598
closed trades
42%
win rate
-259.30
total pnl ($)
0.865
weight
7d window — n=139 wr=41% pnl=-59.69
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-22 12:32:16 (36.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
aui
n: 37
· wr: 54.1%
· total_bps: +307.4
· mean_bps: +8.31
· sharpe: +0.10
· max_dd_bps: -569.7
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 19:30 | ADA | Buy | 0.147237→0.145151 | -7.49 | stop_loss |
| 06-27 19:25 | NEAR | Sell | 1.90602→1.86497 | +10.31 | take_profit |
| 06-27 18:06 | ATOM | Buy | 1.6059→1.58331 | -7.46 | stop_loss |
| 06-27 17:04 | OP | Buy | 0.103026→0.101504 | -7.83 | stop_loss |
| 06-27 15:56 | OP | Buy | 0.103686→0.103204 | -2.80 | timeout |
| 06-27 15:25 | ATOM | Buy | 1.5853→1.6055 | +5.97 | timeout |
| 06-27 15:12 | ARB | Buy | 0.0741885→0.0755611 | +8.78 | timeout |
| 06-27 14:41 | ADA | Buy | 0.147177→0.148483 | +4.01 | timeout |
| 06-27 10:37 | ATOM | Buy | 1.5941→1.5814 | -4.36 | timeout |
| 06-27 09:40 | INJ | Buy | 4.99425→4.9239 | -7.48 | stop_loss |
| 06-27 09:29 | SOL | Sell | 71.4943→71.7658 | -2.35 | timeout |
| 06-27 09:00 | ARB | Buy | 0.0749087→0.0745314 | -2.98 | timeout |
| 06-27 08:36 | AVAX | Buy | 6.56024→6.55756 | -0.66 | timeout |
| 06-27 03:43 | APT | Buy | 0.59875→0.60165 | +1.95 | timeout |
| 06-27 00:50 | ARB | Buy | 0.0739485→0.0744514 | +2.93 | timeout |
| 06-26 23:13 | INJ | Buy | 4.74509→4.84879 | +10.47 | take_profit |
| 06-26 23:10 | DOGE | Buy | 0.0756389→0.0756601 | -0.34 | timeout |
| 06-26 20:55 | ADA | Buy | 0.148157→0.147243 | -3.53 | timeout |
| 06-26 20:36 | ARB | Buy | 0.0741585→0.0737416 | -3.27 | timeout |
| 06-26 19:09 | INJ | Sell | 4.77241→4.84353 | -7.89 | stop_loss |
| 06-26 18:45 | AVAX | Buy | 6.48942→6.3977 | -7.53 | stop_loss |
| 06-26 15:26 | BTC | Buy | 58993.9→60297 | +10.58 | take_profit |
| 06-26 14:00 | ARB | Buy | 0.0715479→0.0731217 | +10.54 | take_profit |
| 06-26 13:55 | ETH | Buy | 1531.25→1564.64 | +10.45 | take_profit |
| 06-26 13:55 | SUI | Buy | 0.674118→0.688628 | +10.29 | take_profit |
| 06-26 13:19 | ADA | Buy | 0.143626→0.141534 | -7.74 | stop_loss |
| 06-26 10:01 | INJ | Buy | 4.51533→4.45116 | -7.55 | stop_loss |
| 06-26 09:51 | SOL | Buy | 70.0015→69.0221 | -7.46 | stop_loss |
| 06-26 07:45 | BTC | Buy | 59639→60498 | +6.76 | timeout |
| 06-26 06:22 | APT | Buy | 0.580045→0.593052 | +10.77 | take_profit |
| 06-26 04:26 | ATOM | Buy | 1.64141→1.61839 | -7.47 | stop_loss |
| 06-26 02:16 | XRP | Buy | 1.02916→1.01434 | -7.65 | stop_loss |
| 06-26 02:13 | LINK | Buy | 7.17289→7.07179 | -7.50 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1555.26→1533.88 | -7.32 | stop_loss |
| 06-26 02:12 | ADA | Buy | 0.142216→0.140195 | -7.54 | stop_loss |
| 06-26 02:12 | NEAR | Buy | 1.81655→1.79096 | -7.50 | stop_loss |
| 06-25 23:42 | SUI | Buy | 0.672458→0.683669 | +7.88 | timeout |
| 06-25 23:34 | ADA | Buy | 0.141235→0.144134 | +9.81 | timeout |
| 06-25 21:57 | DOGE | Buy | 0.0732303→0.0748133 | +10.34 | take_profit |
| 06-25 21:55 | AVAX | Buy | 6.10833→6.24664 | +10.87 | take_profit |
| 06-25 20:16 | NEAR | Sell | 1.85904→1.81895 | +10.34 | take_profit |
| 06-25 18:34 | OP | Buy | 0.103296→0.101844 | -7.48 | stop_loss |
| 06-25 16:39 | INJ | Buy | 4.22286→4.16368 | -7.46 | stop_loss |
| 06-25 13:59 | LINK | Sell | 7.17631→7.02175 | +10.32 | take_profit |
| 06-25 13:55 | OP | Sell | 0.101445→0.0992348 | +10.44 | take_profit |
| 06-25 13:55 | SUI | Sell | 0.673832→0.659305 | +10.33 | take_profit |
| 06-25 13:54 | NEAR | Sell | 1.87953→1.83876 | +10.40 | take_profit |
| 06-25 13:53 | APT | Sell | 0.602449→0.588547 | +11.09 | take_profit |
| 06-25 12:30 | INJ | Sell | 4.15886→4.21736 | -7.48 | stop_loss |
| 06-25 11:14 | ADA | Buy | 0.149087→0.147833 | -4.66 | timeout |
| 06-25 10:28 | SOL | Buy | 69.4384→68.4805 | -7.36 | stop_loss |
| 06-25 09:32 | SUI | Buy | 0.693233→0.695796 | +1.37 | timeout |
| 06-25 09:31 | APT | Buy | 0.631558→0.634141 | +1.58 | timeout |
| 06-25 09:02 | ATOM | Buy | 1.65451→1.65009 | -1.74 | timeout |
| 06-25 06:06 | INJ | Buy | 4.27587→4.21474 | -7.60 | stop_loss |
| 06-25 05:23 | ADA | Buy | 0.147307→0.150472 | +10.32 | take_profit |
| 06-25 01:38 | AVAX | Buy | 6.37289→6.4032 | +1.95 | timeout |
| 06-25 00:50 | ETH | Buy | 1619.46→1618.84 | -0.65 | timeout |
| 06-24 22:32 | XRP | Buy | 1.06627→1.07393 | +3.18 | timeout |
| 06-24 20:26 | SUI | Buy | 0.670448→0.684919 | +10.36 | take_profit |
| 06-24 20:06 | LINK | Buy | 7.1924→7.34816 | +10.39 | take_profit |
| 06-24 20:06 | LTC | Buy | 39.5619→40.4369 | +10.62 | take_profit |
| 06-24 20:06 | SOL | Buy | 65.6748→67.1119 | +10.49 | take_profit |
| 06-24 18:21 | NEAR | Buy | 1.86837→1.90852 | +10.30 | take_profit |
| 06-24 17:48 | ARB | Buy | 0.0736284→0.0725955 | -7.45 | stop_loss |
| 06-24 17:47 | ADA | Buy | 0.141665→0.139675 | -7.47 | stop_loss |
| 06-24 17:39 | INJ | Buy | 4.19935→4.14009 | -7.50 | stop_loss |
| 06-24 17:20 | APT | Buy | 0.602351→0.593555 | -7.75 | stop_loss |
| 06-24 16:51 | DOGE | Buy | 0.0747257→0.0736467 | -7.66 | stop_loss |
| 06-24 15:45 | OP | Buy | 0.100315→0.0988758 | -7.60 | stop_loss |
| 06-24 15:45 | SOL | Buy | 68.4703→67.5261 | -7.34 | stop_loss |
| 06-24 15:45 | LINK | Buy | 7.48787→7.38266 | -7.44 | stop_loss |
| 06-24 15:44 | ETH | Buy | 1647.66→1625.02 | -7.32 | stop_loss |
| 06-24 15:20 | INJ | Buy | 4.30958→4.30902 | -0.49 | timeout |
| 06-24 13:30 | ATOM | Buy | 1.63841→1.61549 | -7.44 | stop_loss |
| 06-24 13:23 | APT | Buy | 0.631458→0.622033 | -7.91 | stop_loss |
| 06-24 13:23 | ADA | Buy | 0.147347→0.145281 | -7.46 | stop_loss |
| 06-24 13:02 | OP | Buy | 0.100605→0.102884 | +10.87 | take_profit |
| 06-24 11:49 | SOL | Buy | 68.8823→70.3874 | +10.48 | take_profit |
| 06-24 11:15 | ARB | Buy | 0.0785396→0.0774119 | -7.63 | stop_loss |
| 06-24 08:40 | ATOM | Buy | 1.69742→1.68138 | -5.12 | timeout |
| 06-24 08:20 | APT | Buy | 0.637659→0.645439 | +5.68 | timeout |
| 06-24 04:14 | OP | Buy | 0.101575→0.100145 | -7.43 | stop_loss |
| 06-24 00:32 | APT | Buy | 0.647662→0.647738 | -0.37 | timeout |
| 06-23 22:54 | NEAR | Buy | 1.97549→1.9822 | +1.24 | timeout |
| 06-23 22:21 | ADA | Buy | 0.150328→0.151752 | +4.29 | timeout |
| 06-23 21:50 | ATOM | Buy | 1.72503→1.72807 | +0.42 | timeout |
| 06-23 18:43 | LTC | Sell | 42.7113→41.7824 | +10.40 | take_profit |
| 06-23 17:32 | BTC | Buy | 62355.1→62495.9 | +0.68 | timeout |
| 06-23 17:32 | ETH | Buy | 1658.77→1657.73 | -0.75 | timeout |
| 06-23 17:31 | SOL | Buy | 68.7993→68.8387 | -0.13 | timeout |
| 06-23 15:25 | ATOM | Buy | 1.74724→1.72251 | -7.52 | stop_loss |
| 06-23 14:36 | APT | Buy | 0.629657→0.643339 | +10.42 | take_profit |
| 06-23 12:29 | XRP | Sell | 1.09873→1.10558 | -3.59 | timeout |
| 06-23 12:26 | ARB | Buy | 0.0776294→0.0786603 | +6.19 | timeout |
| 06-23 12:18 | SOL | Buy | 68.6483→69.0586 | +2.60 | timeout |
| 06-23 10:02 | APT | Sell | 0.620645→0.630072 | -8.05 | stop_loss |
| 06-23 09:36 | OP | Sell | 0.095826→0.0972029 | -7.64 | stop_loss |
| 06-23 08:17 | NEAR | Buy | 2.02791→1.9985 | -7.71 | stop_loss |
| 06-23 08:17 | AVAX | Buy | 6.16734→6.07964 | -7.56 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
598
closed
42%
win rate
-259.30
total pnl ($)
-8.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| NEAR | 84 | 42% | -7.4 | -31.08 |
| ATOM | 81 | 36% | -25.0 | -100.14 |
| INJ | 72 | 49% | +10.3 | +37.30 |
| APT | 64 | 53% | +17.5 | +56.24 |
| OP | 57 | 26% | -63.7 | -181.25 |
| ARB | 55 | 42% | -21.3 | -58.45 |
| ADA | 37 | 35% | -28.0 | -51.39 |
| SOL | 25 | 40% | -10.8 | -13.19 |
| AVAX | 21 | 38% | -11.2 | -11.64 |
| SUI | 20 | 60% | +36.0 | +35.98 |
| ETH | 20 | 35% | -12.8 | -12.85 |
| XRP | 13 | 38% | -6.5 | -4.21 |
| LINK | 12 | 58% | +52.1 | +31.24 |
| DOGE | 12 | 42% | +15.5 | +9.25 |
| LTC | 10 | 70% | +95.8 | +47.93 |
| BNB | 8 | 50% | -62.3 | -25.07 |
| BTC | 7 | 57% | +34.3 | +12.03 |
Recent bounces (last 20 of 8)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 18:04 | NEAR | Sell | circuit_breaker |
| 06-27 17:13 | ADA | Buy | circuit_breaker |
| 06-27 15:20 | ATOM | Buy | circuit_breaker |
| 06-27 14:56 | OP | Buy | circuit_breaker |
| 06-27 11:58 | OP | Buy | circuit_breaker |
| 06-27 11:34 | ATOM | Buy | circuit_breaker |
| 06-27 11:22 | ARB | Buy | circuit_breaker |
| 06-27 10:45 | ADA | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||