928
closed trades
41%
win rate
-1604.52
total pnl ($)
2.091
weight
7d window — n=106 wr=45% pnl=+142.61
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 17:43:34 (41.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
recovered_018
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
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 15:10 | SOL | Sell | 71.7762→73.2706 | -27.16 | stop_loss |
| 06-27 15:03 | OP | Sell | 0.104694→0.102596 | +23.80 | timeout |
| 06-27 12:09 | ATOM | Sell | 1.5807→1.61101 | -25.16 | stop_loss |
| 06-27 11:50 | ADA | Buy | 0.148347→0.146913 | -13.11 | timeout |
| 06-27 09:32 | DOGE | Sell | 0.0752952→0.0753568 | -2.12 | timeout |
| 06-27 09:15 | ATOM | Sell | 1.5805→1.5827 | -3.21 | timeout |
| 06-27 07:52 | INJ | Buy | 4.86662→5.02184 | +38.83 | take_profit |
| 06-27 05:08 | INJ | Buy | 4.89642→4.8009 | -25.49 | stop_loss |
| 06-27 01:50 | BNB | Buy | 567.212→566.108 | -3.68 | timeout |
| 06-27 01:38 | INJ | Buy | 4.7967→4.87538 | +19.30 | timeout |
| 06-26 23:01 | SUI | Buy | 0.683851→0.698785 | +26.05 | timeout |
| 06-26 22:56 | XRP | Buy | 1.03646→1.04664 | +11.22 | timeout |
| 06-26 22:56 | ETH | Buy | 1552.96→1576.84 | +18.17 | timeout |
| 06-26 16:00 | ADA | Buy | 0.144416→0.148983 | +38.40 | take_profit |
| 06-26 15:40 | APT | Sell | 0.591552→0.603052 | -25.40 | stop_loss |
| 06-26 12:43 | DOGE | Buy | 0.0743246→0.0728883 | -25.30 | stop_loss |
| 06-26 12:43 | DOGE | Buy | 0.0743156→0.0728883 | -25.18 | stop_loss |
| 06-26 12:05 | BTC | Sell | 59868→59484 | +6.93 | timeout |
| 06-26 11:54 | XRP | Buy | 1.03036→1.01945 | -14.35 | timeout |
| 06-26 11:53 | LINK | Buy | 7.26182→7.12335 | -25.01 | stop_loss |
| 06-26 07:03 | LINK | Buy | 7.05686→7.27918 | +38.19 | take_profit |
| 06-26 06:39 | ARB | Buy | 0.0712178→0.0734716 | +38.38 | take_profit |
| 06-26 03:46 | SUI | Sell | 0.663044→0.675716 | -25.00 | stop_loss |
| 06-26 02:13 | BTC | Buy | 59775→58652.7 | -24.58 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1569.96→1540.58 | -24.41 | stop_loss |
| 06-26 01:34 | AVAX | Buy | 6.24146→6.12281 | -24.87 | stop_loss |
| 06-26 01:26 | APT | Buy | 0.597049→0.585561 | -25.11 | stop_loss |
| 06-26 01:15 | APT | Sell | 0.597551→0.591148 | +11.96 | timeout |
| 06-25 22:42 | AVAX | Buy | 6.10853→6.19615 | +16.68 | timeout |
| 06-25 22:03 | BTC | Buy | 58959.9→60110 | +23.23 | timeout |
| 06-25 21:54 | OP | Buy | 0.101275→0.104484 | +38.43 | take_profit |
| 06-25 17:41 | APT | Buy | 0.584746→0.603649 | +39.32 | take_profit |
| 06-25 17:16 | APT | Buy | 0.579845→0.59825 | +38.58 | take_profit |
| 06-25 15:57 | ATOM | Sell | 1.601→1.63332 | -26.39 | stop_loss |
| 06-25 13:47 | NEAR | Sell | 1.93512→1.87407 | +38.32 | take_profit |
| 06-25 13:46 | AVAX | Buy | 6.27947→6.15938 | -25.03 | stop_loss |
| 06-25 12:27 | SOL | Buy | 69.0994→67.7959 | -24.68 | stop_loss |
| 06-25 11:41 | NEAR | Sell | 1.97271→1.91048 | +38.29 | take_profit |
| 06-25 11:11 | INJ | Buy | 4.24696→4.16298 | -25.81 | stop_loss |
| 06-25 10:45 | BNB | Buy | 565.451→564.659 | -3.00 | timeout |
| 06-25 08:33 | BNB | Buy | 564.851→568.898 | +7.70 | timeout |
| 06-25 06:22 | BNB | Buy | 563.751→570.967 | +14.75 | timeout |
| 06-25 05:02 | AVAX | Sell | 6.4142→6.5364 | -24.95 | stop_loss |
| 06-25 04:00 | INJ | Buy | 4.22916→4.14769 | -25.28 | stop_loss |
| 06-25 00:21 | OP | Buy | 0.103456→0.106993 | +41.59 | take_profit |
| 06-24 22:01 | ATOM | Sell | 1.63009→1.66125 | -24.92 | stop_loss |
| 06-24 22:00 | SOL | Buy | 66.0179→68.1118 | +38.53 | take_profit |
| 06-24 20:49 | ADA | Buy | 0.140625→0.145064 | +38.43 | take_profit |
| 06-24 20:40 | AVAX | Buy | 6.11513→6.30812 | +38.32 | take_profit |
| 06-24 20:06 | OP | Buy | 0.0981945→0.101465 | +40.48 | take_profit |
| 06-24 16:51 | ADA | Buy | 0.143766→0.140974 | -25.41 | stop_loss |
| 06-24 16:51 | APT | Sell | 0.624544→0.604251 | +39.31 | take_profit |
| 06-24 16:48 | AVAX | Buy | 6.31108→6.19075 | -24.98 | stop_loss |
| 06-24 15:43 | OP | Sell | 0.101445→0.0993548 | +24.53 | timeout |
| 06-24 13:22 | ADA | Buy | 0.148237→0.145331 | -25.63 | stop_loss |
| 06-24 13:22 | ADA | Sell | 0.150432→0.145636 | +38.74 | take_profit |
| 06-24 10:10 | ADA | Buy | 0.152468→0.149548 | -25.02 | stop_loss |
| 06-24 10:06 | INJ | Sell | 4.53926→4.49012 | +12.12 | timeout |
| 06-24 08:54 | OP | Sell | 0.101785→0.102046 | -4.30 | timeout |
| 06-24 04:28 | BNB | Sell | 575.916→574.654 | +1.74 | timeout |
| 06-24 04:20 | ARB | Buy | 0.0790698→0.0775118 | -25.71 | stop_loss |
| 06-24 02:29 | ARB | Buy | 0.0784696→0.0784104 | -1.89 | timeout |
| 06-23 23:02 | AVAX | Buy | 6.32288→6.45749 | +25.55 | timeout |
| 06-23 21:58 | INJ | Sell | 4.56006→4.57924 | -6.35 | timeout |
| 06-23 20:20 | APT | Sell | 0.633442→0.645784 | -25.41 | stop_loss |
| 06-23 17:56 | INJ | Sell | 4.58615→4.50293 | +21.32 | timeout |
| 06-23 16:06 | ARB | Sell | 0.0791602→0.0785196 | +8.82 | timeout |
| 06-23 13:48 | XRP | Sell | 1.11412→1.10198 | +12.40 | timeout |
| 06-23 12:53 | BNB | Sell | 587.673→572.903 | +29.92 | timeout |
| 06-23 12:18 | ATOM | Sell | 1.74086→1.77493 | -25.60 | stop_loss |
| 06-23 08:13 | SOL | Sell | 71.8112→69.4664 | +39.36 | take_profit |
| 06-23 06:20 | ARB | Sell | 0.0831592→0.0805101 | +38.67 | take_profit |
| 06-23 05:13 | ADA | Buy | 0.15888→0.15858 | -2.86 | timeout |
| 06-23 02:23 | SUI | Sell | 0.723649→0.71971 | +5.68 | timeout |
| 06-23 01:43 | LTC | Sell | 44.7968→44.5951 | +4.46 | timeout |
| 06-22 22:28 | AVAX | Buy | 6.31238→6.19245 | -24.61 | stop_loss |
| 06-22 22:28 | SOL | Buy | 73.126→71.7373 | -24.66 | stop_loss |
| 06-22 19:10 | BNB | Buy | 601.52→589.987 | -25.02 | stop_loss |
| 06-22 16:03 | INJ | Buy | 4.87992→4.78631 | -24.94 | stop_loss |
| 06-22 15:50 | ARB | Buy | 0.0862115→0.0845066 | -25.90 | stop_loss |
| 06-22 14:29 | INJ | Buy | 5.00565→4.90992 | -25.02 | stop_loss |
| 06-22 13:48 | AVAX | Buy | 6.25976→6.46098 | +39.05 | take_profit |
| 06-22 11:26 | ARB | Buy | 0.0834909→0.0861385 | +38.63 | take_profit |
| 06-22 11:10 | SUI | Buy | 0.703936→0.726288 | +38.45 | take_profit |
| 06-22 09:10 | INJ | Buy | 4.89502→4.88628 | -3.48 | timeout |
| 06-22 07:06 | NEAR | Sell | 2.13976→2.18103 | -25.20 | stop_loss |
| 06-22 05:47 | AVAX | Buy | 6.18094→6.30302 | +23.53 | timeout |
| 06-22 01:26 | ARB | Buy | 0.0824106→0.0851087 | +39.79 | take_profit |
| 06-22 01:23 | LINK | Sell | 7.80505→7.95496 | -25.12 | stop_loss |
| 06-22 00:25 | APT | Sell | 0.649937→0.662697 | -25.67 | stop_loss |
| 06-21 21:49 | ADA | Buy | 0.16137→0.15994 | -12.26 | timeout |
| 06-21 21:09 | SUI | Buy | 0.711098→0.697477 | -24.88 | stop_loss |
| 06-21 21:04 | ATOM | Buy | 1.77414→1.76816 | -5.19 | timeout |
| 06-21 19:02 | DOGE | Buy | 0.0832608→0.0834871 | +2.31 | timeout |
| 06-21 18:56 | ATOM | Buy | 1.78305→1.77146 | -9.32 | timeout |
| 06-21 11:41 | ADA | Buy | 0.162311→0.16106 | -10.80 | timeout |
| 06-21 10:48 | ATOM | Buy | 1.78735→1.78285 | -4.21 | timeout |
| 06-21 10:02 | AVAX | Buy | 6.24336→6.31052 | +12.40 | timeout |
| 06-21 08:13 | INJ | Sell | 5.06063→5.00575 | +12.34 | timeout |
| 06-21 08:00 | OP | Buy | 0.103776→0.102994 | -10.28 | timeout |
Paper vs Live
Paper (trades.jsonl)
928
closed
41%
win rate
-1604.52
total pnl ($)
-13.8 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 | 155 | 36% | -29.4 | -568.34 |
| APT | 82 | 39% | -34.1 | -351.69 |
| BTC | 74 | 46% | -18.3 | -170.59 |
| ATOM | 63 | 41% | +0.4 | +2.19 |
| ETH | 62 | 44% | -9.6 | -74.69 |
| OP | 59 | 46% | +14.9 | +110.89 |
| INJ | 56 | 27% | -64.1 | -451.24 |
| AVAX | 51 | 47% | +40.3 | +257.53 |
| ARB | 48 | 54% | +35.3 | +212.64 |
| NEAR | 48 | 29% | -57.7 | -346.46 |
| BNB | 36 | 42% | -3.8 | -17.79 |
| LTC | 35 | 43% | -11.1 | -48.85 |
| SUI | 35 | 37% | -36.3 | -159.73 |
| XRP | 33 | 39% | -24.3 | -99.94 |
| DOGE | 32 | 53% | +25.0 | +99.68 |
| SOL | 32 | 41% | +10.8 | +41.85 |
| LINK | 27 | 48% | -11.6 | -39.99 |
Recent bounces (last 20 of 9)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 15:43 | OP | Buy | circuit_breaker |
| 06-27 15:43 | APT | Buy | circuit_breaker |
| 06-27 13:44 | INJ | Buy | circuit_breaker |
| 06-27 13:44 | APT | Buy | circuit_breaker |
| 06-27 12:10 | SOL | Sell | circuit_breaker |
| 06-27 12:10 | SOL | Sell | circuit_breaker |
| 06-27 11:46 | OP | Sell | circuit_breaker |
| 06-27 11:46 | OP | Sell | circuit_breaker |
| 06-27 10:30 | ATOM | Sell | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 02:06 | BTC | Buy | -3.71 | The market was in a mild uptrend with low volatility and neutral funding, showing no clear directional momentum. The thesis failed because the trade was closed by timeout without reaching any target or stop, indicating the expected move never materialized i… |
| 05-10 02:06 | BTC | Buy | -3.71 | The market was in a mild uptrend with low volatility and neutral funding, showing no strong directional conviction. The thesis failed because the trade was closed by timeout without reaching entry or exit, indicating the expected setup never materialized in… |
| 05-10 02:06 | BTC | Buy | -3.71 | BTC was trading in a narrow, low-volatility range with slightly positive short-term momentum and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-10 02:06 | BTC | Buy | -3.71 | BTC was trading in a narrow range with low volatility and neutral funding, showing no clear directional bias. The thesis failed because the expected breakout did not materialize within the time limit, leading to a timeout exit with a small loss. |
| 05-10 02:06 | BTC | Buy | -3.71 | BTC was trading in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the market lacked directional conviction to trigger a… |
| 05-10 02:06 | BTC | Buy | -3.71 | BTC was trading in a narrow, low-volatility range with neutral funding and flat OI. The buy thesis failed because the market lacked directional momentum, and the trade was closed by timeout without reaching a profit target. |
| 05-10 02:06 | BTC | Buy | -3.71 | The market was in a low-funding, neutral regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable move within … |
| 05-10 02:06 | BTC | Buy | -3.71 | The market was in a low-funding, sideways consolidation with no directional momentum. The thesis failed because the trade was closed by timeout without reaching entry or exit, indicating the anticipated move never materialized. |
| 05-10 02:06 | BTC | Buy | -3.71 | The market was in a low-volatility, sideways grind with BTC up only 0.06% on the hour and 1.36% over 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move never materialized in the given time window. |
| 05-10 02:06 | BTC | Buy | -3.71 | BTC was trading in a narrow range with low volatility, showing slight gains over the past 24 hours and week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotted time. |