44
closed trades
27%
win rate
-60.31
total pnl ($)
1.085
weight
7d window — n=3 wr=0% pnl=-21.85
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:08:12 (26.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ck
n: 50
· wr: 50.0%
· total_bps: +9.2
· mean_bps: +0.18
· sharpe: +0.00
· max_dd_bps: -768.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 44 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-30 12:56 | BTC | Buy | 59335→58525.8 | -7.27 | stop_loss |
| 06-26 10:39 | BTC | Buy | 60328→59500.3 | -7.31 | stop_loss |
| 06-24 16:51 | BTC | Buy | 60483→59657.2 | -7.27 | stop_loss |
| 06-23 12:52 | BTC | Buy | 62375.1→62210.9 | -1.74 | timeout |
| 06-21 22:02 | BTC | Buy | 63991.2→63715.8 | -2.60 | timeout |
| 06-19 12:02 | BTC | Buy | 62594.1→62621.9 | -0.21 | timeout |
| 06-19 05:08 | BTC | Buy | 63026.2→62602.9 | -3.80 | timeout |
| 06-19 01:55 | BTC | Buy | 62941.1→62984.9 | -0.08 | timeout |
| 06-18 22:45 | BTC | Buy | 62761.1→62759.9 | -0.45 | timeout |
| 06-18 20:03 | BTC | Buy | 62526.1→63174.8 | +4.77 | timeout |
| 06-17 12:01 | BTC | Sell | 65505.7→64787.2 | +5.05 | timeout |
| 06-15 21:08 | BTC | Sell | 66844.7→66413.3 | +2.79 | timeout |
| 06-14 20:00 | BTC | Sell | 63987.8→63806.2 | +0.98 | timeout |
| 06-13 20:01 | BTC | Buy | 64247.2→64253.8 | -0.40 | timeout |
| 06-07 01:29 | BTC | Sell | 60844→61673.9 | -7.27 | stop_loss |
| 06-03 20:38 | BTC | Buy | 65847.3→65306.7 | -4.57 | timeout |
| 06-03 03:43 | BTC | Buy | 66765.3→65853.8 | -7.28 | stop_loss |
| 05-27 14:27 | BTC | Buy | 75781.8→74750.9 | -7.25 | stop_loss |
| 05-27 13:18 | BTC | Buy | 75688.8→75383.2 | -2.46 | timeout |
| 05-27 10:18 | BTC | Buy | 75688.8→75949.2 | +1.29 | timeout |
| 05-27 07:17 | BTC | Buy | 75816.8→75733.2 | -0.98 | timeout |
| 05-27 04:17 | BTC | Buy | 75894.8→75536.2 | -2.80 | timeout |
| 05-26 20:02 | BTC | Buy | 76411.8→76011.2 | -3.08 | timeout |
| 05-26 04:05 | BTC | Buy | 77246.9→76587.2 | -4.72 | timeout |
| 05-18 04:02 | BTC | Buy | 77312.9→76921.2 | -3.00 | timeout |
| 05-16 04:01 | BTC | Buy | 79047→79047 | -0.44 | timeout |
| 05-12 02:43 | BTC | Sell | 81715.9→81724.1 | -0.48 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.47 | timeout |
| 05-08 04:52 | BTC | Sell | 79804→79608 | +0.79 | timeout |
| 05-08 01:46 | BTC | Sell | 79735→79782 | -0.73 | timeout |
| 05-07 20:11 | BTC | Sell | 79788→80184 | -2.92 | timeout |
| 05-06 20:04 | BTC | Sell | 81607.9→81554.1 | -0.12 | timeout |
| 05-04 20:10 | BTC | Buy | 79711→79979 | +1.25 | timeout |
| 05-04 02:41 | BTC | Buy | 78482.9→80206 | +10.52 | take_profit |
| 05-02 20:02 | BTC | Sell | 78437.1→78428.9 | -0.40 | timeout |
| 05-02 04:05 | BTC | Buy | 78212.9→78359.1 | +0.50 | timeout |
| 05-01 03:22 | BTC | Sell | 76361.2→77396.5 | -7.26 | stop_loss |
| 04-30 04:31 | BTC | Sell | 75821→75552 | +1.32 | timeout |
| 04-28 12:08 | BTC | Buy | 76753→76219 | -3.93 | timeout |
| 04-27 20:06 | BTC | Sell | 76755→76944 | -1.68 | timeout |
| 04-27 11:17 | BTC | Sell | 77615→77722 | -1.14 | timeout |
| 04-24 12:01 | BTC | Sell | 77608→78205 | -4.30 | timeout |
| 04-23 17:39 | BTC | Sell | 78396→77220 | +7.15 | take_profit |
| 04-23 12:01 | BTC | Sell | 77991→77671 | +1.70 | timeout |
Paper vs Live
Paper (trades.jsonl)
44
closed
27%
win rate
-60.31
total pnl ($)
-27.5 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 | 44 | 27% | -27.5 | -60.31 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 04:52 | BTC | Sell | +0.79 | BTC traded in a narrow range with low volatility, showing a slight 1h uptick but a bearish 7d trend. The thesis failed because the position was closed by timeout before the expected move materialized in the quiet, range-bound market. |
| 05-08 01:46 | BTC | Sell | -0.73 | The market was in a neutral range with low funding and stable open interest, offering no clear directional edge. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any meaningful price movement. |
| 05-07 20:11 | BTC | Sell | -2.92 | The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize within the holding period. |
| 05-06 20:04 | BTC | Sell | -0.12 | BTC was in a mild intraday uptick but remained in a broader weekly downtrend. The short thesis failed because the position was closed by timeout before the expected continuation lower materialized. |
| 05-04 20:10 | BTC | Buy | +1.25 | The market was in a period of low volatility with neutral funding rates and stable order flow, creating a quiet environment for the position. The trade failed because the thesis could not generate sufficient momentum to reach a target before the timeout lim… |
| 05-02 20:02 | BTC | Sell | -0.40 | BTC traded sideways at $78,439 with near-zero hourly momentum (0.01%), allowing the 4-hour timeout to expire without triggering either the 220 bps take-profit or 130 bps stop-loss thresholds. The funding spread signal (Bybit +0.01000% vs Binance -0.00254%) … |
| 05-02 04:05 | BTC | Buy | +0.50 | At close, BTC was flat to slightly positive on the 1h (0.04%) with modest 24h gains (1.57%), while funding rates had compressed to -0.0076% across venues, eliminating the original -0.0122% divergence that triggered the trade. The thesis partially worked: th… |
| 05-01 03:22 | BTC | Sell | -7.26 | # Trade Analysis: BTC Cross-Venue Funding Spread **Market Context:** Bitcoin was in a mild uptrend at close ($77,212, +1.72% 24h), with funding rates turning negative (-0.01316%), suggesting weakening long positioning despite the price rally. **Thesis Fai… |
| 04-30 04:31 | BTC | Sell | +1.32 | BTC had drifted 0.44% lower in the final hour before close, with 24h weakness accelerating to -2.13% amid deteriorating 7-day technicals (-3.17%), creating a risk-off environment where short positioning was favored. The trade's thesis succeeded because the … |
| 04-27 11:17 | BTC | Sell | -1.14 | At close, BTC was consolidating near $77.8k with minimal intraday momentum (−0.01% 1h) after a modest weekly rally (+3.70% 7d), while funding rates had compressed to −0.0037% across venues, eroding the initial +1.205% divergence that triggered the trade. Th… |