436
closed trades
44%
win rate
-377.91
total pnl ($)
0.678
weight
7d window — n=60 wr=42% pnl=-89.78
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 22:56:09 (41.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aq
n: 176
· wr: 42.0%
· total_bps: -1748.7
· mean_bps: -9.94
· sharpe: -0.15
· max_dd_bps: -2448.7
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 10:17 | ETH | Buy | 1575.96→1582.24 | +3.11 | timeout |
| 06-27 04:00 | ETH | Buy | 1577.86→1579.74 | +0.29 | timeout |
| 06-27 01:01 | ETH | Buy | 1569.76→1575.84 | +3.01 | timeout |
| 06-26 22:58 | ETH | Buy | 1571.36→1577.44 | +2.96 | timeout |
| 06-26 22:47 | BTC | Buy | 59659→59922 | +3.49 | timeout |
| 06-26 21:01 | ETH | Buy | 1577.56→1569.44 | -6.07 | timeout |
| 06-26 19:05 | ETH | Buy | 1559.16→1569.74 | +5.85 | timeout |
| 06-26 15:40 | BTC | Buy | 59155→60451 | +21.00 | take_profit |
| 06-26 13:55 | ETH | Buy | 1534.95→1568.44 | +20.92 | take_profit |
| 06-26 12:00 | BTC | Sell | 60513→59420 | +17.18 | timeout |
| 06-26 09:16 | ETH | Buy | 1553.76→1561.44 | +4.05 | timeout |
| 06-26 09:04 | ETH | Buy | 1580.46→1558.76 | -14.63 | stop_loss |
| 06-26 07:28 | BTC | Sell | 59839→60654.3 | -14.53 | stop_loss |
| 06-26 03:56 | ETH | Buy | 1527.35→1560.64 | +20.90 | take_profit |
| 06-26 02:13 | BTC | Buy | 59522→58708.7 | -14.56 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1564.26→1542.77 | -14.62 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1568.26→1546.37 | -14.82 | stop_loss |
| 06-26 01:29 | BTC | Buy | 60096→59278.4 | -14.50 | stop_loss |
| 06-26 00:23 | ETH | Buy | 1568.36→1568.34 | -0.89 | timeout |
| 06-25 22:22 | ETH | Buy | 1570.76→1566.44 | -3.66 | timeout |
| 06-25 20:21 | ETH | Buy | 1573.16→1568.34 | -3.97 | timeout |
| 06-25 15:15 | ETH | Buy | 1565.56→1544.07 | -14.61 | stop_loss |
| 06-25 14:33 | BTC | Buy | 58948.9→60244 | +21.07 | take_profit |
| 06-25 13:41 | BTC | Buy | 61133.1→60301.8 | -14.49 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1630.96→1608.23 | -14.83 | stop_loss |
| 06-25 04:03 | ETH | Buy | 1621.46→1618.04 | -3.03 | timeout |
| 06-25 02:18 | BTC | Sell | 60959→60776 | +2.10 | timeout |
| 06-25 00:18 | BTC | Sell | 60643→61016.1 | -7.06 | timeout |
| 06-24 20:05 | BTC | Sell | 60249→60365 | -2.89 | timeout |
| 06-24 20:05 | BTC | Sell | 59599→60421.2 | -14.72 | stop_loss |
| 06-24 20:01 | ETH | Sell | 1571.84→1593.76 | -14.86 | stop_loss |
| 06-24 16:57 | ETH | Sell | 1620.24→1584.86 | +20.93 | take_profit |
| 06-24 13:57 | BTC | Buy | 62056.1→61211.3 | -14.51 | stop_loss |
| 06-24 10:15 | ETH | Sell | 1672.43→1665.07 | +3.51 | timeout |
| 06-24 08:13 | ETH | Sell | 1664.13→1669.27 | -3.97 | timeout |
| 06-24 05:01 | ETH | Sell | 1669.43→1669.67 | -1.06 | timeout |
| 06-24 04:02 | BTC | Sell | 62751.9→62722.1 | -0.41 | timeout |
| 06-23 20:29 | BTC | Sell | 62561.9→62475.1 | +0.49 | timeout |
| 06-23 18:59 | ETH | Sell | 1660.23→1654.67 | +2.44 | timeout |
| 06-23 18:06 | BTC | Sell | 62422.9→62353.1 | +0.22 | timeout |
| 06-23 16:02 | BTC | Sell | 62513.9→62448.1 | +0.15 | timeout |
| 06-23 15:59 | ETH | Buy | 1659.57→1658.63 | -1.46 | timeout |
| 06-23 14:01 | BTC | Sell | 62379.9→62547.1 | -3.61 | timeout |
| 06-23 08:17 | ETH | Buy | 1678.17→1655.01 | -14.70 | stop_loss |
| 06-23 08:14 | ETH | Sell | 1711.63→1674.27 | +20.89 | take_profit |
| 06-23 05:08 | ETH | Sell | 1732.53→1717.97 | +7.51 | timeout |
| 06-23 04:11 | BTC | Sell | 63905.8→64038.2 | -2.97 | timeout |
| 06-23 03:04 | ETH | Sell | 1724.23→1728.17 | -3.17 | timeout |
| 06-22 17:30 | BTC | Buy | 65325.3→64430.5 | -14.60 | stop_loss |
| 06-22 15:50 | ETH | Buy | 1766.38→1742.15 | -14.63 | stop_loss |
| 06-22 08:02 | BTC | Buy | 63911.2→64156.8 | +2.96 | timeout |
| 06-22 01:18 | ETH | Sell | 1711.43→1734.94 | -14.61 | stop_loss |
| 06-22 01:14 | BTC | Buy | 63575.2→63822.8 | +2.98 | timeout |
| 06-22 01:13 | ETH | Buy | 1709.47→1724.63 | +7.92 | timeout |
| 06-21 22:07 | ETH | Buy | 1722.47→1716.73 | -4.22 | timeout |
| 06-21 20:03 | ETH | Buy | 1729.17→1732.43 | +0.97 | timeout |
| 06-21 13:08 | ETH | Sell | 1727.33→1725.77 | -0.02 | timeout |
| 06-21 12:00 | BTC | Buy | 64164.2→64132.8 | -1.37 | timeout |
| 06-21 11:02 | ETH | Buy | 1734.27→1732.23 | -2.08 | timeout |
| 06-21 04:02 | ETH | Sell | 1737.73→1737.17 | -0.57 | timeout |
| 06-19 20:48 | BTC | Sell | 63165.8→63151.2 | -0.65 | timeout |
| 06-19 19:08 | ETH | Sell | 1705.63→1702.47 | +0.98 | timeout |
| 06-19 18:12 | BTC | Sell | 63036.8→63134.2 | -2.44 | timeout |
| 06-19 16:05 | BTC | Sell | 62625.9→63167.2 | -9.55 | timeout |
| 06-19 13:45 | BTC | Sell | 62357.9→63207.7 | -14.56 | stop_loss |
| 06-19 12:02 | BTC | Sell | 62573.9→62632.1 | -1.86 | timeout |
| 06-19 12:02 | ETH | Sell | 1694.33→1692.97 | -0.09 | timeout |
| 06-19 09:41 | BTC | Sell | 62572.9→62394.1 | +1.91 | timeout |
| 06-19 07:33 | BTC | Sell | 62727.9→62712.1 | -0.66 | timeout |
| 06-19 05:08 | BTC | Sell | 63006.8→62599.1 | +5.55 | timeout |
| 06-19 03:04 | BTC | Sell | 62855.9→62950.1 | -2.43 | timeout |
| 06-19 00:58 | BTC | Sell | 63078.8→62973.1 | +0.74 | timeout |
| 06-18 22:53 | BTC | Sell | 62746.9→62850.1 | -2.57 | timeout |
| 06-18 20:49 | BTC | Sell | 62676.9→63069.2 | -7.21 | timeout |
| 06-18 20:01 | ETH | Sell | 1688.53→1711.73 | -14.62 | stop_loss |
| 06-18 19:51 | ETH | Sell | 1682.23→1705.42 | -14.68 | stop_loss |
| 06-18 15:40 | BTC | Buy | 63617.2→62749.5 | -14.54 | stop_loss |
| 06-18 10:06 | ETH | Sell | 1730.33→1744.87 | -9.26 | timeout |
| 06-18 05:03 | BTC | Buy | 64583.2→63704.9 | -14.50 | stop_loss |
| 06-17 19:40 | BTC | Buy | 65079.3→64193.7 | -14.51 | stop_loss |
| 06-17 19:38 | ETH | Sell | 1773.32→1734.47 | +21.02 | take_profit |
| 06-17 19:29 | BTC | Sell | 65776.7→64284.2 | +21.80 | take_profit |
| 06-17 14:12 | ETH | Sell | 1771.72→1758.38 | +6.63 | timeout |
| 06-17 12:13 | ETH | Sell | 1779.72→1764.58 | +7.60 | timeout |
| 06-17 04:00 | BTC | Buy | 65670.3→65831.7 | +1.54 | timeout |
| 06-16 20:07 | BTC | Sell | 65805.7→65605.3 | +2.18 | timeout |
| 06-16 10:42 | BTC | Sell | 66412.7→66571.3 | -3.28 | timeout |
| 06-16 08:54 | ETH | Sell | 1782.52→1807.08 | -14.68 | stop_loss |
| 06-16 08:36 | ETH | Sell | 1763.42→1787.67 | -14.66 | stop_loss |
| 06-16 06:03 | ETH | Sell | 1792.42→1763.58 | +15.18 | timeout |
| 06-16 04:03 | ETH | Sell | 1793.52→1777.68 | +7.93 | timeout |
| 06-15 23:00 | BTC | Buy | 66724.3→66163.7 | -9.32 | timeout |
| 06-15 20:06 | ETH | Sell | 1841.42→1823.88 | +8.64 | timeout |
| 06-15 04:16 | ETH | Sell | 1725.73→1719.17 | +2.92 | timeout |
| 06-14 20:35 | ETH | Sell | 1667.63→1669.17 | -1.80 | timeout |
| 06-14 12:30 | ETH | Sell | 1676.93→1672.57 | +1.71 | timeout |
| 06-14 07:50 | BTC | Sell | 64492.8→64398.2 | +0.57 | timeout |
| 06-14 04:02 | BTC | Sell | 64414.8→64512.2 | -2.43 | timeout |
| 06-14 00:04 | ETH | Sell | 1676.63→1678.87 | -2.21 | timeout |
| 06-13 21:21 | ETH | Sell | 1675.93→1676.47 | -1.24 | timeout |
Paper vs Live
Paper (trades.jsonl)
436
closed
44%
win rate
-377.91
total pnl ($)
-8.7 bps
avg bps net
Live (dry_run=0)
22
closed
41%
win rate
-0.20
total pnl ($)
-1.2 bps
avg bps net
Live WR is 92% of paper WR (41% vs 44%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 221 | 41% | -11.6 | -257.30 |
| BTC | 215 | 48% | -5.6 | -120.61 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 04:03 | ETH | Sell | -1.31 | ETH traded in a narrow range with slight bearish bias, showing low volatility and mixed signals across timeframes. The short thesis failed because the position was closed by timeout before the anticipated downside materialized, as the market remained range-… |
| 05-10 04:01 | BTC | Buy | +0.13 | BTC was trading in a narrow range with low volatility, showing mild positive momentum over 24h and 7d. The thesis failed because the trade expired via timeout without reaching the target or stop, as the market lacked the directional conviction needed to tri… |
| 05-09 22:05 | BTC | Buy | -1.79 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but weekly weakness. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time window. |
| 05-09 20:03 | BTC | Buy | +4.00 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but a weekly downtrend. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 12:39 | BTC | Sell | +0.46 | The market was in a mild downtrend across major cryptocurrencies, with BTC and ETH both declining over the past 24 hours and 7 days. The thesis failed because the trade was closed due to a timeout, meaning the expected price movement did not materialize wit… |
| 05-09 12:01 | ETH | Sell | -1.39 | ETH was declining across all timeframes with negative funding and falling open interest, confirming a bearish short-term regime. The short thesis failed because the trade was closed by timeout before the expected continuation materialized, resulting in a sm… |
| 05-09 06:59 | BTC | Sell | +1.26 | BTC was in a mild downtrend with low volatility and neutral funding. The short thesis failed to capture meaningful downside, and the trade was closed by timeout with a small profit. |
| 05-09 04:58 | BTC | Sell | -3.05 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour uptick but a broader 7-day decline. The sell thesis failed because the market did not move decisively within the timeout period, leading to a small loss from funding costs. |
| 05-09 04:03 | ETH | Sell | -5.75 | ETH was declining across all timeframes with negative funding and falling open interest, indicating persistent bearish pressure. The short thesis failed because the trade was closed due to timeout before the expected continuation materialized, resulting in … |
| 05-08 20:04 | BTC | Buy | +1.34 | The market was in a short-term uptrend within a broader weekly decline, with BTC recovering 0.29% in the hour but still down over 2% on the day. The thesis failed because the trade was closed by timeout before the anticipated intraday momentum could materia… |