848
closed trades
44%
win rate
-331.64
total pnl ($)
0.656
weight
7d window — n=162 wr=40% pnl=-99.91
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 01:08:08 (40.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
vp
n: 1592
· wr: 39.6%
· total_bps: -9848.9
· mean_bps: -6.19
· sharpe: -0.13
· max_dd_bps: -9920.8
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 |
|---|---|---|---|---|---|
| 06-29 06:59 | BTC | Sell | 59790→60055 | -2.67 | timeout |
| 06-29 05:42 | BTC | Sell | 59875→59733 | +0.74 | timeout |
| 06-29 03:05 | ETH | Sell | 1570.44→1585.95 | -5.39 | stop_loss |
| 06-29 02:33 | ETH | Buy | 1553.76→1570.24 | +4.85 | timeout |
| 06-29 00:31 | BTC | Buy | 59568→58995.5 | -5.26 | stop_loss |
| 06-28 22:53 | ETH | Buy | 1568.56→1553.27 | -5.32 | stop_loss |
| 06-28 22:43 | BTC | Buy | 59627→59052.5 | -5.27 | stop_loss |
| 06-28 20:51 | SOL | Sell | 71.0453→70.7336 | +1.73 | timeout |
| 06-28 20:26 | BTC | Sell | 59638→59669 | -0.71 | timeout |
| 06-28 17:36 | BTC | Buy | 59960→59383.3 | -5.26 | stop_loss |
| 06-28 17:18 | ETH | Sell | 1583.94→1568.86 | +4.30 | timeout |
| 06-28 14:59 | ETH | Buy | 1582.76→1580.74 | -1.09 | timeout |
| 06-28 14:49 | SOL | Sell | 71.8222→71.8858 | -0.88 | timeout |
| 06-28 11:32 | BTC | Buy | 60310→60294 | -0.59 | timeout |
| 06-28 11:23 | SOL | Buy | 71.7188→71.8122 | +0.19 | timeout |
| 06-28 09:04 | BTC | Sell | 60097→60286 | -2.02 | timeout |
| 06-28 08:38 | SOL | Sell | 71.0993→71.7966 | -5.35 | stop_loss |
| 06-28 08:03 | BTC | Sell | 59960→60189 | -2.36 | timeout |
| 06-28 06:57 | BTC | Sell | 60098→59984 | +0.50 | timeout |
| 06-28 05:44 | SOL | Sell | 70.8074→70.3966 | +2.44 | timeout |
| 06-28 04:40 | BTC | Sell | 60106→60123 | -0.59 | timeout |
| 06-28 03:30 | ETH | Buy | 1574.26→1573.84 | -0.57 | timeout |
| 06-28 02:32 | BTC | Buy | 60120→60088 | -0.72 | timeout |
| 06-28 01:20 | ETH | Sell | 1572.64→1571.96 | -0.23 | timeout |
| 06-28 00:27 | BTC | Buy | 60048→60124 | +0.19 | timeout |
| 06-27 22:16 | BTC | Buy | 60391→59808.1 | -5.27 | stop_loss |
| 06-27 22:16 | BTC | Sell | 60252→59895 | +2.51 | timeout |
| 06-27 21:14 | BTC | Buy | 60578→60342 | -2.39 | timeout |
| 06-27 20:10 | BTC | Sell | 60523→60239 | +1.89 | timeout |
| 06-27 19:05 | BTC | Sell | 60501→60570 | -1.02 | timeout |
| 06-27 17:59 | BTC | Sell | 60792→60550 | +1.54 | timeout |
| 06-27 16:52 | BTC | Sell | 60583→60783 | -2.10 | timeout |
| 06-27 15:45 | BTC | Sell | 60589→60731 | -1.62 | timeout |
| 06-27 14:28 | ETH | Buy | 1582.66→1592.64 | +2.70 | timeout |
| 06-27 12:43 | BTC | Buy | 60407→60294 | -1.39 | timeout |
| 06-27 11:42 | BTC | Buy | 60389→60188 | -2.12 | timeout |
| 06-27 10:31 | SOL | Buy | 72.1558→71.8482 | -2.58 | timeout |
| 06-27 09:22 | SOL | Buy | 72.1608→71.7062 | -3.60 | timeout |
| 06-27 08:03 | ETH | Buy | 1576.56→1583.14 | +1.64 | timeout |
| 06-27 07:13 | SOL | Sell | 71.9722→72.0378 | -0.91 | timeout |
| 06-27 05:20 | BTC | Sell | 60233→60247 | -0.57 | timeout |
| 06-27 04:58 | ETH | Buy | 1583.06→1578.14 | -2.00 | timeout |
| 06-27 02:55 | ETH | Sell | 1575.94→1584.06 | -3.02 | timeout |
| 06-27 02:12 | BTC | Sell | 60110→60022 | +0.28 | timeout |
| 06-27 00:11 | BTC | Sell | 59898→60142 | -2.49 | timeout |
| 06-26 23:50 | ETH | Buy | 1575.36→1578.04 | +0.40 | timeout |
| 06-26 21:49 | ETH | Sell | 1576.34→1575.06 | -0.04 | timeout |
| 06-26 21:01 | BTC | Buy | 59594→59673 | +0.21 | timeout |
| 06-26 18:58 | BTC | Buy | 60063→59589 | -4.41 | timeout |
| 06-26 18:35 | ETH | Sell | 1584.84→1576.36 | +2.24 | timeout |
| 06-26 16:00 | BTC | Buy | 59594→60497 | +7.12 | take_profit |
| 06-26 16:00 | ETH | Buy | 1565.46→1588.74 | +6.98 | take_profit |
| 06-26 13:55 | ETH | Buy | 1534.15→1556.94 | +6.98 | take_profit |
| 06-26 13:43 | SOL | Sell | 68.9057→69.5922 | -5.43 | stop_loss |
| 06-26 12:35 | BTC | Sell | 59778→59738 | -0.11 | timeout |
| 06-26 12:23 | ETH | Sell | 1551.74→1548.45 | +0.61 | timeout |
| 06-26 09:48 | ETH | Buy | 1573.46→1558.16 | -5.31 | stop_loss |
| 06-26 09:09 | ETH | Sell | 1573.44→1561.16 | +3.45 | timeout |
| 06-26 07:28 | BTC | Buy | 59735→60627 | +7.02 | take_profit |
| 06-26 06:07 | BTC | Sell | 59866→59754 | +0.48 | timeout |
| 06-26 05:51 | SOL | Sell | 67.9348→68.2902 | -3.05 | timeout |
| 06-26 03:45 | ETH | Sell | 1526.65→1541.52 | -5.33 | stop_loss |
| 06-26 03:01 | SOL | Buy | 66.603→65.9471 | -5.37 | stop_loss |
| 06-26 02:12 | ETH | Sell | 1568.24→1544.95 | +6.97 | take_profit |
| 06-26 02:12 | SOL | Buy | 67.3291→66.6676 | -5.36 | stop_loss |
| 06-26 01:26 | SOL | Buy | 67.9142→67.2463 | -5.37 | stop_loss |
| 06-26 00:37 | ETH | Buy | 1571.46→1568.24 | -1.47 | timeout |
| 06-25 23:50 | SOL | Buy | 68.2832→67.614 | -5.35 | stop_loss |
| 06-25 23:27 | SOL | Buy | 67.1111→68.1018 | +6.93 | take_profit |
| 06-25 22:03 | SOL | Sell | 66.673→67.3277 | -5.36 | stop_loss |
| 06-25 21:57 | SOL | Sell | 66.593→67.2617 | -5.47 | stop_loss |
| 06-25 21:24 | ETH | Sell | 1555.84→1564.16 | -3.12 | timeout |
| 06-25 20:03 | SOL | Sell | 66.0751→66.7233 | -5.36 | stop_loss |
| 06-25 19:23 | ETH | Sell | 1566.64→1558.96 | +2.00 | timeout |
| 06-25 17:26 | SOL | Sell | 66.569→67.2227 | -5.37 | stop_loss |
| 06-25 17:20 | BTC | Buy | 59196→59406 | +1.33 | timeout |
| 06-25 16:06 | SOL | Sell | 65.8921→66.5532 | -5.46 | stop_loss |
| 06-25 14:33 | BTC | Buy | 59297→60184 | +7.03 | take_profit |
| 06-25 14:33 | SOL | Sell | 65.6302→66.2851 | -5.44 | stop_loss |
| 06-25 13:20 | BTC | Buy | 61344.1→61245.9 | -1.25 | timeout |
| 06-25 13:15 | SOL | Buy | 68.3422→68.2808 | -0.90 | timeout |
| 06-25 10:28 | SOL | Buy | 69.1024→68.4255 | -5.36 | stop_loss |
| 06-25 10:11 | SOL | Sell | 69.2786→68.7413 | +3.44 | timeout |
| 06-25 08:04 | BTC | Sell | 61568.9→61818.1 | -2.47 | timeout |
| 06-25 07:54 | SOL | Sell | 69.0886→69.3724 | -2.49 | timeout |
| 06-25 05:02 | SOL | Buy | 67.6952→68.6947 | +6.93 | take_profit |
| 06-25 04:53 | BTC | Buy | 60694→61186.9 | +3.61 | timeout |
| 06-25 04:24 | SOL | Buy | 67.7332→67.6179 | -1.29 | timeout |
| 06-25 02:45 | BTC | Buy | 60807→60738 | -1.02 | timeout |
| 06-25 02:13 | SOL | Sell | 68.2128→67.6371 | +3.76 | timeout |
| 06-25 00:34 | ETH | Buy | 1616.56→1620.54 | +0.77 | timeout |
| 06-25 00:10 | SOL | Sell | 68.1148→68.1252 | -0.53 | timeout |
| 06-24 22:01 | ETH | Sell | 1613.04→1628.78 | -5.33 | stop_loss |
| 06-24 21:58 | SOL | Sell | 67.3779→68.0392 | -5.36 | stop_loss |
| 06-24 20:05 | ETH | Buy | 1577.16→1600.84 | +7.07 | take_profit |
| 06-24 20:01 | BTC | Sell | 59752→60326.2 | -5.27 | stop_loss |
| 06-24 18:20 | SOL | Buy | 64.9797→65.9411 | +6.95 | take_profit |
| 06-24 17:47 | BTC | Buy | 59649→59067.5 | -5.32 | stop_loss |
| 06-24 17:44 | ETH | Buy | 1579.96→1564.36 | -5.38 | stop_loss |
| 06-24 17:13 | SOL | Buy | 66.821→66.165 | -5.36 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
848
closed
44%
win rate
-331.64
total pnl ($)
-7.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 383 | 44% | -7.7 | -148.24 |
| ETH | 278 | 47% | -1.1 | -14.99 |
| SOL | 187 | 38% | -18.0 | -168.41 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 04:25 | ETH | Sell | -1.34 | The market was in a mild uptrend with ETH up 2.08% over 24 hours, but the 1-hour candle showed slight weakness. The thesis failed because the trade was closed by timeout before the expected move materialized, as the short-term bearish signal did not develop… |
| 05-10 04:25 | BTC | Buy | +0.10 | BTC traded in a narrow range with low volatility, showing mild gains over 24h and 7d but flat intra-hour action. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-09 22:26 | ETH | Sell | -1.30 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 22:26 | BTC | Buy | -0.52 | The market was in a low-funding, moderate-open-interest environment with no clear directional catalyst. The thesis failed because the trade was closed by timeout without reaching an entry or exit, resulting in a small negative PnL from fees or slippage. |
| 05-08 13:05 | BTC | Buy | -1.54 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade was closed by timeout, likely due to insufficient directional conviction or lack of a timely catalyst to trigger an entry. |
| 05-08 13:03 | ETH | Sell | +0.23 | The market was in a mild downtrend with ETH losing 1.51% over 24 hours and 2.86% over 7 days, while funding remained neutral. The thesis failed because the trade was closed by timeout before the expected move materialized, as the short-term sideways action … |
| 05-08 12:04 | BTC | Sell | -2.09 | The market was in a mild downtrend over 24h and 7d, with BTC at $79,607 and slightly positive funding. The sell thesis failed because the trade expired without reaching the target or stop, as the timeout close_reason indicates the position was held too long… |
| 05-08 12:03 | ETH | Sell | -2.50 | ETH was drifting lower in a quiet, range-bound session with declining volatility across the 1h and 24h frames. The thesis failed because the trade was closed by timeout before the expected directional move materialized, as the market remained indecisive and… |
| 05-08 11:04 | BTC | Sell | -2.80 | BTC was trading in a narrow range with low volatility, showing minimal directional bias. The sell thesis failed because the market did not move enough within the timeout period to generate a profitable exit. |
| 05-08 11:02 | ETH | Sell | -2.66 | The market was in a mild downtrend with ETH declining 1.15% over 24 hours and 2.75% over 7 days, while funding remained slightly positive. The thesis failed because the short position did not reach the target profit within the timeout period, as the slow, g… |