1107
closed trades
42%
win rate
-832.76
total pnl ($)
0.250
weight
7d window — n=164 wr=40% pnl=-174.89
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 22:55:50 (41.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aq
n: 435
· wr: 43.0%
· total_bps: -4541.8
· mean_bps: -10.44
· sharpe: -0.13
· max_dd_bps: -5154.4
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 12:07 | LINK | Buy | 7.38605→7.34646 | -3.13 | timeout |
| 06-27 12:01 | BNB | Sell | 564.969→562.871 | +1.42 | timeout |
| 06-27 11:18 | OP | Sell | 0.105074→0.102756 | +10.54 | take_profit |
| 06-27 11:03 | ADA | Buy | 0.147657→0.147223 | -1.88 | timeout |
| 06-27 09:45 | AVAX | Buy | 6.53513→6.51777 | -1.77 | timeout |
| 06-27 07:02 | OP | Buy | 0.105516→0.104654 | -4.47 | timeout |
| 06-27 06:00 | INJ | Sell | 4.84159→4.91198 | -7.72 | stop_loss |
| 06-27 04:01 | BNB | Buy | 567.722→566.328 | -1.70 | timeout |
| 06-27 03:00 | ETH | Sell | 1577.14→1581.46 | -1.82 | timeout |
| 06-27 02:21 | XRP | Sell | 1.04884→1.0636 | -7.49 | stop_loss |
| 06-27 02:00 | BTC | Buy | 59873→59905 | -0.19 | timeout |
| 06-27 02:00 | ARB | Buy | 0.0738585→0.0744614 | +3.61 | timeout |
| 06-26 23:00 | ADA | Buy | 0.146637→0.147923 | +3.93 | timeout |
| 06-26 23:00 | DOGE | Buy | 0.0750988→0.0756321 | +3.08 | timeout |
| 06-26 21:16 | BNB | Buy | 567.072→565.169 | -2.15 | timeout |
| 06-26 20:03 | LINK | Sell | 7.36396→7.36344 | -0.41 | timeout |
| 06-26 19:32 | NEAR | Sell | 1.81455→1.84078 | -7.66 | stop_loss |
| 06-26 18:04 | ATOM | Sell | 1.5943→1.61721 | -7.64 | stop_loss |
| 06-26 17:10 | INJ | Buy | 4.72208→4.82369 | +10.30 | take_profit |
| 06-26 15:36 | DOGE | Sell | 0.0739515→0.0750262 | -7.71 | stop_loss |
| 06-26 15:30 | ATOM | Buy | 1.599→1.6049 | +1.52 | timeout |
| 06-26 13:57 | ADA | Sell | 0.143474→0.145639 | -7.99 | stop_loss |
| 06-26 13:53 | SOL | Buy | 68.6593→70.1495 | +10.40 | take_profit |
| 06-26 11:48 | BNB | Buy | 568.612→560.629 | -7.49 | stop_loss |
| 06-26 11:18 | AVAX | Sell | 6.26753→6.13253 | +10.30 | take_profit |
| 06-26 10:39 | LINK | Buy | 7.25011→7.14754 | -7.54 | stop_loss |
| 06-26 10:01 | ATOM | Buy | 1.6139→1.6014 | -4.35 | timeout |
| 06-26 08:51 | OP | Buy | 0.107767→0.10622 | -7.62 | stop_loss |
| 06-26 07:28 | BTC | Sell | 59836→60655.3 | -7.31 | stop_loss |
| 06-26 07:17 | ARB | Buy | 0.0724681→0.0740715 | +10.60 | take_profit |
| 06-26 02:16 | LTC | Sell | 40.9488→40.027 | +10.81 | take_profit |
| 06-26 02:12 | ETH | Sell | 1569.14→1534.75 | +10.49 | take_profit |
| 06-26 01:29 | BTC | Buy | 60095→59277.4 | -7.25 | stop_loss |
| 06-26 01:10 | LINK | Buy | 7.2021→7.2104 | +0.10 | timeout |
| 06-26 00:24 | OP | Buy | 0.104346→0.106653 | +10.59 | take_profit |
| 06-25 20:03 | BNB | Sell | 553.702→556.099 | -2.59 | timeout |
| 06-25 19:04 | ATOM | Sell | 1.62029→1.5852 | +10.37 | take_profit |
| 06-25 17:21 | SOL | Sell | 65.9221→66.8334 | -7.36 | stop_loss |
| 06-25 17:15 | SUI | Sell | 0.67933→0.688886 | -7.48 | stop_loss |
| 06-25 17:15 | LTC | Sell | 40.4399→41.0157 | -7.56 | stop_loss |
| 06-25 16:17 | APT | Sell | 0.585154→0.593545 | -7.63 | stop_loss |
| 06-25 14:33 | XRP | Buy | 1.02516→1.04744 | +10.42 | take_profit |
| 06-25 14:33 | LINK | Buy | 7.12698→7.28478 | +10.62 | take_profit |
| 06-25 13:42 | ARB | Buy | 0.075879→0.0748039 | -7.53 | stop_loss |
| 06-25 13:41 | BTC | Buy | 61148.1→60316.8 | -7.24 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1632.16→1609.73 | -7.32 | stop_loss |
| 06-25 13:32 | AVAX | Buy | 6.3884→6.29807 | -7.52 | stop_loss |
| 06-25 11:50 | ARB | Buy | 0.0768492→0.0757631 | -7.51 | stop_loss |
| 06-25 11:11 | INJ | Sell | 4.25983→4.16714 | +10.44 | take_profit |
| 06-25 10:47 | NEAR | Sell | 1.97461→1.93208 | +10.16 | take_profit |
| 06-25 10:32 | ATOM | Buy | 1.65541→1.63178 | -7.58 | stop_loss |
| 06-25 09:07 | LTC | Buy | 41.8004→41.7486 | -1.09 | timeout |
| 06-25 09:06 | OP | Buy | 0.107117→0.107803 | +2.74 | timeout |
| 06-25 09:03 | DOGE | Sell | 0.0768368→0.0770042 | -1.54 | timeout |
| 06-25 04:04 | ARB | Sell | 0.075981→0.0754689 | +2.92 | timeout |
| 06-25 04:03 | APT | Sell | 0.629443→0.622556 | +5.02 | timeout |
| 06-25 03:15 | NEAR | Buy | 1.96429→1.93585 | -7.70 | stop_loss |
| 06-25 03:03 | BTC | Buy | 60839→60771 | -1.01 | timeout |
| 06-25 03:03 | INJ | Buy | 4.23146→4.18215 | -6.30 | timeout |
| 06-24 22:00 | ADA | Buy | 0.145106→0.148263 | +10.44 | take_profit |
| 06-24 20:26 | ARB | Buy | 0.0743186→0.075921 | +10.33 | take_profit |
| 06-24 20:17 | LINK | Sell | 7.27118→7.37333 | -7.49 | stop_loss |
| 06-24 20:11 | OP | Buy | 0.0993948→0.101585 | +10.56 | take_profit |
| 06-24 17:25 | LTC | Buy | 40.4271→39.8331 | -7.80 | stop_loss |
| 06-24 17:20 | SOL | Buy | 66.3409→65.4065 | -7.49 | stop_loss |
| 06-24 17:20 | AVAX | Buy | 6.14814→6.06115 | -7.53 | stop_loss |
| 06-24 16:51 | DOGE | Buy | 0.0748757→0.0738216 | -7.48 | stop_loss |
| 06-24 16:51 | ADA | Sell | 0.143814→0.140565 | +10.85 | take_profit |
| 06-24 16:51 | ATOM | Buy | 1.64301→1.61599 | -8.67 | stop_loss |
| 06-24 16:51 | APT | Sell | 0.615346→0.60195 | +10.43 | take_profit |
| 06-24 16:51 | NEAR | Buy | 1.91878→1.89188 | -7.46 | stop_loss |
| 06-24 15:47 | ARB | Sell | 0.0770407→0.0753588 | +10.46 | take_profit |
| 06-24 15:47 | LINK | Buy | 7.47107→7.36657 | -7.45 | stop_loss |
| 06-24 15:46 | SUI | Buy | 0.68201→0.672445 | -7.45 | stop_loss |
| 06-24 15:46 | AVAX | Buy | 6.29507→6.20684 | -7.46 | stop_loss |
| 06-24 13:22 | DOGE | Buy | 0.0783826→0.077272 | -7.53 | stop_loss |
| 06-24 13:12 | BTC | Buy | 62814.1→61948.9 | -7.34 | stop_loss |
| 06-24 13:11 | APT | Buy | 0.63986→0.630427 | -7.82 | stop_loss |
| 06-24 13:11 | ETH | Buy | 1675.87→1652.91 | -7.30 | stop_loss |
| 06-24 13:10 | LINK | Buy | 7.6198→7.51236 | -7.52 | stop_loss |
| 06-24 12:02 | ETH | Buy | 1672.67→1677.13 | +0.88 | timeout |
| 06-24 10:19 | XRP | Buy | 1.10038→1.08419 | -7.81 | stop_loss |
| 06-24 10:11 | ADA | Sell | 0.150412→0.147057 | +10.68 | take_profit |
| 06-24 10:05 | BTC | Buy | 62762.1→62593.9 | -1.80 | timeout |
| 06-24 09:01 | INJ | Buy | 4.50943→4.51107 | -0.23 | timeout |
| 06-24 07:07 | ATOM | Sell | 1.71117→1.69962 | +2.86 | timeout |
| 06-24 06:05 | BTC | Buy | 62814.1→62755.9 | -0.92 | timeout |
| 06-24 04:02 | BNB | Buy | 578.315→577.546 | -1.14 | timeout |
| 06-24 04:02 | LINK | Buy | 7.64721→7.5824 | -4.68 | timeout |
| 06-24 03:17 | SUI | Buy | 0.706217→0.696068 | -7.63 | stop_loss |
| 06-24 00:46 | ATOM | Buy | 1.72143→1.71617 | -2.00 | timeout |
| 06-24 00:32 | OP | Buy | 0.100225→0.102434 | +10.61 | take_profit |
| 06-23 22:03 | ADA | Buy | 0.150128→0.151472 | +4.03 | timeout |
| 06-23 20:27 | OP | Sell | 0.0995851→0.0981245 | +6.88 | timeout |
| 06-23 20:05 | NEAR | Sell | 1.9816→1.9887 | -2.23 | timeout |
| 06-23 20:04 | DOGE | Sell | 0.0786773→0.0786507 | -0.33 | timeout |
| 06-23 19:30 | INJ | Sell | 4.50897→4.57263 | -7.55 | stop_loss |
| 06-23 15:50 | LTC | Buy | 42.4126→41.7896 | -7.79 | stop_loss |
| 06-23 14:36 | APT | Buy | 0.628857→0.642539 | +10.43 | take_profit |
| 06-23 13:02 | NEAR | Buy | 1.9859→1.996 | +2.09 | timeout |
Paper vs Live
Paper (trades.jsonl)
1107
closed
42%
win rate
-832.76
total pnl ($)
-15.0 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 | 136 | 45% | -8.0 | -54.70 |
| ADA | 111 | 41% | -10.7 | -59.29 |
| ETH | 108 | 41% | -19.6 | -106.14 |
| ARB | 69 | 48% | -13.6 | -47.11 |
| APT | 69 | 49% | +16.1 | +55.56 |
| ATOM | 68 | 47% | -5.0 | -17.10 |
| OP | 67 | 52% | +10.6 | +35.79 |
| BNB | 61 | 36% | -30.0 | -91.80 |
| NEAR | 59 | 29% | -53.6 | -158.26 |
| AVAX | 59 | 47% | -3.8 | -11.43 |
| XRP | 50 | 38% | -13.1 | -32.93 |
| SUI | 49 | 49% | -3.8 | -9.67 |
| LINK | 45 | 38% | -33.8 | -76.26 |
| DOGE | 45 | 38% | -24.2 | -54.57 |
| LTC | 42 | 26% | -32.9 | -69.46 |
| INJ | 37 | 38% | -9.1 | -16.97 |
| SOL | 32 | 22% | -74.0 | -118.44 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 14:21 | LINK | Buy | circuit_breaker |
| 06-27 14:21 | AVAX | Buy | circuit_breaker |
| 06-27 11:10 | ADA | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:01 | ADA | Buy | +3.50 | ADA traded in a tight range with low volatility, showing mild bullish momentum over 24h and 7d. The thesis failed because the trade was closed by timeout before reaching the target, as the sideways market lacked the directional conviction needed for a profi… |
| 05-10 04:06 | ADA | Sell | +0.47 | The market was in a low-volatility, sideways grind with elevated funding, suggesting a crowded short bias. The thesis failed because the trade was closed by timeout before the anticipated mean reversion could materialize, leaving a small profit from funding… |
| 05-10 04:03 | ETH | Sell | -0.65 | The market was in a mild uptrend with ETH up 2.21% over 24h and positive funding, indicating bullish sentiment. The short thesis failed because the trade was closed by timeout before the expected reversal materialized, as the market continued to grind higher. |
| 05-10 04:01 | BTC | Buy | +0.06 | BTC was trading in a mild uptrend with low volatility, showing slight gains over multiple timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the holding period. |
| 05-09 20:28 | ADA | Sell | -2.51 | ADA was trading in a narrow range with slight hourly gains but negative daily and weekly momentum, while funding remained neutral. The sell thesis failed because the market did not move decisively lower within the timeout period, resulting in a small loss f… |
| 05-09 20:10 | ETH | Buy | +1.52 | The market was in a neutral-to-slightly bullish regime with low funding and moderate open interest. The thesis worked because the trade was closed by timeout, capturing a small profit from a brief favorable move before the position expired. |
| 05-09 20:03 | BTC | Buy | +2.00 | BTC was trading in a narrow, low-volatility range with slight hourly gains but a bearish weekly trend. The thesis failed because the trade expired via timeout without reaching the target, as the sideways market lacked the momentum needed to trigger a profit… |
| 05-09 16:03 | BTC | Buy | +0.44 | BTC traded in a narrow range with low volatility, showing slight bearish drift over the 24h and 7d periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time window. |
| 05-09 12:01 | BTC | Buy | -0.01 | The market was in a mild downtrend across the board with BTC down 2% on the day and negative momentum over the past week. The thesis failed because the trade was not executed (entry=None) and was closed due to a timeout, likely from a lack of favorable entr… |
| 05-09 12:01 | ADA | Sell | +1.77 | ADA was declining across timeframes with negative funding, reflecting a bearish short-term regime. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient momentum or a premature entry. |