64
closed trades
31%
win rate
-56.22
total pnl ($)
1.246
weight
7d window — n=15 wr=47% pnl=+3.47
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:39:28 (23.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gp
n: 70
· wr: 44.3%
· total_bps: -243.2
· mean_bps: -3.47
· sharpe: -0.04
· max_dd_bps: -1158.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 64 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 13:37 | BTC | Buy | 60385→60519 | +0.66 | timeout |
| 06-25 03:37 | SOL | Sell | 67.9938→67.5141 | +3.05 | timeout |
| 06-24 20:01 | SOL | Sell | 65.5952→66.5132 | -7.45 | stop_loss |
| 06-24 10:32 | SOL | Sell | 69.8695→69.1574 | +4.63 | timeout |
| 06-24 06:25 | SOL | Sell | 69.5606→69.9595 | -3.36 | timeout |
| 06-24 03:18 | ETH | Buy | 1662.47→1658.13 | -1.75 | timeout |
| 06-24 02:19 | SOL | Sell | 69.6895→69.6624 | -0.31 | timeout |
| 06-23 22:22 | SOL | Sell | 68.9107→69.4364 | -4.30 | timeout |
| 06-23 18:04 | SOL | Sell | 69.2526→68.7983 | +2.79 | timeout |
| 06-23 13:49 | SOL | Sell | 68.8457→68.9773 | -1.46 | timeout |
| 06-23 08:13 | SOL | Sell | 70.6484→69.0104 | +11.10 | take_profit |
| 06-23 06:21 | ETH | Buy | 1713.17→1689.59 | -7.33 | stop_loss |
| 06-23 06:13 | SOL | Sell | 71.6343→70.8276 | +5.14 | timeout |
| 06-22 15:40 | BTC | Buy | 64621.2→65020.7 | +2.64 | timeout |
| 06-22 10:33 | SOL | Sell | 73.644→73.666 | -0.58 | timeout |
| 06-20 04:39 | BTC | Buy | 63568.2→63517.8 | -0.84 | timeout |
| 06-20 00:36 | BTC | Buy | 63037.2→63687.8 | +4.71 | timeout |
| 06-19 20:34 | BTC | Buy | 63266.2→63024.8 | -2.36 | timeout |
| 06-19 03:39 | BTC | Buy | 62888.1→62609.9 | -2.66 | timeout |
| 06-18 23:23 | BTC | Buy | 62761.1→62809.9 | -0.05 | timeout |
| 06-18 04:55 | SOL | Sell | 72.2212→71.1117 | +7.21 | timeout |
| 06-18 04:11 | BTC | Buy | 64684.2→63803.9 | -7.26 | stop_loss |
| 06-18 00:45 | SOL | Sell | 71.6872→72.3779 | -5.30 | timeout |
| 06-08 10:53 | SOL | Sell | 65.6432→66.1139 | -4.08 | timeout |
| 06-08 05:42 | SOL | Sell | 66.388→64.9457 | +10.37 | take_profit |
| 06-08 02:47 | SOL | Sell | 66.2731→66.2729 | -0.48 | timeout |
| 06-07 19:18 | SOL | Sell | 65.2492→63.8296 | +10.41 | take_profit |
| 06-07 18:34 | ETH | Buy | 1634.16→1633.24 | -0.70 | timeout |
| 06-07 17:08 | SOL | Sell | 64.6123→65.5076 | -7.44 | stop_loss |
| 06-07 14:41 | SOL | Sell | 64.5693→64.8647 | -2.82 | timeout |
| 06-06 20:54 | SOL | Buy | 62.1023→61.8367 | -2.56 | timeout |
| 06-06 04:38 | ETH | Sell | 1544.45→1510.75 | +10.45 | take_profit |
| 06-04 20:03 | SOL | Buy | 69.7965→68.8312 | -7.36 | stop_loss |
| 06-03 02:49 | SOL | Sell | 74.2919→74.3081 | -0.59 | timeout |
| 06-02 05:52 | SOL | Buy | 80.8111→79.6942 | -7.35 | stop_loss |
| 06-02 02:05 | SOL | Buy | 80.9441→79.8251 | -7.35 | stop_loss |
| 06-01 21:56 | SOL | Buy | 81.0132→80.6219 | -2.85 | timeout |
| 06-01 07:48 | SOL | Buy | 81.7683→80.6376 | -7.38 | stop_loss |
| 06-01 01:59 | SOL | Buy | 82.8674→81.7209 | -7.36 | stop_loss |
| 05-27 21:40 | ETH | Buy | 2058.21→2029.78 | -7.36 | stop_loss |
| 05-27 03:12 | SOL | Sell | 83.7374→83.8886 | -1.38 | timeout |
| 05-26 23:11 | SOL | Sell | 83.5185→83.7376 | -1.77 | timeout |
| 05-26 10:14 | SOL | Sell | 84.4673→84.6327 | -1.43 | timeout |
| 05-26 06:14 | SOL | Sell | 84.1494→84.4927 | -2.52 | timeout |
| 05-23 18:12 | SOL | Sell | 83.8174→84.9752 | -7.35 | stop_loss |
| 05-23 13:31 | SOL | Sell | 82.1777→83.3011 | -7.32 | stop_loss |
| 05-19 20:06 | SOL | Sell | 84.1964→84.3487 | -1.33 | timeout |
| 05-19 16:06 | SOL | Sell | 84.4403→84.2216 | +0.82 | timeout |
| 05-19 12:07 | SOL | Sell | 85.1782→84.4657 | +3.70 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-08 06:01 | BTC | Sell | 79696→79426 | +1.25 | timeout |
| 05-08 02:00 | BTC | Sell | 79676→79704 | -0.61 | timeout |
| 04-28 10:29 | ETH | Sell | 2284.2→2281 | +0.25 | timeout |
| 04-28 06:27 | ETH | Sell | 2292.8→2284.2 | +1.43 | timeout |
| 04-28 02:26 | ETH | Sell | 2288.3→2292.8 | -1.43 | timeout |
| 04-27 22:26 | ETH | Sell | 2285.3→2288.3 | -1.11 | timeout |
| 04-27 15:38 | BTC | Sell | 77766→76988 | +4.55 | timeout |
| 04-27 11:37 | BTC | Sell | 77582→77766 | -1.64 | timeout |
| 04-25 16:10 | BTC | Sell | 77662→77348 | +1.57 | timeout |
| 04-25 12:10 | BTC | Sell | 77538→77662 | -1.25 | timeout |
| 04-25 08:09 | BTC | Sell | 77599→77538 | -0.06 | timeout |
| 04-24 21:59 | ETH | Sell | 2318.1→2314 | +0.43 | timeout |
| 04-24 17:59 | ETH | Sell | 2316.6→2318.1 | -0.77 | timeout |
| 04-24 13:59 | ETH | Sell | 2307.7→2316 | -2.25 | timeout |
Paper vs Live
Paper (trades.jsonl)
64
closed
31%
win rate
-56.22
total pnl ($)
-17.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| SOL | 36 | 28% | -24.2 | -44.25 |
| BTC | 16 | 38% | -2.3 | -1.84 |
| ETH | 12 | 33% | -16.9 | -10.13 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 09:56 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 06:01 | BTC | Sell | +1.25 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted timeframe. |
| 05-08 02:00 | BTC | Sell | -0.61 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without a trigger, resulting in a minor loss from funding costs due to the timeout close reason. |
| 04-27 15:38 | BTC | Sell | +4.55 | Bitcoin had declined 1.38% over the preceding hour and 1.32% over 24 hours, with negative funding rates (-0.0017%) signaling mild oversupply of leverage at close. The trade's thesis worked because the funding spread arbitrage captured the 2.03% gap between … |
| 04-27 11:37 | BTC | Sell | -1.64 | At close, BTC was consolidating within a tight range after a strong 3.68% weekly rally, with minimal intraday momentum (-0.09% 1h) and funding rates normalizing sharply lower (-0.34% vs. the +0.0121% GMX rate at entry). The trade's thesis failed because the… |
| 04-25 16:10 | BTC | Sell | +1.57 | Bitcoin was consolidating with mild downward pressure, declining 0.30% over the past hour and 0.35% over 24 hours while funding rates had turned slightly negative at -0.005438%. The trade's thesis failed to materialize as the GMX-side crowd didn't capitulat… |
| 04-25 12:10 | BTC | Sell | -1.25 | Bitcoin was consolidating with minimal directional movement, down just 0.78% over 24 hours and slightly positive on the week as the trade timed out after 4 hours. The thesis failed because the GMX funding premium (+0.0143%) versus Binance's discount (-0.006… |
| 04-25 08:09 | BTC | Sell | -0.06 | Bitcoin was consolidating near $77,574 with minimal volatility (0.08% in the last hour and -0.37% over 24 hours) as the trade timed out after 4 hours. The thesis failed because the GMX funding premium of +0.0143% versus Binance's -0.0058% gap (+0.0202% spre… |
| 04-24 21:59 | ETH | Sell | +0.43 | ETH was flat to slightly down on the 1-hour and daily timeframes, trading at $2315.81 with modest negative momentum across the session. The trade's thesis worked because the GMX funding rate (+0.0118%) remained elevated relative to Binance (-0.0088%), valid… |
| 04-24 17:59 | ETH | Sell | -0.77 | ETH was trading sideways with minimal momentum, up 0.17% in the past hour while bitcoin showed slight weakness, creating a low-volatility environment that allowed the position to drift against the trade's directional bias. The thesis failed because the GMX … |
| 04-24 13:59 | ETH | Sell | -2.25 | The market was consolidating with mild downward pressure, as ETH declined 0.63% in the past hour while BTC held near flat, reflecting cautious sentiment across major cryptos. The thesis failed because the funding spread gap of +0.0200% favoring a GMX-side c… |