40
closed trades
28%
win rate
-45.24
total pnl ($)
1.185
weight
7d window — n=12 wr=33% pnl=-6.46
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 07:05:03 (38.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ajd
n: 150
· wr: 38.7%
· total_bps: -1298.9
· mean_bps: -8.66
· sharpe: -0.15
· max_dd_bps: -1320.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 40 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 07:53 | BTC | Buy | 60237→60539 | +2.06 | timeout |
| 06-26 03:33 | BTC | Buy | 58739.9→59175 | +3.26 | timeout |
| 06-25 14:07 | BTC | Buy | 58301.9→59172 | +7.01 | take_profit |
| 06-24 21:21 | BTC | Buy | 60710→60864 | +0.83 | timeout |
| 06-24 16:51 | BTC | Buy | 60220→59641.2 | -5.25 | stop_loss |
| 06-24 13:06 | BTC | Buy | 62785.1→62179.8 | -5.27 | stop_loss |
| 06-24 07:05 | BTC | Buy | 62762.1→62720.9 | -0.78 | timeout |
| 06-23 14:59 | BTC | Buy | 62430.1→62409.9 | -0.61 | timeout |
| 06-23 09:18 | BTC | Buy | 62435.1→62419.9 | -0.56 | timeout |
| 06-23 05:45 | BTC | Buy | 63804.2→63384.8 | -3.74 | timeout |
| 06-23 01:44 | BTC | Buy | 64092.2→64052.8 | -0.76 | timeout |
| 06-22 21:45 | BTC | Buy | 64452.2→64169.8 | -2.64 | timeout |
| 06-20 03:08 | BTC | Buy | 63483.2→63339.8 | -1.58 | timeout |
| 06-19 08:46 | BTC | Buy | 62510.1→62605.9 | +0.32 | timeout |
| 06-16 08:01 | BTC | Buy | 66376.3→66377.7 | -0.44 | timeout |
| 06-15 16:40 | BTC | Buy | 66806.3→67170.6 | +2.27 | timeout |
| 06-15 11:01 | BTC | Buy | 65598.3→65885.7 | +1.74 | timeout |
| 06-15 06:53 | BTC | Buy | 65802.3→65845.7 | -0.12 | timeout |
| 06-12 08:45 | BTC | Buy | 63031.2→63338.8 | +1.99 | timeout |
| 06-11 15:22 | BTC | Buy | 62857.1→62702.9 | -1.68 | timeout |
| 06-11 08:04 | BTC | Buy | 62666.1→62729.9 | +0.05 | timeout |
| 06-10 13:16 | BTC | Buy | 61135.1→61454.9 | +2.17 | timeout |
| 06-10 09:14 | BTC | Buy | 61586.1→61053.9 | -4.77 | timeout |
| 06-09 08:44 | BTC | Buy | 63181.2→62959.9 | -2.20 | timeout |
| 06-08 15:59 | BTC | Buy | 63936.2→63709.8 | -2.23 | timeout |
| 06-08 00:03 | BTC | Buy | 62939.1→63178.8 | +1.45 | timeout |
| 06-07 04:29 | BTC | Buy | 61638.1→61515.9 | -1.44 | timeout |
| 06-05 13:49 | BTC | Buy | 62041.1→61444.2 | -5.26 | stop_loss |
| 06-05 10:13 | BTC | Buy | 62716.1→62747.9 | -0.20 | timeout |
| 06-05 05:45 | BTC | Buy | 63336.2→62728.5 | -5.25 | stop_loss |
| 06-04 06:56 | BTC | Buy | 63962.2→63995.8 | -0.19 | timeout |
| 06-04 00:26 | BTC | Buy | 64346.2→63727.9 | -5.25 | stop_loss |
| 06-03 08:36 | BTC | Buy | 67195.4→67036.6 | -1.64 | timeout |
| 06-02 22:17 | BTC | Buy | 67705.4→67053.1 | -5.27 | stop_loss |
| 06-02 17:28 | BTC | Buy | 67840.4→67704.6 | -1.45 | timeout |
| 06-02 11:38 | BTC | Buy | 69445.5→69442.5 | -0.48 | timeout |
| 06-02 01:31 | BTC | Buy | 71280.4→71124.6 | -1.55 | timeout |
| 06-01 18:19 | BTC | Buy | 71492.4→71394.6 | -1.14 | timeout |
| 05-29 18:16 | BTC | Buy | 74166.3→73940.7 | -1.98 | timeout |
| 05-26 14:38 | BTC | Buy | 77923.1→77263.5 | -4.68 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
40
closed
28%
win rate
-45.24
total pnl ($)
-22.6 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 | 40 | 28% | -22.6 | -45.24 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||