63
closed trades
21%
win rate
-151.17
total pnl ($)
0.974
weight
7d window — n=13 wr=15% pnl=-43.19
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:39:28 (24.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gp
n: 56
· wr: 39.3%
· total_bps: -772.5
· mean_bps: -13.79
· sharpe: -0.14
· max_dd_bps: -1219.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 63 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 02:37 | BTC | Buy | 60203→60119 | -1.15 | timeout |
| 06-27 22:33 | BTC | Buy | 60511→60121 | -3.66 | timeout |
| 06-25 03:33 | SOL | Sell | 68.0138→67.6751 | +2.02 | timeout |
| 06-24 20:01 | SOL | Sell | 65.7541→66.6713 | -7.43 | stop_loss |
| 06-24 11:49 | SOL | Sell | 69.1876→70.1446 | -7.37 | stop_loss |
| 06-24 10:18 | SOL | Sell | 69.8085→69.1964 | +3.92 | timeout |
| 06-24 06:11 | SOL | Sell | 69.9125→69.9365 | -0.66 | timeout |
| 06-24 02:19 | ETH | Buy | 1670.87→1667.63 | -1.42 | timeout |
| 06-24 01:31 | SOL | Sell | 69.3146→70.2727 | -7.41 | stop_loss |
| 06-23 21:57 | SOL | Sell | 68.7007→69.2414 | -4.42 | timeout |
| 06-23 14:20 | SOL | Sell | 68.7037→69.6553 | -7.39 | stop_loss |
| 06-23 13:15 | SOL | Sell | 68.7987→68.8523 | -0.89 | timeout |
| 06-23 06:21 | ETH | Buy | 1714.17→1690.59 | -7.33 | stop_loss |
| 06-19 10:46 | BTC | Buy | 62748.1→62394.9 | -3.25 | timeout |
| 06-18 15:40 | BTC | Buy | 63587.2→62722.5 | -7.24 | stop_loss |
| 06-18 14:36 | BTC | Buy | 63995.2→63818.8 | -1.82 | timeout |
| 06-15 08:05 | BTC | Sell | 65774.7→65723.3 | -0.06 | timeout |
| 06-15 04:08 | BTC | Sell | 65705.7→65752.3 | -0.80 | timeout |
| 06-14 19:16 | BTC | Sell | 64092.8→63808.2 | +1.78 | timeout |
| 06-14 08:15 | BTC | Sell | 64477.8→64452.2 | -0.24 | timeout |
| 06-11 12:21 | ETH | Sell | 1656.03→1655.17 | -0.18 | timeout |
| 06-11 08:24 | ETH | Sell | 1650.73→1659.87 | -3.20 | timeout |
| 06-11 01:41 | ETH | Sell | 1625.24→1647.59 | -7.32 | stop_loss |
| 06-08 17:04 | BTC | Sell | 63690.8→63457.2 | +1.40 | timeout |
| 06-08 10:41 | SOL | Sell | 65.5862→66.1459 | -4.76 | timeout |
| 06-08 06:39 | SOL | Sell | 66.376→65.5978 | +5.36 | timeout |
| 06-08 04:21 | ETH | Buy | 1684.57→1661.5 | -7.26 | stop_loss |
| 06-08 02:36 | SOL | Sell | 66.61→66.1849 | +2.71 | timeout |
| 06-07 19:18 | SOL | Sell | 65.2692→63.8506 | +10.40 | take_profit |
| 06-07 18:37 | SOL | Sell | 65.2292→65.3378 | -1.39 | timeout |
| 06-07 14:29 | SOL | Sell | 64.9003→64.9177 | -0.67 | timeout |
| 06-06 05:21 | ETH | Sell | 1520.15→1542.12 | -7.69 | stop_loss |
| 06-05 19:46 | ETH | Sell | 1542.65→1563.84 | -7.32 | stop_loss |
| 06-05 17:19 | SOL | Buy | 65.7809→64.8688 | -7.38 | stop_loss |
| 06-04 21:41 | SOL | Buy | 68.5173→67.5711 | -7.35 | stop_loss |
| 06-04 21:17 | SOL | Buy | 69.1554→68.7607 | -3.27 | timeout |
| 06-03 20:55 | SOL | Buy | 71.8788→70.8859 | -7.35 | stop_loss |
| 06-02 06:12 | SOL | Buy | 80.5851→79.4733 | -7.34 | stop_loss |
| 06-02 01:38 | SOL | Buy | 81.3552→80.2278 | -7.37 | stop_loss |
| 06-01 22:25 | SOL | Buy | 80.7831→80.7009 | -0.95 | timeout |
| 06-01 13:55 | SOL | Buy | 80.4001→79.2884 | -7.37 | stop_loss |
| 06-01 07:33 | SOL | Buy | 82.0283→80.8914 | -7.39 | stop_loss |
| 06-01 04:10 | SOL | Buy | 82.6274→82.3876 | -1.91 | timeout |
| 05-28 09:25 | ETH | Buy | 1977.3→1989.8 | +2.73 | timeout |
| 05-28 03:18 | ETH | Buy | 2024.7→1995.6 | -7.63 | stop_loss |
| 05-27 21:40 | ETH | Buy | 2058.21→2029.98 | -7.31 | stop_loss |
| 05-27 21:11 | ETH | Buy | 2061.51→2058.79 | -1.12 | timeout |
| 05-27 00:00 | SOL | Sell | 83.6894→83.7356 | -0.77 | timeout |
| 05-26 10:26 | SOL | Sell | 84.1434→85.3034 | -7.34 | stop_loss |
| 05-26 07:21 | SOL | Sell | 83.8734→84.1716 | -2.26 | timeout |
| 05-19 15:52 | SOL | Sell | 84.3443→84.3547 | -0.52 | timeout |
| 05-19 11:52 | SOL | Sell | 85.5132→84.3597 | +6.26 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.50 | timeout |
| 04-28 12:14 | BTC | Sell | 76758→76231 | +2.98 | timeout |
| 04-28 03:59 | BTC | Sell | 77317→76774 | +3.06 | timeout |
| 04-27 14:55 | BTC | Sell | 77814→77850 | -0.68 | timeout |
| 04-26 21:55 | BTC | Sell | 77992→78928 | -6.45 | stop_loss |
| 04-25 22:00 | BTC | Sell | 77220→77496 | -2.24 | timeout |
| 04-25 17:59 | BTC | Sell | 77665→77220 | +2.41 | timeout |
| 04-25 13:59 | BTC | Sell | 77722→77665 | -0.08 | timeout |
| 04-25 09:59 | BTC | Sell | 77475→77722 | -2.04 | timeout |
| 04-25 05:58 | BTC | Sell | 77514→77475 | -0.20 | timeout |
| 04-24 15:38 | ETH | Sell | 2329→2313.2 | +2.94 | timeout |
Paper vs Live
Paper (trades.jsonl)
63
closed
21%
win rate
-151.17
total pnl ($)
-47.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| SOL | 30 | 20% | -53.1 | -80.30 |
| BTC | 20 | 25% | -18.9 | -18.78 |
| ETH | 13 | 15% | -80.3 | -52.09 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 22:42 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-27 14:55 | BTC | Sell | -0.68 | Bitcoin drifted lower by 0.42% in the final hour before the 4-hour timeout, with spot falling from $77,850 to $77,489 as funding rates collapsed to -0.002% (your entry thesis had GMX at +0.0121% vs OKX at -0.0080%). The trade thesis failed because the fundi… |
| 04-26 21:55 | BTC | Sell | -6.45 | Bitcoin was consolidating with modest upward momentum, up 1.24% over 24 hours and 5.09% over the week while trading near $78,490. The trade's thesis failed because the GMX-OKX funding spread gap of +0.02% was insufficient to overcome a sharp $936 price move… |
| 04-25 22:00 | BTC | Sell | -2.24 | BTC was trading flat to slightly negative at $77,528, having moved just 0.00% in the past hour with minimal 24-hour decline of -0.09%. The trade's thesis failed because GMX funding remained elevated at +0.0143% while OKX dropped to -0.0059%, but instead of … |
| 04-25 17:59 | BTC | Sell | +2.41 | BTC was trading sideways at $77,304 with minimal downward pressure over the previous hour (-0.11%) and day (-0.49%), while funding rates had turned negative at -0.94bps. The trade's thesis partially worked because GMX funding compression occurred (the +0.02… |
| 04-25 13:59 | BTC | Sell | -0.08 | BTC was trading flat around $77,665 with minimal directional momentum, down just 0.23% over 24 hours while funding rates had normalized to -0.002005%. The trade's thesis failed because the 2.04% funding spread gap between GMX and OKX never compressed enough… |
| 04-25 09:59 | BTC | Sell | -2.04 | Bitcoin was consolidating with minimal movement, up just 0.16% in the past hour and 0.29% over 24 hours, while funding rates had swung negative at -0.003% by close. The trade's thesis failed because the funding spread that triggered the short—a +0.0214% GMX… |
| 04-25 05:58 | BTC | Sell | -0.20 | BTC was consolidating near $77,500 with minimal directional movement across all timeframes (1h flat, 24h -0.52%, 7d +0.50%), while funding rates had normalized significantly negative at -0.0005%. The thesis failed because the initial +0.0203% funding spread… |
| 04-24 15:38 | ETH | Sell | +2.94 | Ethereum was consolidating with minimal intraday movement (0.48% in the past hour) while maintaining slight weakness over 24 hours as Bitcoin showed similar stability. The thesis failed because the GMX funding premium (+0.0116%) never reversed sharply enoug… |