14
closed trades
43%
win rate
+25.88
total pnl ($)
1.199
weight
7d window — n=1 wr=0% pnl=-0.87
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:23:16 (33.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
el__restored_a10b10b2
n: 9
· wr: 22.2%
· total_bps: -178.5
· mean_bps: -19.83
· sharpe: -0.24
· max_dd_bps: -432.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 14 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-19 14:17 | BTC | Sell | 62985.9→63033.2 | -0.87 | timeout |
| 06-11 23:05 | BTC | Buy | 62633.1→63404.8 | +5.62 | timeout |
| 06-10 00:00 | BTC | Sell | 62680.9→62023.1 | +4.76 | timeout |
| 05-28 02:00 | BTC | Sell | 75170.2→74353.7 | +5.00 | timeout |
| 05-24 04:46 | BTC | Buy | 75457.8→76722.2 | +7.89 | timeout |
| 05-23 20:04 | BTC | Buy | 74549.7→75939.2 | +8.84 | timeout |
| 05-16 10:00 | BTC | Buy | 78934.9→78931 | -0.52 | timeout |
| 05-16 01:00 | BTC | Buy | 80260→79048 | -7.98 | timeout |
| 05-12 14:43 | BTC | Buy | 81724.1→81715.9 | -0.60 | timeout |
| 05-09 20:39 | BTC | Sell | 80411→80740 | -2.51 | timeout |
| 05-09 12:58 | BTC | Sell | 80188→80364 | -1.54 | timeout |
| 05-07 08:33 | BTC | Sell | 81336.9→81378.1 | -0.69 | timeout |
| 05-06 13:16 | BTC | Buy | 79950→82088.9 | +12.84 | timeout |
| 04-23 17:36 | BTC | Buy | 78056→77431 | -4.35 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
14
closed
43%
win rate
+25.88
total pnl ($)
+37.6 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 | 14 | 43% | +37.6 | +25.88 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 20:39 | BTC | Sell | -2.51 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The short thesis failed because the timeout closed the trade before the anticipated downward move materialized, as the market remained range-bound with… |
| 05-09 12:58 | BTC | Sell | -1.54 | BTC was in a mild downtrend across all timeframes with negative funding and declining open interest. The short thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small loss from funding costs. |
| 05-07 08:33 | BTC | Sell | -0.69 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum prevented any meaningful price movement wi… |
| 05-06 13:16 | BTC | Buy | +12.84 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired via timeout without reaching a target or stop, as the lack of volatility prevented any mea… |