398
closed trades
33%
win rate
-589.36
total pnl ($)
0.383
weight
7d window — n=93 wr=31% pnl=-136.90
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:39:28 (24.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gp
n: 324
· wr: 39.2%
· total_bps: -6492.4
· mean_bps: -20.04
· sharpe: -0.20
· max_dd_bps: -6711.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 14:01 | SOL | Sell | 71.5173→71.7758 | -2.23 | timeout |
| 06-28 11:02 | ARB | Buy | 0.0734984→0.0741515 | +3.99 | timeout |
| 06-28 10:09 | BTC | Buy | 59975→60158 | +1.07 | timeout |
| 06-28 09:01 | LINK | Sell | 7.28748→7.32653 | -3.12 | timeout |
| 06-28 08:19 | SOL | Sell | 70.6994→71.1557 | -3.70 | timeout |
| 06-28 07:03 | ARB | Buy | 0.0736784→0.0734516 | -2.01 | timeout |
| 06-28 06:08 | BTC | Buy | 60251→59928 | -3.13 | timeout |
| 06-28 02:01 | SOL | Sell | 70.8344→70.9206 | -1.07 | timeout |
| 06-27 23:15 | BTC | Buy | 60570→60029 | -4.91 | timeout |
| 06-27 22:16 | ARB | Buy | 0.0739485→0.0729053 | -7.50 | stop_loss |
| 06-27 20:12 | LINK | Sell | 7.45074→7.33923 | +7.04 | timeout |
| 06-27 19:12 | BTC | Buy | 60874→60570 | -2.94 | timeout |
| 06-27 18:01 | ARB | Buy | 0.0755889→0.0745041 | -7.62 | stop_loss |
| 06-27 14:04 | BTC | Buy | 60377→60495 | +0.53 | timeout |
| 06-27 10:02 | SOL | Sell | 71.7102→71.8388 | -1.34 | timeout |
| 06-27 08:05 | ARB | Buy | 0.0754389→0.0749413 | -3.71 | timeout |
| 06-27 08:04 | BTC | Buy | 60319→60440 | +0.54 | timeout |
| 06-27 07:00 | LINK | Sell | 7.38795→7.38385 | -0.19 | timeout |
| 06-27 05:02 | SOL | Sell | 71.6433→71.9448 | -2.58 | timeout |
| 06-27 04:00 | ARB | Buy | 0.0743586→0.0752912 | +5.80 | timeout |
| 06-26 22:04 | SOL | Sell | 73.259→71.6687 | +10.42 | take_profit |
| 06-26 21:02 | ARB | Buy | 0.0739385→0.0738015 | -1.37 | timeout |
| 06-26 14:00 | ARB | Buy | 0.0715979→0.0731417 | +10.33 | take_profit |
| 06-26 13:55 | ETH | Sell | 1535.55→1556.63 | -7.32 | stop_loss |
| 06-26 12:17 | LINK | Sell | 7.27748→7.1818 | +6.15 | timeout |
| 06-26 12:17 | BTC | Sell | 60227→59579 | +4.94 | timeout |
| 06-26 08:47 | ARB | Buy | 0.0739785→0.0729053 | -7.71 | stop_loss |
| 06-26 06:09 | LINK | Sell | 7.15221→7.16009 | -0.98 | timeout |
| 06-26 03:53 | ARB | Buy | 0.0709377→0.0724919 | +10.51 | take_profit |
| 06-26 03:45 | ETH | Sell | 1521.05→1542.12 | -7.38 | stop_loss |
| 06-26 03:39 | BTC | Sell | 58616.1→59414.7 | -7.27 | stop_loss |
| 06-26 02:01 | BTC | Sell | 60090→59377 | +5.48 | timeout |
| 06-26 01:53 | ARB | Buy | 0.0732883→0.0724619 | -6.08 | timeout |
| 06-25 23:30 | LINK | Sell | 7.1923→7.29507 | -7.58 | stop_loss |
| 06-25 21:32 | SOL | Sell | 66.0651→66.9855 | -7.43 | stop_loss |
| 06-25 21:00 | ARB | Buy | 0.0724381→0.072112 | -2.70 | timeout |
| 06-25 14:09 | SOL | Sell | 65.1232→66.0269 | -7.39 | stop_loss |
| 06-25 14:08 | BTC | Sell | 58618.1→59417.7 | -7.27 | stop_loss |
| 06-25 13:05 | SOL | Sell | 69.0646→68.1742 | +6.00 | timeout |
| 06-25 13:04 | BTC | Sell | 61664.9→61227.1 | +3.10 | timeout |
| 06-25 11:06 | ARB | Buy | 0.0770393→0.075923 | -7.69 | stop_loss |
| 06-25 10:45 | ETH | Buy | 1654.87→1632.02 | -7.36 | stop_loss |
| 06-25 09:07 | ARB | Buy | 0.0769492→0.0769608 | -0.39 | timeout |
| 06-25 05:02 | LINK | Sell | 7.39885→7.50262 | -7.46 | stop_loss |
| 06-25 05:02 | SOL | Sell | 67.6998→68.6376 | -7.39 | stop_loss |
| 06-25 04:03 | ARB | Buy | 0.076059→0.0754911 | -4.19 | timeout |
| 06-25 03:03 | SOL | Sell | 67.7788→67.7332 | -0.13 | timeout |
| 06-25 03:03 | LINK | Sell | 7.39975→7.41745 | -1.62 | timeout |
| 06-24 20:06 | ARB | Buy | 0.0737684→0.0754611 | +11.03 | take_profit |
| 06-24 20:06 | SOL | Sell | 66.1901→67.1076 | -7.39 | stop_loss |
| 06-24 20:06 | LINK | Sell | 7.23299→7.3345 | -7.47 | stop_loss |
| 06-24 18:22 | ETH | Sell | 1561.44→1583.05 | -7.37 | stop_loss |
| 06-24 16:47 | LINK | Sell | 7.50222→7.33673 | +10.58 | take_profit |
| 06-24 15:47 | SOL | Sell | 68.8147→67.3101 | +10.48 | take_profit |
| 06-24 15:37 | ARB | Buy | 0.0771993→0.0761129 | -7.48 | stop_loss |
| 06-24 11:49 | LINK | Sell | 7.5837→7.69877 | -8.03 | stop_loss |
| 06-24 11:49 | SOL | Sell | 69.0276→69.9845 | -7.38 | stop_loss |
| 06-24 10:10 | SOL | Sell | 69.8925→69.1274 | +5.01 | timeout |
| 06-24 09:12 | ETH | Buy | 1670.77→1668.13 | -1.25 | timeout |
| 06-24 08:06 | LINK | Sell | 7.57121→7.6067 | -2.81 | timeout |
| 06-24 08:00 | ARB | Sell | 0.0779805→0.0783396 | -2.86 | timeout |
| 06-24 06:09 | SOL | Sell | 69.8625→69.8965 | -0.74 | timeout |
| 06-24 05:06 | ETH | Buy | 1666.27→1667.63 | -0.03 | timeout |
| 06-24 02:39 | ARB | Buy | 0.0792198→0.0781014 | -7.48 | stop_loss |
| 06-24 01:37 | SOL | Sell | 69.4466→70.4057 | -7.40 | stop_loss |
| 06-24 01:03 | ETH | Buy | 1663.27→1668.53 | +1.14 | timeout |
| 06-23 22:07 | SOL | Sell | 68.7077→69.4174 | -5.65 | timeout |
| 06-23 19:00 | ETH | Buy | 1660.07→1654.83 | -2.02 | timeout |
| 06-23 19:00 | ARB | Sell | 0.0790802→0.0781795 | +5.21 | timeout |
| 06-23 18:02 | SOL | Sell | 69.2316→68.8393 | +2.35 | timeout |
| 06-23 14:01 | SOL | Sell | 68.9187→69.2264 | -2.73 | timeout |
| 06-23 08:13 | SOL | Sell | 70.8334→69.1904 | +11.11 | take_profit |
| 06-23 06:08 | ETH | Buy | 1725.97→1702.28 | -7.31 | stop_loss |
| 06-23 06:08 | ARB | Buy | 0.0820605→0.0808793 | -7.64 | stop_loss |
| 06-23 04:44 | ARB | Buy | 0.0833408→0.0821683 | -7.44 | stop_loss |
| 06-23 04:43 | SOL | Sell | 71.6672→71.7968 | -1.40 | timeout |
| 06-23 04:25 | ETH | Buy | 1722.27→1726.23 | +0.69 | timeout |
| 06-23 04:19 | BTC | Buy | 63918.2→63959.8 | -0.12 | timeout |
| 06-23 00:18 | BTC | Buy | 64483.2→63900.8 | -4.95 | timeout |
| 06-22 22:28 | ARB | Buy | 0.083981→0.0827879 | -7.54 | stop_loss |
| 06-22 20:20 | BTC | Buy | 64731.2→64468.8 | -2.48 | timeout |
| 06-22 18:55 | ARB | Buy | 0.0850313→0.0838271 | -7.54 | stop_loss |
| 06-22 18:28 | SOL | Sell | 73.7789→73.299 | +2.80 | timeout |
| 06-22 16:13 | BTC | Buy | 64737.2→64686.8 | -0.83 | timeout |
| 06-22 14:05 | ARB | Buy | 0.0854314→0.0863584 | +5.01 | timeout |
| 06-22 12:08 | BTC | Buy | 64155.2→64691.8 | +3.71 | timeout |
| 06-22 10:04 | ARB | Buy | 0.083881→0.0853387 | +8.25 | timeout |
| 06-22 07:26 | SOL | Sell | 73.344→74.3573 | -7.35 | stop_loss |
| 06-22 06:00 | BTC | Buy | 64608.2→64206.8 | -3.56 | timeout |
| 06-22 01:26 | ARB | Buy | 0.0832608→0.0851087 | +10.65 | take_profit |
| 06-22 01:23 | SOL | Sell | 73.053→74.1141 | -7.71 | stop_loss |
| 06-21 18:01 | ARB | Buy | 0.0844411→0.0832275 | -7.64 | stop_loss |
| 06-21 16:01 | ARB | Buy | 0.0836809→0.0843589 | +3.58 | timeout |
| 06-21 13:13 | ETH | Buy | 1727.37→1725.43 | -1.00 | timeout |
| 06-21 12:01 | ARB | Buy | 0.0835409→0.0836391 | +0.12 | timeout |
| 06-21 06:17 | ETH | Buy | 1736.27→1734.43 | -0.98 | timeout |
| 06-21 06:06 | BTC | Buy | 64219.2→64163.8 | -0.88 | timeout |
| 06-21 05:04 | ARB | Buy | 0.084081→0.0828678 | -7.66 | stop_loss |
| 06-21 02:14 | ETH | Buy | 1738.97→1735.73 | -1.40 | timeout |
| 06-21 02:04 | BTC | Buy | 63997.2→64202.8 | +1.15 | timeout |
Paper vs Live
Paper (trades.jsonl)
398
closed
33%
win rate
-589.36
total pnl ($)
-29.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ARB | 127 | 34% | -30.7 | -194.83 |
| BTC | 98 | 37% | -18.3 | -89.74 |
| SOL | 86 | 35% | -24.9 | -108.07 |
| ETH | 57 | 30% | -34.4 | -97.86 |
| LINK | 30 | 13% | -65.9 | -98.86 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 02:23 | BTC | Sell | +0.13 | BTC was in a mild uptrend across multiple timeframes with negative funding, suggesting short positioning was crowded. The short thesis failed because the market continued grinding higher, and the trade was closed by timeout without reaching a profitable exit. |
| 05-09 20:03 | BTC | Sell | -3.00 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but a weekly decline. The short thesis failed because the market did not move decisively within the timeout period, leading to a small loss from funding costs. |
| 05-09 16:03 | BTC | Sell | -1.44 | The market was in a mild downtrend with low volatility, as BTC slipped 1.4% over 24 hours while funding remained neutral. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to the lack of directional … |
| 05-08 06:01 | BTC | Sell | +1.25 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-08 02:00 | BTC | Sell | -0.61 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without a favorable move, as the timeout close_reason indicates the position was closed due to time expiration rather tha… |
| 05-06 17:50 | BTC | Buy | -2.31 | BTC was declining over multiple timeframes with negative funding and falling open interest. The thesis failed because the trade was closed by timeout before the anticipated reversal materialized in the persistent downtrend. |
| 05-03 03:01 | BTC | Buy | -4.65 | # Trade Analysis: GMX vs HL Funding Spread Fade BTC was consolidating near $78,100 with modest positive funding rates (0.004146%) across major venues, suggesting balanced long/short positioning with no acute leverage extremes that would typically reverse s… |
| 05-02 23:00 | BTC | Buy | +1.75 | # Trade Close Analysis The BTC market at close was exhibiting normalized funding rates (0.0157% on GMX/HL) after the initial mispricing that created the trade setup, with open interest stable at $3.98B across venues. The thesis partially worked—the 44.12 b… |
| 05-02 17:01 | BTC | Buy | +0.86 | BTC was flat to slightly negative in the 1-hour window at close ($78,406, -0.13% 1h) after a modest 24-hour gain, while funding rates had compressed to -0.004464%, indicating the GMX-side crowding that triggered the trade had partially unwound. The thesis f… |
| 05-02 11:01 | BTC | Buy | -1.52 | The Bitcoin market was essentially flat to slightly positive at the time of close ($78,182, +1.22% on the day), with funding rates compressing sharply toward zero (0.0006%) after the trade's initial -0.0234% spread gap, indicating convergence between venues… |