30
closed trades
43%
win rate
+1.66
total pnl ($)
0.997
weight
7d window — n=4 wr=0% pnl=-38.21
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 22:37:26 (41.6d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
acz
n: 15
· wr: 60.0%
· total_bps: +279.2
· mean_bps: +18.61
· sharpe: +0.15
· max_dd_bps: -278.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 30 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 07:33 | BTC | Sell | 59239→60697.4 | -12.76 | stop_loss |
| 06-25 13:27 | BTC | Sell | 60810→61208.1 | -3.73 | timeout |
| 06-24 13:25 | BTC | Buy | 62898.1→61831.9 | -8.93 | timeout |
| 06-23 06:21 | BTC | Buy | 64170.2→62588.6 | -12.78 | stop_loss |
| 06-17 08:30 | BTC | Buy | 65713.3→65255.7 | -3.93 | timeout |
| 06-16 08:19 | BTC | Buy | 66526.3→66449.7 | -0.99 | timeout |
| 06-12 04:20 | BTC | Buy | 62770.1→63618.8 | +6.27 | timeout |
| 06-10 02:11 | BTC | Buy | 62068.1→62016.9 | -0.83 | timeout |
| 06-09 02:10 | BTC | Sell | 63753.8→62789.1 | +7.11 | timeout |
| 06-07 22:14 | BTC | Sell | 61743.9→63263.8 | -12.76 | stop_loss |
| 06-07 01:57 | BTC | Sell | 60767→61463.1 | -6.14 | timeout |
| 06-06 02:08 | BTC | Sell | 60989→60993 | -0.48 | timeout |
| 06-05 01:52 | BTC | Sell | 63754.8→63258.2 | +3.44 | timeout |
| 06-04 01:16 | BTC | Sell | 65820.7→62930.1 | +21.50 | take_profit |
| 06-03 03:49 | BTC | Sell | 67222.6→65754.3 | +10.48 | timeout |
| 05-29 19:50 | BTC | Buy | 73373.7→73598.3 | +1.05 | timeout |
| 05-28 16:37 | BTC | Sell | 73014.3→73181.7 | -1.52 | timeout |
| 05-26 05:37 | BTC | Buy | 77536.9→76906.2 | -4.52 | timeout |
| 05-25 05:38 | BTC | Buy | 76618.8→77399.1 | +4.60 | timeout |
| 05-24 05:37 | BTC | Buy | 75398.8→76666.2 | +7.91 | timeout |
| 05-23 05:36 | BTC | Buy | 76936.8→75439.2 | -10.18 | timeout |
| 05-21 17:36 | BTC | Buy | 77860.9→77938.1 | +0.01 | timeout |
| 05-20 16:35 | BTC | Buy | 76693.8→77151.1 | +2.49 | timeout |
| 05-18 10:36 | BTC | Sell | 78053.1→76733.8 | +8.06 | timeout |
| 05-16 02:02 | BTC | Sell | 78873.1→79104 | -1.93 | timeout |
| 05-12 10:43 | BTC | Sell | 81715.9→81724.1 | -0.47 | timeout |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.56 | timeout |
| 05-11 11:02 | BTC | Sell | 82243.9→80937 | +7.54 | timeout |
| 05-04 15:01 | BTC | Sell | 80084→80297 | -1.80 | timeout |
| 05-01 12:11 | BTC | Buy | 76451.8→77367.1 | +5.53 | timeout |
Paper vs Live
Paper (trades.jsonl)
30
closed
43%
win rate
+1.66
total pnl ($)
+1.2 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 | 30 | 43% | +1.2 | +1.66 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 15:01 | BTC | Sell | -1.80 | The market was in a low-volatility consolidation phase with neutral funding rates and stable order flow. The trade failed because the anticipated move never materialized within the allotted time, resulting in a timeout exit. |
| 05-01 12:11 | BTC | Buy | +5.53 | # Trade Analysis: CME Vol Rank Compression Mean Revert Bitcoin was consolidating near $77,668 with modest intraday strength (+0.31% 1h, +1.89% 24h) and neutral funding (-0.000229%), showing no directional conviction during the 12-hour hold window. The trad… |