1091
closed trades
42%
win rate
-601.49
total pnl ($)
1.202
weight
7d window — n=143 wr=43% pnl=+11.65
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:16:08 (42.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ea
n: 492
· wr: 43.5%
· total_bps: -3942.9
· mean_bps: -8.01
· sharpe: -0.09
· max_dd_bps: -4454.1
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 |
|---|---|---|---|---|---|
| 06-30 05:02 | ATOM | Sell | 1.53082→1.51858 | +3.51 | timeout |
| 06-30 05:02 | ARB | Buy | 0.0766792→0.075881 | -5.65 | timeout |
| 06-30 04:07 | DOGE | Buy | 0.0734374→0.0724289 | -7.30 | timeout |
| 06-30 02:04 | INJ | Buy | 4.68517→4.67003 | -2.09 | timeout |
| 06-30 00:19 | APT | Buy | 0.588447→0.577167 | -10.06 | stop_loss |
| 06-29 21:06 | ADA | Buy | 0.145516→0.146613 | +3.29 | timeout |
| 06-29 19:40 | XRP | Buy | 1.04416→1.07073 | +12.27 | timeout |
| 06-29 17:05 | SOL | Buy | 72.4809→74.7788 | +15.38 | take_profit |
| 06-29 17:04 | OP | Buy | 0.0996649→0.102834 | +15.43 | take_profit |
| 06-29 16:01 | BNB | Buy | 553.558→551.412 | -2.42 | timeout |
| 06-29 13:48 | INJ | Sell | 4.69263→4.70238 | -1.49 | timeout |
| 06-29 12:52 | APT | Buy | 0.588647→0.577067 | -10.29 | stop_loss |
| 06-29 12:15 | NEAR | Sell | 1.86583→1.87477 | -2.81 | timeout |
| 06-29 12:03 | ATOM | Sell | 1.57061→1.56089 | +2.61 | timeout |
| 06-29 10:01 | APT | Buy | 0.573643→0.582454 | +7.20 | timeout |
| 06-29 05:30 | ATOM | Sell | 1.56381→1.57189 | -3.09 | timeout |
| 06-29 05:20 | BTC | Buy | 59326→59617 | +2.00 | timeout |
| 06-29 05:08 | ETH | Buy | 1564.16→1565.64 | +0.02 | timeout |
| 06-29 04:19 | DOGE | Buy | 0.0728292→0.0728208 | -0.52 | timeout |
| 06-29 02:33 | SOL | Sell | 70.9044→71.6727 | -5.84 | timeout |
| 06-28 23:11 | BTC | Sell | 59631→59299 | +2.36 | timeout |
| 06-28 23:00 | LINK | Buy | 7.25151→7.1852 | -5.05 | timeout |
| 06-28 22:03 | ARB | Sell | 0.0734316→0.0735584 | -1.34 | timeout |
| 06-28 19:46 | SOL | Buy | 71.8358→70.4822 | -9.84 | stop_loss |
| 06-28 18:46 | XRP | Buy | 1.05106→1.04454 | -3.53 | timeout |
| 06-28 16:33 | ETH | Buy | 1580.46→1571.14 | -3.37 | timeout |
| 06-28 16:33 | OP | Buy | 0.101975→0.100015 | -10.07 | stop_loss |
| 06-28 15:53 | AVAX | Buy | 6.31798→6.32462 | +0.04 | timeout |
| 06-28 11:09 | BTC | Sell | 59971→60124 | -1.72 | timeout |
| 06-28 11:09 | INJ | Buy | 4.66387→4.70112 | +3.53 | timeout |
| 06-28 09:13 | AVAX | Buy | 6.37919→6.3852 | +0.00 | timeout |
| 06-28 09:04 | DOGE | Buy | 0.0741905→0.0739015 | -2.36 | timeout |
| 06-28 08:06 | ADA | Buy | 0.145026→0.145164 | +0.02 | timeout |
| 06-28 05:04 | ATOM | Sell | 1.57731→1.55929 | +5.23 | timeout |
| 06-28 05:03 | BNB | Sell | 556.841→556.249 | +0.05 | timeout |
| 06-28 02:23 | AVAX | Buy | 6.43711→6.37831 | -5.00 | timeout |
| 06-28 01:28 | APT | Buy | 0.585246→0.581055 | -4.05 | timeout |
| 06-28 01:00 | ETH | Buy | 1577.76→1573.44 | -1.81 | timeout |
| 06-27 22:16 | SUI | Sell | 0.700875→0.67857 | +15.43 | take_profit |
| 06-27 21:44 | BNB | Buy | 566.162→558.66 | -7.06 | timeout |
| 06-27 21:08 | XRP | Sell | 1.07513→1.05566 | +8.56 | timeout |
| 06-27 19:25 | DOGE | Buy | 0.076196→0.0747479 | -9.96 | stop_loss |
| 06-27 19:06 | AVAX | Buy | 6.58515→6.49917 | -6.96 | timeout |
| 06-27 18:06 | APT | Buy | 0.602451→0.590457 | -10.42 | stop_loss |
| 06-27 16:31 | NEAR | Sell | 1.88693→1.92344 | -10.13 | stop_loss |
| 06-27 16:17 | OP | Sell | 0.102884→0.103036 | -1.22 | timeout |
| 06-27 15:15 | ADA | Buy | 0.147167→0.148863 | +5.33 | timeout |
| 06-27 15:10 | SOL | Sell | 71.8412→73.2606 | -10.33 | stop_loss |
| 06-27 13:00 | BTC | Buy | 60478→60387 | -1.21 | timeout |
| 06-27 12:59 | DOGE | Buy | 0.0757889→0.0754911 | -2.41 | timeout |
| 06-27 11:06 | APT | Buy | 0.602751→0.59795 | -4.46 | timeout |
| 06-27 10:32 | ARB | Buy | 0.0746187→0.0741615 | -3.50 | timeout |
| 06-27 09:02 | ADA | Buy | 0.148267→0.147123 | -4.33 | timeout |
| 06-27 07:10 | ATOM | Sell | 1.5808→1.5932 | -4.37 | timeout |
| 06-27 07:01 | DOGE | Sell | 0.0753602→0.0757169 | -2.84 | timeout |
| 06-27 05:04 | APT | Sell | 0.597651→0.60195 | -4.02 | timeout |
| 06-27 04:36 | ARB | Buy | 0.0740585→0.0753911 | +8.52 | timeout |
| 06-27 03:00 | LTC | Sell | 41.7945→42.2476 | -5.91 | timeout |
| 06-27 01:34 | LINK | Sell | 7.33047→7.34594 | -1.52 | timeout |
| 06-27 01:18 | ADA | Buy | 0.148397→0.147753 | -2.61 | timeout |
| 06-26 22:24 | BNB | Buy | 566.702→567.108 | -0.12 | timeout |
| 06-26 21:13 | ATOM | Sell | 1.5953→1.5855 | +2.61 | timeout |
| 06-26 20:41 | SUI | Buy | 0.694834→0.696976 | +1.06 | timeout |
| 06-26 19:32 | NEAR | Sell | 1.80615→1.84078 | -10.01 | stop_loss |
| 06-26 19:31 | INJ | Buy | 4.74289→4.89368 | +15.44 | take_profit |
| 06-26 15:02 | SUI | Buy | 0.673498→0.683269 | +6.77 | timeout |
| 06-26 14:52 | NEAR | Sell | 1.80485→1.79815 | +1.41 | timeout |
| 06-26 13:59 | INJ | Sell | 4.50487→4.59214 | -10.15 | stop_loss |
| 06-26 13:19 | ARB | Buy | 0.072098→0.070667 | -10.39 | stop_loss |
| 06-26 12:40 | ADA | Buy | 0.145216→0.142433 | -10.05 | stop_loss |
| 06-26 11:50 | LINK | Buy | 7.27232→7.13265 | -10.07 | stop_loss |
| 06-26 09:00 | BTC | Sell | 59892→60193 | -2.96 | timeout |
| 06-26 07:24 | ARB | Buy | 0.071818→0.0741015 | +15.42 | take_profit |
| 06-26 07:14 | AVAX | Buy | 6.10022→6.29393 | +15.43 | take_profit |
| 06-26 07:05 | APT | Sell | 0.590752→0.602051 | -10.02 | stop_loss |
| 06-26 06:54 | OP | Buy | 0.104346→0.107653 | +15.39 | take_profit |
| 06-26 02:13 | ADA | Buy | 0.142076→0.139265 | -10.34 | stop_loss |
| 06-26 02:13 | LTC | Buy | 41.1063→40.2478 | -10.90 | stop_loss |
| 06-26 02:12 | AVAX | Sell | 6.24934→6.05231 | +15.29 | take_profit |
| 06-26 02:12 | ETH | Buy | 1570.16→1540.58 | -9.85 | stop_loss |
| 06-26 01:55 | LINK | Buy | 7.17779→7.17031 | -1.00 | timeout |
| 06-26 00:02 | ADA | Buy | 0.141585→0.143584 | +6.61 | timeout |
| 06-25 22:06 | INJ | Sell | 4.21085→4.29452 | -10.38 | stop_loss |
| 06-25 21:34 | OP | Sell | 0.101775→0.103728 | -10.04 | stop_loss |
| 06-25 21:02 | LTC | Sell | 40.3799→40.7972 | -5.59 | timeout |
| 06-25 20:26 | ATOM | Sell | 1.6035→1.5953 | +2.10 | timeout |
| 06-25 20:02 | AVAX | Buy | 6.10953→6.14246 | +2.29 | timeout |
| 06-25 19:13 | DOGE | Buy | 0.0745686→0.0731451 | -10.00 | stop_loss |
| 06-25 17:57 | APT | Buy | 0.585246→0.604549 | +16.06 | take_profit |
| 06-25 16:55 | INJ | Sell | 4.23994→4.09962 | +16.11 | take_profit |
| 06-25 14:33 | XRP | Buy | 1.01185→1.04374 | +15.31 | take_profit |
| 06-25 13:51 | DOGE | Sell | 0.075879→0.0734404 | +15.61 | take_profit |
| 06-25 13:46 | ARB | Sell | 0.0762709→0.0738385 | +15.49 | take_profit |
| 06-25 13:44 | BTC | Buy | 61171.1→60031 | -9.76 | stop_loss |
| 06-25 12:27 | SOL | Buy | 69.0694→67.7639 | -9.91 | stop_loss |
| 06-25 11:41 | NEAR | Sell | 1.97321→1.91048 | +15.36 | take_profit |
| 06-25 10:31 | LTC | Buy | 41.8585→41.6696 | -2.72 | timeout |
| 06-25 10:06 | OP | Buy | 0.107117→0.106593 | -2.92 | timeout |
| 06-25 09:40 | ATOM | Buy | 1.64281→1.65139 | +2.22 | timeout |
| 06-25 08:00 | ADA | Buy | 0.147727→0.149823 | +6.61 | timeout |
Paper vs Live
Paper (trades.jsonl)
1091
closed
42%
win rate
-601.49
total pnl ($)
-11.0 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 | 126 | 43% | -21.2 | -133.50 |
| BTC | 116 | 42% | -8.3 | -48.41 |
| ETH | 107 | 44% | -2.1 | -10.64 |
| APT | 72 | 43% | -1.0 | -3.76 |
| ARB | 63 | 40% | -4.7 | -15.55 |
| ATOM | 57 | 51% | +5.3 | +14.91 |
| BNB | 56 | 43% | -3.0 | -8.83 |
| OP | 54 | 39% | -44.9 | -121.38 |
| DOGE | 54 | 46% | +32.3 | +86.96 |
| INJ | 53 | 34% | -45.6 | -121.26 |
| XRP | 53 | 42% | -9.5 | -25.21 |
| AVAX | 52 | 52% | +14.9 | +38.43 |
| NEAR | 51 | 29% | -61.6 | -157.19 |
| SOL | 49 | 41% | -6.2 | -15.51 |
| SUI | 46 | 46% | -23.2 | -53.83 |
| LTC | 44 | 34% | -16.9 | -37.32 |
| LINK | 38 | 45% | +5.7 | +10.62 |
Recent bounces (last 20 of 5)
| time | sym | side | reason |
|---|---|---|---|
| 06-30 05:13 | DOGE | Sell | circuit_breaker |
| 06-30 05:13 | BTC | Sell | circuit_breaker |
| 06-30 05:13 | BNB | Buy | circuit_breaker |
| 06-30 04:55 | SOL | Sell | circuit_breaker |
| 06-30 03:02 | OP | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:02 | BTC | Sell | -0.95 | BTC was trading in a mild uptrend with positive 1h and 24h momentum, while funding remained slightly negative. The short thesis failed because the market continued to grind higher within the timeout window, preventing the anticipated pullback from materiali… |
| 05-10 10:24 | ADA | Sell | -4.13 | The market was in a bullish trend with elevated funding and open interest, indicating strong long-side pressure. The short thesis failed because the trade was closed due to timeout, likely as the price continued to rise against the position. |
| 05-10 07:17 | ETH | Sell | -2.04 | The market was in a mild uptrend over 24 hours but showed short-term weakness, with ETH down 0.44% in the last hour. The thesis failed because the trade was closed due to a timeout, likely from insufficient price movement to trigger an exit before the time … |
| 05-10 04:23 | ADA | Sell | +1.36 | ADA was in a mild uptrend across multiple timeframes with neutral funding and stable BTC, suggesting a range-bound or slightly bullish regime. The short thesis failed because the timeout closed the trade before any significant downside materialized, as the … |
| 05-10 03:20 | BTC | Buy | -0.40 | The market was in a neutral to slightly bearish regime with negative funding and moderate open interest. The thesis failed because the trade was not executed (entry=None) and was closed due to timeout, resulting in a negligible negative PnL from holding costs. |
| 05-10 01:17 | ETH | Sell | +0.85 | The market was in a mild uptrend with ETH gaining 1.06% in the hour and 1.51% over 24 hours, while BTC also rose. The thesis failed because the trade was closed due to a timeout, likely not reaching the intended exit before the time limit expired. |
| 05-09 21:07 | ADA | Sell | -6.50 | ADA was trading in a narrow range with mild hourly gains but negative weekly momentum, while funding remained slightly positive. The short thesis failed because the timeout closed the trade before the expected downward move materialized, as the market lacke… |
| 05-09 20:02 | BTC | Sell | -4.14 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but a weekly decline. The short thesis failed because the market lacked directional momentum, and the trade was closed by timeout without reaching a profit target or stop loss. |
| 05-09 13:00 | BTC | Buy | +0.63 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and 7 days. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the al… |
| 05-09 12:20 | ADA | Sell | +2.61 | ADA was declining across all timeframes with negative funding and falling open interest, confirming a persistent bearish regime. The short thesis worked as the downtrend continued, but the trade was closed by timeout before capturing the full move. |