4
closed trades
50%
win rate
-0.35
total pnl ($)
1.210
weight
7d window — n=4 wr=50% pnl=-0.35
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 13:13:30 (39.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
act
n: 6
· wr: 16.7%
· total_bps: -174.1
· mean_bps: -29.02
· sharpe: -0.70
· max_dd_bps: -174.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 4 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-24 11:55 | BTC | Sell | 62772.9→62876.1 | -1.27 | timeout |
| 06-24 03:47 | BTC | Sell | 62943.9→62793.1 | +0.75 | timeout |
| 06-23 19:29 | BTC | Sell | 62549.9→62413.1 | +0.64 | timeout |
| 06-23 11:19 | BTC | Sell | 62395.9→62396.1 | -0.48 | timeout |
Paper vs Live
Paper (trades.jsonl)
4
closed
50%
win rate
-0.35
total pnl ($)
-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 | 4 | 50% | -1.7 | -0.35 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 06:42 | BTC | Sell | +0.53 | # Trade Analysis: CME Gap Fill Rejection Volatility Fade Short Bitcoin was trading near 76,915 with collapsed funding (-0.005%) and elevated open interest ($3.94B), indicating that the initial CME gap fill rejection at 78,110 had been fully processed and m… |