15
closed trades
73%
win rate
+45.60
total pnl ($)
1.537
weight
7d window — n=15 wr=73% pnl=+45.60
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:10:07 (27.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_gq
n: 239
· wr: 39.7%
· total_bps: -2257.4
· mean_bps: -9.45
· sharpe: -0.10
· max_dd_bps: -3101.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 15 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-30 12:37 | XRP | Sell | 1.04054→1.03166 | +3.82 | timeout |
| 06-30 12:14 | DOGE | Sell | 0.072176→0.0706177 | +10.34 | take_profit |
| 06-30 12:11 | BNB | Sell | 552.092→547.027 | +4.11 | timeout |
| 06-30 12:10 | ADA | Sell | 0.144964→0.143526 | +4.50 | timeout |
| 06-30 05:27 | XRP | Sell | 1.05064→1.04556 | +1.94 | timeout |
| 06-30 04:36 | ADA | Buy | 0.144766→0.144594 | -1.07 | timeout |
| 06-29 17:13 | ETH | Buy | 1578.96→1613.44 | +10.46 | take_profit |
| 06-29 12:09 | SOL | Buy | 72.6769→73.306 | +3.85 | timeout |
| 06-29 12:09 | XRP | Buy | 1.04826→1.06163 | +5.91 | timeout |
| 06-29 12:09 | BNB | Buy | 553.468→554.421 | +0.39 | timeout |
| 06-29 12:07 | ADA | Sell | 0.144584→0.14665 | -7.57 | stop_loss |
| 06-28 05:05 | DOGE | Sell | 0.0743594→0.0737784 | +3.46 | timeout |
| 06-28 04:08 | SOL | Sell | 70.5514→70.8176 | -2.36 | timeout |
| 06-28 04:07 | ADA | Sell | 0.145144→0.145196 | -0.65 | timeout |
| 06-27 20:12 | XRP | Sell | 1.07493→1.05566 | +8.47 | timeout |
Paper vs Live
Paper (trades.jsonl)
15
closed
73%
win rate
+45.60
total pnl ($)
+61.1 bps
avg bps net
Live (dry_run=0)
17
closed
41%
win rate
-6.57
total pnl ($)
-34.5 bps
avg bps net
Live WR is 56% of paper WR (41% vs 73%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| XRP | 4 | 100% | +101.1 | +20.13 |
| ADA | 4 | 25% | -23.8 | -4.79 |
| SOL | 2 | 50% | +15.4 | +1.50 |
| DOGE | 2 | 100% | +138.0 | +13.80 |
| BNB | 2 | 100% | +45.5 | +4.50 |
| ETH | 1 | 100% | +209.4 | +10.46 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 20:05 | ADA | Buy | +5.05 | The market was in a low-volatility, sideways grind with neutral funding and moderate open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 12:01 | ADA | Sell | +1.77 | ADA was in a persistent downtrend across all timeframes, with negative funding and declining open interest. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without tri… |
| 05-09 01:35 | ADA | Sell | -7.46 | ADA was declining over 24h and 7d with negative BTC and ETH correlation, indicating a bearish altcoin regime. The short thesis failed because the stop_loss was triggered by a brief intraday bounce against the prevailing downtrend. |
| 05-08 20:03 | ADA | Buy | +4.80 | The market was in a short-term uptrend on the hourly timeframe but remained in a broader 24-hour decline, with ADA showing relative strength against BTC and ETH. The thesis failed because the trade was closed by timeout before the expected move materialized… |
| 05-08 20:03 | ETH | Buy | +4.64 | The market was in a short-term uptrend on the hourly timeframe but remained in a broader weekly decline. The thesis failed because the trade was closed due to a timeout, likely as the price did not reach the target or stop within the expected time window. |
| 05-08 20:03 | BTC | Buy | +0.23 | BTC was in a choppy, low-volatility consolidation near $79,410 with mixed short-term momentum. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed timeframe. |
| 05-07 04:21 | ADA | Sell | +1.62 | The market was in a mild downtrend with ADA declining 2.67% over 24 hours, but the short thesis failed because the trade expired via timeout before capturing any significant move, resulting in only a small positive PnL from minor price drift. |
| 05-07 00:18 | ADA | Sell | +1.95 | ADA traded in a narrow range with low volatility, showing a slight 1h gain but negative 24h and 7d trends. The short thesis failed because the market did not move decisively lower within the timeout period, leading to a small profit from funding but no dire… |
| 05-06 20:19 | ADA | Sell | -0.49 | The market was in a mild short-term uptrend with positive funding, but broader bearish weekly trends across major assets. The sell thesis failed because the timeout closed the trade before the expected downside materialized, as the short-term bounce persist… |
| 05-06 20:04 | ETH | Sell | +0.37 | The market was in a short-term uptrend with ETH gaining 0.65% in the hour, but the broader 24-hour and 7-day trends were negative. The thesis failed because the trade was closed due to timeout, likely as the expected directional move did not materialize wit… |