79
closed trades
37%
win rate
-80.44
total pnl ($)
1.268
weight
7d window — n=18 wr=33% pnl=+6.78
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:36:56 (24.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gq
n: 72
· wr: 37.5%
· total_bps: -1389.5
· mean_bps: -19.30
· sharpe: -0.19
· max_dd_bps: -1549.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 79 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 18:15 | ADA | Sell | 0.148403→0.146547 | +5.72 | timeout |
| 06-27 14:44 | ADA | Sell | 0.146753→0.148812 | -7.47 | stop_loss |
| 06-26 20:00 | ADA | Sell | 0.148903→0.148807 | -0.13 | timeout |
| 06-26 00:56 | BNB | Buy | 554.779→560.55 | +4.73 | timeout |
| 06-25 20:55 | BNB | Buy | 553.198→554.171 | +0.40 | timeout |
| 06-25 11:06 | ADA | Buy | 0.149587→0.147479 | -7.51 | stop_loss |
| 06-25 04:08 | BNB | Buy | 564.871→564.749 | -0.57 | timeout |
| 06-25 04:03 | ADA | Buy | 0.148657→0.147233 | -5.21 | timeout |
| 06-24 20:02 | XRP | Sell | 1.05954→1.06277 | -2.01 | timeout |
| 06-24 17:22 | DOGE | Sell | 0.0748413→0.0732013 | +10.50 | take_profit |
| 06-24 17:19 | SOL | Sell | 67.3869→65.9099 | +10.50 | take_profit |
| 06-24 16:57 | ETH | Sell | 1619.94→1584.56 | +10.46 | take_profit |
| 06-23 20:00 | SOL | Sell | 68.8327→68.8573 | -0.67 | timeout |
| 06-23 19:58 | BNB | Sell | 573.817→576.144 | -2.51 | timeout |
| 06-23 15:06 | SOL | Sell | 68.7997→69.0063 | -2.00 | timeout |
| 06-23 12:18 | SOL | Sell | 68.6247→69.0874 | -3.87 | timeout |
| 06-22 20:11 | ADA | Sell | 0.15892→0.15906 | -0.94 | timeout |
| 06-21 12:00 | ADA | Buy | 0.16145→0.16075 | -2.63 | timeout |
| 06-19 12:02 | ADA | Sell | 0.15949→0.15996 | -1.96 | timeout |
| 06-18 21:55 | ADA | Buy | 0.16101→0.162939 | +5.52 | timeout |
| 06-18 04:22 | ADA | Sell | 0.166808→0.165851 | +2.37 | timeout |
| 06-17 18:05 | ADA | Sell | 0.171337→0.167632 | +10.38 | take_profit |
| 06-16 02:28 | ADA | Buy | 0.178135→0.175588 | -7.61 | stop_loss |
| 06-14 20:05 | DOGE | Sell | 0.0863244→0.0863696 | -0.73 | timeout |
| 06-13 20:14 | ADA | Sell | 0.173627→0.172183 | +3.67 | timeout |
| 06-12 09:32 | DOGE | Sell | 0.0859155→0.0871383 | -7.56 | stop_loss |
| 06-11 01:43 | ADA | Sell | 0.16114→0.163433 | -7.55 | stop_loss |
| 06-09 12:12 | ADA | Sell | 0.168338→0.168312 | -0.37 | timeout |
| 06-09 00:25 | ADA | Buy | 0.170373→0.167954 | -7.55 | stop_loss |
| 06-08 19:59 | ADA | Buy | 0.168992→0.171627 | +7.36 | timeout |
| 06-08 11:21 | ETH | Sell | 1669.03→1691.91 | -7.29 | stop_loss |
| 06-08 08:13 | ADA | Sell | 0.162959→0.163381 | -1.72 | timeout |
| 06-08 01:29 | SOL | Buy | 66.2789→65.3635 | -7.35 | stop_loss |
| 06-08 00:39 | ADA | Sell | 0.164249→0.166595 | -7.59 | stop_loss |
| 06-07 01:30 | BNB | Sell | 573.667→581.776 | -7.52 | stop_loss |
| 06-07 00:19 | ADA | Buy | 0.157119→0.157171 | -0.22 | timeout |
| 06-06 16:35 | ADA | Buy | 0.15962→0.157342 | -7.58 | stop_loss |
| 06-06 16:30 | SOL | Buy | 62.2523→61.3851 | -7.41 | stop_loss |
| 06-06 12:10 | BNB | Sell | 579.905→575.044 | +3.71 | timeout |
| 06-06 06:03 | BNB | Sell | 570.147→578.333 | -7.62 | stop_loss |
| 06-06 04:06 | BNB | Sell | 576.056→571.413 | +3.61 | timeout |
| 06-05 20:09 | BNB | Sell | 565.189→573.11 | -7.46 | stop_loss |
| 06-05 18:51 | BNB | Sell | 577.236→564.641 | +10.46 | take_profit |
| 06-05 15:09 | BNB | Sell | 591.002→578.004 | +10.56 | take_profit |
| 06-05 12:00 | BNB | Sell | 590.892→590.198 | +0.15 | timeout |
| 06-05 09:15 | XRP | Sell | 1.12402→1.13995 | -7.55 | stop_loss |
| 06-05 09:00 | ADA | Sell | 0.15956→0.161811 | -7.51 | stop_loss |
| 06-05 05:41 | DOGE | Buy | 0.0870888→0.0858556 | -7.52 | stop_loss |
| 06-05 02:58 | SOL | Sell | 68.6457→67.1401 | +10.47 | take_profit |
| 06-05 01:12 | ADA | Sell | 0.175946→0.172153 | +10.33 | take_profit |
| 06-04 18:30 | XRP | Sell | 1.16661→1.18319 | -7.56 | stop_loss |
| 06-03 01:30 | XRP | Sell | 1.2148→1.23192 | -7.51 | stop_loss |
| 06-01 16:47 | ADA | Sell | 0.226363→0.229542 | -7.47 | stop_loss |
| 05-31 20:12 | ADA | Sell | 0.233572→0.233348 | +0.05 | timeout |
| 05-31 04:28 | ADA | Sell | 0.236171→0.23826 | -4.92 | timeout |
| 05-31 00:25 | BNB | Sell | 717.011→727.145 | -7.51 | stop_loss |
| 05-30 21:45 | BNB | Sell | 719.31→729.637 | -7.62 | stop_loss |
| 05-30 13:37 | ADA | Sell | 0.234791→0.234909 | -0.73 | timeout |
| 05-30 03:04 | SOL | Sell | 81.9807→83.114 | -7.35 | stop_loss |
| 05-29 04:00 | XRP | Sell | 1.31607→1.31253 | +0.91 | timeout |
| 05-28 12:01 | SOL | Sell | 81.0848→80.8941 | +0.70 | timeout |
| 05-27 20:06 | ADA | Sell | 0.2411→0.24071 | +0.38 | timeout |
| 05-27 00:00 | ADA | Sell | 0.23996→0.24023 | -1.09 | timeout |
| 05-27 00:00 | SOL | Sell | 83.7024→83.7366 | -0.70 | timeout |
| 05-26 20:00 | XRP | Sell | 1.34336→1.33133 | +3.99 | timeout |
| 05-26 20:00 | SOL | Sell | 84.4063→83.7486 | +3.41 | timeout |
| 05-26 19:59 | DOGE | Sell | 0.102004→0.101135 | +3.77 | timeout |
| 05-26 19:59 | ADA | Sell | 0.242569→0.24016 | +4.45 | timeout |
| 05-26 04:00 | ADA | Sell | 0.243249→0.24091 | +4.34 | timeout |
| 05-23 19:59 | XRP | Sell | 1.33447→1.34674 | -5.04 | timeout |
| 05-23 13:30 | SOL | Sell | 82.1667→83.2931 | -7.34 | stop_loss |
| 05-23 12:01 | ETH | Sell | 2024.1→2029.9 | -1.88 | timeout |
| 05-23 12:00 | DOGE | Sell | 0.0989113→0.0991848 | -1.85 | timeout |
| 05-23 04:22 | SOL | Sell | 84.1974→84.4677 | -2.08 | timeout |
| 05-23 04:01 | ADA | Sell | 0.242099→0.243601 | -3.60 | timeout |
| 05-22 18:45 | DOGE | Sell | 0.106113→0.103786 | +10.51 | take_profit |
| 05-22 13:37 | DOGE | Sell | 0.105654→0.106267 | -3.33 | timeout |
| 05-21 12:00 | ADA | Sell | 0.248998→0.246642 | +4.25 | timeout |
| 05-21 04:01 | ADA | Sell | 0.248998→0.252429 | -7.34 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
79
closed
37%
win rate
-80.44
total pnl ($)
-20.1 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 | 34 | 35% | -23.2 | -39.89 |
| BNB | 14 | 50% | -10.2 | -7.18 |
| SOL | 13 | 31% | -20.5 | -13.68 |
| DOGE | 8 | 38% | +9.6 | +3.79 |
| XRP | 7 | 29% | -70.5 | -24.76 |
| ETH | 3 | 33% | +8.5 | +1.28 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 14:21 | ADA | Sell | circuit_breaker |
| 06-27 12:34 | ADA | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 18:29 | ADA | Sell | -7.35 | ADA was declining across multiple timeframes with negative funding and falling BTC/ETH, indicating a bearish regime. The short thesis failed because the stop_loss was triggered by a temporary intraday bounce against the prevailing downtrend. |
| 05-04 20:09 | ADA | Sell | -1.56 | The market was in a low-volatility consolidation phase with neutral funding rates and flat momentum across major altcoins. The trade failed because the anticipated breakout did not materialize within the allotted timeframe, resulting in a timeout exit that … |
| 05-01 03:19 | ADA | Sell | -7.44 | # Trade Analysis: ADA Cross-Venue Spread (KuCoin vs Bitget) **Market Context at Close:** ADA was trading flat to slightly positive in the hour before close (+0.67% 1h), with modest positive momentum across BTC (+0.72%) and ETH (+0.78%), indicating no major… |
| 04-29 18:12 | ADA | Sell | +10.56 | ADA was declining across all timeframes (down 1.63% in 1h, 2.52% in 24h) while BTC and ETH showed smaller losses, creating a risk-off environment where cross-venue spreads typically widen. The trade's thesis worked because the KuCoin-side underperformance y… |
| 04-27 12:01 | ADA | Sell | -1.48 | The market was consolidating with ADA down 2.43% over 24 hours while Bitcoin showed relative strength (+3.43% weekly), and ADA perpetual funding had turned negative at -0.028%, suggesting reduced leverage appetite for longs. The thesis failed because the in… |
| 04-25 04:11 | ADA | Sell | -4.53 | ADA was flat to slightly positive on the 1-hour timeframe (+0.24%) while Bitcoin remained relatively stable, providing a neutral backdrop for the spread trade. The thesis failed because the +0.0263% KuCoin premium versus Bitget that justified the fade never… |