87
closed trades
38%
win rate
-8.60
total pnl ($)
1.215
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:22:20 (38.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afu__restored_f22469c6
n: 204
· wr: 37.7%
· total_bps: -2558.8
· mean_bps: -12.54
· sharpe: -0.19
· max_dd_bps: -3147.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 87 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-01 03:22 | BTC | Sell | 73783.3→73952.7 | -0.30 | timeout |
| 06-01 00:19 | BTC | Sell | 73700.3→73721.7 | -0.11 | timeout |
| 05-30 16:22 | BTC | Sell | 73635.3→73876.7 | -0.39 | timeout |
| 05-30 11:41 | BTC | Sell | 73460.3→73601.7 | -0.27 | timeout |
| 05-30 07:59 | BTC | Sell | 73489.3→73515.7 | -0.12 | timeout |
| 05-30 04:08 | BTC | Sell | 73436.3→73408.7 | -0.05 | timeout |
| 05-30 00:24 | BTC | Sell | 73696.3→73455.7 | +0.23 | timeout |
| 05-29 20:52 | BTC | Sell | 73910.3→73645.7 | +0.26 | timeout |
| 05-29 15:35 | BTC | Sell | 73171.3→74172.8 | -1.38 | stop_loss |
| 05-29 15:03 | BTC | Sell | 73595.3→73147.7 | +0.50 | timeout |
| 05-29 12:39 | BTC | Sell | 73768.3→73218.7 | +0.62 | timeout |
| 05-29 10:34 | BTC | Sell | 73678.3→73580.7 | +0.04 | timeout |
| 05-29 05:57 | BTC | Sell | 73553.3→73387.7 | +0.13 | timeout |
| 05-24 22:24 | BTC | Sell | 76699.2→76897.8 | -0.33 | timeout |
| 05-24 20:23 | BTC | Sell | 76604.2→76652.8 | -0.14 | timeout |
| 05-24 18:23 | BTC | Sell | 76491.2→76701.8 | -0.35 | timeout |
| 05-24 16:23 | BTC | Sell | 77015.1→76607.8 | +0.42 | timeout |
| 05-24 14:23 | BTC | Sell | 76948.2→76456.8 | +0.52 | timeout |
| 05-24 12:23 | BTC | Sell | 76771.2→77023.9 | -0.40 | timeout |
| 05-24 10:22 | BTC | Sell | 76748.2→76953.8 | -0.34 | timeout |
| 05-24 08:22 | BTC | Sell | 76774.2→76782.8 | -0.09 | timeout |
| 05-24 06:21 | BTC | Sell | 76788.2→76755.8 | -0.04 | timeout |
| 05-22 18:51 | BTC | Sell | 76745.2→76410.8 | +0.33 | timeout |
| 05-22 16:51 | BTC | Sell | 77447.1→76955.8 | +0.52 | timeout |
| 05-22 14:51 | BTC | Sell | 77282.1→76759.8 | +0.56 | timeout |
| 05-22 12:51 | BTC | Sell | 77276.1→77454.9 | -0.30 | timeout |
| 05-22 10:21 | BTC | Sell | 77420.1→77252.9 | +0.12 | timeout |
| 05-22 07:22 | BTC | Sell | 77707.1→77448.9 | +0.23 | timeout |
| 05-22 05:21 | BTC | Sell | 77477.1→77648.9 | -0.30 | timeout |
| 05-22 03:20 | BTC | Sell | 77586.1→77665.9 | -0.18 | timeout |
| 05-22 01:20 | BTC | Sell | 77727.1→77499.9 | +0.19 | timeout |
| 05-21 17:16 | BTC | Sell | 76766.2→77813.8 | -1.38 | stop_loss |
| 05-21 15:21 | BTC | Sell | 77315.1→77231.9 | +0.02 | timeout |
| 05-21 12:55 | BTC | Sell | 77862.1→77281.9 | +0.63 | timeout |
| 05-21 10:54 | BTC | Sell | 77584.1→77223.9 | +0.36 | timeout |
| 05-21 08:53 | BTC | Sell | 77972.1→77861.9 | +0.05 | timeout |
| 05-21 06:52 | BTC | Sell | 77988.1→77536.9 | +0.47 | timeout |
| 05-21 04:53 | BTC | Sell | 78023.1→77978.9 | -0.03 | timeout |
| 05-21 02:53 | BTC | Sell | 77434.1→77995.9 | -0.77 | timeout |
| 05-21 00:53 | BTC | Sell | 77709.1→77990.9 | -0.43 | timeout |
| 05-20 22:52 | BTC | Sell | 77417.1→77438.9 | -0.11 | timeout |
| 05-20 20:52 | BTC | Sell | 77294.1→77761.9 | -0.66 | timeout |
| 05-20 18:51 | BTC | Sell | 77419.1→77399.9 | -0.06 | timeout |
| 05-20 16:52 | BTC | Sell | 77522.1→77320.9 | +0.16 | timeout |
| 05-20 14:52 | BTC | Sell | 77503.1→77426.9 | +0.01 | timeout |
| 05-20 12:51 | BTC | Sell | 77454.1→77536.9 | -0.18 | timeout |
| 05-20 10:50 | BTC | Sell | 77361.1→77511.9 | -0.27 | timeout |
| 05-20 08:51 | BTC | Sell | 76753.2→77461.9 | -0.96 | timeout |
| 05-20 06:51 | BTC | Sell | 76613.2→77368.9 | -1.02 | timeout |
| 05-20 04:50 | BTC | Sell | 76701.2→76756.8 | -0.15 | timeout |
| 05-20 02:50 | BTC | Sell | 76730.2→76648.8 | +0.02 | timeout |
| 05-19 23:50 | BTC | Sell | 76779.2→76873.8 | -0.20 | timeout |
| 05-19 21:50 | BTC | Sell | 76810.2→76985.8 | -0.30 | timeout |
| 05-19 19:20 | BTC | Sell | 76502.2→76939.8 | -0.62 | timeout |
| 05-18 10:37 | BTC | Sell | 76744.2→76765.8 | -0.11 | timeout |
| 05-18 03:07 | BTC | Sell | 77802.1→76940.8 | +0.97 | timeout |
| 05-18 01:07 | BTC | Sell | 78215.1→77181.9 | +1.17 | timeout |
| 05-17 23:07 | BTC | Sell | 78229.1→77829.9 | +0.40 | timeout |
| 05-17 15:36 | BTC | Sell | 78304.1→78006.9 | +0.28 | timeout |
| 05-17 13:36 | BTC | Sell | 78073.1→78283.9 | -0.34 | timeout |
| 05-15 11:35 | BTC | Sell | 80775→80582 | +0.14 | timeout |
| 05-12 02:43 | BTC | Sell | 81715.9→81724.1 | -0.09 | timeout |
| 05-12 01:33 | BTC | Sell | 81547.9→81724.1 | -0.29 | timeout |
| 05-11 23:33 | BTC | Sell | 81824.9→81724.1 | +0.03 | timeout |
| 05-11 20:35 | BTC | Sell | 81825.9→81872.1 | -0.14 | timeout |
| 05-11 10:34 | BTC | Sell | 80945→81098.1 | -0.26 | timeout |
| 05-11 04:09 | BTC | Sell | 81995.9→80626 | +1.51 | timeout |
| 05-11 00:08 | BTC | Sell | 81381.9→82004.1 | -0.81 | timeout |
| 05-10 22:55 | BTC | Sell | 81084.9→82185.2 | -1.37 | stop_loss |
| 05-10 22:07 | BTC | Sell | 81380.9→81093.1 | +0.25 | timeout |
| 05-10 20:07 | BTC | Sell | 81353.9→81390.1 | -0.13 | timeout |
| 05-10 18:07 | BTC | Sell | 80898→81389.1 | -0.66 | timeout |
| 05-10 16:05 | BTC | Sell | 80777→81324.1 | -0.73 | timeout |
| 05-10 14:04 | BTC | Sell | 80705→80917 | -0.33 | timeout |
| 05-10 12:05 | BTC | Sell | 80679→80785 | -0.21 | timeout |
| 05-10 10:03 | BTC | Sell | 80674→80756 | -0.18 | timeout |
| 05-10 06:14 | BTC | Sell | 80588→80674 | -0.19 | timeout |
| 05-10 04:13 | BTC | Sell | 80672→80726 | -0.15 | timeout |
| 05-10 02:13 | BTC | Sell | 80693→80596 | +0.03 | timeout |
| 05-10 00:13 | BTC | Sell | 80825→80680 | +0.09 | timeout |
| 05-09 22:12 | BTC | Sell | 80763→80701 | -0.01 | timeout |
| 05-09 20:12 | BTC | Sell | 80529→80833 | -0.44 | timeout |
| 05-09 18:11 | BTC | Sell | 80322→80771 | -0.62 | timeout |
| 05-09 16:11 | BTC | Sell | 80261→80537 | -0.41 | timeout |
| 05-09 14:10 | BTC | Sell | 80139→80330 | -0.31 | timeout |
| 05-09 12:10 | BTC | Sell | 80299→80269 | -0.05 | timeout |
| 05-09 10:09 | BTC | Sell | 80400→80147 | +0.21 | timeout |
Paper vs Live
Paper (trades.jsonl)
87
closed
38%
win rate
-8.60
total pnl ($)
-10.6 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 | 87 | 38% | -10.6 | -8.60 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:05 | BTC | Sell | -0.21 | The market was in a mild uptrend with BTC up 2.20% over 24 hours and positive funding, indicating bullish sentiment. The short thesis failed because the trade expired via timeout without reaching a profitable exit, as the upward momentum persisted. |
| 05-10 10:03 | BTC | Sell | -0.18 | The market was in a mild uptrend over 24h and 7d, with low funding and stable OI, showing no clear directional urgency. The thesis failed because the timeout close_reason indicates the trade was not triggered or held long enough to capture the anticipated m… |
| 05-10 06:14 | BTC | Sell | -0.19 | The market was in a neutral to slightly bearish regime with negative funding and moderate open interest. The thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small negative PnL from fees or slippage. |
| 05-10 04:13 | BTC | Sell | -0.15 | BTC traded in a narrow range with low volatility, showing slight intraday weakness but maintaining a positive weekly trend. The short thesis failed because the market remained range-bound and did not decline within the timeout period, preventing the expecte… |
| 05-10 02:13 | BTC | Sell | +0.03 | BTC was in a mild uptrend across multiple timeframes with low funding, suggesting a neutral-to-bullish bias. The short thesis failed because the market continued grinding higher without a catalyst for reversal, leading to a timeout exit. |
| 05-10 00:13 | BTC | Sell | +0.09 | The market was in a low-funding, sideways consolidation with moderate open interest, offering no clear directional edge. The thesis failed because the timeout closed the trade before any meaningful move materialized, capturing only negligible profit from mi… |
| 05-09 22:12 | BTC | Sell | -0.01 | The market was in a low-funding, sideways consolidation with no clear directional catalyst. The thesis failed because the timeout close_reason indicates the trade expired without a fill, likely due to insufficient price movement or liquidity to trigger the … |
| 05-09 20:12 | BTC | Sell | -0.44 | The market was in a neutral regime with low funding and stable open interest. The thesis failed because the trade was closed by timeout without reaching the target or stop, resulting in a small negative PnL from fees. |
| 05-09 18:11 | BTC | Sell | -0.62 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade expired without reaching the target or stop, resulting in a small loss from funding costs. |
| 05-09 16:11 | BTC | Sell | -0.41 | BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The short thesis failed because the trade expired via timeout before the anticipated move materialized, as the market consolidated rather than continuing its des… |