1175
closed trades
42%
win rate
-828.50
total pnl ($)
0.690
weight
7d window — n=189 wr=47% pnl=-88.58
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:08:12 (23.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ck
n: 846
· wr: 43.3%
· total_bps: -9523.0
· mean_bps: -11.26
· sharpe: -0.13
· max_dd_bps: -9928.0
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 |
|---|---|---|---|---|---|
| 06-27 19:12 | XRP | Sell | 1.07293→1.05906 | +5.97 | timeout |
| 06-27 18:06 | ADA | Buy | 0.148287→0.14618 | -7.54 | stop_loss |
| 06-27 17:51 | ADA | Sell | 0.147803→0.146877 | +2.63 | timeout |
| 06-27 17:44 | DOGE | Buy | 0.07586→0.0757731 | -1.05 | timeout |
| 06-27 16:01 | DOGE | Buy | 0.0752778→0.0761879 | +5.57 | timeout |
| 06-27 15:01 | BNB | Buy | 564.281→564.079 | -0.64 | timeout |
| 06-27 14:13 | ADA | Buy | 0.147257→0.148503 | +3.80 | timeout |
| 06-27 12:48 | XRP | Sell | 1.05534→1.05886 | -2.13 | timeout |
| 06-27 12:12 | ADA | Buy | 0.147357→0.146743 | -2.50 | timeout |
| 06-27 10:05 | SOL | Buy | 71.7728→71.8422 | +0.03 | timeout |
| 06-27 10:04 | ETH | Buy | 1576.76→1581.44 | +1.05 | timeout |
| 06-27 08:01 | ADA | Buy | 0.148307→0.147403 | -3.52 | timeout |
| 06-27 07:45 | XRP | Sell | 1.05974→1.05936 | -0.28 | timeout |
| 06-27 05:48 | SOL | Buy | 71.5537→71.6692 | +0.38 | timeout |
| 06-27 04:02 | BNB | Buy | 567.652→566.498 | -1.49 | timeout |
| 06-27 04:02 | ADA | Sell | 0.148423→0.148307 | -0.04 | timeout |
| 06-27 02:22 | XRP | Sell | 1.05064→1.0654 | -7.48 | stop_loss |
| 06-27 02:03 | SOL | Buy | 71.9838→71.4063 | -4.46 | timeout |
| 06-27 00:04 | ETH | Buy | 1578.26→1577.74 | -0.60 | timeout |
| 06-26 22:58 | BTC | Buy | 59593→60034 | +3.24 | timeout |
| 06-26 22:02 | ADA | Buy | 0.148337→0.147013 | -4.92 | timeout |
| 06-26 21:51 | BNB | Buy | 567.302→567.488 | -0.31 | timeout |
| 06-26 20:56 | BTC | Buy | 60011→59730 | -2.80 | timeout |
| 06-26 18:57 | XRP | Buy | 1.03846→1.03974 | +0.16 | timeout |
| 06-26 15:39 | BTC | Buy | 59145→60441 | +10.50 | take_profit |
| 06-26 15:36 | ADA | Buy | 0.144366→0.147473 | +10.31 | take_profit |
| 06-26 15:22 | DOGE | Buy | 0.0736084→0.0742414 | +3.85 | timeout |
| 06-26 14:00 | ADA | Buy | 0.142706→0.145963 | +10.96 | take_profit |
| 06-26 13:57 | ETH | Buy | 1535.25→1568.74 | +10.46 | take_profit |
| 06-26 13:18 | ADA | Buy | 0.143956→0.141914 | -7.55 | stop_loss |
| 06-26 10:39 | BTC | Buy | 60283→59456.3 | -7.32 | stop_loss |
| 06-26 09:49 | ETH | Buy | 1577.36→1555.67 | -7.32 | stop_loss |
| 06-26 09:30 | ETH | Buy | 1556.86→1561.64 | +1.09 | timeout |
| 06-26 09:19 | ADA | Buy | 0.146167→0.144072 | -7.62 | stop_loss |
| 06-26 07:03 | XRP | Sell | 1.03194→1.04648 | -7.49 | stop_loss |
| 06-26 06:44 | ADA | Buy | 0.141755→0.144834 | +10.41 | take_profit |
| 06-26 06:38 | ETH | Buy | 1530.55→1564.54 | +10.65 | take_profit |
| 06-26 03:45 | XRP | Sell | 1.01445→1.02877 | -7.51 | stop_loss |
| 06-26 03:02 | ADA | Buy | 0.140235→0.138256 | -7.50 | stop_loss |
| 06-26 02:13 | BTC | Buy | 59513→58687.7 | -7.38 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1563.16→1541.67 | -7.31 | stop_loss |
| 06-26 02:11 | ADA | Buy | 0.143416→0.141364 | -7.59 | stop_loss |
| 06-26 01:32 | ADA | Buy | 0.144036→0.141993 | -7.54 | stop_loss |
| 06-26 00:06 | ETH | Buy | 1567.56→1568.74 | -0.07 | timeout |
| 06-25 23:27 | SOL | Sell | 67.1799→68.1143 | -7.40 | stop_loss |
| 06-25 23:21 | XRP | Buy | 1.02926→1.04334 | +6.41 | timeout |
| 06-25 23:03 | BNB | Buy | 554.569→560.35 | +4.74 | timeout |
| 06-25 22:03 | SOL | Sell | 66.43→67.3518 | -7.39 | stop_loss |
| 06-25 20:00 | BTC | Sell | 59560→59421 | +0.72 | timeout |
| 06-25 19:40 | ETH | Buy | 1558.16→1559.44 | -0.04 | timeout |
| 06-25 19:13 | ADA | Buy | 0.142956→0.140894 | -7.68 | stop_loss |
| 06-25 19:12 | BNB | Buy | 549.887→553.901 | +3.18 | timeout |
| 06-25 19:03 | ADA | Buy | 0.143396→0.141284 | -7.82 | stop_loss |
| 06-25 17:27 | SOL | Buy | 65.8499→67.3049 | +10.61 | take_profit |
| 06-25 15:15 | XRP | Buy | 1.03646→1.02193 | -7.45 | stop_loss |
| 06-25 13:46 | XRP | Sell | 1.07473→1.05156 | +10.33 | take_profit |
| 06-25 13:44 | XRP | Sell | 1.07903→1.05576 | +10.32 | take_profit |
| 06-25 13:42 | BNB | Buy | 567.482→559.23 | -7.74 | stop_loss |
| 06-25 13:40 | SOL | Buy | 68.1712→67.1673 | -7.81 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1630.66→1608.33 | -7.29 | stop_loss |
| 06-25 12:05 | XRP | Sell | 1.08503→1.07127 | +5.89 | timeout |
| 06-25 11:17 | ADA | Buy | 0.149387→0.147289 | -7.48 | stop_loss |
| 06-25 10:03 | DOGE | Sell | 0.0771937→0.0769632 | +1.04 | timeout |
| 06-25 09:58 | BNB | Buy | 570.283→568.108 | -2.38 | timeout |
| 06-25 09:27 | ADA | Buy | 0.150248→0.148993 | -4.62 | timeout |
| 06-25 07:19 | ADA | Buy | 0.147467→0.149153 | +5.31 | timeout |
| 06-25 05:41 | BNB | Buy | 564.861→569.558 | +3.69 | timeout |
| 06-25 05:09 | SOL | Buy | 67.5821→69.0586 | +10.48 | take_profit |
| 06-25 05:08 | ETH | Buy | 1615.16→1645.14 | +8.82 | timeout |
| 06-25 05:03 | SOL | Buy | 67.5421→68.5717 | +7.19 | timeout |
| 06-25 03:07 | ADA | Buy | 0.147357→0.147713 | +0.81 | timeout |
| 06-25 02:18 | BNB | Buy | 564.361→565.429 | +0.47 | timeout |
| 06-25 01:11 | SOL | Buy | 67.3631→67.4799 | +0.42 | timeout |
| 06-25 01:01 | XRP | Sell | 1.07273→1.07667 | -2.30 | timeout |
| 06-24 23:03 | BNB | Buy | 553.938→562.619 | +7.41 | timeout |
| 06-24 22:00 | ADA | Buy | 0.144856→0.148183 | +11.04 | take_profit |
| 06-24 20:47 | BTC | Sell | 60138→60956.5 | -7.26 | stop_loss |
| 06-24 20:46 | ADA | Buy | 0.141485→0.144554 | +10.40 | take_profit |
| 06-24 20:06 | SOL | Buy | 65.9389→67.3719 | +10.42 | take_profit |
| 06-24 20:06 | ETH | Buy | 1572.56→1607.44 | +10.65 | take_profit |
| 06-24 17:24 | XRP | Sell | 1.07413→1.05096 | +10.31 | take_profit |
| 06-24 17:20 | SOL | Buy | 66.424→65.5004 | -7.40 | stop_loss |
| 06-24 17:20 | ETH | Buy | 1594.16→1571.76 | -7.47 | stop_loss |
| 06-24 16:51 | DOGE | Buy | 0.0746987→0.0736467 | -7.48 | stop_loss |
| 06-24 16:51 | BNB | Sell | 569.748→557.399 | +10.36 | take_profit |
| 06-24 16:37 | ADA | Buy | 0.145116→0.143063 | -7.53 | stop_loss |
| 06-24 15:41 | SOL | Buy | 68.8083→67.8539 | -7.39 | stop_loss |
| 06-24 15:25 | XRP | Sell | 1.09153→1.06797 | +10.33 | take_profit |
| 06-24 13:58 | BNB | Sell | 576.696→569.742 | +5.58 | timeout |
| 06-24 13:11 | BTC | Buy | 62856.1→62000.9 | -7.25 | stop_loss |
| 06-24 13:10 | ETH | Buy | 1677.17→1654.11 | -7.33 | stop_loss |
| 06-24 13:10 | ADA | Buy | 0.148027→0.14594 | -7.49 | stop_loss |
| 06-24 12:01 | XRP | Sell | 1.09823→1.09347 | +1.70 | timeout |
| 06-24 12:01 | ETH | Buy | 1672.67→1676.03 | +0.55 | timeout |
| 06-24 11:49 | XRP | Sell | 1.08653→1.10203 | -7.58 | stop_loss |
| 06-24 11:06 | SOL | Buy | 69.5804→68.9367 | -5.06 | timeout |
| 06-24 10:07 | ADA | Buy | 0.151568→0.149883 | -5.97 | timeout |
| 06-24 09:11 | XRP | Sell | 1.10342→1.09897 | +1.58 | timeout |
| 06-24 07:04 | SOL | Buy | 69.3664→69.5116 | +0.64 | timeout |
| 06-24 06:27 | XRP | Sell | 1.10592→1.10468 | +0.11 | timeout |
Paper vs Live
Paper (trades.jsonl)
1175
closed
42%
win rate
-828.50
total pnl ($)
-14.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 311 | 41% | -16.1 | -249.92 |
| XRP | 178 | 42% | -16.1 | -143.93 |
| BTC | 171 | 39% | -10.7 | -91.44 |
| ETH | 169 | 49% | -5.9 | -50.32 |
| SOL | 154 | 39% | -29.3 | -224.94 |
| BNB | 107 | 47% | -8.3 | -44.83 |
| DOGE | 85 | 45% | -5.5 | -23.13 |
Recent bounces (last 20 of 13)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 20:04 | ETH | Buy | circuit_breaker |
| 06-27 19:02 | ADA | Buy | circuit_breaker |
| 06-27 18:34 | BNB | Buy | circuit_breaker |
| 06-27 18:14 | DOGE | Buy | circuit_breaker |
| 06-27 18:04 | DOGE | Buy | circuit_breaker |
| 06-27 17:01 | ADA | Buy | circuit_breaker |
| 06-27 15:20 | XRP | Sell | circuit_breaker |
| 06-27 13:57 | ADA | Sell | circuit_breaker |
| 06-27 13:47 | DOGE | Buy | circuit_breaker |
| 06-27 12:10 | DOGE | Buy | circuit_breaker |
| 06-27 12:10 | DOGE | Buy | circuit_breaker |
| 06-27 11:10 | BNB | Buy | circuit_breaker |
| 06-27 10:26 | ADA | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 02:11 | BTC | Buy | -1.10 | The market was in a short-term uptrend with BTC up 0.63% in the hour and 3.30% over 24 hours, but the trade timed out without entry. The thesis failed because the order was not executed before the timeout, resulting in a small negative PnL from the missed o… |
| 05-09 22:02 | BTC | Buy | -0.81 | The market was in a low-volatility, sideways grind with BTC flat on the day and negative funding, offering no clear directional edge. The thesis failed because the trade expired without reaching entry or exit conditions, as the timeout close captured a smal… |
| 05-09 19:01 | BTC | Sell | -4.15 | The market was in a mild downtrend with BTC declining 1.48% over 24 hours and negative funding. The thesis failed because the trade was not entered (entry=None) and was closed by timeout, indicating no valid signal or execution occurred. |
| 05-08 18:32 | BTC | Sell | -2.44 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.08% despite a 24-hour decline of -2.31%. The sell thesis failed because the trade was closed due to a timeout, likely from insufficient sh… |
| 05-08 17:01 | ADA | Buy | +10.01 | The market was in a neutral regime with low funding and moderate open interest, showing no strong directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize… |
| 05-08 13:38 | BTC | Sell | +0.10 | BTC was in a mild intraday uptick within a broader downtrend, with low volatility and neutral funding. The thesis failed because the timeout closed the trade before the expected move materialized, as the market remained range-bound without triggering the in… |
| 05-08 12:00 | ETH | Buy | +2.60 | ETH traded in a narrow, low-volatility range with slight bearish bias across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 10:01 | ADA | Buy | +4.73 | ADA was in a mild downtrend across multiple timeframes with negative correlation to BTC and ETH. The thesis failed because the trade was closed by timeout before a favorable move materialized, as the market lacked sufficient directional conviction to trigge… |
| 05-08 06:01 | BTC | Buy | -2.25 | The market was in a low-funding, sideways consolidation with declining open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching an entry or exit, as the lack of volatility and momentum prevented any… |
| 05-08 02:00 | BTC | Buy | -0.39 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, resulting in a small loss from the timeout. |