65
closed trades
37%
win rate
-112.21
total pnl ($)
1.104
weight
7d window — n=9 wr=44% pnl=-18.60
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:39:13 (38.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tu
n: 32
· wr: 46.9%
· total_bps: -708.7
· mean_bps: -22.15
· sharpe: -0.22
· max_dd_bps: -872.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 65 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 13:19 | BTC | Buy | 59950→58473.8 | -12.77 | stop_loss |
| 06-25 13:46 | BTC | Buy | 61190.1→59667.2 | -12.89 | stop_loss |
| 06-25 05:29 | BTC | Buy | 59723→61589.9 | +15.19 | timeout |
| 06-24 11:22 | BTC | Buy | 62572.1→62328.9 | -2.40 | timeout |
| 06-23 08:17 | BTC | Buy | 63969.2→62395.7 | -12.76 | stop_loss |
| 06-22 20:48 | BTC | Buy | 64132.2→64432.8 | +1.88 | timeout |
| 06-22 00:25 | BTC | Buy | 63991.2→63596.8 | -3.55 | timeout |
| 06-21 04:31 | BTC | Buy | 63912.2→64501.8 | +4.17 | timeout |
| 06-20 07:53 | BTC | Buy | 63052.2→63680.8 | +4.53 | timeout |
| 06-19 12:19 | BTC | Buy | 62949.1→62490.9 | -4.05 | timeout |
| 06-18 15:27 | BTC | Buy | 64312.2→63333.8 | -8.05 | timeout |
| 06-17 17:04 | BTC | Buy | 65891.3→65877.7 | -0.58 | timeout |
| 06-16 22:32 | BTC | Buy | 66595.3→65735.7 | -6.95 | timeout |
| 06-15 23:06 | BTC | Buy | 65947.3→66237.7 | +1.73 | timeout |
| 06-15 02:11 | BTC | Buy | 64286.2→65587.7 | +9.66 | timeout |
| 06-14 07:40 | BTC | Buy | 64272.2→64291.8 | -0.30 | timeout |
| 06-13 12:22 | BTC | Buy | 63564.2→63906.8 | +2.21 | timeout |
| 06-12 17:42 | BTC | Buy | 63363.2→63789.8 | +2.91 | timeout |
| 06-11 22:46 | BTC | Buy | 62919.1→63455.8 | +3.75 | timeout |
| 06-10 23:40 | BTC | Buy | 60958→61437.9 | +3.51 | timeout |
| 06-10 02:11 | BTC | Buy | 62083.1→62016.9 | -0.95 | timeout |
| 06-09 07:47 | BTC | Buy | 63465.2→63154.8 | -2.91 | timeout |
| 06-08 12:22 | BTC | Buy | 63188.2→62920.9 | -2.57 | timeout |
| 06-07 18:16 | BTC | Buy | 61660.1→62141.9 | +3.48 | timeout |
| 06-06 21:50 | BTC | Buy | 60947→60825 | -1.41 | timeout |
| 06-05 14:04 | BTC | Buy | 62086.1→60559.7 | -12.74 | stop_loss |
| 06-05 05:43 | BTC | Buy | 62961.1→62914.9 | -0.79 | timeout |
| 06-04 02:01 | BTC | Buy | 63573.2→62009.9 | -12.75 | stop_loss |
| 06-03 16:57 | BTC | Buy | 66416.3→66019.7 | -3.47 | timeout |
| 06-02 14:10 | BTC | Buy | 70061.5→68327.4 | -12.84 | stop_loss |
| 06-02 01:29 | BTC | Buy | 71823.6→71245.4 | -4.55 | timeout |
| 05-31 23:35 | BTC | Buy | 73893.7→73624.3 | -2.26 | timeout |
| 05-31 05:37 | BTC | Buy | 73811.7→74130.3 | +1.68 | timeout |
| 05-29 20:16 | BTC | Buy | 73674.7→73587.3 | -1.07 | timeout |
| 05-28 13:47 | BTC | Buy | 74290.7→72859.4 | -10.14 | timeout |
| 05-27 19:37 | BTC | Buy | 75914.8→75036.2 | -6.27 | timeout |
| 05-27 01:23 | BTC | Buy | 76821.8→75788.2 | -7.15 | timeout |
| 05-26 07:02 | BTC | Buy | 77444.9→76867.2 | -4.17 | timeout |
| 05-25 12:00 | BTC | Buy | 77062.9→77305.1 | +1.07 | timeout |
| 05-24 17:49 | BTC | Buy | 76718.8→76654.2 | -0.89 | timeout |
| 05-23 19:32 | BTC | Buy | 75157.8→75877.2 | +4.31 | timeout |
| 05-22 18:46 | BTC | Buy | 77440.9→76238.2 | -8.26 | timeout |
| 05-22 00:37 | BTC | Buy | 77270.9→77495.1 | +0.98 | timeout |
| 05-21 06:35 | BTC | Buy | 77490.9→77733.1 | +1.07 | timeout |
| 05-20 10:00 | BTC | Buy | 76780.8→77460.1 | +3.91 | timeout |
| 05-19 14:07 | BTC | Buy | 76614.8→76747.2 | +0.38 | timeout |
| 05-18 19:44 | BTC | Buy | 76903.8→76881.2 | -0.64 | timeout |
| 05-16 10:05 | BTC | Buy | 78997.9→78994 | -0.52 | timeout |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.53 | timeout |
| 05-12 01:10 | BTC | Buy | 81245.1→81715.9 | +2.43 | timeout |
| 05-11 06:58 | BTC | Buy | 81214.1→80830 | -2.86 | timeout |
| 05-10 03:53 | BTC | Buy | 80483→80776 | +1.33 | timeout |
| 05-08 18:01 | BTC | Buy | 79547→80177 | +3.47 | timeout |
| 05-07 21:20 | BTC | Buy | 81136.1→79836 | -8.50 | timeout |
| 05-07 01:32 | BTC | Buy | 82027.1→81186.9 | -5.55 | timeout |
| 05-06 13:18 | BTC | Buy | 80238→81999.9 | +10.44 | timeout |
| 05-04 10:48 | BTC | Buy | 79316→78881.1 | -3.21 | timeout |
| 05-03 09:48 | BTC | Buy | 78795.9→78473.1 | -2.48 | timeout |
| 05-02 05:54 | BTC | Buy | 78474.9→78171.1 | -2.34 | timeout |
| 05-01 11:06 | BTC | Buy | 76257.8→77258.1 | +6.09 | timeout |
| 04-30 11:42 | BTC | Buy | 75821→75875.2 | -0.10 | timeout |
| 04-29 16:42 | BTC | Buy | 77396→75810 | -10.70 | timeout |
| 04-28 15:30 | BTC | Buy | 76725→75934 | -5.60 | timeout |
| 04-27 19:43 | BTC | Buy | 77645→76731 | -6.34 | timeout |
| 04-27 01:30 | BTC | Buy | 77825→78904 | +6.48 | timeout |
Paper vs Live
Paper (trades.jsonl)
65
closed
37%
win rate
-112.21
total pnl ($)
-34.2 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 | 65 | 37% | -34.2 | -112.21 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 13:08 | BTC | Buy | below_min_notional_skip |
| 06-24 17:43 | BTC | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 03:53 | BTC | Buy | +1.33 | BTC was trading in a narrow range with low volatility, showing slight intraday weakness but holding weekly gains. The trade closed on timeout with a small profit as the thesis of a short-term directional move failed to materialize within the allotted time. |
| 05-08 18:01 | BTC | Buy | +3.47 | BTC was in a mild downtrend with low volatility, showing a 2.47% decline over 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-07 21:20 | BTC | Buy | -8.50 | The market was in a low-funding, sideways consolidation with no clear directional catalyst. The thesis failed because the trade was closed by timeout without reaching entry or exit conditions, resulting in a small negative PnL from fees or slippage. |
| 05-07 01:32 | BTC | Buy | -5.55 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from the entry not being filled. |
| 05-06 13:18 | BTC | Buy | +10.44 | BTC was declining across all timeframes with negative funding and falling open interest. The thesis failed because the trade was closed by timeout before a reversal materialized in the persistent downtrend. |
| 05-02 05:54 | BTC | Buy | -2.34 | Bitcoin was trading flat to slightly positive on the 1-hour timeframe (0.11%) with modest 24-hour gains (1.47%), showing no directional conviction that would trigger a mean-reversion setup. The cross-asset basis compression signal failed because while BTC a… |
| 05-01 11:06 | BTC | Buy | +6.09 | The market was consolidating with minimal intraday momentum (BTC flat +0.07% in the final hour) but sustained modest 24h gains (+1.55%), while funding rates remained elevated at 0.282 bps, indicating persistent long leverage. The thesis worked because the c… |
| 04-29 16:42 | BTC | Buy | -10.70 | # Trade Analysis BTC was trading sideways-to-slightly-down at close ($75.8k, -0.21% on the hour, -4.14% on the week) with healthy funding rates (0.53%) and elevated open interest ($3.72B), indicating no panic but sustained downward pressure from the weekly… |
| 04-27 01:30 | BTC | Buy | +6.48 | Bitcoin was consolidating with modest upside momentum, posting 1.75% gains over 24 hours and 6.84% over the week while maintaining stable funding rates around 0.005%. The trade's thesis worked because both BTC and ETH z-scores were deeply negative (BTC -1.1… |