225
closed trades
39%
win rate
-21.77
total pnl ($)
1.053
weight
7d window — n=46 wr=37% pnl=-30.78
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:30:30 (39.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
qx
n: 271
· wr: 42.8%
· total_bps: +366.5
· mean_bps: +1.35
· sharpe: +0.01
· max_dd_bps: -1876.7
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 03:10 | BTC | Buy | 58730.9→60170 | +5.90 | timeout |
| 06-28 00:05 | ATOM | Sell | 1.6118→1.57629 | +4.73 | timeout |
| 06-27 08:57 | LTC | Buy | 40.7962→42.5714 | +10.82 | take_profit |
| 06-26 15:40 | INJ | Sell | 4.56226→4.67831 | -6.56 | stop_loss |
| 06-26 12:42 | LTC | Buy | 41.4384→40.3967 | -6.52 | stop_loss |
| 06-26 07:14 | AVAX | Buy | 6.03451→6.29693 | +10.70 | take_profit |
| 06-26 07:05 | ADA | Sell | 0.142244→0.145829 | -6.53 | stop_loss |
| 06-26 03:45 | ATOM | Sell | 1.601→1.64183 | -6.56 | stop_loss |
| 06-26 02:13 | ARB | Buy | 0.0726382→0.0707569 | -6.66 | stop_loss |
| 06-25 22:38 | NEAR | Sell | 1.86033→1.77884 | +10.75 | take_profit |
| 06-25 16:46 | INJ | Buy | 4.24096→4.1277 | -6.91 | stop_loss |
| 06-25 13:53 | LTC | Buy | 40.8312→39.7991 | -6.55 | stop_loss |
| 06-25 13:51 | ARB | Sell | 0.075891→0.0725481 | +10.75 | take_profit |
| 06-25 13:48 | APT | Sell | 0.629243→0.60175 | +10.69 | take_profit |
| 06-25 13:48 | ATOM | Buy | 1.616→1.57562 | -6.32 | stop_loss |
| 06-25 13:45 | ARB | Buy | 0.076069→0.0741444 | -6.55 | stop_loss |
| 06-25 10:22 | AVAX | Buy | 6.60885→6.44017 | -6.62 | stop_loss |
| 06-25 05:23 | ARB | Buy | 0.0739485→0.0771807 | +10.68 | take_profit |
| 06-24 22:01 | ARB | Buy | 0.0736584→0.0769008 | +10.79 | take_profit |
| 06-24 21:56 | DOGE | Sell | 0.0741834→0.076046 | -6.49 | stop_loss |
| 06-24 20:25 | INJ | Sell | 4.22244→4.33235 | -6.73 | stop_loss |
| 06-24 19:02 | OP | Sell | 0.0967858→0.0995246 | -7.29 | stop_loss |
| 06-24 17:21 | APT | Sell | 0.619045→0.592048 | +10.68 | take_profit |
| 06-24 16:51 | BTC | Buy | 61135.1→59627.2 | -6.38 | stop_loss |
| 06-24 16:51 | SUI | Buy | 0.67871→0.661653 | -6.50 | stop_loss |
| 06-24 16:51 | LINK | Buy | 7.43236→7.24536 | -6.51 | stop_loss |
| 06-24 16:51 | SUI | Buy | 0.683291→0.66572 | -6.63 | stop_loss |
| 06-24 15:47 | SUI | Buy | 0.688632→0.671206 | -6.54 | stop_loss |
| 06-24 15:38 | ARB | Buy | 0.0778995→0.075953 | -6.46 | stop_loss |
| 06-24 15:38 | ARB | Buy | 0.0779095→0.075963 | -6.46 | stop_loss |
| 06-24 14:17 | BTC | Sell | 63906.8→61097.1 | +10.74 | take_profit |
| 06-24 13:23 | ARB | Buy | 0.0783996→0.0764326 | -6.48 | stop_loss |
| 06-24 12:45 | ATOM | Buy | 1.68112→1.63747 | -6.71 | stop_loss |
| 06-24 11:07 | INJ | Buy | 4.50913→4.3948 | -6.52 | stop_loss |
| 06-24 09:40 | ATOM | Sell | 1.74306→1.66712 | +10.64 | take_profit |
| 06-24 07:39 | BNB | Sell | 594.131→577.144 | +7.06 | timeout |
| 06-24 04:11 | ATOM | Buy | 1.73623→1.68993 | -6.74 | stop_loss |
| 06-23 15:47 | ATOM | Sell | 1.80015→1.72013 | +10.94 | take_profit |
| 06-23 15:46 | ATOM | Buy | 1.76524→1.72021 | -6.62 | stop_loss |
| 06-23 08:24 | SUI | Buy | 0.692633→0.675293 | -6.48 | stop_loss |
| 06-23 06:21 | OP | Buy | 0.099895→0.0973669 | -6.58 | stop_loss |
| 06-23 06:08 | ARB | Sell | 0.0848688→0.0811403 | +10.66 | take_profit |
| 06-22 21:39 | ARB | Buy | 0.0851713→0.0830177 | -6.51 | stop_loss |
| 06-22 21:39 | ARB | Buy | 0.0852713→0.0831176 | -6.50 | stop_loss |
| 06-21 10:23 | LTC | Buy | 43.3938→45.2877 | +10.80 | take_profit |
| 06-21 07:35 | ADA | Buy | 0.15968→0.16152 | +2.80 | timeout |
| 06-20 14:02 | INJ | Buy | 5.05486→4.9243 | -6.57 | stop_loss |
| 06-20 05:11 | DOGE | Sell | 0.0820875→0.0841431 | -6.49 | stop_loss |
| 06-19 16:38 | LTC | Sell | 43.4971→44.5874 | -6.49 | stop_loss |
| 06-18 17:56 | ATOM | Buy | 1.81915→1.77347 | -6.52 | stop_loss |
| 06-18 17:56 | ATOM | Sell | 1.86193→1.78024 | +10.77 | take_profit |
| 06-18 15:44 | OP | Buy | 0.106977→0.104142 | -6.86 | stop_loss |
| 06-18 15:40 | APT | Buy | 0.644361→0.628029 | -6.51 | stop_loss |
| 06-18 15:36 | AVAX | Sell | 6.59605→6.30768 | +10.64 | take_profit |
| 06-18 10:06 | ATOM | Buy | 1.87447→1.82373 | -6.98 | stop_loss |
| 06-18 09:45 | OP | Buy | 0.104316→0.108883 | +10.71 | take_profit |
| 06-18 05:02 | NEAR | Buy | 2.21705→2.16148 | -6.48 | stop_loss |
| 06-18 04:20 | SUI | Buy | 0.767232→0.748069 | -6.47 | stop_loss |
| 06-18 04:06 | APT | Buy | 0.669567→0.65261 | -6.55 | stop_loss |
| 06-18 04:06 | APT | Buy | 0.669267→0.651811 | -6.72 | stop_loss |
| 06-18 02:16 | ATOM | Sell | 1.95461→1.86897 | +10.72 | take_profit |
| 06-18 00:31 | APT | Sell | 0.660635→0.677208 | -6.49 | stop_loss |
| 06-17 22:40 | OP | Sell | 0.105374→0.108011 | -6.48 | stop_loss |
| 06-17 22:03 | XRP | Buy | 1.2034→1.17312 | -6.51 | stop_loss |
| 06-16 13:28 | BNB | Buy | 615.914→600.14 | -6.49 | stop_loss |
| 06-15 13:25 | BTC | Buy | 64075.2→66888.7 | +10.77 | take_profit |
| 06-15 12:44 | ADA | Buy | 0.181015→0.188913 | +10.65 | take_profit |
| 06-15 11:26 | ETH | Sell | 1721.43→1764.16 | -6.42 | stop_loss |
| 06-15 11:20 | SUI | Buy | 0.777764→0.811797 | +10.67 | take_profit |
| 06-15 03:33 | NEAR | Sell | 2.22964→2.28571 | -6.52 | stop_loss |
| 06-14 23:31 | ADA | Sell | 0.174676→0.179074 | -6.51 | stop_loss |
| 06-14 21:50 | APT | Buy | 0.654864→0.683629 | +10.75 | take_profit |
| 06-14 21:44 | INJ | Sell | 5.07533→5.2058 | -6.76 | stop_loss |
| 06-14 21:40 | ADA | Buy | 0.166082→0.173357 | +10.72 | take_profit |
| 06-14 21:39 | SOL | Buy | 66.991→69.9195 | +10.73 | take_profit |
| 06-14 17:58 | ATOM | Buy | 1.95899→1.95641 | -0.22 | timeout |
| 06-14 14:34 | INJ | Sell | 5.26548→5.03256 | +10.70 | take_profit |
| 06-14 13:21 | APT | Buy | 0.671668→0.654609 | -6.52 | stop_loss |
| 06-14 13:12 | APT | Buy | 0.672868→0.655708 | -6.57 | stop_loss |
| 06-13 18:37 | ARB | Buy | 0.0833008→0.0857386 | +7.23 | timeout |
| 06-13 15:15 | NEAR | Buy | 2.0163→2.10457 | +10.71 | take_profit |
| 06-13 07:26 | APT | Buy | 0.642861→0.671032 | +10.74 | take_profit |
| 06-13 07:24 | OP | Buy | 0.101495→0.105964 | +10.79 | take_profit |
| 06-13 06:35 | APT | Sell | 0.649438→0.665899 | -6.55 | stop_loss |
| 06-13 04:28 | LTC | Sell | 42.7373→43.2868 | -3.29 | timeout |
| 06-12 17:06 | OP | Sell | 0.0991752→0.101706 | -6.58 | stop_loss |
| 06-12 15:58 | NEAR | Buy | 2.09722→2.04477 | -6.47 | stop_loss |
| 06-12 15:55 | DOGE | Buy | 0.0902626→0.088007 | -6.47 | stop_loss |
| 06-12 15:13 | LINK | Sell | 7.81485→8.01211 | -6.55 | stop_loss |
| 06-12 14:35 | DOGE | Buy | 0.0868867→0.0906963 | +10.71 | take_profit |
| 06-12 10:16 | APT | Buy | 0.63986→0.667833 | +10.73 | take_profit |
| 06-12 04:33 | ADA | Buy | 0.165991→0.173267 | +10.69 | take_profit |
| 06-11 18:02 | BNB | Buy | 581.395→606.688 | +10.56 | take_profit |
| 06-11 17:30 | OP | Sell | 0.0926868→0.0950212 | -6.52 | stop_loss |
| 06-11 16:39 | DOGE | Buy | 0.0832588→0.0847868 | +4.21 | timeout |
| 06-11 15:53 | INJ | Buy | 5.26492→5.12995 | -6.65 | stop_loss |
| 06-11 11:51 | ATOM | Buy | 1.85156→1.93552 | +11.09 | take_profit |
| 06-11 03:55 | ATOM | Sell | 1.78435→1.83177 | -6.85 | stop_loss |
| 06-11 03:55 | ATOM | Buy | 1.74684→1.82314 | +10.68 | take_profit |
| 06-11 03:55 | ADA | Sell | 0.16061→0.164663 | -6.52 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
225
closed
39%
win rate
-21.77
total pnl ($)
-4.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 31 | 35% | -2.4 | -0.37 |
| APT | 26 | 42% | +25.6 | +16.73 |
| ARB | 25 | 32% | -45.0 | -27.94 |
| ATOM | 22 | 45% | +51.2 | +28.41 |
| BTC | 19 | 58% | +82.8 | +39.18 |
| OP | 19 | 37% | -10.2 | -4.81 |
| ETH | 9 | 33% | -29.1 | -6.79 |
| NEAR | 9 | 44% | +45.3 | +10.16 |
| AVAX | 9 | 33% | -31.0 | -6.91 |
| LTC | 9 | 33% | -49.9 | -10.97 |
| SUI | 9 | 44% | +45.7 | +10.35 |
| INJ | 9 | 11% | -189.1 | -42.63 |
| LINK | 8 | 25% | -86.1 | -17.17 |
| DOGE | 8 | 38% | -32.9 | -6.76 |
| XRP | 5 | 20% | -182.9 | -22.58 |
| BNB | 5 | 60% | +41.8 | +5.36 |
| SOL | 3 | 67% | +199.4 | +14.97 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 03:37 | APT | Buy | circuit_breaker |
| 06-28 03:37 | APT | Buy | circuit_breaker |
| 06-28 00:18 | APT | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 15:42 | ETH | Sell | -2.40 | The market was in a mild downtrend with ETH down 1.76% over 24 hours and negative 7-day momentum. The thesis failed because the trade was closed due to timeout, likely as the expected directional move did not materialize within the allowed timeframe. |
| 05-08 18:21 | ADA | Sell | -6.35 | ADA was declining over 24h and 7d, with negative BTC and ETH momentum reinforcing a bearish short-term regime. The short thesis failed because the stop_loss was triggered by a minor intraday bounce, as the 1h positive candle and low funding rate indicated i… |
| 05-08 17:42 | ADA | Sell | -5.03 | ADA was in a persistent downtrend across multiple timeframes with negative funding and declining open interest. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without… |
| 05-08 17:40 | ADA | Sell | -6.27 | The market was in a broad downtrend with ADA dropping 4% in 24 hours, underperforming BTC and ETH. The short thesis failed because the stop-loss was triggered by a temporary intraday bounce against the prevailing bearish momentum. |
| 05-08 14:23 | BTC | Sell | +3.81 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional bias. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-07 14:32 | ETH | Buy | -6.39 | The market was in a broad downtrend with ETH falling 1.31% in 24 hours and 3.99% over the week, showing persistent bearish momentum. The thesis failed because the stop_loss was triggered as the continued decline exceeded the risk tolerance set for the trade. |
| 05-05 10:40 | ADA | Buy | +10.88 | The market was in a low-funding, low-open-interest regime where ADA was trading sideways with minimal leverage pressure. The thesis succeeded because the trade hit the predefined take-profit target, locking in a small gain before any significant volatility … |
| 05-05 10:40 | ADA | Buy | +10.78 | The market was characterized by low funding rates and moderate open interest, indicating a neutral to slightly bullish sentiment without excessive leverage. The trade thesis succeeded because the price reached the predefined take-profit level, confirming th… |
| 05-01 13:54 | BTC | Sell | -6.37 | BTC rallied 2.80% over 24 hours into the close, with the pair basis signal failing to mean-revert as the underlying sustained upward momentum through the 2-day hold period. The short basis trade's thesis—that BTC's cross-symbol price divergence would compre… |