109
closed trades
52%
win rate
+49.71
total pnl ($)
1.359
weight
7d window — n=22 wr=59% pnl=+24.77
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 12:24:31 (23.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
strategies_batch_ang
n: 80
· wr: 57.5%
· total_bps: +1524.3
· mean_bps: +19.05
· sharpe: +0.26
· max_dd_bps: -841.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 14:48 | BTC | Sell | 60157→59697 | +3.39 | timeout |
| 06-26 06:38 | BTC | Sell | 59733→60118 | -3.67 | timeout |
| 06-25 22:33 | BTC | Sell | 59388→59732 | -3.34 | timeout |
| 06-25 13:46 | BTC | Sell | 61725.9→59753 | +15.52 | take_profit |
| 06-25 06:21 | BTC | Sell | 60933→61660.1 | -6.42 | timeout |
| 06-24 22:18 | BTC | Sell | 60488→60964 | -4.42 | timeout |
| 06-24 15:08 | BTC | Sell | 62836.9→60830 | +15.51 | take_profit |
| 06-24 10:14 | BTC | Sell | 62635.9→62574.1 | +0.06 | timeout |
| 06-24 02:08 | BTC | Sell | 62472.9→62804.1 | -3.09 | timeout |
| 06-23 18:02 | BTC | Sell | 62514.9→62423.1 | +0.28 | timeout |
| 06-23 08:28 | BTC | Sell | 64006.8→61962.1 | +15.51 | take_profit |
| 06-23 02:01 | BTC | Sell | 64503.8→64106.2 | +2.62 | timeout |
| 06-22 17:40 | BTC | Sell | 64583.8→64425.2 | +0.78 | timeout |
| 06-22 09:39 | BTC | Sell | 64212.8→64051.2 | +0.83 | timeout |
| 06-22 01:26 | BTC | Sell | 63361.8→64541.5 | -9.75 | stop_loss |
| 06-21 21:27 | BTC | Sell | 64224.8→63699.2 | +3.64 | timeout |
| 06-21 13:21 | BTC | Sell | 64207.8→64133.2 | +0.11 | timeout |
| 06-21 05:17 | BTC | Sell | 64247.8→64208.2 | -0.14 | timeout |
| 06-20 21:10 | BTC | Sell | 63854.8→63909.2 | -0.88 | timeout |
| 06-20 13:01 | BTC | Sell | 63701.8→63599.2 | +0.37 | timeout |
| 06-20 04:55 | BTC | Sell | 63317.8→63542.2 | -2.22 | timeout |
| 06-19 20:47 | BTC | Sell | 63247.8→63182.2 | +0.08 | timeout |
| 06-19 12:40 | BTC | Sell | 62726.9→62510.1 | +1.25 | timeout |
| 06-19 04:43 | BTC | Sell | 62770.9→62569.1 | +1.15 | timeout |
| 06-18 21:04 | BTC | Sell | 63633.8→63071.2 | +3.94 | timeout |
| 06-18 12:40 | BTC | Sell | 64022.8→64169.2 | -1.59 | timeout |
| 06-18 04:32 | BTC | Sell | 64334.8→63913.2 | +2.83 | timeout |
| 06-17 20:18 | BTC | Sell | 65301.7→64213.2 | +7.89 | timeout |
| 06-17 12:07 | BTC | Sell | 65816.7→64850.2 | +6.91 | timeout |
| 06-17 04:06 | BTC | Sell | 65724.7→65831.3 | -1.25 | timeout |
| 06-16 19:53 | BTC | Sell | 66022.7→65563.3 | +3.05 | timeout |
| 06-16 11:46 | BTC | Sell | 66085.7→66374.3 | -2.61 | timeout |
| 06-16 03:44 | BTC | Sell | 66377.7→66091.3 | +1.70 | timeout |
| 06-15 19:36 | BTC | Sell | 66807.7→66653.3 | +0.72 | timeout |
| 06-15 13:20 | BTC | Sell | 65637.7→66860.8 | -9.77 | stop_loss |
| 06-15 07:22 | BTC | Sell | 65387.7→65855.3 | -4.02 | timeout |
| 06-15 00:14 | BTC | Sell | 64652.8→65857.2 | -9.77 | stop_loss |
| 06-14 19:10 | BTC | Sell | 64287.8→63756.2 | +3.70 | timeout |
| 06-14 11:00 | BTC | Sell | 64346.8→64470.2 | -1.41 | timeout |
| 06-14 02:57 | BTC | Sell | 64250.8→64474.2 | -2.20 | timeout |
| 06-13 18:52 | BTC | Sell | 64086.8→64079.2 | -0.39 | timeout |
| 06-13 10:45 | BTC | Sell | 63590.8→63841.2 | -2.40 | timeout |
| 06-13 02:39 | BTC | Sell | 63486.8→63697.2 | -2.11 | timeout |
| 06-12 18:38 | BTC | Sell | 63478.8→63778.2 | -2.80 | timeout |
| 06-12 10:23 | BTC | Sell | 63695.8→63744.2 | -0.80 | timeout |
| 06-12 02:14 | BTC | Sell | 63508.8→63644.2 | -1.49 | timeout |
| 06-11 18:18 | BTC | Sell | 63143.8→63491.2 | -3.17 | timeout |
| 06-11 10:04 | BTC | Sell | 62614.9→62843.1 | -2.24 | timeout |
| 06-11 03:55 | BTC | Sell | 61505.9→62652.4 | -9.75 | stop_loss |
| 06-10 21:51 | BTC | Sell | 62366.9→61200.1 | +8.91 | timeout |
| 06-10 13:50 | BTC | Sell | 61674.9→62360.1 | -6.00 | timeout |
| 06-10 00:06 | BTC | Sell | 61681.9→62023.1 | -3.23 | timeout |
| 06-09 16:02 | BTC | Sell | 62722.9→61154.1 | +12.08 | timeout |
| 06-09 07:52 | BTC | Sell | 62714.9→63177.2 | -4.12 | timeout |
| 06-08 23:44 | BTC | Sell | 63344.8→63120.2 | +1.33 | timeout |
| 06-08 15:39 | BTC | Sell | 63210.8→63831.2 | -5.34 | timeout |
| 06-08 07:32 | BTC | Sell | 62893.9→63206.2 | -2.92 | timeout |
| 06-07 22:14 | BTC | Sell | 62231.9→63391.8 | -9.77 | stop_loss |
| 06-07 15:31 | BTC | Sell | 62593.9→61998.1 | +4.31 | timeout |
| 06-07 07:13 | BTC | Sell | 61313.9→62112.1 | -6.97 | timeout |
| 06-06 23:07 | BTC | Sell | 60639→60679 | -0.80 | timeout |
| 06-06 14:57 | BTC | Sell | 61320.9→60880 | +3.14 | timeout |
| 06-06 08:28 | BTC | Sell | 60176→61306.7 | -9.83 | stop_loss |
| 06-06 02:53 | BTC | Sell | 61503.9→61137.1 | +2.54 | timeout |
| 06-05 18:52 | BTC | Sell | 61310.9→59353 | +15.52 | take_profit |
| 06-05 14:26 | BTC | Sell | 62388.9→60398 | +15.50 | take_profit |
| 06-05 06:20 | BTC | Sell | 63758.8→61716.1 | +15.55 | take_profit |
| 06-04 22:10 | BTC | Sell | 63737.8→63233.2 | +3.50 | timeout |
| 06-04 13:26 | BTC | Sell | 63534.8→63210.2 | +2.08 | timeout |
| 06-04 03:05 | BTC | Sell | 62612.9→63779.1 | -9.76 | stop_loss |
| 06-03 22:50 | BTC | Sell | 65892.7→64965.2 | +6.59 | timeout |
| 06-03 10:31 | BTC | Sell | 66333.7→67318.4 | -7.84 | timeout |
| 06-03 00:24 | BTC | Sell | 67379.6→66849.3 | +3.49 | timeout |
| 06-02 13:08 | BTC | Sell | 69947.5→68999.4 | +6.33 | timeout |
| 06-02 06:07 | BTC | Sell | 71301.4→70416.5 | +5.79 | timeout |
| 06-02 01:22 | BTC | Sell | 71439.4→71305.6 | +0.52 | timeout |
| 06-01 05:08 | BTC | Sell | 73976.3→73490.7 | +2.84 | timeout |
| 05-31 22:32 | BTC | Sell | 73529.3→73896.7 | -2.95 | timeout |
| 05-31 16:46 | BTC | Sell | 73774.3→73458.7 | +1.70 | timeout |
| 05-31 11:33 | BTC | Sell | 74116.3→73892.7 | +1.09 | timeout |
| 05-31 05:43 | BTC | Sell | 73771.3→74070.7 | -2.46 | timeout |
| 05-30 23:30 | BTC | Sell | 73830.3→73814.7 | -0.32 | timeout |
| 05-30 15:40 | BTC | Sell | 73526.3→73845.7 | -2.59 | timeout |
| 05-30 13:24 | BTC | Sell | 73508.3→73771.7 | -2.22 | timeout |
| 05-30 05:50 | BTC | Sell | 73396.3→73597.7 | -1.81 | timeout |
| 05-29 22:35 | BTC | Sell | 74041.3→73461.7 | +3.47 | timeout |
| 05-29 17:02 | BTC | Sell | 73575.3→74094.7 | -3.96 | timeout |
| 05-29 12:34 | BTC | Sell | 73678.3→73248.7 | +2.47 | timeout |
| 05-29 05:56 | BTC | Sell | 73581.3→73387.7 | +0.90 | timeout |
| 05-29 02:18 | BTC | Sell | 73488.3→73613.7 | -1.27 | timeout |
| 05-28 21:48 | BTC | Sell | 73031.3→73825.7 | -5.85 | timeout |
| 05-28 17:48 | BTC | Sell | 73400.3→73599.7 | -1.77 | timeout |
| 05-28 13:23 | BTC | Sell | 73273.3→73153.7 | +0.39 | timeout |
| 05-28 09:20 | BTC | Sell | 73689.3→73350.7 | +1.84 | timeout |
| 05-28 03:55 | BTC | Sell | 74488.3→73190.2 | +0.00 | stop_loss |
| 05-28 01:20 | BTC | Sell | 74961.3→74327.7 | +3.78 | timeout |
| 05-27 21:19 | BTC | Sell | 75199.2→75125.8 | +0.06 | timeout |
| 05-27 17:19 | BTC | Sell | 75943.2→74946.7 | +6.12 | timeout |
| 05-27 13:19 | BTC | Sell | 75764.2→75408.8 | +1.88 | timeout |
| 05-27 09:19 | BTC | Sell | 75813.2→75689.8 | +0.33 | timeout |
Paper vs Live
Paper (trades.jsonl)
109
closed
52%
win rate
+49.71
total pnl ($)
+8.9 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 | 109 | 52% | +9.1 | +49.71 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-24 12:33 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||