43
closed trades
35%
win rate
-33.87
total pnl ($)
1.174
weight
7d window — n=3 wr=33% pnl=-8.37
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:08:12 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ck
n: 27
· wr: 25.9%
· total_bps: -656.5
· mean_bps: -24.32
· sharpe: -0.42
· max_dd_bps: -754.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 43 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-25 04:03 | BTC | Sell | 61007.9→60854 | +0.81 | timeout |
| 06-24 16:51 | BTC | Buy | 60508→59659.2 | -7.46 | stop_loss |
| 06-23 12:57 | BTC | Buy | 62418.1→62255.9 | -1.72 | timeout |
| 06-19 12:02 | BTC | Buy | 62591.1→62621.9 | -0.19 | timeout |
| 06-18 22:51 | BTC | Buy | 62791.1→62831.9 | -0.11 | timeout |
| 06-18 20:08 | BTC | Buy | 62617.1→63096.8 | +3.41 | timeout |
| 06-15 23:06 | BTC | Sell | 66807.7→66246.3 | +3.76 | timeout |
| 06-15 20:00 | BTC | Sell | 67143.6→66521.3 | +4.19 | timeout |
| 06-15 09:13 | BTC | Sell | 65652.7→65664.3 | -0.54 | timeout |
| 06-15 06:07 | BTC | Sell | 65580.7→65868.3 | -2.64 | timeout |
| 06-14 20:00 | BTC | Sell | 64021.8→63807.2 | +1.23 | timeout |
| 06-11 13:54 | BTC | Sell | 62927.9→63191.2 | -2.52 | timeout |
| 06-11 10:51 | BTC | Sell | 62784.9→62948.1 | -1.73 | timeout |
| 06-11 07:52 | BTC | Sell | 62469.9→62659.1 | -1.94 | timeout |
| 06-08 20:00 | BTC | Sell | 63730.8→63370.2 | +2.39 | timeout |
| 06-05 16:14 | BTC | Sell | 60166→60988.5 | -7.29 | stop_loss |
| 06-04 12:48 | BTC | Buy | 62388.1→63755.8 | +10.52 | take_profit |
| 06-03 20:42 | BTC | Buy | 65861.3→65313.7 | -4.62 | timeout |
| 06-03 03:43 | BTC | Buy | 66704.3→65796.8 | -7.25 | stop_loss |
| 05-27 18:24 | BTC | Buy | 74860.7→74807.3 | -0.82 | timeout |
| 05-27 13:38 | BTC | Buy | 75983.8→74948.8 | -7.26 | stop_loss |
| 05-27 11:29 | BTC | Buy | 75825.8→75890.2 | -0.00 | timeout |
| 05-27 08:30 | BTC | Buy | 75462.8→75999.2 | +3.13 | timeout |
| 05-26 20:02 | BTC | Buy | 76438.8→76007.2 | -3.29 | timeout |
| 05-23 12:01 | BTC | Buy | 74579.7→74756.3 | +0.73 | timeout |
| 05-18 20:30 | BTC | Buy | 76255.8→77112.1 | +5.15 | timeout |
| 05-18 04:03 | BTC | Buy | 77283.9→76894.2 | -2.98 | timeout |
| 05-16 11:01 | BTC | Buy | 78550.9→77999.1 | -3.96 | timeout |
| 05-16 08:02 | BTC | Buy | 79014→78321.1 | -4.81 | timeout |
| 05-16 04:01 | BTC | Buy | 79045→79036 | -0.50 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.47 | timeout |
| 05-10 04:57 | BTC | Buy | 80623→80747 | +0.31 | timeout |
| 05-09 20:16 | BTC | Sell | 80527→80773 | -1.98 | timeout |
| 05-04 20:10 | BTC | Buy | 79711→79979 | +1.25 | timeout |
| 05-03 12:03 | BTC | Sell | 78345.1→78700.9 | -2.72 | timeout |
| 05-02 04:01 | BTC | Sell | 78202.1→78395.9 | -1.71 | timeout |
| 05-01 03:22 | BTC | Sell | 76361.2→77396.5 | -7.26 | stop_loss |
| 04-28 12:08 | BTC | Buy | 76753→76219 | -3.93 | timeout |
| 04-28 04:20 | BTC | Sell | 77293→76747 | +3.08 | timeout |
| 04-27 20:06 | BTC | Sell | 76755→76944 | -1.68 | timeout |
| 04-27 09:57 | BTC | Sell | 77791→77924 | -1.30 | 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)
43
closed
35%
win rate
-33.87
total pnl ($)
-15.8 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 | 43 | 35% | -15.8 | -33.87 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 04:57 | BTC | Buy | +0.31 | The market was in a mild uptrend over 24h and 7d with low volatility and slightly negative funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 20:16 | BTC | Sell | -1.98 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The short thesis failed because the trade expired without a directional move, as the timeout close_reason indicates no price trigger was hit. |
| 05-04 20:10 | BTC | Buy | +1.25 | The market was in a neutral consolidation phase with flat 24-hour returns and low funding rates. The trade failed because the position was closed due to a timeout before any price movement occurred to validate the thesis. |
| 05-02 04:01 | BTC | Sell | -1.71 | At close, BTC was flat to slightly positive on the 1-hour (0.04%) with modest 24-hour gains (1.57%), while aggregate funding had swung negative (-0.00756%), indicating the earlier divergence had collapsed into oversupply of longs across venues. The trade's … |
| 05-01 03:22 | BTC | Sell | -7.26 | # Trade Analysis: BTC Cross-Venue Funding Spread (Loss) BTC rallied 1.72% over 24 hours and was still posting +0.81% gains in the hour before the trade closed, with funding rates normalizing to -0.01316% by close—erasing the initial +0.01254% divergence th… |
| 04-27 09:57 | BTC | Sell | -1.30 | BTC traded sideways near $77,816 (down 0.30% on the day) with funding rates collapsing to -0.0035% by close, erasing the +0.01205% cross-venue funding divergence that initiated the short. The trade's thesis failed because the funding gap that justified the … |
| 04-23 12:01 | BTC | Sell | +1.70 | BTC was consolidating with slight hourly weakness (-0.38% in 1h) while maintaining positive weekly momentum (+3.36% in 7d), with funding rates normalized to 0.01%. The trade's thesis failed to materialize as the +0.01800% funding divergence between Bybit an… |