20
closed trades
55%
win rate
+15.91
total pnl ($)
1.253
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 03:47:10 (42.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
yx
n: 55
· wr: 40.0%
· total_bps: +129.2
· mean_bps: +2.35
· sharpe: +0.01
· max_dd_bps: -2420.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 20 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 11:31 | BTC | Sell | 65690.7→64025.2 | +12.24 | timeout |
| 06-17 23:05 | BTC | Sell | 66533.7→64327.2 | +16.15 | timeout |
| 06-17 16:27 | BTC | Sell | 64652.8→66244.4 | -12.74 | stop_loss |
| 06-17 10:59 | BTC | Sell | 66162.7→64760.2 | +10.26 | timeout |
| 06-15 16:10 | BTC | Sell | 65689.7→67307 | -12.74 | stop_loss |
| 06-15 13:16 | BTC | Sell | 65187.7→66794.7 | -12.79 | stop_loss |
| 06-10 23:08 | BTC | Sell | 62640.9→61294.1 | +10.28 | timeout |
| 06-10 11:08 | BTC | Sell | 63456.8→61045.1 | +18.49 | timeout |
| 06-09 23:07 | BTC | Sell | 63188.8→62023.1 | +8.63 | timeout |
| 06-09 11:02 | BTC | Sell | 62979.9→62699.1 | +1.69 | timeout |
| 05-21 22:37 | BTC | Buy | 77589.9→77570.1 | -0.71 | timeout |
| 05-21 10:36 | BTC | Buy | 76742.8→77389.1 | +3.61 | timeout |
| 05-20 22:36 | BTC | Buy | 76921.8→77406.1 | +2.63 | timeout |
| 05-20 10:35 | BTC | Buy | 77110.9→77607.1 | +2.58 | timeout |
| 05-19 22:35 | BTC | Buy | 76776.8→76751.2 | -0.84 | timeout |
| 05-18 15:02 | BTC | Buy | 78061.9→76146.1 | -12.78 | stop_loss |
| 05-13 10:43 | BTC | Sell | 81715.9→81724.1 | -0.30 | timeout |
| 05-12 23:02 | BTC | Sell | 80929→81724.1 | -5.38 | timeout |
| 05-12 11:02 | BTC | Sell | 82243.9→81724.1 | +2.90 | timeout |
| 05-06 06:38 | BTC | Sell | 79119→81485.8 | -15.29 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
20
closed
55%
win rate
+15.91
total pnl ($)
+16.4 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 | 20 | 55% | +16.4 | +15.91 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 06:38 | BTC | Sell | -15.29 | BTC was declining across all timeframes with negative funding and falling open interest. The short thesis failed because the stop-loss was triggered by a brief intraday bounce against the persistent downtrend, closing the trade prematurely. |