22
closed trades
68%
win rate
+131.06
total pnl ($)
1.112
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 00:40:11 (26.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
lv
n: 56
· wr: 19.6%
· total_bps: -8172.2
· mean_bps: -145.93
· sharpe: -0.67
· max_dd_bps: -9516.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 22 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 00:14 | BTC | Buy | 63030.2→65802.7 | +21.62 | take_profit |
| 06-14 17:41 | BTC | Buy | 63342.2→63819.8 | +3.08 | timeout |
| 06-09 00:49 | BTC | Buy | 63948.2→62374.7 | -12.75 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62463.1→60926.5 | -12.75 | stop_loss |
| 05-22 09:37 | BTC | Buy | 76746.8→77203.1 | +2.16 | timeout |
| 05-14 22:43 | BTC | Buy | 81724.1→81715.9 | -0.15 | timeout |
| 05-06 10:34 | BTC | Buy | 78790.9→82253.9 | +21.35 | take_profit |
| 05-06 10:25 | BTC | Buy | 78709.9→82169.9 | +21.35 | take_profit |
| 05-06 10:20 | BTC | Buy | 78673.9→82131.9 | +21.36 | take_profit |
| 05-06 08:33 | BTC | Buy | 78229.9→81668.9 | +21.32 | take_profit |
| 05-04 14:17 | BTC | Buy | 78670.9→78936.1 | +1.37 | timeout |
| 05-04 06:08 | BTC | Buy | 78676→79966 | +0.48 | — |
| 05-04 06:08 | BTC | Buy | 78770→79966 | +0.45 | — |
| 05-02 07:37 | BTC | Buy | 78226→— | +0.00 | — |
| 05-02 07:37 | BTC | Buy | 78620→— | +0.00 | — |
| 05-02 01:16 | BTC | Buy | 76343→78298.9 | +12.85 | timeout |
| 04-29 18:09 | BTC | Buy | 76760→74917 | -12.45 | stop_loss |
| 04-27 15:22 | BTC | Buy | 77580→76649 | -6.45 | stop_loss |
| 04-27 01:01 | BTC | Buy | 77495→79433 | +12.05 | take_profit |
| 04-27 01:01 | BTC | Buy | 77475→79412 | +12.05 | take_profit |
| 04-27 01:01 | BTC | Buy | 77471→79408 | +12.05 | take_profit |
| 04-27 01:00 | BTC | Buy | 77447→79384 | +12.06 | take_profit |
Paper vs Live
Paper (trades.jsonl)
22
closed
68%
win rate
+131.06
total pnl ($)
+116.9 bps
avg bps net
Live (dry_run=0)
7
closed
29%
win rate
-10.16
total pnl ($)
-18.3 bps
avg bps net
Live WR is 42% of paper WR (29% vs 68%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 22 | 68% | +144.9 | +131.06 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 10:20 | BTC | Buy | +21.36 | BTC was in a mild downtrend across timeframes with negative funding and declining open interest. The thesis worked because the short-term bounce hit the take profit level before the broader bearish trend resumed. |
| 05-06 08:33 | BTC | Buy | +21.32 | BTC was in a mild downtrend across all timeframes with negative funding, indicating bearish sentiment. The thesis worked because the take-profit was triggered during a short-term bounce within the broader decline. |
| 05-04 14:17 | BTC | Buy | +1.37 | The market was in a neutral state with flat hourly momentum and zero funding rates, indicating a lack of directional bias. The trade failed because the position was closed due to a timeout, meaning the anticipated move never materialized within the allocate… |
| 05-02 07:37 | BTC | Buy | — | # Trade Analysis: BTC Basis Compression Fear Revert **Market Context at Close:** Bitcoin was trading at $78,237 with muted intraday momentum (+0.07% 1h, +1.63% 24h), while funding rates had swung negative (-0.48%) after likely elevated levels during entry,… |
| 05-02 07:37 | BTC | Buy | — | # Trade Analysis: BTC Basis Compression/Fear Revert Bitcoin was consolidating near $78.2k with minimal 1-hour momentum (0.07%) but positive 24h returns (1.63%), while funding rates had turned negative (-0.485 bps), signaling reduced leveraged long position… |
| 05-02 01:16 | BTC | buy | +12.85 | # Trade Analysis: BTC Basis Compression Fear Revert 1. **Market context at close:** BTC was consolidating near $78,296 after a modest 2.28% 24-hour rally and 1.10% weekly gain, with negative funding rates (-0.0106%) suggesting reduced leveraged long positi… |
| 04-30 09:36 | BTC | buy | — | BTC was consolidating near $76,115 with mild downward pressure over the prior 24 hours (-2.05%) while funding rates remained modestly positive at 0.0691%, suggesting contained leverage positioning. The basis compression thesis failed because the trade enter… |
| 04-30 09:36 | BTC | buy | — | At close, Bitcoin was trading at $76,115 (down 2.05% over 24h and 2.29% over 7d) with modest positive momentum in the final hour (1h=+0.07%), while funding rates remained slightly positive at 0.0691%, indicating mild long bias in perpetual markets. The trad… |
| 04-29 18:09 | BTC | buy | -12.45 | BTC dropped 1.16% in the hour before close, continuing a four-day downtrend (-4.69% over 7d) with elevated funding rates (0.0025%) signaling persistent leveraged long positioning. The basis compression thesis failed because the trade entered at $76,760 expe… |
| 04-27 15:22 | BTC | buy | -6.45 | BTC was experiencing intraday weakness with a -1.38% 1h decline to $77,031, coupled with negative funding rates (-0.001732%), signaling short positioning and reduced leverage appetite in a consolidating market. The deribit_basis_compression_fear_revert stra… |