436
closed trades
45%
win rate
-381.11
total pnl ($)
0.567
weight
7d window — n=53 wr=42% pnl=-77.15
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 03:16:50 (37.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
sa
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
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 |
|---|---|---|---|---|---|
| 06-23 02:31 | ETH | Buy | 1741.47→1729.83 | -3.80 | timeout |
| 06-22 22:28 | ETH | Buy | 1751.58→1718.77 | -9.81 | stop_loss |
| 06-22 16:49 | BTC | Buy | 64137.2→64627.8 | +3.38 | timeout |
| 06-22 16:40 | ETH | Buy | 1767.98→1734.66 | -9.86 | stop_loss |
| 06-22 13:24 | BTC | Buy | 64204.2→65061.7 | +6.18 | timeout |
| 06-22 10:20 | ETH | Buy | 1742.17→1747.83 | +1.12 | timeout |
| 06-22 07:11 | BTC | Buy | 63673.2→64159.8 | +3.36 | timeout |
| 06-22 04:07 | BTC | Buy | 64228.2→63937.8 | -2.73 | timeout |
| 06-22 01:03 | BTC | Buy | 64129.2→63977.8 | -1.65 | timeout |
| 06-21 22:00 | ETH | Buy | 1724.17→1715.03 | -3.09 | timeout |
| 06-21 18:50 | ETH | Buy | 1732.77→1734.93 | +0.16 | timeout |
| 06-21 15:36 | BTC | Buy | 64191.2→64158.8 | -0.68 | timeout |
| 06-21 12:21 | BTC | Buy | 64488.2→63984.8 | -4.33 | timeout |
| 06-21 08:45 | ETH | Buy | 1737.47→1726.33 | -3.64 | timeout |
| 06-21 05:43 | BTC | Buy | 63985.2→64309.8 | +2.09 | timeout |
| 06-21 02:41 | BTC | Buy | 63815.2→64216.8 | +2.69 | timeout |
| 06-20 23:05 | ETH | Buy | 1735.67→1742.13 | +1.37 | timeout |
| 06-20 19:49 | ETH | Buy | 1728.77→1728.73 | -0.47 | timeout |
| 06-20 16:21 | BTC | Buy | 63530.2→63996.8 | +3.19 | timeout |
| 06-20 13:17 | BTC | Buy | 63734.2→63574.8 | -1.71 | timeout |
| 06-20 10:13 | ETH | Buy | 1707.47→1726.73 | +5.15 | timeout |
| 06-20 07:06 | BTC | Buy | 63285.2→63616.8 | +2.17 | timeout |
| 06-20 03:48 | ETH | Buy | 1701.67→1706.93 | +1.08 | timeout |
| 06-20 00:41 | BTC | Buy | 63229.2→63529.8 | +1.93 | timeout |
| 06-19 21:29 | ETH | Buy | 1690.77→1704.63 | +3.65 | timeout |
| 06-19 18:09 | BTC | Buy | 62522.1→63084.8 | +4.05 | timeout |
| 06-19 14:29 | ETH | Buy | 1700.97→1703.93 | +0.43 | timeout |
| 06-19 13:47 | ETH | Buy | 1696.87→1702.43 | +1.19 | timeout |
| 06-19 10:23 | ETH | Buy | 1705.57→1690.63 | -4.84 | timeout |
| 06-19 07:20 | BTC | Buy | 62789.1→62692.9 | -1.20 | timeout |
| 06-19 04:11 | ETH | Buy | 1710.47→1699.83 | -3.58 | timeout |
| 06-19 01:02 | ETH | Buy | 1684.57→1713.73 | +8.17 | timeout |
| 06-18 15:40 | BTC | Buy | 63852.2→62661.5 | -9.77 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64105.2→62891.4 | -9.91 | stop_loss |
| 06-18 15:14 | ETH | Buy | 1732.97→1733.33 | -0.35 | timeout |
| 06-18 12:12 | BTC | Buy | 63886.2→63968.8 | +0.17 | timeout |
| 06-18 06:04 | ETH | Buy | 1730.07→1731.03 | -0.15 | timeout |
| 06-18 05:01 | ETH | Buy | 1759.78→1726.86 | -9.80 | stop_loss |
| 06-17 20:58 | ETH | Buy | 1758.68→1745.93 | -4.08 | timeout |
| 06-17 19:29 | ETH | Buy | 1769.98→1736.86 | -9.81 | stop_loss |
| 06-17 19:29 | ETH | Buy | 1773.48→1740.16 | -9.85 | stop_loss |
| 06-17 17:51 | ETH | Buy | 1772.68→1776.12 | +0.48 | timeout |
| 06-17 14:46 | BTC | Buy | 65579.3→65160.7 | -3.64 | timeout |
| 06-17 11:05 | ETH | Buy | 1790.88→1756.75 | -9.97 | stop_loss |
| 06-17 08:13 | BTC | Buy | 65779.3→65343.7 | -3.76 | timeout |
| 06-17 05:08 | ETH | Buy | 1796.78→1795.62 | -0.80 | timeout |
| 06-17 01:38 | ETH | Buy | 1783.68→1784.42 | -0.29 | timeout |
| 06-16 22:36 | BTC | Buy | 65583.3→65685.7 | +0.30 | timeout |
| 06-16 18:58 | BTC | Buy | 66491.3→65828.7 | -5.46 | timeout |
| 06-16 15:39 | BTC | Buy | 66349.3→65803.7 | -4.59 | timeout |
| 06-16 12:19 | ETH | Buy | 1765.18→1821.32 | +15.41 | take_profit |
| 06-16 06:22 | BTC | Buy | 66334.3→66202.7 | -1.42 | timeout |
| 06-16 04:31 | ETH | Buy | 1794.58→1760.84 | -9.85 | stop_loss |
| 06-16 00:06 | BTC | Buy | 67114.4→66338.7 | -6.21 | timeout |
| 06-15 22:24 | ETH | Buy | 1831.58→1797.22 | -9.84 | stop_loss |
| 06-15 15:42 | ETH | Buy | 1775.28→1831.82 | +15.47 | take_profit |
| 06-15 12:44 | ETH | Buy | 1720.07→1774.82 | +15.45 | take_profit |
| 06-15 12:39 | ETH | Buy | 1716.97→1771.62 | +15.46 | take_profit |
| 06-15 11:30 | BTC | Buy | 65703.3→66238.7 | +3.62 | timeout |
| 06-15 08:24 | ETH | Buy | 1724.57→1717.33 | -2.58 | timeout |
| 06-15 05:11 | BTC | Buy | 63999.2→65647.7 | +12.42 | timeout |
| 06-14 23:55 | BTC | Buy | 63731.2→65765.7 | +15.51 | take_profit |
| 06-14 22:59 | BTC | Buy | 63958.2→65358.7 | +10.48 | timeout |
| 06-14 19:57 | BTC | Buy | 64544.2→63771.8 | -6.45 | timeout |
| 06-14 16:54 | ETH | Buy | 1675.57→1661.03 | -4.79 | timeout |
| 06-14 13:48 | BTC | Buy | 64334.2→64312.8 | -0.62 | timeout |
| 06-14 10:45 | BTC | Buy | 64486.2→64586.8 | +0.32 | timeout |
| 06-14 07:00 | BTC | Buy | 64431.2→64253.8 | -1.83 | timeout |
| 06-14 03:59 | ETH | Buy | 1678.37→1680.63 | +0.21 | timeout |
| 06-14 00:48 | BTC | Buy | 63987.2→64564.8 | +4.07 | timeout |
| 06-13 21:48 | BTC | Buy | 64070.2→64495.8 | +2.86 | timeout |
| 06-13 18:40 | BTC | Buy | 63818.2→64255.8 | +2.98 | timeout |
| 06-13 15:32 | BTC | Buy | 63754.2→64303.8 | +3.85 | timeout |
| 06-13 12:25 | BTC | Buy | 63524.2→63917.8 | +2.62 | timeout |
| 06-13 10:01 | BTC | Buy | 63797.2→63721.8 | -1.07 | timeout |
| 06-13 06:47 | ETH | Buy | 1662.07→1667.23 | +1.10 | timeout |
| 06-13 03:47 | ETH | Buy | 1665.57→1664.53 | -0.78 | timeout |
| 06-13 00:43 | ETH | Buy | 1666.07→1666.23 | -0.44 | timeout |
| 06-12 21:38 | BTC | Buy | 63335.2→63544.8 | +1.19 | timeout |
| 06-12 18:32 | BTC | Buy | 63603.2→63765.8 | +0.82 | timeout |
| 06-12 15:30 | BTC | Buy | 63003.2→64049.8 | +7.83 | timeout |
| 06-12 13:54 | ETH | Buy | 1664.07→1655.53 | -3.01 | timeout |
| 06-12 10:42 | BTC | Buy | 63564.2→63629.8 | +0.04 | timeout |
| 06-12 07:26 | BTC | Buy | 63368.2→62979.9 | -3.53 | timeout |
| 06-12 04:01 | BTC | Buy | 63583.2→63456.8 | -1.47 | timeout |
| 06-11 21:57 | ETH | Buy | 1653.77→1675.53 | +6.11 | timeout |
| 06-11 18:54 | ETH | Buy | 1659.87→1683.13 | +6.52 | timeout |
| 06-11 17:49 | ETH | Buy | 1639.36→1691.83 | +15.55 | take_profit |
| 06-11 15:20 | BTC | Buy | 62686.1→62683.9 | -0.50 | timeout |
| 06-11 12:12 | BTC | Buy | 62644.1→63141.8 | +3.48 | timeout |
| 06-11 09:16 | BTC | Buy | 62055.1→62778.9 | +5.34 | timeout |
| 06-11 05:37 | BTC | Buy | 61627.1→62640.9 | +7.73 | timeout |
| 06-11 02:29 | ETH | Buy | 1630.36→1633.74 | +0.54 | timeout |
| 06-10 21:10 | ETH | Buy | 1647.36→1616.53 | -9.78 | stop_loss |
| 06-10 20:00 | BTC | Buy | 60961→61863.9 | +6.93 | timeout |
| 06-10 16:59 | ETH | Buy | 1620.46→1640.94 | +5.84 | timeout |
| 06-10 16:21 | BTC | Buy | 61594.1→62227.9 | +4.69 | timeout |
| 06-10 01:00 | ETH | Buy | 1631.56→1655.63 | +6.95 | timeout |
| 06-09 14:47 | BTC | Buy | 62294.1→61135.4 | -9.75 | stop_loss |
| 06-09 14:30 | BTC | Buy | 62649.1→61480.2 | -9.78 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
436
closed
45%
win rate
-381.11
total pnl ($)
-17.3 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 | 233 | 45% | -13.1 | -154.11 |
| ETH | 203 | 45% | -22.2 | -227.00 |
Recent bounces (last 20 of 11)
| time | sym | side | reason |
|---|---|---|---|
| 06-23 01:22 | BTC | Buy | stale_intent |
| 06-23 01:22 | BTC | Buy | stale_intent |
| 06-22 21:50 | ETH | Buy | stale_intent |
| 06-22 21:49 | ETH | Buy | stale_intent |
| 06-22 18:46 | ETH | Buy | trigger_already_opened |
| 06-22 12:22 | ETH | Buy | stale_intent |
| 06-22 12:22 | ETH | Buy | stale_intent |
| 06-22 09:04 | BTC | Buy | stale_intent |
| 06-22 02:47 | ETH | Buy | stale_intent |
| 06-21 23:33 | BTC | Buy | stale_intent |
| 06-21 23:33 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:05 | BTC | Buy | -0.26 | BTC was trading in a narrow range with low volatility and slightly positive momentum across timeframes. The thesis failed because the trade was closed due to a timeout, likely from a lack of sufficient price movement to trigger an exit within the expected t… |
| 05-10 12:05 | BTC | Buy | -0.26 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over the past 24 hours. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotted t… |
| 05-10 12:05 | BTC | Buy | -0.26 | BTC traded in a narrow range with low volatility, showing slight positive momentum over the hour and day. The thesis failed because the trade was closed due to timeout, as the market lacked sufficient directional movement to trigger an exit within the allow… |
| 05-10 12:05 | BTC | Buy | -0.26 | BTC was trading in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the market lacked directional conviction to trigger a… |
| 05-10 12:05 | BTC | Buy | -0.26 | The market was in a low-volatility, sideways grind with BTC near $80,583 and flat funding, offering no clear directional edge. The thesis failed because the trade expired via timeout without reaching any target or stop, as the lack of momentum prevented a p… |
| 05-10 12:05 | BTC | Buy | -0.26 | BTC was trading in a narrow range with low volatility, showing slight positive momentum across timeframes. The trade failed because the timeout close_reason indicates the thesis did not trigger an entry or exit within the allowed time, resulting in a neglig… |
| 05-10 12:05 | BTC | Buy | -0.26 | BTC was trading in a narrow, low-volatility range with neutral funding and flat hourly momentum. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-10 12:05 | BTC | Buy | -0.26 | BTC traded in a narrow range with low volatility, showing minimal directional movement across timeframes. The thesis failed because the trade was closed by timeout without reaching any price target, as the market lacked the momentum needed to trigger an exit. |
| 05-10 12:05 | BTC | Buy | -0.26 | BTC was trading in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the market lacked directional conviction to trigger a… |
| 05-10 12:05 | BTC | Buy | -0.26 | The market was in a low-funding, sideways consolidation with moderate open interest, offering no clear directional catalyst. The thesis failed because the trade expired without entry or exit, resulting in a minor loss from the timeout close reason. |