31
closed trades
42%
win rate
-10.25
total pnl ($)
1.055
weight
7d window — n=31 wr=42% pnl=-10.25
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:13:51 (26.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_gq
n: 400
· wr: 38.5%
· total_bps: -6666.3
· mean_bps: -16.67
· sharpe: -0.17
· max_dd_bps: -7108.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 31 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-30 01:14 | ADA | Sell | 0.147123→0.143916 | +10.47 | take_profit |
| 06-29 21:28 | ETH | Buy | 1626.26→1614.54 | -4.07 | timeout |
| 06-29 17:13 | SOL | Buy | 73.513→75.1137 | +10.43 | take_profit |
| 06-29 15:44 | ADA | Sell | 0.143744→0.145759 | -7.45 | stop_loss |
| 06-29 15:12 | BNB | Sell | 551.962→547.687 | +3.45 | timeout |
| 06-29 12:11 | XRP | Buy | 1.04776→1.06123 | +5.96 | timeout |
| 06-29 12:11 | SOL | Buy | 72.6719→73.419 | +4.67 | timeout |
| 06-29 06:17 | ADA | Sell | 0.144114→0.14621 | -7.72 | stop_loss |
| 06-29 04:12 | ETH | Sell | 1567.64→1579.86 | -4.34 | timeout |
| 06-29 03:05 | DOGE | Sell | 0.0725709→0.0736012 | -7.55 | stop_loss |
| 06-29 02:21 | ADA | Sell | 0.142524→0.142716 | -1.13 | timeout |
| 06-29 00:00 | XRP | Sell | 1.04314→1.04806 | -2.81 | timeout |
| 06-28 23:02 | SOL | Sell | 70.9414→70.5506 | +2.29 | timeout |
| 06-28 21:29 | ADA | Sell | 0.142794→0.143196 | -1.86 | timeout |
| 06-28 20:09 | ETH | Sell | 1576.74→1566.06 | +2.92 | timeout |
| 06-28 17:06 | BNB | Sell | 554.111→552.668 | +0.82 | timeout |
| 06-28 14:44 | ADA | Sell | 0.144494→0.144786 | -1.47 | timeout |
| 06-28 14:04 | BTC | Sell | 60159→60066 | +0.33 | timeout |
| 06-28 12:04 | BNB | Buy | 556.109→556.321 | -0.23 | timeout |
| 06-28 08:38 | ADA | Sell | 0.143574→0.145629 | -7.60 | stop_loss |
| 06-28 08:22 | SOL | Sell | 70.7454→71.2367 | -3.94 | timeout |
| 06-28 07:26 | BNB | Buy | 558.35→555.361 | -3.10 | timeout |
| 06-28 06:23 | ADA | Sell | 0.144604→0.143736 | +2.50 | timeout |
| 06-28 05:07 | BTC | Sell | 59966→60009 | -0.81 | timeout |
| 06-28 04:30 | DOGE | Sell | 0.0745863→0.0741125 | +2.73 | timeout |
| 06-28 04:01 | ETH | Sell | 1573.64→1574.16 | -0.63 | timeout |
| 06-28 02:18 | ADA | Sell | 0.144104→0.145586 | -5.62 | timeout |
| 06-28 02:05 | SOL | Sell | 70.7244→70.9426 | -2.01 | timeout |
| 06-27 22:17 | ADA | Sell | 0.146563→0.143996 | +8.24 | timeout |
| 06-27 18:22 | SOL | Buy | 72.7609→71.7553 | -7.36 | stop_loss |
| 06-27 18:07 | ADA | Sell | 0.148013→0.146487 | +4.64 | timeout |
Paper vs Live
Paper (trades.jsonl)
31
closed
42%
win rate
-10.25
total pnl ($)
-6.4 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 | 11 | 36% | -12.4 | -7.00 |
| SOL | 6 | 50% | +13.9 | +4.08 |
| ETH | 4 | 25% | -30.4 | -6.12 |
| BNB | 4 | 50% | +4.4 | +0.94 |
| DOGE | 2 | 50% | -48.2 | -4.82 |
| BTC | 2 | 50% | -4.9 | -0.48 |
| XRP | 2 | 50% | +31.7 | +3.14 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:07 | ADA | Buy | -1.39 | ADA traded in a narrow range with low volatility, showing slight positive momentum over 24h and 7d but minimal intraday movement. The thesis failed because the timeout closed the trade before the expected breakout materialized, as the sideways regime did no… |
| 05-09 20:35 | ETH | Buy | +1.16 | ETH traded in a narrow range with low volatility, showing a slight 1-hour gain but remaining down over the past week. The trade closed on timeout, failing to reach a profit target or stop loss as the market lacked directional momentum to trigger an exit. |
| 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 without reaching a target or stop, indicating the expected directional move did not materialize wit… |
| 05-08 20:03 | ADA | Buy | +4.80 | The market was in a short-term uptrend with ADA gaining 0.77% in the last hour, but the broader 24-hour trend was negative at -3.50%. The thesis failed because the trade was closed by timeout before the expected move materialized, as the short-term bounce w… |
| 05-08 20:03 | ETH | Buy | +4.64 | The market was in a mild short-term uptick within a broader weekly downtrend, with ETH recovering 0.44% on the hour but still down over 2% on the day. The thesis failed because the trade was closed by timeout before the expected directional move materialize… |
| 05-06 17:52 | BTC | Buy | -2.33 | The market was in a persistent downtrend across timeframes, with BTC declining 3.18% over the past week and negative hourly momentum. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from holding co… |
| 05-06 14:04 | ETH | Buy | -7.26 | The market was in a broad downtrend with ETH falling over 5% in the past week alongside BTC, and negative funding rates indicating persistent bearish sentiment. The thesis failed because the stop-loss was triggered as the downward momentum continued, confir… |
| 05-05 05:39 | ADA | Sell | -7.37 | The market was in a strong bullish regime with ADA up 8.70% over seven days and positive momentum across major altcoins. The short thesis failed because the aggressive upward trend triggered the stop loss immediately, preventing any profit from the anticipa… |
| 05-04 22:01 | ETH | Buy | -1.68 | The market was in a low-volatility consolidation phase with minimal momentum in both ETH and BTC. The thesis failed because the anticipated move never materialized, resulting in a timeout exit that locked in a small loss. |
| 05-04 15:04 | ADA | Buy | +7.51 | The market was in a strong uptrend with ADA gaining nearly 10% over the week while funding rates remained neutral. The trade failed because the position was closed due to a timeout rather than a market signal, preventing any profit from the prevailing bulli… |