy | 75823→76271 | +2.50 | timeout |
| 04-23 10:05 | BTC | Buy | 78199→77182 | -6.85 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
31
closed
42%
win rate
-40.42
total pnl ($)
-26.0 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 | 31 | 42% | -26.0 | -40.42 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 22:02 | BTC | Buy | -0.81 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but flat daily action. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time window. |
| 05-07 11:03 | BTC | Buy | -4.02 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing slight hourly gains but negative 24h and 7d performance. The thesis failed because the trade expired via timeout without reaching an entry, as the short-term bounce… |
| 05-01 18:02 | BTC | Buy | -1.99 | BTC was consolidating sideways near $78,547 with modest positive momentum (3% over 24h, +0.51% in the final hour), showing neither strong directional conviction nor reversal signals into the close. The three white soldiers pattern failed to sustain its brea… |
| 05-01 17:01 | BTC | Buy | +1.17 | Bitcoin was consolidating after a 2.49% 24-hour rally, with a slight 1-hour pullback to $78,168 as the trade timeout closed. The three white soldiers signal (77267→77425→77839, +0.80% over 3 hours) correctly identified early upside momentum, but the 4-hour … |
| 05-01 06:00 | BTC | Buy | +2.67 | Bitcoin was consolidating near $77,135 with minimal hourly momentum (-0.01%) after a strong 24-hour gain (+2.02%), having retraced slightly from the 7-day decline. The three white soldiers pattern successfully captured the initial +0.60% move over 3 hours t… |
| 04-30 02:02 | BTC | Buy | +2.50 | At close, BTC was consolidating near $76,268 with minimal intraday momentum (1h +0.06%) but persistent weakness over 7 days (-2.67%), reflecting a bear-biased macro environment where mean reversion was unlikely. The three-white-soldiers signal failed to sus… |
| 04-23 10:05 | BTC | Buy | -6.85 | BTC was consolidating with minor weakness, down 0.38% in the hour before the trade closed while maintaining slight positive bias over 7 days. The three white soldiers breakout failed to sustain above the entry level of 78199, with price reversing lower to 7… |