133
closed trades
43%
win rate
-81.47
total pnl ($)
1.152
weight
7d window — n=21 wr=48% pnl=-15.24
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 00:10:40 (40.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ais
n: 112
· wr: 45.5%
· total_bps: -410.9
· mean_bps: -3.67
· sharpe: -0.05
· max_dd_bps: -1696.6
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 |
|---|---|---|---|---|---|
| 06-28 01:37 | BTC | Buy | 60065→60203 | +0.40 | timeout |
| 06-27 19:31 | BTC | Buy | 60431→60113 | -1.78 | timeout |
| 06-27 08:08 | BTC | Buy | 59966→60465 | +2.15 | timeout |
| 06-26 19:51 | BTC | Buy | 59551→59849 | +1.17 | timeout |
| 06-26 11:59 | BTC | Buy | 59924→59379 | -2.91 | timeout |
| 06-26 02:12 | BTC | Buy | 60111→58993.5 | -5.65 | stop_loss |
| 06-25 22:58 | BTC | Buy | 59299→59826 | +2.31 | timeout |
| 06-25 11:10 | BTC | Buy | 61584.1→61058.9 | -2.74 | timeout |
| 06-25 04:46 | BTC | Buy | 60872→60967 | +0.19 | timeout |
| 06-24 17:47 | BTC | Buy | 60220→59099.5 | -5.65 | stop_loss |
| 06-24 13:46 | BTC | Buy | 62472.1→61310.3 | -5.65 | stop_loss |
| 06-24 04:54 | BTC | Buy | 62539.1→62734.9 | +0.64 | timeout |
| 06-23 22:00 | BTC | Buy | 62468.1→62578.9 | +0.26 | timeout |
| 06-23 15:52 | BTC | Buy | 62377.1→62247.9 | -0.88 | timeout |
| 06-23 03:36 | BTC | Buy | 64292.2→63973.8 | -1.70 | timeout |
| 06-22 15:20 | BTC | Buy | 64123.2→64934.8 | +3.40 | timeout |
| 06-22 09:00 | BTC | Buy | 64221.2→64136.8 | -0.65 | timeout |
| 06-22 02:51 | BTC | Buy | 63679.2→64281.8 | +2.47 | timeout |
| 06-21 19:38 | BTC | Buy | 64014.2→64166.8 | +0.43 | timeout |
| 06-21 13:30 | BTC | Buy | 64152.2→64094.8 | -0.51 | timeout |
| 06-21 07:26 | BTC | Buy | 64224.2→64161.8 | -0.54 | timeout |
| 06-21 01:26 | BTC | Buy | 63884.2→64217.8 | +1.25 | timeout |
| 06-20 19:25 | BTC | Buy | 63302.2→63873.8 | +2.36 | timeout |
| 06-20 13:23 | BTC | Buy | 63738.2→63399.8 | -1.81 | timeout |
| 06-20 07:22 | BTC | Buy | 63465.2→63721.8 | +0.91 | timeout |
| 06-20 00:02 | BTC | Buy | 63108.2→63527.8 | +1.67 | timeout |
| 06-19 17:58 | BTC | Buy | 62604.1→63192.8 | +2.47 | timeout |
| 06-19 11:56 | BTC | Buy | 62704.1→62579.9 | -0.82 | timeout |
| 06-19 05:51 | BTC | Buy | 62917.1→62699.9 | -1.25 | timeout |
| 06-18 23:47 | BTC | Buy | 62608.1→62853.9 | +0.89 | timeout |
| 06-18 11:51 | BTC | Buy | 63866.2→63869.8 | -0.25 | timeout |
| 06-18 05:37 | BTC | Buy | 64409.2→63920.8 | -2.46 | timeout |
| 06-17 17:29 | BTC | Buy | 64699.2→65936.7 | +5.27 | timeout |
| 06-17 11:05 | BTC | Buy | 65747.3→64524.5 | -5.67 | stop_loss |
| 06-16 23:14 | BTC | Buy | 65794.3→65730.7 | -0.55 | timeout |
| 06-16 11:09 | BTC | Buy | 65928.3→66448.7 | +2.02 | timeout |
| 06-15 23:01 | BTC | Buy | 67055.4→66173.7 | -4.08 | timeout |
| 06-15 16:55 | BTC | Buy | 65851.3→67123.6 | +5.33 | timeout |
| 06-15 09:20 | BTC | Buy | 65702.3→65708.7 | -0.23 | timeout |
| 06-15 03:15 | BTC | Buy | 64101.2→65695.7 | +6.95 | timeout |
| 06-14 21:10 | BTC | Buy | 64094.2→63993.8 | -0.72 | timeout |
| 06-14 15:06 | BTC | Buy | 64430.2→64104.8 | -1.73 | timeout |
| 06-14 03:04 | BTC | Buy | 64293.2→64465.8 | +0.52 | timeout |
| 06-13 20:59 | BTC | Buy | 64211.2→64260.8 | -0.04 | timeout |
| 06-13 14:53 | BTC | Buy | 63783.2→64211.8 | +1.68 | timeout |
| 06-13 08:48 | BTC | Buy | 63578.2→63847.8 | +0.95 | timeout |
| 06-12 20:50 | BTC | Buy | 63543.2→63401.8 | -0.91 | timeout |
| 06-12 14:44 | BTC | Buy | 63361.2→63471.8 | +0.24 | timeout |
| 06-12 08:41 | BTC | Buy | 63582.2→63388.8 | -1.15 | timeout |
| 06-11 20:45 | BTC | Buy | 62862.1→63257.8 | +1.54 | timeout |
| 06-11 08:34 | BTC | Buy | 61933.1→62919.9 | +4.34 | timeout |
| 06-10 20:29 | BTC | Buy | 62032.1→61874.9 | -1.00 | timeout |
| 06-10 14:21 | BTC | Buy | 61594.1→61856.9 | +0.97 | timeout |
| 06-09 14:35 | BTC | Buy | 62553.1→61390.2 | -5.65 | stop_loss |
| 06-09 11:36 | BTC | Buy | 63496.2→62567.9 | -4.49 | timeout |
| 06-09 04:27 | BTC | Buy | 63308.2→62804.9 | -2.57 | timeout |
| 06-08 22:21 | BTC | Buy | 63977.2→63325.8 | -3.22 | timeout |
| 06-08 16:17 | BTC | Buy | 63300.2→63875.8 | +2.36 | timeout |
| 06-08 10:13 | BTC | Buy | 62913.1→63391.8 | +1.94 | timeout |
| 06-07 22:15 | BTC | Buy | 62161.1→64144.8 | +9.00 | take_profit |
| 06-07 16:09 | BTC | Buy | 62396.1→61983.9 | -2.19 | timeout |
| 06-07 10:03 | BTC | Buy | 61566.1→62382.9 | +3.59 | timeout |
| 06-07 03:59 | BTC | Buy | 60734→61696.9 | +4.33 | timeout |
| 06-06 21:55 | BTC | Buy | 60706→60791 | +0.16 | timeout |
| 06-06 15:50 | BTC | Buy | 60946→60805 | -0.93 | timeout |
| 06-06 04:34 | BTC | Buy | 60677→59542.2 | -5.68 | stop_loss |
| 06-05 23:33 | BTC | Buy | 61783.1→60628.6 | -5.68 | stop_loss |
| 06-05 18:54 | BTC | Buy | 60214→59094.5 | -5.66 | stop_loss |
| 06-05 12:01 | BTC | Buy | 62892.1→61717 | -5.68 | stop_loss |
| 06-04 17:32 | BTC | Buy | 64231.2→63036.3 | -5.66 | stop_loss |
| 06-04 11:10 | BTC | Buy | 63353.2→62174.8 | -5.65 | stop_loss |
| 06-04 08:12 | BTC | Buy | 64565.2→63362.1 | -5.66 | stop_loss |
| 06-03 23:54 | BTC | Buy | 65310.3→64094.7 | -5.66 | stop_loss |
| 06-03 11:18 | BTC | Buy | 67146.4→67290.6 | +0.34 | timeout |
| 06-02 21:51 | BTC | Buy | 67182.4→67547.6 | +1.31 | timeout |
| 06-02 13:07 | BTC | Buy | 69914.5→69029.5 | -3.95 | timeout |
| 06-02 04:38 | BTC | Buy | 71084.6→71000.4 | -0.63 | timeout |
| 05-31 20:22 | BTC | Buy | 73613.7→73705.3 | +0.10 | timeout |
| 05-31 11:44 | BTC | Buy | 74070.7→73907.3 | -0.92 | timeout |
| 05-31 05:43 | BTC | Buy | 73778.7→74063.3 | +0.85 | timeout |
| 05-31 03:03 | BTC | Buy | 73952.7→74081.3 | +0.23 | timeout |
| 05-30 15:40 | BTC | Buy | 73528.7→73839.3 | +0.94 | timeout |
| 05-29 03:27 | BTC | Buy | 73736.7→73373.3 | -1.71 | timeout |
| 05-28 21:48 | BTC | Buy | 73039.7→73825.3 | +2.84 | timeout |
| 05-28 15:25 | BTC | Buy | 73376.7→72846.4 | -2.38 | timeout |
| 05-28 03:56 | BTC | Buy | 74440.7→73055.8 | -5.66 | stop_loss |
| 05-27 22:53 | BTC | Buy | 75203.8→74493.3 | -3.01 | timeout |
| 05-27 16:53 | BTC | Buy | 75895.8→75187.2 | -2.97 | timeout |
| 05-27 10:24 | BTC | Buy | 75462.8→75958.2 | +1.66 | timeout |
| 05-27 04:24 | BTC | Buy | 75738.8→75455.2 | -1.34 | timeout |
| 05-26 22:23 | BTC | Buy | 76465.8→75747.2 | -2.99 | timeout |
| 05-26 16:23 | BTC | Buy | 76886.8→76476.2 | -1.79 | timeout |
| 05-26 10:23 | BTC | Buy | 76591.8→76887.2 | +0.86 | timeout |
| 05-26 04:22 | BTC | Buy | 77345.9→76584.2 | -3.12 | timeout |
| 05-25 19:54 | BTC | Buy | 77291.9→77405.1 | +0.14 | timeout |
| 05-25 13:54 | BTC | Buy | 77292.9→77283.1 | -0.31 | timeout |
| 05-25 07:54 | BTC | Buy | 77037.9→77285.1 | +0.65 | timeout |
| 05-25 01:53 | BTC | Buy | 76708.8→77069.1 | +1.10 | timeout |
| 05-24 19:53 | BTC | Buy | 76854.8→76710.2 | -0.81 | timeout |
| 05-24 13:52 | BTC | Buy | 76769.8→76854.2 | +0.05 | timeout |
Paper vs Live
Paper (trades.jsonl)
133
closed
43%
win rate
-81.47
total pnl ($)
-20.9 bps
avg bps net
Live (dry_run=0)
1
closed
0%
win rate
+0.00
total pnl ($)
—
avg bps net
Live: 1 trades (insufficient sample, <5)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 133 | 43% | -20.9 | -81.47 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||