1232
closed trades
41%
win rate
-932.73
total pnl ($)
0.250
weight
7d window — n=144 wr=43% pnl=-176.05
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:08:12 (25.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ck
n: 1163
· wr: 46.3%
· total_bps: -7724.9
· mean_bps: -6.64
· sharpe: -0.08
· max_dd_bps: -8908.5
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 |
|---|---|---|---|---|---|
| 06-29 12:14 | SOL | Buy | 72.6639→73.9889 | +8.65 | timeout |
| 06-29 12:07 | ETH | Sell | 1567.34→1588.85 | -7.31 | stop_loss |
| 06-29 12:01 | BTC | Buy | 59993→59663 | -3.23 | timeout |
| 06-29 10:07 | ETH | Buy | 1584.86→1579.94 | -2.01 | timeout |
| 06-29 06:15 | DOGE | Buy | 0.0722681→0.0732457 | +6.29 | timeout |
| 06-29 05:17 | ADA | Buy | 0.143026→0.143204 | +0.17 | timeout |
| 06-29 04:39 | BTC | Buy | 59107→59842 | +5.77 | timeout |
| 06-29 01:10 | SOL | Sell | 70.8834→71.4557 | -4.46 | timeout |
| 06-28 22:53 | ADA | Buy | 0.143246→0.141204 | -7.58 | stop_loss |
| 06-28 22:53 | ETH | Buy | 1570.86→1549.27 | -7.32 | stop_loss |
| 06-28 21:03 | XRP | Buy | 1.04656→1.04494 | -1.20 | timeout |
| 06-28 19:47 | SOL | Buy | 71.2857→70.3003 | -7.35 | stop_loss |
| 06-28 19:47 | SOL | Sell | 71.9972→70.4316 | +10.40 | take_profit |
| 06-28 17:10 | BTC | Buy | 59995→59716 | -2.77 | timeout |
| 06-28 15:12 | ETH | Buy | 1575.76→1578.44 | +0.44 | timeout |
| 06-28 15:02 | BTC | Buy | 60236→60006 | -2.36 | timeout |
| 06-28 12:11 | ETH | Buy | 1573.16→1581.04 | +2.05 | timeout |
| 06-28 10:22 | BTC | Sell | 59888→60154 | -2.67 | timeout |
| 06-28 10:22 | DOGE | Buy | 0.0734003→0.0735326 | +0.47 | timeout |
| 06-28 07:27 | BNB | Sell | 557.97→555.479 | +1.76 | timeout |
| 06-28 06:12 | ADA | Buy | 0.145336→0.143272 | -7.52 | stop_loss |
| 06-28 06:09 | BTC | Sell | 60244→59965 | +1.86 | timeout |
| 06-28 03:17 | BNB | Sell | 557.151→558.32 | -1.52 | timeout |
| 06-28 02:58 | ADA | Buy | 0.145536→0.144734 | -3.19 | timeout |
| 06-28 02:02 | SOL | Buy | 70.8036→70.9274 | +0.44 | timeout |
| 06-27 22:15 | XRP | Sell | 1.05834→1.05016 | +3.38 | timeout |
| 06-27 21:42 | ADA | Buy | 0.146537→0.144432 | -7.57 | stop_loss |
| 06-27 21:38 | BTC | Sell | 60589→60328 | +1.69 | timeout |
| 06-27 18:01 | ADA | Buy | 0.148387→0.14629 | -7.50 | stop_loss |
| 06-27 17:57 | ADA | Buy | 0.148577→0.14649 | -7.42 | stop_loss |
| 06-27 17:10 | BTC | Buy | 60401→60519 | +0.52 | timeout |
| 06-27 16:05 | DOGE | Buy | 0.0752768→0.0762639 | +6.08 | timeout |
| 06-27 14:03 | ETH | Buy | 1581.46→1589.24 | +2.01 | timeout |
| 06-27 12:29 | ADA | Buy | 0.147447→0.146773 | -2.70 | timeout |
| 06-27 11:39 | ETH | Buy | 1582.06→1579.24 | -1.33 | timeout |
| 06-27 09:40 | ETH | Buy | 1578.66→1580.94 | +0.29 | timeout |
| 06-27 07:23 | ADA | Buy | 0.148797→0.147823 | -3.74 | timeout |
| 06-27 07:01 | BTC | Buy | 60245→60359 | +0.50 | timeout |
| 06-27 04:45 | BTC | Buy | 59923→60334 | +2.98 | timeout |
| 06-27 03:16 | ETH | Buy | 1576.96→1578.84 | +0.15 | timeout |
| 06-27 02:42 | BTC | Buy | 59927→60277 | +2.47 | timeout |
| 06-27 00:39 | BTC | Buy | 59679→59918 | +1.55 | timeout |
| 06-26 23:04 | DOGE | Buy | 0.0750508→0.0757231 | +4.00 | timeout |
| 06-26 22:36 | BTC | Buy | 59781→59853 | +0.14 | timeout |
| 06-26 20:10 | DOGE | Buy | 0.0751988→0.0756301 | +2.39 | timeout |
| 06-26 18:42 | BTC | Buy | 59648→59732 | +0.24 | timeout |
| 06-26 18:16 | ETH | Buy | 1567.56→1580.04 | +3.51 | timeout |
| 06-26 15:38 | BTC | Sell | 59582→60397.2 | -7.28 | stop_loss |
| 06-26 13:53 | SOL | Buy | 68.7613→70.2565 | +10.40 | take_profit |
| 06-26 13:19 | ETH | Buy | 1543.35→1522.09 | -7.34 | stop_loss |
| 06-26 11:53 | DOGE | Buy | 0.0742836→0.073227 | -7.58 | stop_loss |
| 06-26 11:52 | ADA | Buy | 0.144806→0.142773 | -7.46 | stop_loss |
| 06-26 10:39 | BTC | Buy | 60292→59467.3 | -7.29 | stop_loss |
| 06-26 09:02 | ETH | Buy | 1582.46→1560.76 | -7.31 | stop_loss |
| 06-26 08:32 | ADA | Buy | 0.146667→0.144601 | -7.50 | stop_loss |
| 06-26 08:16 | BTC | Sell | 60006→60214 | -2.19 | timeout |
| 06-26 07:05 | ADA | Buy | 0.142456→0.145584 | +10.53 | take_profit |
| 06-26 06:43 | SOL | Buy | 68.2732→69.7595 | +10.43 | take_profit |
| 06-26 03:56 | DOGE | Buy | 0.0731613→0.0747503 | +10.41 | take_profit |
| 06-26 03:56 | ADA | Buy | 0.139485→0.142504 | +10.39 | take_profit |
| 06-26 03:46 | SOL | Sell | 66.924→67.8631 | -7.47 | stop_loss |
| 06-26 02:16 | BTC | Buy | 59285→58475.8 | -7.27 | stop_loss |
| 06-26 02:12 | BTC | Buy | 59810→58994.5 | -7.27 | stop_loss |
| 06-26 02:11 | DOGE | Buy | 0.0746677→0.0735928 | -7.65 | stop_loss |
| 06-26 01:34 | ADA | Buy | 0.143806→0.141754 | -7.58 | stop_loss |
| 06-26 00:05 | ADA | Buy | 0.141665→0.143794 | +7.04 | timeout |
| 06-26 00:02 | DOGE | Buy | 0.0737084→0.0748753 | +7.44 | timeout |
| 06-25 23:27 | SOL | Sell | 67.1729→68.1122 | -7.44 | stop_loss |
| 06-25 23:01 | SOL | Buy | 66.0849→67.1639 | +7.71 | timeout |
| 06-25 20:02 | BTC | Sell | 59503→59595 | -1.22 | timeout |
| 06-25 19:23 | ADA | Buy | 0.142696→0.140594 | -7.83 | stop_loss |
| 06-25 18:34 | ADA | Buy | 0.144446→0.142363 | -7.66 | stop_loss |
| 06-25 17:15 | DOGE | Buy | 0.0730183→0.0745913 | +10.32 | take_profit |
| 06-25 15:11 | XRP | Buy | 1.04056→1.02593 | -7.47 | stop_loss |
| 06-25 15:11 | ETH | Buy | 1576.56→1554.97 | -7.30 | stop_loss |
| 06-25 15:03 | SOL | Buy | 66.683→65.7632 | -7.35 | stop_loss |
| 06-25 14:33 | BTC | Buy | 58623.9→59909 | +10.51 | take_profit |
| 06-25 13:53 | ADA | Buy | 0.143026→0.141024 | -7.45 | stop_loss |
| 06-25 13:42 | ADA | Buy | 0.147487→0.145291 | -7.91 | stop_loss |
| 06-25 13:41 | BTC | Buy | 61133.1→60301.8 | -7.25 | stop_loss |
| 06-25 13:39 | ETH | Buy | 1633.76→1611.13 | -7.37 | stop_loss |
| 06-25 11:09 | BNB | Buy | 568.742→560.689 | -7.54 | stop_loss |
| 06-25 10:55 | ETH | Buy | 1652.47→1635.64 | -5.55 | timeout |
| 06-25 10:13 | XRP | Buy | 1.08747→1.07933 | -4.20 | timeout |
| 06-25 09:43 | BNB | Buy | 570.623→568.548 | -2.29 | timeout |
| 06-25 06:09 | DOGE | Buy | 0.0762791→0.0772317 | +5.80 | timeout |
| 06-25 06:05 | XRP | Sell | 1.07563→1.08377 | -4.26 | timeout |
| 06-25 05:36 | ADA | Buy | 0.147637→0.150282 | +8.55 | timeout |
| 06-25 02:07 | DOGE | Buy | 0.076159→0.0762649 | +0.23 | timeout |
| 06-25 02:02 | ETH | Sell | 1624.54→1619.46 | +1.12 | timeout |
| 06-25 01:20 | BTC | Sell | 60865→60806 | +0.04 | timeout |
| 06-24 22:00 | ADA | Buy | 0.145056→0.148183 | +10.34 | take_profit |
| 06-24 22:00 | SOL | Sell | 67.2769→68.2073 | -7.37 | stop_loss |
| 06-24 20:21 | ETH | Sell | 1594.94→1616.97 | -7.36 | stop_loss |
| 06-24 20:06 | DOGE | Buy | 0.0733713→0.0749593 | +10.38 | take_profit |
| 06-24 20:05 | BTC | Sell | 59604→60421.2 | -7.31 | stop_loss |
| 06-24 20:00 | BTC | Sell | 60338→59869 | +3.40 | timeout |
| 06-24 18:21 | XRP | Sell | 1.05354→1.0683 | -7.47 | stop_loss |
| 06-24 16:51 | ETH | Sell | 1621.44→1586.06 | +10.46 | take_profit |
| 06-24 16:51 | BTC | Sell | 61251.9→59909 | +10.49 | take_profit |
Paper vs Live
Paper (trades.jsonl)
1232
closed
41%
win rate
-932.73
total pnl ($)
-15.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 359 | 42% | -6.7 | -120.27 |
| ETH | 259 | 45% | -15.7 | -202.34 |
| ADA | 187 | 35% | -28.8 | -269.10 |
| XRP | 125 | 33% | -34.1 | -213.22 |
| SOL | 123 | 41% | -18.6 | -114.34 |
| DOGE | 103 | 43% | -6.7 | -34.96 |
| BNB | 76 | 46% | +5.7 | +21.50 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-29 12:01 | ETH | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:18 | ADA | Sell | -2.45 | ADA traded in a narrow, low-volatility range with mild positive bias across timeframes. The short thesis failed because the market lacked directional momentum to trigger a profitable exit before the timeout, resulting in a small loss from funding costs. |
| 05-10 13:02 | BTC | Sell | -0.84 | BTC was trading in a mild uptrend with positive short-term momentum across 1h and 24h timeframes. The short thesis failed because the market continued to drift higher, and the trade was closed by timeout without reaching a favorable exit. |
| 05-10 11:16 | ADA | Sell | -5.59 | ADA was in a mild uptrend across all timeframes with positive funding and rising open interest. The short thesis failed because the market continued to grind higher, and the trade was closed by timeout without reaching a profitable exit. |
| 05-10 11:02 | BTC | Sell | -1.65 | BTC was trading in a narrow range with low volatility and neutral funding, showing no clear directional bias. The short thesis failed because the market did not move as expected within the time limit, resulting in a timeout close with a small loss. |
| 05-10 08:25 | ADA | Sell | -7.37 | The market was in a bullish trend with elevated funding rates and high open interest, indicating strong long-side conviction. The short thesis failed because the upward momentum continued, triggering the stop loss as price broke above key resistance levels. |
| 05-10 08:19 | BTC | Sell | -0.42 | BTC was trading in a mild uptrend with positive short-term momentum across the 1h and 24h windows. The short thesis failed because the market continued to grind higher, and the trade was closed by timeout without reaching a profitable exit. |
| 05-10 06:18 | BTC | Sell | -0.82 | The market was in a neutral range with low funding and stable open interest, lacking directional momentum. The thesis failed because the timeout close_reason indicates the expected move did not materialize within the holding period, resulting in a small neg… |
| 05-10 06:06 | ADA | Sell | -1.63 | The market was in a mild uptrend with ADA gaining 4% over 24 hours and 4.56% over 7 days, while funding remained slightly positive. The short thesis failed because the timeout closed the trade before the expected reversal materialized, as the bullish moment… |
| 05-10 04:06 | ADA | Sell | +0.47 | The market was in a low-volatility, sideways grind with elevated 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. |
| 05-10 04:01 | BTC | Buy | +0.06 | BTC was in a mild uptrend over 24h and 7d but showed slight 1h weakness with negative funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |