2
closed trades
50%
win rate
-3.41
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:33:30 (33.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ro
n: 9
· wr: 44.4%
· total_bps: +76.9
· mean_bps: +8.55
· sharpe: +0.08
· max_dd_bps: -289.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 2 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 04-28 21:16 | BTC | Buy | 76770→76314 | -3.42 | timeout |
| 04-26 18:13 | BTC | Buy | 77969→78041 | +0.01 | timeout |
Paper vs Live
Paper (trades.jsonl)
2
closed
50%
win rate
-3.41
total pnl ($)
-34.1 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 | 2 | 50% | -34.1 | -3.41 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-26 18:13 | BTC | Buy | +0.01 | BTC rallied 1.18% over 24 hours and 3.59% over 7 days, closing at $78,209 with positive momentum across the session. The trade's thesis partially worked—the Deribit basis did compress as expected (z=-1.63), but the position exited on timeout before capturin… |