13
closed trades
46%
win rate
-7.72
total pnl ($)
1.205
weight
7d window — n=13 wr=46% pnl=-7.72
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:45:53 (24.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_gq
n: 307
· wr: 38.8%
· total_bps: -5793.5
· mean_bps: -18.87
· sharpe: -0.21
· max_dd_bps: -6710.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 13 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 06:39 | ADA | Sell | 0.144884→0.143966 | +2.67 | timeout |
| 06-28 04:07 | BNB | Buy | 557.299→557.99 | +0.19 | timeout |
| 06-28 04:00 | ETH | Sell | 1572.24→1574.16 | -1.07 | timeout |
| 06-28 02:38 | ADA | Sell | 0.145074→0.144846 | +0.32 | timeout |
| 06-28 02:02 | SOL | Sell | 70.8044→70.9306 | -1.36 | timeout |
| 06-27 22:32 | ADA | Sell | 0.146493→0.144966 | +4.70 | timeout |
| 06-27 20:37 | BNB | Sell | 565.529→559.74 | +4.65 | timeout |
| 06-27 16:59 | DOGE | Sell | 0.0755051→0.0762531 | -5.38 | timeout |
| 06-27 15:01 | ETH | Sell | 1582.84→1593.96 | -3.97 | timeout |
| 06-27 15:00 | BNB | Sell | 564.169→564.471 | -0.70 | timeout |
| 06-27 14:44 | ADA | Sell | 0.146753→0.148812 | -7.48 | stop_loss |
| 06-27 11:03 | ADA | Sell | 0.147583→0.147267 | +0.58 | timeout |
| 06-27 10:04 | SOL | Sell | 71.7542→71.8148 | -0.88 | timeout |
Paper vs Live
Paper (trades.jsonl)
13
closed
46%
win rate
-7.72
total pnl ($)
-11.6 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 | 5 | 80% | +3.9 | +0.79 |
| BNB | 3 | 67% | +27.5 | +4.14 |
| SOL | 2 | 0% | -22.1 | -2.24 |
| ETH | 2 | 0% | -50.2 | -5.04 |
| DOGE | 1 | 0% | -108.1 | -5.38 |
Recent bounces (last 20 of 8)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 06:57 | ADA | Sell | circuit_breaker |
| 06-28 04:29 | SOL | Sell | circuit_breaker |
| 06-28 04:21 | BNB | Buy | circuit_breaker |
| 06-28 02:41 | ADA | Sell | circuit_breaker |
| 06-28 00:11 | BNB | Buy | circuit_breaker |
| 06-28 00:05 | ETH | Sell | circuit_breaker |
| 06-27 22:42 | ADA | Sell | circuit_breaker |
| 06-27 22:08 | SOL | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 09:25 | ADA | Sell | -7.31 | ADA was declining across multiple timeframes with negative funding and falling BTC/ETH, indicating a bearish short-side regime. The short thesis failed because the stop_loss was triggered by a sharp intraday reversal, likely from a short squeeze or liquidit… |
| 05-05 03:39 | ADA | Sell | -7.38 | The market was in a low-volatility consolidation phase with minimal momentum in ADA relative to BTC and ETH. The short thesis failed because price action immediately breached the stop-loss level, invalidating the anticipated downward move. |
| 05-04 20:00 | ADA | Sell | -1.19 | The market was in a neutral consolidation phase with flat funding rates and mixed momentum across major assets. The trade failed because the anticipated breakout did not materialize within the allotted time, resulting in a timeout exit. |
| 05-04 15:02 | BTC | Buy | +7.76 | The market was in a neutral state with Bitcoin trading sideways near $81,918 and funding rates hovering near zero. The trade failed to generate a profit because the position was closed due to a timeout before any significant price movement occurred. |
| 05-03 03:01 | BTC | Buy | -4.65 | BTC was trading in a modest positive funding environment (0.0041%) with substantial open interest ($4.2B), providing stable conditions for cross-venue arbitrage execution. The thesis failed because the initial -2.10% gap between Kucoin and Huobi favoring th… |
| 05-02 23:00 | BTC | Buy | +1.75 | # Trade Analysis Bitcoin was trading range-bound and flat over the 1-hour window ($78,730, +0.02%), with minimal volatility and stable funding rates at 0.00158%, providing a low-friction environment for basis captures. The trade's thesis failed because the… |
| 05-02 17:01 | ADA | Sell | -6.69 | # Trade Analysis: ADA Cross-Venue Funding Spread ADA traded sideways with minimal directional conviction (0.58% over 24h, 0.41% over 7d) while broader markets showed slight strength in BTC (+1.34% weekly) and ETH stability, creating a low-volatility enviro… |
| 05-02 11:01 | BTC | Buy | -1.52 | At close, BTC was trading flat-to-slightly-down on the 1-hour ($78,182, -0.11%) amid elevated open interest ($4.08B) and positive 24-hour momentum (+1.22%), creating a consolidation environment that eroded mean-reversion signals. The thesis failed because t… |
| 05-01 20:00 | BTC | Buy | -1.65 | The market was consolidating with mild downward pressure over the 1-hour window (BTC down 0.22%) while maintaining a 2.56% daily gain, with funding rates neutral-to-negative at -0.0044%. The thesis failed because the cross-venue funding spread between KuCoi… |
| 05-01 12:20 | BTC | Buy | +1.58 | At close, BTC was consolidating near $77,668 with modest hourly gains (+0.31%) and slight weekly weakness (-0.13%), while funding rates remained slightly negative at -0.000229%, indicating mild short bias. The trade's thesis failed to materialize because th… |