416
closed trades
44%
win rate
-239.07
total pnl ($)
0.907
weight
7d window — n=61 wr=43% pnl=-52.40
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:16:48 (39.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
dv
n: 186
· wr: 40.9%
· total_bps: -2472.9
· mean_bps: -13.30
· sharpe: -0.21
· max_dd_bps: -3012.0
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 |
|---|---|---|---|---|---|
| 06-27 10:17 | ETH | Buy | 1575.86→1582.34 | +1.62 | timeout |
| 06-27 04:01 | ETH | Buy | 1578.76→1579.74 | -0.14 | timeout |
| 06-27 01:12 | ETH | Buy | 1571.76→1574.04 | +0.29 | timeout |
| 06-27 01:07 | BTC | Buy | 59671→59952 | +1.90 | timeout |
| 06-26 23:10 | ETH | Buy | 1580.96→1577.04 | -1.70 | timeout |
| 06-26 22:47 | BTC | Buy | 59658→59898 | +1.55 | timeout |
| 06-26 21:08 | ETH | Buy | 1581.56→1569.54 | -4.26 | timeout |
| 06-26 19:08 | ETH | Buy | 1564.96→1575.84 | +3.01 | timeout |
| 06-26 15:40 | BTC | Buy | 59157→60453 | +10.50 | take_profit |
| 06-26 13:55 | ETH | Buy | 1535.05→1568.64 | +10.49 | take_profit |
| 06-26 10:39 | BTC | Buy | 60265→59441.3 | -7.29 | stop_loss |
| 06-26 09:04 | ETH | Buy | 1580.66→1558.96 | -7.31 | stop_loss |
| 06-26 07:59 | BTC | Sell | 60011→60527 | -4.72 | timeout |
| 06-26 07:32 | ETH | Buy | 1547.95→1581.74 | +10.46 | take_profit |
| 06-26 03:53 | ETH | Buy | 1521.35→1554.74 | +10.53 | take_profit |
| 06-26 02:13 | BTC | Buy | 59536→58726.7 | -7.25 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1564.36→1542.87 | -7.31 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1568.16→1546.27 | -7.41 | stop_loss |
| 06-26 01:29 | BTC | Buy | 60098→59278.4 | -7.27 | stop_loss |
| 06-26 00:24 | ETH | Buy | 1568.16→1568.44 | -0.35 | timeout |
| 06-25 22:22 | ETH | Buy | 1569.76→1566.24 | -1.57 | timeout |
| 06-25 20:21 | ETH | Buy | 1573.56→1568.54 | -2.05 | timeout |
| 06-25 15:15 | ETH | Buy | 1569.26→1547.77 | -7.29 | stop_loss |
| 06-25 14:33 | BTC | Buy | 58949.9→60241 | +10.50 | take_profit |
| 06-25 13:41 | BTC | Buy | 61157.1→60323.8 | -7.26 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1630.16→1607.63 | -7.36 | stop_loss |
| 06-25 04:04 | ETH | Buy | 1621.66→1617.94 | -1.60 | timeout |
| 06-25 02:18 | BTC | Sell | 60954→60776 | +1.01 | timeout |
| 06-25 00:18 | BTC | Sell | 60689→61039.1 | -3.34 | timeout |
| 06-24 20:21 | ETH | Sell | 1594.94→1616.97 | -7.36 | stop_loss |
| 06-24 20:06 | BTC | Sell | 60203→60614 | -3.90 | timeout |
| 06-24 20:05 | BTC | Sell | 59582→60394.2 | -7.28 | stop_loss |
| 06-24 17:13 | ETH | Sell | 1618.54→1583.16 | +10.47 | take_profit |
| 06-24 13:57 | BTC | Buy | 62039.1→61194.3 | -7.26 | stop_loss |
| 06-24 10:16 | ETH | Sell | 1672.13→1664.47 | +1.85 | timeout |
| 06-24 08:13 | ETH | Sell | 1664.13→1668.87 | -1.86 | timeout |
| 06-24 05:01 | ETH | Sell | 1668.53→1669.67 | -0.80 | timeout |
| 06-24 04:36 | BTC | Sell | 62870.9→62690.1 | +1.00 | timeout |
| 06-23 20:29 | BTC | Sell | 62553.9→62485.1 | +0.10 | timeout |
| 06-23 19:00 | ETH | Sell | 1660.53→1654.87 | +1.25 | timeout |
| 06-23 18:06 | BTC | Sell | 62445.9→62341.1 | +0.39 | timeout |
| 06-23 16:02 | BTC | Sell | 62533.9→62417.1 | +0.48 | timeout |
| 06-23 16:00 | ETH | Buy | 1658.77→1658.83 | -0.43 | timeout |
| 06-23 14:01 | BTC | Sell | 62378.9→62543.1 | -1.78 | timeout |
| 06-23 08:17 | ETH | Buy | 1678.57→1655.01 | -7.47 | stop_loss |
| 06-23 08:14 | ETH | Sell | 1710.43→1673.07 | +10.45 | take_profit |
| 06-23 05:08 | ETH | Sell | 1732.83→1717.57 | +3.95 | timeout |
| 06-23 04:12 | BTC | Sell | 63893.8→63996.2 | -1.25 | timeout |
| 06-23 03:04 | ETH | Sell | 1723.73→1728.07 | -1.70 | timeout |
| 06-22 17:30 | BTC | Buy | 65330.3→64441.5 | -7.25 | stop_loss |
| 06-22 15:50 | ETH | Buy | 1766.48→1742.05 | -7.37 | stop_loss |
| 06-22 08:02 | BTC | Buy | 63886.2→64157.8 | +1.68 | timeout |
| 06-22 01:18 | ETH | Sell | 1711.13→1734.64 | -7.31 | stop_loss |
| 06-22 01:14 | ETH | Buy | 1708.17→1724.63 | +4.35 | timeout |
| 06-22 01:13 | BTC | Buy | 63612.2→63852.8 | +1.43 | timeout |
| 06-21 22:08 | ETH | Buy | 1723.57→1715.93 | -2.66 | timeout |
| 06-21 20:03 | ETH | Buy | 1728.97→1732.13 | +0.46 | timeout |
| 06-21 18:01 | ETH | Buy | 1724.27→1726.33 | +0.13 | timeout |
| 06-21 13:08 | ETH | Sell | 1727.33→1725.67 | +0.02 | timeout |
| 06-21 12:00 | BTC | Buy | 64164.2→64133.8 | -0.68 | timeout |
| 06-21 04:03 | ETH | Sell | 1737.13→1737.17 | -0.46 | timeout |
| 06-19 20:48 | BTC | Sell | 63176.8→63150.2 | -0.23 | timeout |
| 06-19 19:08 | ETH | Sell | 1705.53→1702.47 | +0.46 | timeout |
| 06-19 18:12 | BTC | Sell | 63026.8→63140.2 | -1.35 | timeout |
| 06-19 16:05 | BTC | Sell | 62625.9→63167.2 | -4.77 | timeout |
| 06-19 13:45 | BTC | Sell | 62358.9→63207.7 | -7.27 | stop_loss |
| 06-19 12:02 | ETH | Sell | 1694.33→1692.57 | +0.08 | timeout |
| 06-19 12:02 | BTC | Sell | 62587.9→62628.1 | -0.79 | timeout |
| 06-19 09:38 | BTC | Sell | 62574.9→62419.1 | +0.77 | timeout |
| 06-19 07:33 | BTC | Sell | 62721.9→62709.1 | -0.36 | timeout |
| 06-19 05:00 | BTC | Sell | 62986.9→62473.1 | +3.62 | timeout |
| 06-19 02:55 | BTC | Sell | 62840.9→62948.1 | -1.32 | timeout |
| 06-19 00:47 | BTC | Sell | 63089.8→63065.2 | -0.27 | timeout |
| 06-18 22:42 | BTC | Sell | 62699.9→62780.1 | -1.10 | timeout |
| 06-18 20:41 | BTC | Sell | 62652.9→63118.2 | -4.19 | timeout |
| 06-18 20:01 | ETH | Sell | 1688.03→1711.23 | -7.31 | stop_loss |
| 06-18 19:44 | ETH | Sell | 1679.83→1703.02 | -7.35 | stop_loss |
| 06-18 15:40 | BTC | Buy | 63570.2→62705.5 | -7.24 | stop_loss |
| 06-18 13:02 | BTC | Buy | 64298.2→64266.8 | -0.69 | timeout |
| 06-18 10:04 | ETH | Sell | 1731.93→1746.87 | -4.74 | timeout |
| 06-18 05:04 | BTC | Buy | 64573.2→63695 | -7.25 | stop_loss |
| 06-18 04:01 | BTC | Buy | 64503.2→64252.8 | -2.39 | timeout |
| 06-17 19:29 | BTC | Sell | 65791.7→64349.2 | +10.52 | take_profit |
| 06-17 19:29 | BTC | Buy | 65401.3→64511.5 | -7.25 | stop_loss |
| 06-17 14:19 | ETH | Sell | 1770.12→1758.18 | +2.92 | timeout |
| 06-17 12:19 | ETH | Sell | 1778.72→1762.68 | +4.06 | timeout |
| 06-17 03:59 | BTC | Buy | 65642.3→65814.7 | +0.86 | timeout |
| 06-16 20:05 | BTC | Sell | 65869.7→65624.3 | +1.43 | timeout |
| 06-16 10:42 | BTC | Sell | 66407.7→66588.3 | -1.80 | timeout |
| 06-16 08:53 | ETH | Sell | 1778.12→1802.58 | -7.33 | stop_loss |
| 06-16 08:50 | ETH | Sell | 1764.02→1788.87 | -7.49 | stop_loss |
| 06-16 06:07 | ETH | Sell | 1792.32→1762.98 | +7.73 | timeout |
| 06-16 04:02 | ETH | Sell | 1793.22→1777.98 | +3.80 | timeout |
| 06-15 23:00 | BTC | Buy | 66721.3→66171.7 | -4.58 | timeout |
| 06-15 20:02 | ETH | Sell | 1840.82→1820.08 | +5.19 | timeout |
| 06-15 04:16 | ETH | Sell | 1726.93→1719.37 | +1.75 | timeout |
| 06-14 20:34 | ETH | Sell | 1667.03→1668.57 | -0.90 | timeout |
| 06-14 12:31 | ETH | Sell | 1676.53→1672.47 | +0.77 | timeout |
| 06-14 07:56 | BTC | Sell | 64509.8→64435.2 | +0.13 | timeout |
| 06-14 04:58 | BTC | Sell | 64525.8→64348.2 | +0.92 | timeout |
Paper vs Live
Paper (trades.jsonl)
416
closed
44%
win rate
-239.07
total pnl ($)
-11.4 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 | 211 | 40% | -12.5 | -132.60 |
| BTC | 205 | 47% | -10.3 | -106.47 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 16:18 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 04:03 | ETH | Sell | -0.65 | The market was in a mild uptrend with ETH up 2.21% over 24 hours and positive funding, indicating bullish sentiment. The short thesis failed because the trade expired via timeout without reaching a profitable exit, as the upward momentum persisted against t… |
| 05-10 04:01 | BTC | Buy | +0.06 | BTC was in a low-volatility, sideways grind with slightly negative short-term momentum and neutral funding. The thesis failed because the trade expired via timeout, unable to capture a directional move in a rangebound market. |
| 05-09 22:05 | BTC | Buy | -0.90 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a weekly decline. The thesis failed because the trade was closed due to a timeout, likely as the expected directional move did not materialize within the allowed time. |
| 05-09 20:03 | BTC | Buy | +2.00 | The market was in a mild sideways drift with low volatility, as BTC's 1-hour gain of 0.24% failed to overcome its broader 7-day decline of -1.64%. The thesis failed because the trade expired before the anticipated directional move materialized, as the timeo… |
| 05-09 12:01 | ETH | Sell | -0.76 | The market was in a broad downtrend with ETH falling 2.74% over 24 hours and 3.75% over 7 days, while funding remained slightly positive. The thesis failed because the short position was closed by timeout before the downtrend could fully materialize, result… |
| 05-09 12:00 | BTC | Buy | +0.35 | The market was in a mild downtrend across major assets, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed due to a timeout, likely as the expected directional move did not materialize within the … |
| 05-09 06:59 | BTC | Sell | +0.63 | The market was in a mild downtrend with BTC down over 1% in 24 hours and negative funding, indicating bearish sentiment. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the price remained range-bound… |
| 05-09 04:58 | BTC | Sell | -1.53 | The market was in a mild downtrend with BTC down 1.30% over 24 hours and negative 7-day momentum. The sell thesis failed because the trade was closed by timeout, indicating the expected downward move did not materialize within the allowed time window. |
| 05-09 04:03 | ETH | Sell | -2.87 | The market was in a broad downtrend with ETH falling 1.40% over 24 hours and 3.03% over 7 days. The short thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient momentum or a sideways grind wi… |
| 05-08 20:04 | BTC | Buy | +0.67 | BTC was in a mild intraday uptick but remained in a broader downtrend over the past day and week. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient momentum in the prevailing bearish … |