35
closed trades
49%
win rate
-2.28
total pnl ($)
1.112
weight
7d window — n=7 wr=71% pnl=+0.61
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:33:33 (34.5d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
agf__restored_44b1568d
n: 34
· wr: 58.8%
· total_bps: +330.2
· mean_bps: +9.71
· sharpe: +0.12
· max_dd_bps: -472.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 35 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 01:26 | BTC | Sell | 63567.8→64753.6 | -0.88 | stop_loss |
| 06-21 13:45 | BTC | Sell | 64219.8→64014.2 | +0.10 | timeout |
| 06-19 14:58 | BTC | Buy | 62551.1→63185.8 | +0.42 | timeout |
| 06-19 08:49 | BTC | Sell | 62908.9→62628.1 | +0.16 | timeout |
| 06-16 13:01 | BTC | Buy | 66393.3→66394.7 | -0.04 | timeout |
| 06-16 03:23 | BTC | Sell | 66503.7→65713.3 | +0.49 | timeout |
| 06-15 14:10 | BTC | Buy | 65709.3→66292.7 | +0.36 | timeout |
| 06-15 00:14 | BTC | Sell | 64652.8→65856.2 | -0.88 | stop_loss |
| 06-12 12:49 | BTC | Sell | 62963.9→63500.2 | -0.42 | timeout |
| 06-12 06:38 | BTC | Sell | 63723.8→62833.1 | +0.59 | timeout |
| 06-11 23:38 | BTC | Buy | 63191.2→63473.8 | +0.16 | timeout |
| 06-11 13:08 | BTC | Buy | 62612.1→62877.9 | +0.15 | timeout |
| 06-10 15:44 | BTC | Buy | 61265.1→62372.9 | +0.77 | timeout |
| 06-09 18:21 | BTC | Sell | 62737.9→61848.1 | +0.60 | timeout |
| 06-08 21:00 | BTC | Buy | 63932.2→63456.8 | -0.38 | timeout |
| 06-06 02:45 | BTC | Sell | 61292.9→60862 | +0.28 | timeout |
| 06-05 13:55 | BTC | Buy | 62176.1→61019.4 | -0.88 | stop_loss |
| 06-05 12:23 | BTC | Buy | 61399.1→62256.9 | +0.59 | timeout |
| 06-04 01:23 | BTC | Buy | 63721.2→62536.6 | -0.88 | stop_loss |
| 06-03 13:57 | BTC | Buy | 67218.4→66777.7 | -0.34 | timeout |
| 06-02 19:32 | BTC | Buy | 67902.4→66627.3 | -0.89 | stop_loss |
| 06-02 07:42 | BTC | Buy | 70908.5→70202.5 | -0.49 | timeout |
| 05-31 20:22 | BTC | Sell | 73606.3→73712.7 | -0.11 | timeout |
| 05-27 18:31 | BTC | Sell | 75911.2→74854.7 | +0.59 | timeout |
| 05-26 15:30 | BTC | Buy | 77932.9→76487.9 | -0.87 | stop_loss |
| 05-26 07:48 | BTC | Sell | 76700.2→76607.8 | +0.01 | timeout |
| 05-25 03:52 | BTC | Sell | 76133.2→77001.8 | -0.55 | timeout |
| 05-23 22:59 | BTC | Buy | 75409.8→76533.2 | +0.63 | timeout |
| 05-23 14:13 | BTC | Buy | 74537.7→75187.2 | +0.35 | timeout |
| 05-23 01:12 | BTC | Sell | 76247.2→75410.8 | +0.45 | timeout |
| 05-19 15:36 | BTC | Buy | 76791.8→76507.2 | -0.21 | timeout |
| 05-15 21:02 | BTC | Buy | 79154→79091 | -0.08 | timeout |
| 05-15 13:41 | BTC | Buy | 80667→79171.4 | -0.87 | stop_loss |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.05 | timeout |
| 05-09 15:37 | BTC | Sell | 80230→80467 | -0.17 | timeout |
Paper vs Live
Paper (trades.jsonl)
35
closed
49%
win rate
-2.28
total pnl ($)
-14.4 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 | 35 | 49% | -14.4 | -2.28 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-21 22:50 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 15:37 | BTC | Sell | -0.17 | BTC traded in a narrow range near $79,495 with low volatility and slightly negative momentum across timeframes. The sell thesis failed because the market lacked directional conviction, and the trade expired via timeout without reaching the target or stop. |