46
closed trades
46%
win rate
-26.31
total pnl ($)
1.059
weight
7d window — n=9 wr=33% pnl=-11.25
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:47:08 (26.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_gq
n: 63
· wr: 44.4%
· total_bps: -736.4
· mean_bps: -11.69
· sharpe: -0.13
· max_dd_bps: -1131.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 46 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-29 02:49 | ADA | Sell | 0.142474→0.144488 | -7.52 | stop_loss |
| 06-28 13:13 | ADA | Buy | 0.145776→0.144254 | -5.65 | timeout |
| 06-27 15:11 | ADA | Sell | 0.147113→0.149192 | -7.52 | stop_loss |
| 06-26 12:00 | BTC | Sell | 60523→59405 | +8.80 | timeout |
| 06-26 06:22 | ADA | Sell | 0.141655→0.143668 | -7.56 | stop_loss |
| 06-25 13:45 | ADA | Sell | 0.148123→0.144886 | +10.48 | take_profit |
| 06-25 04:03 | ADA | Buy | 0.148657→0.147233 | -5.18 | timeout |
| 06-24 18:22 | BNB | Sell | 547.583→555.286 | -7.49 | stop_loss |
| 06-24 17:19 | SOL | Sell | 67.3009→65.8399 | +10.40 | take_profit |
| 06-23 04:03 | ADA | Sell | 0.15833→0.15991 | -5.45 | timeout |
| 06-20 08:00 | ADA | Buy | 0.162431→0.162889 | +0.95 | timeout |
| 06-20 04:00 | ADA | Sell | 0.162109→0.162441 | -1.47 | timeout |
| 06-19 04:31 | ADA | Sell | 0.164049→0.16048 | +10.43 | take_profit |
| 06-18 22:01 | ADA | Buy | 0.16115→0.163079 | +5.51 | timeout |
| 06-18 15:19 | ADA | Sell | 0.165729→0.163181 | +7.17 | timeout |
| 06-18 04:07 | ADA | Sell | 0.167288→0.166222 | +2.70 | timeout |
| 06-17 18:05 | ADA | Sell | 0.171567→0.167812 | +10.50 | take_profit |
| 06-17 04:04 | ADA | Buy | 0.172183→0.173217 | +2.57 | timeout |
| 06-14 12:52 | ADA | Buy | 0.170333→0.167904 | -7.55 | stop_loss |
| 06-13 20:15 | ADA | Sell | 0.173427→0.172173 | +3.12 | timeout |
| 06-12 09:32 | DOGE | Sell | 0.0859025→0.0871103 | -7.47 | stop_loss |
| 06-11 01:41 | ADA | Sell | 0.16083→0.163122 | -7.57 | stop_loss |
| 06-09 17:17 | ADA | Sell | 0.162189→0.164493 | -7.54 | stop_loss |
| 06-09 12:13 | ADA | Sell | 0.168818→0.167982 | +2.02 | timeout |
| 06-08 11:22 | ETH | Sell | 1669.33→1692.31 | -7.32 | stop_loss |
| 06-08 08:14 | ADA | Sell | 0.163049→0.163321 | -1.26 | timeout |
| 06-08 04:06 | SOL | Buy | 66.1809→65.8491 | -2.91 | timeout |
| 06-08 00:39 | ADA | Sell | 0.164179→0.166585 | -7.77 | stop_loss |
| 06-06 16:30 | SOL | Buy | 62.3173→61.448 | -7.42 | stop_loss |
| 06-06 12:47 | ADA | Sell | 0.155151→0.157348 | -7.56 | stop_loss |
| 06-05 12:01 | BNB | Sell | 590.302→588.647 | +0.97 | timeout |
| 06-05 12:01 | ETH | Sell | 1673.83→1658.87 | +4.00 | timeout |
| 06-05 09:13 | ADA | Sell | 0.16053→0.162812 | -7.58 | stop_loss |
| 06-03 03:49 | ADA | Sell | 0.212377→0.207712 | +10.53 | take_profit |
| 05-31 00:25 | BNB | Sell | 717.011→727.125 | -7.50 | stop_loss |
| 05-31 00:14 | BNB | Sell | 720.6→723.011 | -2.10 | timeout |
| 05-30 14:27 | BNB | Sell | 672.672→682.111 | -7.46 | stop_loss |
| 05-26 20:01 | DOGE | Sell | 0.101965→0.101145 | +3.52 | timeout |
| 05-26 20:00 | SOL | Sell | 84.4273→83.7396 | +3.59 | timeout |
| 05-26 20:00 | ADA | Sell | 0.242269→0.24012 | +3.92 | timeout |
| 05-26 04:00 | ADA | Sell | 0.243379→0.24094 | +4.54 | timeout |
| 05-24 19:59 | ADA | Sell | 0.242739→0.242581 | -0.15 | timeout |
| 05-23 19:59 | SOL | Buy | 84.0576→84.9063 | +4.59 | timeout |
| 05-23 12:01 | ETH | Sell | 2026.1→2031 | -1.66 | timeout |
| 05-23 12:01 | DOGE | Sell | 0.0987933→0.0991968 | -2.51 | timeout |
| 05-21 12:00 | ADA | Sell | 0.248958→0.246452 | +4.55 | timeout |
Paper vs Live
Paper (trades.jsonl)
46
closed
46%
win rate
-26.31
total pnl ($)
-11.3 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 | 29 | 48% | -5.6 | -8.33 |
| SOL | 5 | 60% | +33.0 | +8.25 |
| BNB | 5 | 20% | -94.5 | -23.58 |
| DOGE | 3 | 33% | -42.7 | -6.46 |
| ETH | 3 | 33% | -33.2 | -4.98 |
| BTC | 1 | 100% | +175.7 | +8.80 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 18:29 | ADA | Sell | -7.35 | ADA was declining across timeframes with negative momentum in both spot and funding rates. The short thesis failed because the stop_loss was triggered by a temporary intraday bounce against the broader downtrend. |
| 05-07 06:28 | ETH | Buy | +0.58 | ETH was in a mild downtrend across all timeframes with negative funding and declining open interest. The trade closed on timeout with a small profit, likely because the thesis of a short-term bounce failed to materialize in the given window. |
| 05-04 20:09 | ADA | Sell | -1.56 | The market was in a low-volatility consolidation phase with minimal momentum across major assets and neutral funding rates. The thesis failed because the trade was closed due to a timeout, preventing any potential recovery from the initial entry. |
| 05-01 03:19 | ADA | Sell | -7.44 | ADA was grinding sideways to slightly positive on the 1h/24h timeframe (0.67%–0.85% gains) while Bitcoin and Ethereum showed modest strength, offering no directional catalyst to violate the trade's 4-hour horizon. The MEXC–Bitget spread gap of +3.28 bps tha… |
| 04-30 06:51 | ADA | Sell | +0.59 | At close, ADA was flat intraday (+0.21% 1h) but weak on the day (-1.31% 24h) amid broader crypto weakness, with BTC down 1.70% 24h and ETH down 3.34% 24h, while funding rates remained benign at 0.01%. The thesis failed because the MEXC-side premium (+0.0078… |
| 04-29 18:12 | ADA | Sell | +10.56 | At close, ADA was declining sharply (1h=-1.63%, 24h=-2.52%) alongside broad crypto weakness in BTC and ETH, creating downward pressure across the market. The trade's thesis worked because the MEXC +0.0022% outperformance versus BITGET's -0.0279% underperfor… |
| 04-27 12:01 | ADA | Sell | -1.48 | ADA was trading near-flat on the 1-hour timeframe (-2.43% over 24h) with minimal volatility, while Bitcoin and Ethereum showed mixed but relatively stable price action across timeframes. The trade failed because the funding spread gap (+4.22 bps) that trigg… |