1024
closed trades
42%
win rate
-782.58
total pnl ($)
0.590
weight
7d window — n=127 wr=43% pnl=-105.91
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:08:12 (22.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ck
n: 1223
· wr: 43.3%
· total_bps: -13872.7
· mean_bps: -11.34
· sharpe: -0.11
· max_dd_bps: -14199.0
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 |
|---|---|---|---|---|---|
| 06-26 22:41 | BTC | Buy | 59752→59914 | +0.90 | timeout |
| 06-26 22:02 | BNB | Buy | 567.372→567.508 | -0.35 | timeout |
| 06-26 22:02 | ADA | Buy | 0.148337→0.147013 | -4.92 | timeout |
| 06-26 19:01 | ETH | Buy | 1560.36→1569.54 | +2.48 | timeout |
| 06-26 19:00 | BTC | Buy | 59586→59595 | -0.39 | timeout |
| 06-26 15:38 | BTC | Buy | 59128→60433 | +10.57 | take_profit |
| 06-26 15:02 | DOGE | Buy | 0.0737574→0.0738915 | +0.43 | timeout |
| 06-26 14:00 | DOGE | Buy | 0.0731633→0.0748053 | +10.77 | take_profit |
| 06-26 13:19 | ADA | Buy | 0.143626→0.141534 | -7.74 | stop_loss |
| 06-26 12:40 | ETH | Buy | 1548.55→1527.28 | -7.32 | stop_loss |
| 06-26 10:17 | BTC | Buy | 59757→59814 | +0.02 | timeout |
| 06-26 09:26 | ETH | Buy | 1553.06→1560.84 | +2.07 | timeout |
| 06-26 07:02 | ADA | Buy | 0.142276→0.145334 | +10.29 | take_profit |
| 06-26 06:46 | ADA | Buy | 0.141955→0.145024 | +10.34 | take_profit |
| 06-26 06:38 | ETH | Buy | 1531.25→1564.84 | +10.51 | take_profit |
| 06-26 02:13 | XRP | Buy | 1.03016→1.01574 | -7.45 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1565.86→1544.07 | -7.40 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1567.86→1546.27 | -7.31 | stop_loss |
| 06-26 02:09 | XRP | Buy | 1.03976→1.02513 | -7.48 | stop_loss |
| 06-26 01:00 | BTC | Buy | 59452→59621 | +0.98 | timeout |
| 06-26 00:31 | XRP | Buy | 1.03636→1.04204 | +2.30 | timeout |
| 06-25 23:00 | ADA | Buy | 0.142046→0.143214 | +3.67 | timeout |
| 06-25 21:07 | BTC | Buy | 59155→59472 | +2.22 | timeout |
| 06-25 20:25 | XRP | Buy | 1.03736→1.03824 | +0.01 | timeout |
| 06-25 19:16 | BNB | Buy | 548.357→553.202 | +3.94 | timeout |
| 06-25 19:13 | ADA | Buy | 0.142956→0.140894 | -7.67 | stop_loss |
| 06-25 17:25 | SOL | Sell | 66.0161→66.9305 | -7.38 | stop_loss |
| 06-25 15:02 | ADA | Buy | 0.144236→0.142163 | -7.64 | stop_loss |
| 06-25 14:33 | ETH | Buy | 1556.46→1593.04 | +11.30 | take_profit |
| 06-25 14:33 | BTC | Buy | 58657.9→59943 | +10.51 | take_profit |
| 06-25 14:07 | XRP | Buy | 1.01185→1.03364 | +10.32 | take_profit |
| 06-25 13:40 | ADA | Buy | 0.148147→0.14599 | -7.73 | stop_loss |
| 06-25 12:10 | XRP | Sell | 1.08343→1.07107 | +5.23 | timeout |
| 06-25 11:18 | ADA | Buy | 0.149327→0.14722 | -7.51 | stop_loss |
| 06-25 11:07 | BNB | Buy | 569.272→561.269 | -7.50 | stop_loss |
| 06-25 10:05 | BNB | Buy | 569.932→568.188 | -2.01 | timeout |
| 06-25 10:04 | ADA | Buy | 0.149767→0.149093 | -2.72 | timeout |
| 06-25 05:30 | BNB | Buy | 564.281→569.388 | +4.05 | timeout |
| 06-25 05:25 | ETH | Buy | 1617.36→1645.24 | +8.15 | timeout |
| 06-25 05:04 | DOGE | Buy | 0.076139→0.0769288 | +4.73 | timeout |
| 06-25 03:26 | ADA | Buy | 0.147797→0.147233 | -2.32 | timeout |
| 06-25 03:19 | BNB | Buy | 563.001→565.489 | +1.74 | timeout |
| 06-24 22:26 | BNB | Buy | 554.679→562.889 | +6.93 | timeout |
| 06-24 20:46 | XRP | Sell | 1.05914→1.07411 | -7.53 | stop_loss |
| 06-24 20:46 | ADA | Buy | 0.141475→0.144524 | +10.35 | take_profit |
| 06-24 20:05 | BTC | Sell | 59614→60426.2 | -7.27 | stop_loss |
| 06-24 20:01 | SOL | Buy | 65.2658→66.682 | +10.40 | take_profit |
| 06-24 17:20 | BNB | Buy | 558.5→550.587 | -7.52 | stop_loss |
| 06-24 16:51 | DOGE | Buy | 0.0748767→0.0738216 | -7.49 | stop_loss |
| 06-24 16:47 | ADA | Sell | 0.145084→0.141925 | +10.44 | take_profit |
| 06-24 16:47 | SOL | Buy | 67.7582→66.8225 | -7.35 | stop_loss |
| 06-24 15:42 | SOL | Buy | 68.6973→67.7499 | -7.34 | stop_loss |
| 06-24 13:57 | BTC | Buy | 62043.1→61197.3 | -7.26 | stop_loss |
| 06-24 13:23 | DOGE | Buy | 0.0781515→0.0770562 | -7.46 | stop_loss |
| 06-24 13:10 | ADA | Buy | 0.148157→0.14604 | -7.59 | stop_loss |
| 06-24 12:02 | ETH | Buy | 1672.67→1677.13 | +0.88 | timeout |
| 06-24 11:08 | SOL | Buy | 69.5344→68.8677 | -5.25 | timeout |
| 06-24 07:51 | ADA | Buy | 0.152248→0.150117 | -7.42 | stop_loss |
| 06-24 07:36 | ADA | Buy | 0.152428→0.150442 | -6.93 | timeout |
| 06-24 07:03 | SOL | Buy | 69.3964→69.5076 | +0.37 | timeout |
| 06-24 04:24 | ADA | Buy | 0.152668→0.150527 | -7.46 | stop_loss |
| 06-24 01:37 | ADA | Buy | 0.150858→0.154101 | +10.29 | take_profit |
| 06-23 22:29 | SOL | Buy | 68.9013→69.3296 | +2.72 | timeout |
| 06-23 21:25 | ADA | Buy | 0.150498→0.150122 | -1.72 | timeout |
| 06-23 20:04 | ETH | Sell | 1657.43→1663.77 | -2.36 | timeout |
| 06-23 19:55 | SOL | Buy | 68.5393→68.8447 | +1.82 | timeout |
| 06-23 19:05 | ADA | Buy | 0.151108→0.150182 | -3.50 | timeout |
| 06-23 15:39 | SOL | Buy | 69.2174→68.7607 | -3.71 | timeout |
| 06-23 14:35 | ADA | Sell | 0.152352→0.151708 | +1.69 | timeout |
| 06-23 13:04 | BTC | Buy | 62376.1→62158.9 | -2.18 | timeout |
| 06-23 12:56 | ADA | Buy | 0.152458→0.150317 | -7.49 | stop_loss |
| 06-23 12:38 | SOL | Buy | 68.6113→69.0446 | +2.76 | timeout |
| 06-23 08:17 | ADA | Buy | 0.154639→0.152456 | -7.50 | stop_loss |
| 06-23 08:13 | SOL | Buy | 70.3596→69.265 | -8.21 | stop_loss |
| 06-23 06:18 | ADA | Sell | 0.15931→0.155869 | +10.31 | take_profit |
| 06-23 06:06 | SOL | Buy | 71.7288→70.8374 | -6.58 | timeout |
| 06-23 05:50 | ADA | Buy | 0.157829→0.157591 | -1.12 | timeout |
| 06-23 03:13 | XRP | Sell | 1.12652→1.12638 | -0.41 | timeout |
| 06-23 03:06 | SOL | Sell | 71.9652→71.7698 | +0.87 | timeout |
| 06-23 01:12 | ADA | Buy | 0.15866→0.15916 | +1.15 | timeout |
| 06-22 23:09 | ADA | Buy | 0.157679→0.157931 | +0.44 | timeout |
| 06-22 22:53 | XRP | Sell | 1.13412→1.12658 | +2.86 | timeout |
| 06-22 20:39 | XRP | Sell | 1.13792→1.13328 | +1.56 | timeout |
| 06-22 20:04 | ETH | Buy | 1736.77→1738.23 | -0.03 | timeout |
| 06-22 16:16 | ADA | Buy | 0.16065→0.158371 | -7.52 | stop_loss |
| 06-22 16:01 | ETH | Buy | 1763.08→1738.86 | -7.32 | stop_loss |
| 06-22 14:44 | DOGE | Buy | 0.0834799→0.0837671 | +1.27 | timeout |
| 06-22 14:38 | ADA | Buy | 0.16182→0.15955 | -7.43 | stop_loss |
| 06-22 14:01 | ADA | Buy | 0.16025→0.162689 | +7.18 | timeout |
| 06-22 12:05 | SOL | Sell | 74.0399→74.1641 | -1.27 | timeout |
| 06-22 10:04 | ADA | Buy | 0.16026→0.16026 | -0.47 | timeout |
| 06-22 08:00 | SOL | Buy | 73.428→74.0649 | +3.87 | timeout |
| 06-22 07:00 | BTC | Buy | 64178.2→63954.8 | -2.20 | timeout |
| 06-22 03:44 | ADA | Buy | 0.16093→0.158651 | -7.53 | stop_loss |
| 06-22 02:23 | BTC | Buy | 63713.2→64501.8 | +5.74 | timeout |
| 06-22 01:01 | ETH | Buy | 1720.17→1726.73 | +1.44 | timeout |
| 06-21 23:31 | BTC | Buy | 64235.2→63360.1 | -7.27 | stop_loss |
| 06-21 21:09 | ADA | Buy | 0.16071→0.158441 | -7.50 | stop_loss |
| 06-21 21:04 | BTC | Buy | 64151.2→63784.8 | -3.29 | timeout |
| 06-21 19:34 | ADA | Buy | 0.162101→0.16171 | -1.65 | timeout |
Paper vs Live
Paper (trades.jsonl)
1024
closed
42%
win rate
-782.58
total pnl ($)
-15.3 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 | 315 | 42% | -11.6 | -182.01 |
| BTC | 173 | 49% | -7.7 | -66.41 |
| ETH | 144 | 42% | -15.5 | -111.50 |
| SOL | 136 | 36% | -39.8 | -271.09 |
| XRP | 129 | 37% | -17.4 | -112.47 |
| DOGE | 81 | 44% | +2.0 | +8.00 |
| BNB | 46 | 39% | -20.6 | -47.10 |
Recent bounces (last 20 of 34)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 21:21 | BNB | Buy | stale_intent |
| 06-26 21:21 | BTC | Buy | stale_intent |
| 06-26 18:17 | BNB | Buy | stale_intent |
| 06-26 18:17 | ADA | Buy | stale_intent |
| 06-26 13:19 | BTC | Buy | below_min_notional_skip |
| 06-26 12:52 | DOGE | Buy | below_min_notional_skip |
| 06-26 11:02 | ADA | Buy | below_min_notional_skip |
| 06-26 06:27 | BTC | Buy | trigger_already_opened |
| 06-26 06:17 | ADA | Buy | trigger_already_opened |
| 06-26 04:00 | ADA | Buy | below_min_notional_skip |
| 06-26 02:07 | XRP | Buy | below_min_notional_skip |
| 06-26 01:05 | ETH | Buy | below_min_notional_skip |
| 06-25 22:36 | XRP | Buy | below_min_notional_skip |
| 06-25 17:11 | BTC | Buy | below_min_notional_skip |
| 06-25 16:33 | XRP | Buy | below_min_notional_skip |
| 06-25 14:50 | ADA | Buy | stale_intent |
| 06-25 14:11 | XRP | Buy | below_min_notional_skip |
| 06-25 14:03 | BTC | Buy | below_min_notional_skip |
| 06-25 13:25 | ADA | Buy | below_min_notional_skip |
| 06-25 08:37 | BNB | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:01 | ADA | Sell | -0.21 | ADA traded in a narrow range with low volatility, showing slight upward drift across timeframes. The sell thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching the intended move. |
| 05-10 04:03 | ADA | Sell | +1.45 | ADA was trading in a mild uptrend with positive funding and rising open interest, showing moderate bullish momentum across timeframes. The sell thesis failed because the market continued to grind higher against the short bias, and the trade was closed at ti… |
| 05-10 02:02 | ADA | Sell | +4.79 | The market showed low volatility with neutral funding and moderate open interest, lacking a clear directional catalyst. The thesis failed because the trade expired via timeout without reaching a target or stop, as the sideways regime offered no exploitable … |
| 05-10 00:02 | ADA | Sell | +2.13 | ADA traded in a narrow, low-volatility range with slight positive momentum across timeframes. The sell thesis failed because the market lacked directional conviction, and the trade expired via timeout without reaching a target or stop. |
| 05-09 22:05 | BTC | Buy | -0.90 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a weekly decline. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allowed time. |
| 05-09 22:02 | ADA | Sell | -1.21 | ADA traded in a narrow, low-volatility range with mixed short-term momentum across majors and neutral funding. The short thesis failed because the market lacked directional conviction, and the timeout closed the trade before any meaningful move materialized. |
| 05-09 20:03 | BTC | Buy | +2.00 | The market was in a mild, choppy consolidation with BTC flat on the hour and slightly negative over 24h and 7d. The thesis failed because the trade expired without reaching target or stop, as the sideways regime lacked directional conviction to trigger an e… |
| 05-09 16:03 | BTC | Buy | +0.44 | BTC traded in a narrow range with low volatility, showing slight bearish bias over the 24h and 7d periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 12:43 | BTC | Sell | +0.16 | The market was in a mild downtrend with BTC declining 1.92% over 24 hours and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed time window. |
| 05-09 09:59 | BTC | Sell | +0.74 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a broader weekly decline. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time… |