18
closed trades
61%
win rate
+9.95
total pnl ($)
1.331
weight
7d window — n=17 wr=65% pnl=+11.93
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:58:14 (25.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_gq
n: 373
· wr: 39.4%
· total_bps: -5558.0
· mean_bps: -14.90
· sharpe: -0.16
· max_dd_bps: -6305.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 18 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-29 00:14 | ADA | Sell | 0.143414→0.143856 | -1.98 | timeout |
| 06-28 21:05 | ETH | Sell | 1572.04→1570.36 | +0.07 | timeout |
| 06-28 17:56 | ADA | Sell | 0.144094→0.143406 | +1.93 | timeout |
| 06-28 15:04 | BNB | Sell | 555.171→555.589 | -0.86 | timeout |
| 06-28 14:02 | BTC | Sell | 60235→60052 | +1.07 | timeout |
| 06-28 13:32 | ADA | Sell | 0.145444→0.144386 | +3.17 | timeout |
| 06-28 12:14 | SOL | Buy | 71.0927→71.8322 | +4.73 | timeout |
| 06-28 08:38 | ADA | Sell | 0.144334→0.14639 | -7.58 | stop_loss |
| 06-28 08:18 | DOGE | Sell | 0.0740865→0.0736954 | +2.18 | timeout |
| 06-28 05:08 | BTC | Sell | 60005→60003 | -0.43 | timeout |
| 06-28 05:08 | ADA | Sell | 0.145154→0.144676 | +1.17 | timeout |
| 06-28 04:09 | BNB | Buy | 557.179→558.04 | +0.35 | timeout |
| 06-28 01:01 | ADA | Sell | 0.145494→0.145476 | -0.41 | timeout |
| 06-27 21:03 | ADA | Sell | 0.147553→0.145636 | +5.95 | timeout |
| 06-27 20:35 | BNB | Sell | 565.209→559.77 | +4.35 | timeout |
| 06-27 17:23 | ADA | Buy | 0.147457→0.147133 | -1.53 | timeout |
| 06-27 13:11 | ADA | Sell | 0.146853→0.147397 | -2.32 | timeout |
| 06-27 13:00 | BNB | Sell | 564.909→564.321 | +0.08 | timeout |
Paper vs Live
Paper (trades.jsonl)
18
closed
61%
win rate
+9.95
total pnl ($)
+11.3 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 | 9 | 44% | -3.2 | -1.59 |
| BNB | 4 | 75% | +19.6 | +3.92 |
| BTC | 2 | 50% | +6.4 | +0.64 |
| DOGE | 1 | 100% | +43.8 | +2.18 |
| SOL | 1 | 100% | +95.0 | +4.73 |
| ETH | 1 | 100% | +1.7 | +0.07 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-29 00:31 | ADA | Buy | circuit_breaker |
| 06-28 22:19 | ETH | Sell | circuit_breaker |
| 06-28 21:35 | BNB | Sell | circuit_breaker |
| 06-28 20:15 | ADA | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:02 | ADA | Buy | +2.87 | The market was in a mild uptrend with ADA gaining 2.61% over 24 hours and 3.26% over 7 days, supported by positive BTC momentum. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient shor… |
| 05-10 04:06 | ADA | Buy | -1.87 | The market was in a mild uptrend with elevated funding and moderate open interest, suggesting bullish sentiment but potential for a short-term pullback. The thesis failed because the trade timed out without reaching the target, as the price consolidated sid… |
| 05-10 00:06 | ADA | Buy | -4.24 | ADA was trading in a narrow range with mild positive momentum across the hourly and daily timeframes, while funding rates remained neutral. The trade failed because the timeout close_reason indicates the position was held too long without reaching a target … |
| 05-09 20:05 | ADA | Buy | +5.05 | The market was in a neutral to slightly bullish regime with low funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the holding period. |
| 05-08 12:00 | ETH | Sell | -3.70 | ETH traded in a narrow range with slight bearish bias, showing low volatility and mixed signals across timeframes. The sell thesis failed because the market lacked directional momentum, and the trade was closed by timeout without reaching the target or stop. |
| 05-07 14:15 | ETH | Sell | +1.28 | The market was in a mild downtrend with ETH declining 1.31% over 24 hours and 3.99% over 7 days, while funding rates remained neutral. The short thesis failed to capture a larger move because the trade expired via timeout before the broader bearish trend co… |
| 05-07 05:02 | ETH | Sell | -0.58 | The market was in a mild downtrend with ETH losing 1.20% over 24 hours and negative funding, indicating persistent bearish pressure. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, resulting in a small negative P… |
| 05-05 05:39 | ADA | Sell | -7.35 | The market was exhibiting a strong weekly uptrend with ADA up 8.70% over seven days while funding rates remained neutral. The short thesis failed because the trade was immediately stopped out by a stop_loss as the asset continued its bullish momentum agains… |
| 05-04 20:09 | ADA | Buy | +0.16 | The market was in a low-volatility consolidation phase with neutral funding rates and modest weekly gains for ADA. The trade failed because the position was forcibly closed due to a timeout, preventing any further profit capture despite the initial entry. |
| 05-04 16:04 | ADA | Buy | +3.77 | The market was in a neutral consolidation phase with ADA showing modest weekly gains but flat funding rates and low volatility. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized profit or loss. |