44
closed trades
48%
win rate
-49.16
total pnl ($)
1.040
weight
7d window — n=13 wr=46% pnl=-16.59
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-27 06:30:14 (26.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x2189872_36478
n: 12
· wr: 41.7%
· total_bps: -102.4
· mean_bps: -8.53
· sharpe: -0.05
· max_dd_bps: -542.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 44 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 05:59 | BTC | Buy | 63827.2→64188.8 | +2.36 | timeout |
| 06-21 17:54 | BTC | Buy | 63671.2→64139.8 | +3.35 | timeout |
| 06-21 05:50 | BTC | Buy | 63184.2→64213.8 | +7.69 | timeout |
| 06-20 17:46 | BTC | Buy | 62650.1→63785.8 | +8.59 | timeout |
| 06-20 05:46 | BTC | Buy | 62584.1→63636.8 | +7.96 | timeout |
| 06-18 15:57 | BTC | Buy | 63917.2→62342.7 | -12.64 | stop_loss |
| 06-17 19:41 | BTC | Buy | 65776.3→64158.7 | -12.79 | stop_loss |
| 06-17 19:40 | BTC | Buy | 65829.3→64209.7 | -12.77 | stop_loss |
| 06-17 19:39 | BTC | Buy | 65834.3→64215.7 | -12.75 | stop_loss |
| 06-17 17:30 | BTC | Buy | 66075.3→65951.7 | -1.48 | timeout |
| 06-17 05:26 | BTC | Buy | 66840.3→65809.7 | -8.22 | timeout |
| 06-16 15:23 | BTC | Buy | 65654.3→65725.7 | -0.03 | timeout |
| 06-16 00:20 | BTC | Buy | 64474.2→66339.7 | +14.12 | timeout |
| 06-15 12:19 | BTC | Buy | 64386.2→66274.7 | +14.23 | timeout |
| 06-15 00:14 | BTC | Buy | 63925.2→65782.7 | +14.11 | timeout |
| 06-14 12:10 | BTC | Buy | 63571.2→64447.8 | +6.46 | timeout |
| 06-14 00:08 | BTC | Buy | 63626.2→64417.8 | +5.78 | timeout |
| 06-13 12:06 | BTC | Buy | 63622.2→63882.8 | +1.48 | timeout |
| 06-13 00:08 | BTC | Buy | 62996.1→63544.8 | +3.70 | timeout |
| 06-12 08:43 | BTC | Buy | 61825.1→63348.8 | +11.76 | timeout |
| 06-11 20:37 | BTC | Buy | 61392.1→63287.8 | +14.79 | timeout |
| 06-11 05:26 | BTC | Buy | 61721.1→62617.9 | +6.59 | timeout |
| 06-09 15:56 | BTC | Buy | 62579.1→61028.4 | -12.88 | stop_loss |
| 06-09 14:21 | BTC | Buy | 63140.2→61587.1 | -12.75 | stop_loss |
| 06-09 14:16 | BTC | Buy | 63445.2→61884.9 | -12.75 | stop_loss |
| 06-09 05:09 | BTC | Buy | 62277.1→63103.8 | +6.19 | timeout |
| 06-08 17:03 | BTC | Buy | 61804.1→63364.8 | +12.04 | timeout |
| 06-07 22:14 | BTC | Buy | 60700→63364.8 | +21.51 | take_profit |
| 06-07 08:47 | BTC | Buy | 60145→62787.9 | +21.54 | take_profit |
| 06-05 18:43 | BTC | Buy | 61284.1→59777.1 | -12.75 | stop_loss |
| 06-05 06:21 | BTC | Buy | 63123.2→61566.1 | -12.78 | stop_loss |
| 06-05 06:01 | BTC | Buy | 63682.2→62102.8 | -12.81 | stop_loss |
| 06-04 00:29 | BTC | Buy | 65071.3→63471.1 | -12.74 | stop_loss |
| 06-03 20:55 | BTC | Buy | 66395.3→64735.4 | -13.00 | stop_loss |
| 06-03 19:53 | BTC | Buy | 67087.4→65436 | -12.79 | stop_loss |
| 06-02 14:10 | BTC | Buy | 69994.5→68271.4 | -12.77 | stop_loss |
| 06-02 09:27 | BTC | Buy | 71092.6→69343.8 | -12.82 | stop_loss |
| 06-01 22:25 | BTC | Buy | 73204.7→71209.8 | -14.18 | stop_loss |
| 06-01 22:25 | BTC | Buy | 73831.7→71209.8 | -18.41 | stop_loss |
| 06-01 01:20 | BTC | Buy | 73752.7→73613.3 | -1.49 | timeout |
| 05-31 20:28 | BTC | Buy | 73525.7→73678.3 | +0.60 | timeout |
| 05-30 23:56 | BTC | Buy | 73422.7→73814.3 | +2.13 | timeout |
| 05-30 11:49 | BTC | Buy | 73525.7→73567.3 | -0.26 | timeout |
| 05-29 23:28 | BTC | Buy | 73318.7→73340.3 | -0.32 | timeout |
Paper vs Live
Paper (trades.jsonl)
44
closed
48%
win rate
-49.16
total pnl ($)
-21.6 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 | 44 | 48% | -21.6 | -49.16 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 06:24 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||