404
closed trades
39%
win rate
-226.94
total pnl ($)
1.273
weight
7d window — n=31 wr=42% pnl=+8.06
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:37:42 (38.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tm__restored_98638744
n: 332
· wr: 38.0%
· total_bps: -2491.9
· mean_bps: -7.51
· sharpe: -0.13
· max_dd_bps: -3451.8
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 |
|---|---|---|---|---|---|
| 06-26 22:10 | BTC | Buy | 59991→59828 | -1.82 | timeout |
| 06-26 13:55 | ETH | Buy | 1531.05→1564.44 | +10.46 | take_profit |
| 06-26 02:12 | ETH | Buy | 1557.46→1536.08 | -7.31 | stop_loss |
| 06-25 17:19 | BTC | Buy | 59172→59384 | +1.35 | timeout |
| 06-25 15:15 | ETH | Buy | 1566.26→1544.77 | -7.30 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1628.86→1606.54 | -7.30 | stop_loss |
| 06-25 07:53 | ETH | Buy | 1627.96→1655.53 | +8.01 | timeout |
| 06-24 23:49 | ETH | Buy | 1612.46→1619.04 | +1.59 | timeout |
| 06-24 20:24 | BTC | Buy | 59516→60648 | +9.09 | timeout |
| 06-24 20:06 | ETH | Buy | 1574.46→1608.94 | +10.51 | take_profit |
| 06-24 16:51 | ETH | Buy | 1627.46→1605.14 | -7.31 | stop_loss |
| 06-24 13:45 | BTC | Buy | 62192.1→61340.2 | -7.30 | stop_loss |
| 06-24 09:04 | BTC | Buy | 62742.1→62695.9 | -0.82 | timeout |
| 06-24 06:11 | ETH | Buy | 1663.07→1673.63 | +2.73 | timeout |
| 06-23 11:18 | ETH | Buy | 1653.27→1654.23 | -0.14 | timeout |
| 06-23 01:42 | ETH | Buy | 1720.97→1729.03 | +1.90 | timeout |
| 06-23 00:24 | ETH | Buy | 1730.67→1721.03 | -3.22 | timeout |
| 06-22 18:52 | ETH | Buy | 1745.87→1734.63 | -3.68 | timeout |
| 06-22 03:18 | BTC | Buy | 63560.2→64201.8 | +4.59 | timeout |
| 06-22 01:30 | BTC | Buy | 63564.2→64664.8 | +8.20 | timeout |
| 06-22 01:26 | ETH | Buy | 1707.67→1744.93 | +10.45 | take_profit |
| 06-22 00:14 | BTC | Buy | 63575.2→63456.8 | -1.38 | timeout |
| 06-21 21:09 | ETH | Buy | 1732.37→1707.97 | -7.49 | stop_loss |
| 06-21 19:33 | ETH | Buy | 1723.37→1734.13 | +2.67 | timeout |
| 06-21 18:28 | ETH | Buy | 1730.77→1724.73 | -2.20 | timeout |
| 06-21 14:51 | BTC | Buy | 64127.2→64025.8 | -1.23 | timeout |
| 06-21 13:50 | ETH | Buy | 1732.67→1722.33 | -3.43 | timeout |
| 06-21 11:44 | BTC | Buy | 63925.2→64228.8 | +1.93 | timeout |
| 06-21 03:39 | ETH | Buy | 1738.57→1738.53 | -0.47 | timeout |
| 06-20 18:05 | ETH | Buy | 1735.37→1729.13 | -2.25 | timeout |
| 06-20 17:47 | BTC | Buy | 63821.2→63784.8 | -0.74 | timeout |
| 06-20 12:03 | ETH | Buy | 1724.27→1727.53 | +0.48 | timeout |
| 06-20 09:50 | ETH | Buy | 1726.47→1728.33 | +0.07 | timeout |
| 06-20 04:41 | BTC | Buy | 63554.2→63522.8 | -0.70 | timeout |
| 06-20 02:59 | BTC | Buy | 63515.2→63308.8 | -2.07 | timeout |
| 06-19 20:21 | BTC | Buy | 63067.2→62958.9 | -1.31 | timeout |
| 06-19 08:08 | ETH | Buy | 1695.07→1694.13 | -0.73 | timeout |
| 06-19 05:36 | ETH | Buy | 1703.87→1694.33 | -3.25 | timeout |
| 06-19 05:19 | BTC | Buy | 62969.1→62557.9 | -3.71 | timeout |
| 06-19 02:21 | BTC | Buy | 62795.1→62950.9 | +0.80 | timeout |
| 06-19 00:01 | ETH | Buy | 1710.97→1710.03 | -0.74 | timeout |
| 06-18 20:01 | ETH | Buy | 1673.37→1710.03 | +10.50 | take_profit |
| 06-18 18:54 | ETH | Buy | 1684.27→1684.33 | -0.43 | timeout |
| 06-18 01:16 | BTC | Buy | 64135.2→64672.8 | +3.73 | timeout |
| 06-17 22:35 | BTC | Buy | 64467.2→64353.8 | -1.33 | timeout |
| 06-17 18:05 | ETH | Buy | 1772.88→1748.45 | -7.35 | stop_loss |
| 06-17 18:05 | BTC | Buy | 66021.3→65123.2 | -7.25 | stop_loss |
| 06-17 17:00 | ETH | Buy | 1758.48→1771.12 | +3.13 | timeout |
| 06-17 12:23 | ETH | Buy | 1772.98→1748.45 | -7.37 | stop_loss |
| 06-17 11:32 | ETH | Buy | 1770.18→1766.02 | -1.62 | timeout |
| 06-17 03:51 | ETH | Buy | 1794.58→1794.02 | -0.62 | timeout |
| 06-17 03:13 | BTC | Buy | 65753.3→65823.7 | +0.08 | timeout |
| 06-16 20:52 | BTC | Buy | 65973.3→65836.7 | -1.50 | timeout |
| 06-16 14:23 | BTC | Buy | 66448.3→65540.9 | -7.28 | stop_loss |
| 06-16 13:08 | ETH | Buy | 1830.08→1804.62 | -7.41 | stop_loss |
| 06-15 18:47 | BTC | Buy | 67178.4→66773.7 | -3.48 | timeout |
| 06-15 16:36 | ETH | Buy | 1816.38→1844.82 | +7.37 | timeout |
| 06-15 16:22 | BTC | Buy | 66860.3→67166.6 | +1.84 | timeout |
| 06-15 15:18 | BTC | Buy | 66194.3→66608.7 | +2.68 | timeout |
| 06-15 13:16 | ETH | Buy | 1762.58→1801.32 | +10.54 | take_profit |
| 06-15 12:33 | BTC | Buy | 65594.3→66223.7 | +4.35 | timeout |
| 06-15 11:24 | ETH | Buy | 1718.97→1756.52 | +10.47 | take_profit |
| 06-15 06:57 | BTC | Buy | 65951.3→65834.7 | -1.34 | timeout |
| 06-15 05:08 | ETH | Buy | 1717.47→1715.43 | -1.05 | timeout |
| 06-15 00:45 | ETH | Buy | 1717.97→1719.83 | +0.09 | timeout |
| 06-14 23:55 | BTC | Buy | 64349.2→65758.7 | +10.50 | take_profit |
| 06-14 20:57 | BTC | Buy | 63703.2→64014.8 | +1.99 | timeout |
| 06-14 18:56 | ETH | Buy | 1663.27→1661.23 | -1.07 | timeout |
| 06-14 17:38 | BTC | Buy | 63924.2→63760.8 | -1.74 | timeout |
| 06-14 15:50 | BTC | Buy | 64312.2→64015.8 | -2.76 | timeout |
| 06-14 14:25 | BTC | Buy | 64531.2→64238.8 | -2.72 | timeout |
| 06-14 13:11 | BTC | Buy | 64543.2→64295.8 | -2.37 | timeout |
| 06-14 12:24 | ETH | Buy | 1670.17→1673.73 | +0.61 | timeout |
| 06-14 10:29 | ETH | Buy | 1676.17→1676.03 | -0.49 | timeout |
| 06-14 09:47 | BTC | Buy | 64244.2→64538.8 | +1.84 | timeout |
| 06-14 08:02 | BTC | Buy | 64359.2→64394.8 | -0.18 | timeout |
| 06-14 04:16 | ETH | Buy | 1687.57→1680.13 | -2.66 | timeout |
| 06-14 03:23 | BTC | Buy | 64433.2→64501.8 | +0.09 | timeout |
| 06-14 01:25 | ETH | Buy | 1682.77→1686.93 | +0.78 | timeout |
| 06-13 22:27 | BTC | Buy | 64124.2→64505.8 | +2.52 | timeout |
| 06-13 15:36 | ETH | Buy | 1678.37→1682.83 | +0.87 | timeout |
| 06-13 13:47 | ETH | Buy | 1675.47→1676.43 | -0.17 | timeout |
| 06-13 13:12 | BTC | Buy | 63743.2→64138.8 | +2.64 | timeout |
| 06-13 10:51 | ETH | Buy | 1676.47→1674.43 | -1.08 | timeout |
| 06-12 19:09 | ETH | Buy | 1665.87→1668.63 | +0.38 | timeout |
| 06-12 18:00 | BTC | Buy | 64043.2→63850.8 | -1.95 | timeout |
| 06-11 20:32 | BTC | Buy | 63275.2→63339.8 | +0.04 | timeout |
| 06-11 18:01 | BTC | Buy | 62517.1→63696.8 | +8.97 | timeout |
| 06-10 21:30 | ETH | Buy | 1634.96→1618.34 | -5.52 | timeout |
| 06-09 19:47 | BTC | Buy | 61301.1→61803.9 | +3.64 | timeout |
| 06-09 16:39 | ETH | Buy | 1635.16→1610.33 | -8.03 | stop_loss |
| 06-09 14:29 | BTC | Buy | 62415.1→61566.1 | -7.25 | stop_loss |
| 06-09 14:17 | ETH | Buy | 1669.97→1647.01 | -7.32 | stop_loss |
| 06-09 12:30 | ETH | Buy | 1674.17→1676.23 | +0.18 | timeout |
| 06-09 10:46 | BTC | Buy | 63153.2→62681.9 | -4.18 | timeout |
| 06-08 23:02 | ETH | Buy | 1684.67→1706.53 | +6.06 | timeout |
| 06-08 15:01 | ETH | Buy | 1683.97→1693.03 | +2.24 | timeout |
| 06-08 01:36 | BTC | Buy | 63173.2→62989.9 | -1.91 | timeout |
| 06-07 17:42 | ETH | Buy | 1627.16→1634.24 | +1.75 | timeout |
| 06-07 12:19 | ETH | Buy | 1630.56→1608.23 | -7.29 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
404
closed
39%
win rate
-226.94
total pnl ($)
-11.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 209 | 42% | -7.7 | -81.13 |
| BTC | 195 | 35% | -14.8 | -145.81 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 12:58 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 08:08 | BTC | Buy | +10.46 | BTC was in a mild downtrend across all timeframes with negative funding and declining open interest. The long thesis succeeded because the take-profit was triggered during a brief intraday bounce, capitalizing on a short-term mean reversion within the broad… |