81
closed trades
44%
win rate
+121.35
total pnl ($)
1.728
weight
7d window — n=14 wr=57% pnl=+95.09
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 23:20:07 (42.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
qj
n: 13
· wr: 7.7%
· total_bps: -781.8
· mean_bps: -60.14
· sharpe: -0.93
· max_dd_bps: -862.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 81 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-29 22:14 | BTC | Sell | 59616→60414 | -6.99 | timeout |
| 06-29 10:00 | BTC | Sell | 60221→60033 | +1.26 | timeout |
| 06-28 21:41 | BTC | Sell | 60257→59675 | +4.39 | timeout |
| 06-28 09:40 | BTC | Sell | 60372→60322 | -0.01 | timeout |
| 06-27 21:35 | BTC | Sell | 59866→60369 | -4.72 | timeout |
| 06-27 09:59 | BTC | Sell | 59666→60403 | -6.59 | timeout |
| 06-26 21:26 | BTC | Sell | 59609→59775 | -1.75 | timeout |
| 06-25 13:58 | BTC | Sell | 60864→58190.9 | +21.46 | take_profit |
| 06-25 13:53 | BTC | Sell | 61673.9→58963.9 | +21.51 | take_profit |
| 06-24 16:51 | BTC | Sell | 62499.9→59753 | +21.36 | take_profit |
| 06-24 16:51 | BTC | Sell | 62681.9→59919 | +21.53 | take_profit |
| 06-24 09:10 | BTC | Sell | 62332.9→62703.1 | -3.37 | timeout |
| 06-23 21:19 | BTC | Sell | 64335.8→62454.1 | +14.16 | timeout |
| 06-23 09:12 | BTC | Sell | 64164.8→62427.1 | +12.86 | timeout |
| 06-22 13:36 | BTC | Sell | 63783.8→65353.9 | -12.65 | stop_loss |
| 06-22 09:00 | BTC | Sell | 63987.8→64142.2 | -1.57 | timeout |
| 06-21 20:55 | BTC | Sell | 63893.8→63811.2 | +0.20 | timeout |
| 06-21 08:53 | BTC | Sell | 63372.8→63932.2 | -4.73 | timeout |
| 06-20 20:52 | BTC | Sell | 63167.8→63891.2 | -6.20 | timeout |
| 06-20 08:46 | BTC | Sell | 62620.9→63420.2 | -6.72 | timeout |
| 06-19 20:42 | BTC | Sell | 63114.8→63047.2 | +0.12 | timeout |
| 06-19 08:41 | BTC | Sell | 64506.8→62623.1 | +14.02 | timeout |
| 06-18 20:37 | BTC | Sell | 64428.8→63103.2 | +9.68 | timeout |
| 06-18 08:33 | BTC | Sell | 65182.7→64537.2 | +4.50 | timeout |
| 06-17 20:31 | BTC | Sell | 65709.7→64348.2 | +9.92 | timeout |
| 06-17 08:27 | BTC | Sell | 66495.7→65360.3 | +8.09 | timeout |
| 06-16 20:20 | BTC | Sell | 66512.7→65790.3 | +5.08 | timeout |
| 06-15 16:10 | BTC | Sell | 65684.7→67318 | -12.88 | stop_loss |
| 06-15 03:50 | BTC | Sell | 64412.8→66001.3 | -12.75 | stop_loss |
| 06-14 21:40 | BTC | Sell | 63788.8→65366.9 | -12.82 | stop_loss |
| 06-14 20:11 | BTC | Sell | 64257.8→63802.2 | +3.14 | timeout |
| 06-14 08:11 | BTC | Sell | 63797.8→64419.2 | -5.25 | timeout |
| 06-13 20:22 | BTC | Sell | 63506.8→64242.2 | -6.24 | timeout |
| 06-13 08:08 | BTC | Sell | 63238.8→63767.2 | -4.52 | timeout |
| 06-12 20:21 | BTC | Sell | 63459.8→63525.2 | -0.95 | timeout |
| 06-12 08:11 | BTC | Sell | 62762.9→63266.2 | -4.42 | timeout |
| 06-11 17:32 | BTC | Sell | 61818.9→63340.8 | -12.67 | stop_loss |
| 06-11 07:51 | BTC | Sell | 61650.9→62688.1 | -8.71 | timeout |
| 06-10 09:08 | BTC | Sell | 62705.9→61182.1 | +11.58 | timeout |
| 06-09 16:20 | BTC | Sell | 63648.8→60854 | +21.62 | take_profit |
| 06-09 09:04 | BTC | Sell | 63243.8→62816.1 | +2.93 | timeout |
| 06-08 09:06 | BTC | Sell | 62847.9→63298.2 | -3.98 | timeout |
| 06-07 22:14 | BTC | Sell | 61843.9→63366.8 | -12.76 | stop_loss |
| 06-07 08:48 | BTC | Sell | 61380.9→62897.6 | -12.82 | stop_loss |
| 06-07 05:18 | BTC | Sell | 60684→62179.2 | -12.78 | stop_loss |
| 06-06 20:51 | BTC | Sell | 61647.9→60692 | +7.24 | timeout |
| 06-05 18:44 | BTC | Sell | 62374.9→59636 | +21.53 | take_profit |
| 06-05 13:59 | BTC | Sell | 63520.8→60731 | +21.52 | take_profit |
| 06-05 09:10 | BTC | Sell | 63346.8→62755.1 | +4.20 | timeout |
| 06-04 01:50 | BTC | Sell | 65277.7→62411.1 | +21.51 | take_profit |
| 06-03 23:54 | BTC | Sell | 67079.6→64133.2 | +21.51 | take_profit |
| 06-03 23:17 | BTC | Sell | 66645.7→64485.2 | +15.77 | timeout |
| 06-02 14:10 | BTC | Sell | 69964.5→68309.6 | +0.00 | stop_loss |
| 06-02 08:56 | BTC | Sell | 71384.4→69711.3 | +0.00 | stop_loss |
| 06-01 15:31 | BTC | Sell | 73391.3→71314.2 | +0.00 | stop_loss |
| 05-31 23:44 | BTC | Sell | 73771.3→73568.7 | +0.89 | timeout |
| 05-31 13:13 | BTC | Sell | 73767.3→73922.7 | -1.40 | timeout |
| 05-31 08:42 | BTC | Sell | 73493.3→73838.7 | -2.65 | timeout |
| 05-30 12:08 | BTC | Sell | 73342.3→73570.7 | -1.94 | timeout |
| 05-30 00:08 | BTC | Sell | 73639.3→73471.7 | +0.73 | timeout |
| 05-29 12:05 | BTC | Sell | 73445.3→73361.7 | +0.16 | timeout |
| 05-28 23:36 | BTC | Sell | 74238.3→73648.7 | +3.67 | timeout |
| 05-28 03:17 | BTC | Sell | 75817.2→74040.7 | +0.00 | stop_loss |
| 05-27 23:35 | BTC | Sell | 75865.2→74250.7 | +10.25 | timeout |
| 05-27 04:30 | BTC | Sell | 77220.1→75407.5 | +0.00 | stop_loss |
| 05-26 23:35 | BTC | Sell | 77282.1→75872.8 | +8.69 | timeout |
| 05-26 11:33 | BTC | Sell | 77429.1→77277.9 | +0.55 | timeout |
| 05-25 23:34 | BTC | Sell | 76858.2→77280.9 | -3.13 | timeout |
| 05-25 11:33 | BTC | Sell | 77242.1→77447.9 | -1.67 | timeout |
| 05-24 23:33 | BTC | Sell | 76703.2→76918.8 | -1.83 | timeout |
| 05-24 11:32 | BTC | Sell | 74802.3→77282.9 | -16.96 | timeout |
| 05-23 23:33 | BTC | Sell | 75661.2→76710.8 | -7.32 | timeout |
| 05-22 23:48 | BTC | Sell | 77260.1→75445.5 | +0.00 | stop_loss |
| 05-22 19:30 | BTC | Sell | 77623.1→75780.7 | +0.00 | stop_loss |
| 05-22 11:32 | BTC | Sell | 77319.1→77281.9 | -0.11 | timeout |
| 05-21 23:32 | BTC | Sell | 77379.1→77621.9 | -1.92 | timeout |
| 05-21 11:31 | BTC | Sell | 77449.1→77348.9 | +0.31 | timeout |
| 05-20 23:32 | BTC | Sell | 76874.2→77387.9 | -3.75 | timeout |
| 05-20 11:31 | BTC | Sell | 76853.2→77456.9 | -4.27 | timeout |
| 05-19 23:31 | BTC | Sell | 76996.1→76878.8 | +0.46 | timeout |
| 05-19 11:31 | BTC | Sell | 76740.2→76863.8 | -1.21 | timeout |
Paper vs Live
Paper (trades.jsonl)
81
closed
44%
win rate
+121.35
total pnl ($)
+28.6 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 | 81 | 44% | +32.2 | +121.35 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||