5
closed trades
20%
win rate
-2.25
total pnl ($)
1.223
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 01:11:31 (38.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
xe
n: 43
· wr: 18.6%
· total_bps: -5610.7
· mean_bps: -130.48
· sharpe: -0.78
· max_dd_bps: -5757.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-17 17:02 | BTC | Buy | 78915.9→78912 | -0.62 | timeout |
| 05-17 04:02 | BTC | Buy | 79170→79166 | -0.62 | timeout |
| 05-15 13:51 | BTC | Buy | 80677→78696.7 | -12.72 | stop_loss |
| 05-13 10:43 | BTC | Buy | 81724.1→81715.9 | -0.57 | timeout |
| 05-06 13:18 | BTC | Buy | 79950→81999.9 | +12.29 | timeout |
Paper vs Live
Paper (trades.jsonl)
5
closed
20%
win rate
-2.25
total pnl ($)
-7.2 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 | 5 | 20% | -7.2 | -2.25 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 13:18 | BTC | Buy | +12.29 | The market was in a persistent downtrend across timeframes, with BTC declining 1% hourly and nearly 2% daily. The thesis failed because the trade was closed by timeout before a reversal materialized, as the bearish momentum continued without triggering an e… |