440
closed trades
47%
win rate
-263.88
total pnl ($)
1.209
weight
7d window — n=35 wr=46% pnl=-1.07
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:03:12 (40.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
fy
n: 320
· wr: 45.0%
· total_bps: -1231.6
· mean_bps: -3.85
· sharpe: -0.04
· max_dd_bps: -1851.1
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 |
|---|---|---|---|---|---|
| 06-26 15:08 | ATOM | Sell | 1.6069→1.5993 | +2.55 | timeout |
| 06-26 13:19 | AVAX | Buy | 6.15364→6.03647 | -13.96 | stop_loss |
| 06-26 12:40 | BTC | Buy | 60269→59131.5 | -13.86 | stop_loss |
| 06-26 11:16 | BNB | Buy | 560.96→564.369 | +3.57 | timeout |
| 06-26 11:00 | DOGE | Buy | 0.0742326→0.0736336 | -6.33 | timeout |
| 06-26 08:37 | INJ | Buy | 4.3959→4.53936 | +22.25 | take_profit |
| 06-26 06:54 | AVAX | Sell | 6.13437→6.25309 | -14.16 | stop_loss |
| 06-26 04:41 | BNB | Buy | 560.07→560.48 | -0.17 | timeout |
| 06-26 03:01 | ETH | Sell | 1568.14→1518.15 | +21.68 | take_profit |
| 06-26 02:13 | SUI | Sell | 0.682869→0.661225 | +21.55 | take_profit |
| 06-26 02:13 | NEAR | Buy | 1.81095→1.77627 | -14.06 | stop_loss |
| 06-26 02:13 | APT | Buy | 0.583246→0.572171 | -13.92 | stop_loss |
| 06-26 00:05 | ETH | Sell | 1570.24→1568.56 | +0.10 | timeout |
| 06-25 21:59 | OP | Buy | 0.102286→0.105544 | +21.65 | take_profit |
| 06-25 21:36 | ADA | Sell | 0.141285→0.144028 | -14.22 | stop_loss |
| 06-25 21:11 | BNB | Buy | 550.328→556.391 | +7.03 | timeout |
| 06-25 21:00 | AVAX | Buy | 6.11043→6.13667 | +2.38 | timeout |
| 06-25 19:03 | OP | Buy | 0.102816→0.100854 | -13.98 | stop_loss |
| 06-25 18:46 | SUI | Buy | 0.685101→0.672096 | -13.92 | stop_loss |
| 06-25 16:10 | ADA | Sell | 0.142424→0.145139 | -13.97 | stop_loss |
| 06-25 16:06 | INJ | Sell | 4.17606→4.25549 | -13.94 | stop_loss |
| 06-25 13:49 | INJ | Buy | 4.22015→4.13859 | -14.11 | stop_loss |
| 06-25 13:48 | LTC | Sell | 41.6646→40.5941 | +17.37 | timeout |
| 06-25 13:43 | ARB | Sell | 0.0771707→0.0747287 | +21.47 | take_profit |
| 06-25 13:40 | BTC | Buy | 61743.1→60594.7 | -13.62 | stop_loss |
| 06-25 12:26 | ADA | Buy | 0.149307→0.14641 | -14.21 | stop_loss |
| 06-25 06:08 | SUI | Buy | 0.685871→0.691567 | +5.13 | timeout |
| 06-25 05:59 | ETH | Buy | 1620.96→1645.84 | +10.06 | timeout |
| 06-25 05:58 | SOL | Sell | 68.0438→69.0734 | -11.17 | timeout |
| 06-25 05:07 | AVAX | Sell | 6.42579→6.54981 | -14.15 | stop_loss |
| 06-25 04:33 | NEAR | Buy | 1.96519→1.92765 | -13.98 | stop_loss |
| 06-24 22:00 | LTC | Buy | 39.7559→41.0167 | +21.59 | take_profit |
| 06-24 22:00 | ETH | Buy | 1573.46→1623.54 | +21.61 | take_profit |
| 06-24 20:07 | AVAX | Buy | 6.05241→6.24304 | +21.41 | take_profit |
| 06-24 18:26 | INJ | Buy | 4.16454→4.29823 | +21.84 | take_profit |
| 06-24 18:22 | APT | Sell | 0.595451→0.606855 | -14.04 | stop_loss |
| 06-18 21:44 | BTC | Buy | 62793.1→62885.9 | +0.43 | timeout |
| 06-18 21:44 | DOGE | Buy | 0.0822035→0.0832182 | +7.98 | timeout |
| 06-18 21:43 | AVAX | Sell | 6.27383→6.28897 | -2.34 | timeout |
| 06-18 21:43 | ARB | Buy | 0.0825206→0.0843289 | +14.69 | timeout |
| 06-18 21:43 | APT | Buy | 0.628357→0.634841 | +6.56 | timeout |
| 06-15 22:08 | BTC | Buy | 67077.4→66420.7 | -7.50 | timeout |
| 06-15 22:08 | DOGE | Sell | 0.0902594→0.0889012 | +9.85 | timeout |
| 06-15 22:08 | ATOM | Sell | 1.9982→1.95839 | +13.21 | timeout |
| 06-15 20:48 | ADA | Sell | 0.187773→0.181725 | +21.90 | take_profit |
| 06-15 19:19 | AVAX | Buy | 7.02606→6.88923 | -14.28 | stop_loss |
| 06-10 20:53 | ETH | Buy | 1641.36→1625.74 | -7.25 | timeout |
| 06-10 19:58 | ARB | Sell | 0.0803499→0.0784896 | +15.52 | timeout |
| 06-10 19:57 | ATOM | Buy | 1.79415→1.77916 | -6.53 | timeout |
| 06-10 19:57 | BNB | Buy | 592.948→587.773 | -6.74 | timeout |
| 06-10 19:57 | LTC | Sell | 42.7723→41.6004 | +18.52 | timeout |
| 06-10 14:37 | NEAR | Buy | 2.13743→2.09683 | -13.93 | stop_loss |
| 06-10 13:50 | BNB | Sell | 588.133→594.699 | -8.44 | timeout |
| 06-10 13:35 | ETH | Sell | 1619.54→1649.89 | -13.75 | stop_loss |
| 06-10 12:18 | ATOM | Buy | 1.79415→1.85114 | +21.60 | take_profit |
| 06-10 09:20 | APT | Buy | 0.654464→0.641818 | -14.12 | stop_loss |
| 06-10 09:14 | ARB | Buy | 0.0797699→0.0781813 | -14.56 | stop_loss |
| 06-10 08:39 | AVAX | Buy | 6.56234→6.43637 | -14.05 | stop_loss |
| 06-10 01:02 | LINK | Buy | 7.85606→7.87193 | +0.78 | timeout |
| 06-10 00:11 | ATOM | Buy | 1.76264→1.77576 | +4.53 | timeout |
| 06-09 22:43 | BTC | Buy | 61086.1→62016.9 | +10.06 | timeout |
| 06-09 22:43 | AVAX | Buy | 6.48682→6.65704 | +17.75 | timeout |
| 06-09 17:17 | DOGE | Sell | 0.0837111→0.0853149 | -14.05 | stop_loss |
| 06-09 17:17 | APT | Sell | 0.644039→0.656892 | -14.62 | stop_loss |
| 06-09 17:17 | ARB | Sell | 0.0784904→0.08001 | -14.19 | stop_loss |
| 06-09 15:01 | ADA | Sell | 0.168758→0.165921 | +11.17 | timeout |
| 06-09 14:11 | ARB | Buy | 0.0810002→0.0805799 | -4.32 | timeout |
| 06-09 13:32 | APT | Sell | 0.668033→0.669367 | -1.99 | timeout |
| 06-09 11:29 | NEAR | Buy | 2.14174→2.15556 | +3.84 | timeout |
| 06-09 11:20 | ATOM | Buy | 1.75994→1.7265 | -13.87 | stop_loss |
| 06-09 08:52 | AVAX | Buy | 6.62045→6.72532 | +10.41 | timeout |
| 06-09 08:12 | OP | Buy | 0.0941135→0.0952662 | +8.14 | timeout |
| 06-09 07:04 | BTC | Sell | 62619.9→63346.2 | -8.73 | timeout |
| 06-09 05:32 | ARB | Sell | 0.0806098→0.0822116 | -14.61 | stop_loss |
| 06-09 04:48 | LTC | Sell | 43.2892→42.8987 | +5.60 | timeout |
| 06-09 02:51 | APT | Buy | 0.650363→0.637921 | -14.01 | stop_loss |
| 06-09 00:47 | SOL | Sell | 67.5779→65.4348 | +21.46 | take_profit |
| 06-09 00:38 | ARB | Sell | 0.0830292→0.0803901 | +21.52 | take_profit |
| 06-09 00:33 | LINK | Sell | 8.11187→7.85116 | +21.83 | take_profit |
| 06-09 00:20 | AVAX | Buy | 6.8212→6.68189 | -14.83 | stop_loss |
| 06-08 22:45 | BNB | Buy | 604.831→604.819 | -0.70 | timeout |
| 06-08 21:14 | ATOM | Buy | 1.77444→1.80085 | +9.96 | timeout |
| 06-08 19:10 | SOL | Buy | 66.902→67.4199 | +4.83 | timeout |
| 06-08 19:03 | APT | Buy | 0.68177→0.685129 | +2.77 | timeout |
| 06-08 18:46 | INJ | Buy | 5.65991→5.83854 | +21.45 | take_profit |
| 06-08 17:34 | SUI | Buy | 0.75902→0.75883 | -0.84 | timeout |
| 06-08 16:42 | BNB | Buy | 597.929→604.489 | +7.00 | timeout |
| 06-08 15:09 | XRP | Sell | 1.15711→1.17958 | -14.22 | stop_loss |
| 06-08 12:43 | INJ | Sell | 5.62169→5.7301 | -14.15 | stop_loss |
| 06-08 12:29 | NEAR | Sell | 2.12717→2.16772 | -14.01 | stop_loss |
| 06-08 11:04 | AVAX | Buy | 6.60165→6.69183 | +8.93 | timeout |
| 06-08 11:04 | APT | Buy | 0.657964→0.667933 | +9.92 | timeout |
| 06-08 10:32 | BNB | Sell | 598.52→597.039 | +1.13 | timeout |
| 06-08 10:32 | ARB | Buy | 0.0818104→0.0821994 | +2.68 | timeout |
| 06-08 09:56 | SOL | Sell | 65.1122→66.3381 | -13.87 | stop_loss |
| 06-08 05:41 | SUI | Buy | 0.742846→0.728623 | -14.03 | stop_loss |
| 06-08 04:30 | AVAX | Sell | 6.7831→6.62816 | +15.37 | timeout |
| 06-08 04:30 | BNB | Buy | 604.161→598.03 | -7.75 | timeout |
| 06-08 04:30 | ATOM | Sell | 1.71197→1.72283 | -5.10 | timeout |
| 06-08 04:30 | ARB | Sell | 0.0830292→0.0818305 | +9.52 | timeout |
Paper vs Live
Paper (trades.jsonl)
440
closed
47%
win rate
-263.88
total pnl ($)
-8.5 bps
avg bps net
Live (dry_run=0)
23
closed
35%
win rate
-0.27
total pnl ($)
-26.8 bps
avg bps net
Live WR is 74% of paper WR (35% vs 47%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 60 | 53% | +12.9 | +52.05 |
| ETH | 54 | 48% | -9.9 | -37.12 |
| BTC | 54 | 44% | -22.0 | -81.58 |
| ATOM | 34 | 41% | -27.9 | -66.97 |
| AVAX | 32 | 47% | -1.8 | -4.40 |
| APT | 26 | 38% | -44.5 | -80.94 |
| ARB | 26 | 50% | -4.9 | -9.38 |
| BNB | 26 | 46% | -24.0 | -44.22 |
| LINK | 20 | 45% | -32.5 | -45.67 |
| NEAR | 17 | 53% | +18.6 | +22.06 |
| OP | 17 | 59% | +48.0 | +57.38 |
| INJ | 16 | 50% | +53.5 | +59.84 |
| LTC | 14 | 64% | +81.2 | +79.39 |
| DOGE | 13 | 38% | -38.0 | -34.75 |
| SOL | 11 | 36% | -82.2 | -63.26 |
| SUI | 11 | 36% | -46.3 | -35.84 |
| XRP | 9 | 33% | -48.4 | -30.48 |
Recent bounces (last 20 of 23)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 16:03 | APT | Sell | stale_intent |
| 06-26 15:05 | BNB | Buy | stale_intent |
| 06-26 13:30 | BTC | Buy | below_min_notional_skip |
| 06-26 09:23 | ATOM | Sell | stale_intent |
| 06-26 05:23 | BNB | Buy | trigger_already_opened |
| 06-26 05:15 | DOGE | Buy | trigger_already_opened |
| 06-26 05:13 | DOGE | Buy | trigger_already_opened |
| 06-26 04:31 | INJ | Buy | trigger_already_opened |
| 06-26 02:07 | APT | Buy | below_min_notional_skip |
| 06-25 23:17 | NEAR | Buy | below_min_notional_skip |
| 06-25 20:39 | OP | Buy | below_min_notional_skip |
| 06-25 18:11 | ETH | Sell | trigger_already_opened |
| 06-25 15:36 | INJ | Sell | trigger_already_opened |
| 06-25 15:36 | INJ | Sell | trigger_already_opened |
| 06-25 15:30 | INJ | Sell | trigger_already_opened |
| 06-25 15:21 | BNB | Buy | trigger_already_opened |
| 06-25 15:14 | AVAX | Buy | below_min_notional_skip |
| 06-25 15:14 | ADA | Sell | trigger_already_opened |
| 06-25 15:13 | AVAX | Buy | trigger_already_opened |
| 06-25 15:13 | ADA | Sell | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 04:10 | BTC | Sell | -3.17 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade expired via timeout before the expected bearish continuation materialized. |
| 05-09 04:09 | ETH | Buy | +1.12 | The market was in a mild downtrend over 24h and 7d, with ETH showing slightly weaker relative performance than BTC. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-09 02:47 | ADA | Buy | +13.39 | ADA was in a mild downtrend across timeframes with negative funding, reflecting bearish sentiment. The thesis failed because the trade was closed by timeout before a favorable move materialized, as the market lacked the momentum to trigger an exit. |
| 05-08 22:10 | BTC | Buy | +2.17 | BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed by timeout before a meaningful move materialized, as the short-term bounce lacked sufficient momentum to overcome the pr… |
| 05-08 21:10 | ETH | Buy | +6.42 | The market was in a short-term uptrend on the hourly chart but remained in a broader downtrend over the past day and week. The thesis failed because the trade was closed due to a timeout, likely as the price did not reach the target or stop within the allot… |
| 05-08 20:47 | ADA | Buy | +10.88 | ADA was in a short-term uptrend on the hourly chart but still down over the past 24 hours, with mixed signals from BTC and ETH. The trade succeeded because the timeout close captured a small profit during a brief intraday bounce, despite the broader bearish… |
| 05-08 16:09 | BTC | Sell | -0.90 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and 7 days. The short thesis failed because the trade expired via timeout before the anticipated continuation of the downtrend materialized. |
| 05-08 15:01 | ETH | Sell | -1.91 | 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 by timeout before the downtrend could fully materialize into a profitable e… |
| 05-08 14:36 | ADA | Buy | +6.47 | ADA was declining in a bearish market alongside BTC and ETH, with negative hourly and daily returns. The thesis failed because the trade was closed by timeout before a favorable move materialized, as the persistent downtrend prevented a profitable exit. |
| 05-08 09:48 | BTC | Sell | -2.02 | The market was in a mild downtrend with BTC declining 1.99% over 24 hours and negative funding. The short thesis failed because the trade expired via timeout before the expected move materialized, as the market remained range-bound without triggering the in… |