298
closed trades
45%
win rate
+50.12
total pnl ($)
1.638
weight
7d window — n=34 wr=47% pnl=+63.71
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 07:58:09 (40.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
fg
n: 249
· wr: 46.6%
· total_bps: -2954.1
· mean_bps: -11.86
· sharpe: -0.11
· max_dd_bps: -5396.3
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 02:20 | ETH | Sell | 1571.54→1560.06 | +5.13 | timeout |
| 06-28 19:41 | BTC | Sell | 60025→59415 | +7.40 | timeout |
| 06-28 11:06 | ETH | Sell | 1569.24→1577.76 | -5.03 | timeout |
| 06-28 04:58 | ETH | Sell | 1578.34→1573.26 | +1.82 | timeout |
| 06-28 03:43 | BTC | Sell | 60258→60168 | +0.47 | timeout |
| 06-27 17:31 | BTC | Sell | 60227→60497 | -4.31 | timeout |
| 06-27 16:49 | ETH | Sell | 1583.74→1605.96 | -11.95 | timeout |
| 06-27 09:48 | ETH | Sell | 1580.24→1581.06 | -1.17 | timeout |
| 06-27 08:13 | BTC | Sell | 60046→60461 | -6.23 | timeout |
| 06-27 00:45 | ETH | Sell | 1574.94→1572.76 | +0.35 | timeout |
| 06-27 00:12 | BTC | Sell | 60093→60114 | -1.00 | timeout |
| 06-26 14:26 | ETH | Sell | 1544.45→1573.44 | -15.74 | stop_loss |
| 06-26 13:19 | BTC | Sell | 60477→58540.9 | +24.91 | take_profit |
| 06-26 06:43 | BTC | Sell | 59265→60368.2 | -15.61 | stop_loss |
| 06-26 01:17 | BTC | Sell | 59207→59614 | -6.22 | timeout |
| 06-26 01:07 | ETH | Sell | 1559.94→1561.46 | -1.51 | timeout |
| 06-25 13:46 | BTC | Sell | 61721.9→59748 | +24.84 | take_profit |
| 06-25 13:43 | ETH | Sell | 1647.14→1594.56 | +24.79 | take_profit |
| 06-25 07:16 | BTC | Sell | 60733→61864 | -15.63 | stop_loss |
| 06-25 05:07 | ETH | Sell | 1617.64→1647.99 | -15.72 | stop_loss |
| 06-24 17:44 | ETH | Sell | 1617.64→1566.16 | +24.71 | take_profit |
| 06-24 15:33 | BTC | Sell | 62651.9→60665 | +24.62 | timeout |
| 06-24 13:57 | ETH | Sell | 1671.43→1645.26 | +11.81 | timeout |
| 06-24 09:31 | BTC | Sell | 62712.9→62662.1 | -0.04 | timeout |
| 06-24 07:51 | ETH | Sell | 1675.53→1671.17 | +1.35 | timeout |
| 06-24 03:03 | BTC | Sell | 62469.9→62621.1 | -2.64 | timeout |
| 06-24 01:47 | ETH | Sell | 1657.13→1674.97 | -9.33 | timeout |
| 06-23 19:14 | ETH | Sell | 1651.43→1658.97 | -4.38 | timeout |
| 06-23 08:28 | BTC | Sell | 63969.8→61928.1 | +24.79 | take_profit |
| 06-23 01:58 | BTC | Sell | 64465.8→64140.2 | +3.31 | timeout |
| 06-22 19:32 | BTC | Sell | 65029.7→64356.2 | +7.59 | timeout |
| 06-22 19:25 | ETH | Sell | 1764.02→1730.57 | +14.47 | timeout |
| 06-22 13:25 | ETH | Sell | 1745.43→1764.38 | -9.35 | timeout |
| 06-22 13:11 | BTC | Sell | 64133.8→65107.3 | -12.80 | timeout |
| 06-22 03:36 | BTC | Sell | 63726.8→64210.2 | -6.76 | timeout |
| 06-22 01:27 | ETH | Sell | 1726.23→1758.55 | -15.65 | stop_loss |
| 06-21 21:16 | BTC | Sell | 64178.8→63608.2 | +6.39 | timeout |
| 06-21 20:00 | ETH | Sell | 1723.83→1733.47 | -5.19 | timeout |
| 06-21 11:34 | ETH | Sell | 1735.03→1724.87 | +3.96 | timeout |
| 06-21 11:34 | BTC | Sell | 64283.8→64240.2 | -0.19 | timeout |
| 06-21 01:39 | ETH | Sell | 1726.93→1735.97 | -4.86 | timeout |
| 06-20 19:20 | BTC | Sell | 63502.8→63872.2 | -5.38 | timeout |
| 06-20 17:21 | ETH | Sell | 1726.23→1728.47 | -1.76 | timeout |
| 06-20 09:35 | ETH | Sell | 1706.23→1725.67 | -9.80 | timeout |
| 06-20 09:09 | BTC | Sell | 63302.8→63459.2 | -2.65 | timeout |
| 06-20 03:30 | ETH | Sell | 1704.63→1707.67 | -2.13 | timeout |
| 06-20 01:30 | BTC | Sell | 62958.9→63484.2 | -7.39 | timeout |
| 06-19 21:29 | ETH | Sell | 1699.13→1704.87 | -3.42 | timeout |
| 06-19 18:12 | BTC | Sell | 62619.9→63133.2 | -7.28 | timeout |
| 06-19 13:25 | ETH | Sell | 1696.73→1690.37 | +2.28 | timeout |
| 06-19 11:46 | BTC | Sell | 62633.9→62638.1 | -0.81 | timeout |
| 06-19 05:39 | BTC | Sell | 62860.9→62583.1 | +2.79 | timeout |
| 06-19 04:47 | ETH | Sell | 1703.23→1691.57 | +4.77 | timeout |
| 06-18 18:02 | BTC | Sell | 63993.8→62579.1 | +16.86 | timeout |
| 06-18 15:51 | ETH | Sell | 1744.43→1688.87 | +24.72 | take_profit |
| 06-18 10:34 | BTC | Sell | 63866.8→63979.2 | -2.08 | timeout |
| 06-17 16:17 | BTC | Sell | 64788.8→65996.3 | -15.64 | stop_loss |
| 06-17 08:01 | BTC | Sell | 65892.7→65513.3 | +3.88 | timeout |
| 06-17 07:54 | ETH | Sell | 1796.32→1778.98 | +6.98 | timeout |
| 06-17 01:52 | BTC | Sell | 65569.7→65847.3 | -4.09 | timeout |
| 06-17 01:18 | ETH | Sell | 1791.42→1786.88 | +1.35 | timeout |
| 06-16 19:43 | BTC | Sell | 66087.7→65606.3 | +5.14 | timeout |
| 06-16 09:31 | BTC | Sell | 65952.7→66626.3 | -8.89 | timeout |
| 06-16 08:50 | ETH | Sell | 1760.32→1793.48 | -15.79 | stop_loss |
| 06-16 00:31 | ETH | Sell | 1826.72→1793.98 | +13.62 | timeout |
| 06-15 19:31 | BTC | Sell | 66753.7→66561.3 | +1.62 | timeout |
| 06-15 11:20 | ETH | Sell | 1720.83→1753.05 | -15.69 | stop_loss |
| 06-15 11:13 | BTC | Sell | 65652.7→65961.3 | -4.48 | timeout |
| 06-15 05:09 | BTC | Sell | 65439.7→65635.3 | -3.10 | timeout |
| 06-14 19:28 | BTC | Sell | 64286.8→63788.2 | +5.51 | timeout |
| 06-14 18:39 | ETH | Sell | 1667.63→1660.87 | +2.57 | timeout |
| 06-14 09:27 | BTC | Sell | 64507.8→64328.2 | +1.53 | timeout |
| 06-14 08:00 | ETH | Sell | 1682.63→1675.07 | +2.87 | timeout |
| 06-14 02:58 | BTC | Sell | 64258.8→64474.2 | -3.41 | timeout |
| 06-13 19:41 | ETH | Sell | 1679.93→1679.27 | -0.43 | timeout |
| 06-13 19:10 | BTC | Sell | 64129.8→64160.2 | -1.10 | timeout |
| 06-13 13:19 | ETH | Sell | 1668.63→1679.17 | -5.73 | timeout |
| 06-13 13:06 | BTC | Sell | 63672.8→64129.2 | -6.42 | timeout |
| 06-13 02:18 | ETH | Sell | 1664.63→1672.07 | -4.24 | timeout |
| 06-13 02:17 | BTC | Sell | 63507.8→63772.2 | -4.04 | timeout |
| 06-12 19:37 | BTC | Sell | 63246.8→63776.2 | -7.41 | timeout |
| 06-12 17:45 | ETH | Sell | 1675.43→1669.07 | +2.30 | timeout |
| 06-12 11:25 | BTC | Sell | 63448.8→63851.2 | -5.76 | timeout |
| 06-12 10:10 | ETH | Sell | 1669.83→1681.57 | -6.33 | timeout |
| 06-12 03:26 | BTC | Sell | 63445.8→63384.2 | +0.09 | timeout |
| 06-12 03:13 | ETH | Sell | 1678.73→1672.97 | +2.04 | timeout |
| 06-11 18:19 | BTC | Sell | 63103.8→63492.2 | -5.59 | timeout |
| 06-11 15:41 | ETH | Sell | 1658.53→1648.56 | +4.12 | timeout |
| 06-11 12:15 | BTC | Sell | 62754.9→63133.2 | -5.49 | timeout |
| 06-11 09:43 | ETH | Sell | 1645.84→1659.17 | -7.15 | timeout |
| 06-11 02:35 | ETH | Sell | 1631.54→1631.96 | -0.88 | timeout |
| 06-11 00:56 | BTC | Sell | 61723.9→61815.1 | -1.89 | timeout |
| 06-10 18:48 | BTC | Sell | 61729.9→61759.1 | -1.08 | timeout |
| 06-10 12:33 | ETH | Sell | 1616.14→1646.39 | -15.70 | stop_loss |
| 06-10 01:18 | BTC | Sell | 61757.9→62023.1 | -4.18 | timeout |
| 06-09 18:52 | BTC | Sell | 62547.9→61715.1 | +9.96 | timeout |
| 06-09 16:39 | ETH | Sell | 1667.73→1611.76 | +26.06 | take_profit |
| 06-09 09:39 | BTC | Sell | 62704.9→62584.1 | +0.81 | timeout |
| 06-09 04:41 | ETH | Sell | 1695.53→1686.87 | +3.27 | timeout |
| 06-09 03:40 | BTC | Sell | 63711.8→62711.1 | +11.84 | timeout |
Paper vs Live
Paper (trades.jsonl)
298
closed
45%
win rate
+50.12
total pnl ($)
+2.0 bps
avg bps net
Live (dry_run=0)
13
closed
15%
win rate
-1.64
total pnl ($)
-90.2 bps
avg bps net
Live WR is 34% of paper WR (15% vs 45%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 150 | 45% | -0.4 | -2.96 |
| BTC | 148 | 45% | +4.3 | +53.08 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:29 | ETH | Sell | +1.74 | The market was in a mild uptrend with ETH consolidating near $2287, showing slight hourly weakness but positive daily and weekly momentum. The thesis failed because the short position was closed by timeout without reaching the target, as the sideways price … |
| 05-10 08:07 | BTC | Sell | -1.47 | BTC was in a mild uptrend across multiple timeframes with negative funding, suggesting cautious bullish sentiment. The short thesis failed because the trade expired via timeout without reaching target, as the market's gradual upward drift prevented a suffic… |
| 05-10 05:30 | ETH | Sell | -1.96 | The market was in a mild uptrend with ETH up 2.40% over 24 hours, but short-term momentum was slightly negative. The thesis failed because the trade was closed by timeout before the expected bearish move materialized, as the market remained range-bound and … |
| 05-09 20:02 | ETH | Sell | -6.89 | The market was in a mild downtrend over the past week with low volatility, as ETH traded near $2258 with minimal hourly movement. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within … |
| 05-09 17:53 | BTC | Sell | -5.52 | The market was in a low-funding, moderate-OI environment with no clear directional catalyst. The thesis failed because the trade was closed due to timeout, indicating the expected move did not materialize within the holding period. |
| 05-09 12:24 | ETH | Sell | -1.49 | ETH was declining across all timeframes with negative funding and falling open interest, confirming a bearish regime. The short thesis failed because the trade was closed by timeout before the downtrend could fully materialize, leaving a small loss from tim… |
| 05-09 11:53 | BTC | Sell | -0.24 | BTC was in a mild downtrend across timeframes with low funding and declining open interest. The sell thesis failed because the trade expired via timeout without reaching target, as the market lacked the momentum to follow through on the directional bias. |
| 05-09 06:23 | ETH | Sell | -2.49 | ETH was in a mild downtrend over the past week with negative 24h and 7d performance, but the 1h candle showed a slight bounce. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient short-… |
| 05-09 03:49 | BTC | Sell | -2.63 | The market was in a mild downtrend with BTC down across all timeframes and neutral funding. The short thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small loss. |
| 05-08 19:15 | BTC | Sell | -4.80 | The market was in a short-term uptrend with BTC up 0.54% on the hour, but the broader 24-hour and 7-day trends were negative. The thesis failed because the trade was closed due to timeout, likely missing the intended entry or exit as the short-term bounce d… |