525
closed trades
42%
win rate
-440.40
total pnl ($)
0.562
weight
7d window — n=75 wr=40% pnl=-110.46
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:42:33 (24.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
eo
n: 768
· wr: 38.3%
· total_bps: -9070.8
· mean_bps: -11.81
· sharpe: -0.08
· max_dd_bps: -11288.0
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 |
|---|---|---|---|---|---|
| 06-28 05:07 | ATOM | Buy | 1.5853→1.55821 | -8.92 | timeout |
| 06-27 23:03 | SOL | Sell | 72.0782→71.0066 | +6.99 | timeout |
| 06-27 22:16 | SOL | Buy | 72.0008→70.2123 | -12.87 | stop_loss |
| 06-27 19:39 | SUI | Sell | 0.709173→0.689942 | +12.98 | timeout |
| 06-27 17:53 | XRP | Buy | 1.05676→1.06143 | +1.85 | timeout |
| 06-27 08:46 | LINK | Sell | 7.35416→7.36714 | -1.38 | timeout |
| 06-27 07:52 | SUI | Buy | 0.689422→0.709253 | +14.05 | timeout |
| 06-27 07:32 | INJ | Sell | 4.86388→4.98654 | -13.07 | stop_loss |
| 06-27 05:17 | BTC | Buy | 58987.9→60216 | +9.97 | timeout |
| 06-27 03:22 | OP | Buy | 0.104976→0.105914 | +4.07 | timeout |
| 06-27 02:38 | ATOM | Sell | 1.6038→1.5876 | +4.58 | timeout |
| 06-26 16:00 | AVAX | Sell | 6.27583→6.43572 | -13.18 | stop_loss |
| 06-26 14:28 | SOL | Buy | 68.6593→71.6692 | +21.46 | take_profit |
| 06-26 14:02 | BTC | Sell | 59547→59881 | -3.22 | timeout |
| 06-26 13:18 | BTC | Buy | 60271→58787.7 | -12.77 | stop_loss |
| 06-26 12:57 | DOGE | Buy | 0.0733093→0.0734056 | +0.08 | timeout |
| 06-26 12:40 | BNB | Buy | 568.672→554.444 | -12.98 | stop_loss |
| 06-26 12:04 | ARB | Sell | 0.0733417→0.0715379 | +11.97 | timeout |
| 06-26 07:07 | ADA | Sell | 0.142474→0.146049 | -13.01 | stop_loss |
| 06-26 06:33 | SUI | Sell | 0.670012→0.686895 | -13.03 | stop_loss |
| 06-26 02:24 | BTC | Buy | 59784→58312.9 | -12.75 | stop_loss |
| 06-25 23:30 | AVAX | Sell | 6.10847→6.26269 | -13.07 | stop_loss |
| 06-25 17:59 | APT | Sell | 0.591352→0.606755 | -13.48 | stop_loss |
| 06-25 17:26 | SOL | Sell | 65.6502→67.2917 | -12.97 | stop_loss |
| 06-25 16:09 | ETH | Sell | 1545.85→1584.15 | -12.84 | stop_loss |
| 06-25 16:06 | OP | Sell | 0.102424→0.105019 | -13.10 | stop_loss |
| 06-25 15:56 | ATOM | Sell | 1.5896→1.62992 | -13.14 | stop_loss |
| 06-25 13:48 | LINK | Sell | 7.52522→7.1953 | +21.44 | take_profit |
| 06-25 13:47 | ADA | Buy | 0.146987→0.143272 | -13.11 | stop_loss |
| 06-25 13:47 | NEAR | Buy | 1.91868→1.8706 | -12.98 | stop_loss |
| 06-25 13:44 | LTC | Buy | 41.8255→40.7724 | -13.05 | stop_loss |
| 06-25 13:42 | ARB | Buy | 0.0768592→0.0749138 | -13.10 | stop_loss |
| 06-25 12:27 | APT | Buy | 0.634459→0.618236 | -13.28 | stop_loss |
| 06-25 08:55 | ARB | Buy | 0.076089→0.0769008 | +4.83 | timeout |
| 06-25 05:10 | LTC | Sell | 40.8828→41.9104 | -13.02 | stop_loss |
| 06-25 04:55 | SUI | Buy | 0.663906→0.685389 | +15.83 | timeout |
| 06-25 04:16 | XRP | Sell | 1.09313→1.07107 | +9.58 | timeout |
| 06-24 20:50 | LINK | Sell | 7.24719→7.42887 | -13.00 | stop_loss |
| 06-24 20:47 | SOL | Buy | 64.8207→67.6529 | +21.41 | take_profit |
| 06-24 20:22 | OP | Buy | 0.0975944→0.101895 | +21.57 | take_profit |
| 06-24 17:22 | APT | Sell | 0.615646→0.588347 | +21.71 | take_profit |
| 06-24 16:51 | ATOM | Buy | 1.64311→1.602 | -12.94 | stop_loss |
| 06-24 16:51 | ARB | Sell | 0.0769308→0.0735184 | +21.72 | take_profit |
| 06-24 16:46 | ARB | Sell | 0.0784104→0.0749887 | +21.35 | take_profit |
| 06-24 15:43 | LINK | Buy | 7.57889→7.38686 | -13.18 | stop_loss |
| 06-24 14:55 | XRP | Buy | 1.10017→1.0725 | -12.99 | stop_loss |
| 06-24 13:24 | ADA | Sell | 0.151792→0.145086 | +21.60 | take_profit |
| 06-24 12:16 | ATOM | Sell | 1.71907→1.64391 | +21.40 | take_profit |
| 06-24 04:32 | SOL | Buy | 68.6333→69.1806 | +3.76 | timeout |
| 06-24 04:11 | ATOM | Buy | 1.73223→1.68823 | -13.12 | stop_loss |
| 06-24 04:09 | BTC | Buy | 62819.1→62631.9 | -1.99 | timeout |
| 06-24 02:10 | BTC | Sell | 62527.9→62842.1 | -2.94 | timeout |
| 06-24 00:59 | DOGE | Sell | 0.0790412→0.0790938 | -0.83 | timeout |
| 06-23 18:43 | ATOM | Buy | 1.75754→1.71241 | -13.15 | stop_loss |
| 06-23 14:04 | APT | Sell | 0.623344→0.639479 | -13.38 | stop_loss |
| 06-23 06:21 | OP | Buy | 0.100295→0.0976467 | -13.66 | stop_loss |
| 06-23 06:21 | AVAX | Buy | 6.26957→6.11121 | -13.07 | stop_loss |
| 06-23 06:21 | ATOM | Sell | 1.83134→1.75074 | +21.44 | take_profit |
| 06-23 06:20 | APT | Buy | 0.656764→0.64012 | -13.13 | stop_loss |
| 06-23 06:08 | NEAR | Buy | 2.06572→2.01389 | -13.03 | stop_loss |
| 06-23 04:04 | ADA | Sell | 0.16109→0.15982 | +3.37 | timeout |
| 06-23 00:52 | BNB | Buy | 599.8→591.102 | -7.63 | timeout |
| 06-22 22:28 | APT | Sell | 0.684529→0.654564 | +21.41 | take_profit |
| 06-22 21:02 | DOGE | Buy | 0.0835719→0.0827883 | -5.16 | timeout |
| 06-22 13:36 | OP | Sell | 0.101305→0.103858 | -12.93 | stop_loss |
| 06-22 12:00 | SUI | Buy | 0.710808→0.742274 | +21.68 | take_profit |
| 06-22 11:03 | ADA | Sell | 0.162199→0.16015 | +5.82 | timeout |
| 06-22 09:02 | BTC | Buy | 63790.2→64148.8 | +2.32 | timeout |
| 06-22 08:51 | XRP | Buy | 1.13838→1.13362 | -2.58 | timeout |
| 06-22 07:10 | ATOM | Sell | 1.76556→1.80976 | -12.98 | stop_loss |
| 06-21 20:49 | DOGE | Buy | 0.0830248→0.0830492 | -0.27 | timeout |
| 06-21 20:39 | ADA | Sell | 0.163089→0.16109 | +5.73 | timeout |
| 06-21 17:38 | SUI | Buy | 0.706797→0.708453 | +0.60 | timeout |
| 06-21 17:09 | ARB | Sell | 0.0829992→0.0842211 | -7.84 | timeout |
| 06-21 16:37 | NEAR | Buy | 2.19775→2.14269 | -12.88 | stop_loss |
| 06-21 08:29 | ADA | Sell | 0.162859→0.16053 | +6.25 | timeout |
| 06-21 04:01 | INJ | Sell | 4.97276→5.09752 | -13.05 | stop_loss |
| 06-21 02:12 | XRP | Buy | 1.13428→1.14911 | +6.10 | timeout |
| 06-21 00:20 | NEAR | Sell | 2.15316→2.20735 | -13.01 | stop_loss |
| 06-20 21:29 | INJ | Sell | 5.08203→4.99815 | +7.66 | timeout |
| 06-20 20:05 | NEAR | Sell | 2.18585→2.15754 | +5.85 | timeout |
| 06-20 19:35 | LINK | Sell | 7.87943→7.89617 | -1.55 | timeout |
| 06-20 14:02 | ATOM | Buy | 1.80565→1.75998 | -12.98 | stop_loss |
| 06-20 12:04 | ADA | Buy | 0.16195→0.162759 | +2.08 | timeout |
| 06-20 05:09 | INJ | Sell | 5.07593→5.12558 | -5.39 | timeout |
| 06-20 02:19 | LTC | Buy | 43.988→43.803 | -2.62 | timeout |
| 06-20 01:15 | ATOM | Sell | 1.80555→1.79515 | +2.25 | timeout |
| 06-20 00:02 | BTC | Sell | 62584.9→63534.2 | -8.01 | timeout |
| 06-19 23:59 | ADA | Buy | 0.15975→0.16195 | +6.46 | timeout |
| 06-19 14:04 | DOGE | Buy | 0.0822766→0.0832182 | +5.31 | timeout |
| 06-19 12:49 | ATOM | Sell | 1.79475→1.80675 | -3.87 | timeout |
| 06-19 11:46 | ADA | Buy | 0.16098→0.16009 | -2.93 | timeout |
| 06-19 07:37 | ARB | Buy | 0.0846312→0.0824781 | -13.15 | stop_loss |
| 06-19 04:57 | AVAX | Sell | 6.30202→6.02771 | +21.22 | take_profit |
| 06-19 03:12 | NEAR | Buy | 2.23476→2.17837 | -13.07 | stop_loss |
| 06-19 00:34 | APT | Sell | 0.629043→0.645684 | -13.74 | stop_loss |
| 06-18 17:56 | ATOM | Buy | 1.81985→1.77417 | -13.05 | stop_loss |
| 06-18 15:37 | ARB | Buy | 0.0851613→0.0829977 | -13.23 | stop_loss |
| 06-18 15:36 | DOGE | Buy | 0.0846652→0.0825481 | -12.91 | stop_loss |
| 06-18 15:36 | XRP | Buy | 1.17429→1.14494 | -12.88 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
525
closed
42%
win rate
-440.40
total pnl ($)
-16.7 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 | 66 | 52% | +5.2 | +17.44 |
| BTC | 58 | 43% | -6.2 | -18.27 |
| ETH | 48 | 29% | -56.2 | -134.51 |
| ATOM | 39 | 46% | +4.7 | +8.92 |
| APT | 33 | 33% | -49.8 | -82.52 |
| ARB | 29 | 34% | -47.5 | -68.69 |
| OP | 28 | 54% | +62.2 | +86.65 |
| INJ | 27 | 33% | -28.0 | -38.66 |
| XRP | 26 | 46% | -12.7 | -16.51 |
| AVAX | 26 | 58% | +65.3 | +84.15 |
| BNB | 26 | 54% | +45.8 | +58.70 |
| NEAR | 22 | 23% | -117.2 | -128.99 |
| SUI | 22 | 50% | +27.9 | +30.48 |
| SOL | 21 | 33% | -58.7 | -61.40 |
| LINK | 20 | 50% | +27.1 | +26.97 |
| DOGE | 18 | 28% | -106.6 | -95.89 |
| LTC | 16 | 25% | -135.5 | -108.28 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 06:02 | BNB | Sell | circuit_breaker |
| 06-28 00:05 | BTC | Buy | circuit_breaker |
| 06-27 22:48 | INJ | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:02 | ETH | Sell | +0.43 | The market was in a mild uptrend with ETH gaining 0.45% in the hour and 1.14% over 24 hours, while BTC showed stronger momentum. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient vola… |
| 05-10 04:03 | ADA | Sell | +8.80 | The market was in a mild uptrend across the board, with ADA showing positive 24h and 7d momentum alongside neutral funding. The short thesis failed because the trade was closed by timeout before the expected pullback materialized, as the broader bullish sen… |
| 05-10 04:01 | BTC | Buy | +2.80 | BTC was trading in a narrow range with low volatility and slightly negative short-term momentum. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without triggering the entry. |
| 05-10 03:01 | BTC | Sell | -3.22 | The market was in a mild uptrend with BTC gaining 0.54% on the hour and 2.93% over 24 hours, supported by positive funding and rising open interest. The short thesis failed because the trade expired without a significant pullback, as the bullish momentum pe… |
| 05-09 20:03 | ADA | Sell | +0.81 | ADA was trading in a narrow, slightly positive range on the hour but remained down over the past day and week, reflecting a cautious, low-volatility market. The thesis failed because the timeout close_reason indicates the trade was closed automatically with… |
| 05-09 20:03 | ETH | Sell | -5.73 | The market was in a mild downtrend over the past week with low hourly momentum, as ETH traded near $2258 with a 7d loss of -3.08%. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize wi… |
| 05-09 14:33 | BTC | Sell | -0.30 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without reaching the target or stop, resulting in a small loss from funding costs. |
| 05-09 02:01 | ETH | Buy | +8.44 | The market was in a mild downtrend with ETH declining 1.47% over 24 hours and 2.65% over 7 days, showing persistent bearish pressure. The thesis failed because the trade was closed by timeout before reaching a profitable exit, as the sideways chop prevented… |
| 05-09 01:32 | BTC | Sell | -4.67 | The market was in a mild downtrend with low volatility, as BTC slipped 1.5% over 24 hours and funding remained neutral. The short thesis failed because the trade expired before any significant move materialized, resulting in a small loss from the timeout cl… |
| 05-08 18:01 | BTC | Buy | +2.58 | BTC was in a mild downtrend with low volatility, showing a 2.47% decline over 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |