168
closed trades
39%
win rate
-69.90
total pnl ($)
0.954
weight
7d window — n=42 wr=45% pnl=-14.09
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-24 12:00:02 (28.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ayd
n: 737
· wr: 43.1%
· total_bps: -5301.6
· mean_bps: -7.19
· sharpe: -0.13
· max_dd_bps: -5372.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 00:14 | BTC | Sell | 63672.8→63451.2 | +1.29 | timeout |
| 06-21 22:02 | BTC | Sell | 63784.8→63689.2 | +0.30 | timeout |
| 06-21 19:11 | BTC | Buy | 63978.2→64183.8 | +1.16 | timeout |
| 06-21 15:37 | BTC | Sell | 64003.8→64165.2 | -1.71 | timeout |
| 06-21 13:24 | BTC | Sell | 63947.8→64127.2 | -1.85 | timeout |
| 06-21 11:09 | BTC | Sell | 64196.8→64379.2 | -1.87 | timeout |
| 06-21 09:10 | BTC | Sell | 64079.8→63955.2 | +0.52 | timeout |
| 06-21 07:09 | BTC | Sell | 64171.8→64234.2 | -0.93 | timeout |
| 06-21 04:36 | BTC | Sell | 64291.8→64542.2 | -2.40 | timeout |
| 06-21 02:11 | BTC | Buy | 64248.2→64219.8 | -0.67 | timeout |
| 06-20 21:15 | BTC | Sell | 63922.8→63960.2 | -0.74 | timeout |
| 06-20 18:44 | BTC | Sell | 63835.8→63763.2 | +0.12 | timeout |
| 06-20 15:47 | BTC | Sell | 63845.8→64167.2 | -2.97 | timeout |
| 06-20 07:13 | BTC | Buy | 63633.2→63606.8 | -0.66 | timeout |
| 06-20 05:06 | BTC | Buy | 63420.2→63532.8 | +0.44 | timeout |
| 06-20 02:57 | BTC | Buy | 63543.2→63322.8 | -2.18 | timeout |
| 06-19 23:36 | BTC | Sell | 63232.8→63333.2 | -1.24 | timeout |
| 06-19 20:15 | BTC | Buy | 63042.2→63048.8 | -0.40 | timeout |
| 06-19 13:34 | BTC | Buy | 62452.1→62769.9 | +2.10 | timeout |
| 06-19 10:56 | BTC | Buy | 62380.1→62562.9 | +1.02 | timeout |
| 06-19 08:37 | BTC | Buy | 62522.1→62672.9 | +0.76 | timeout |
| 06-19 03:52 | BTC | Sell | 62941.9→62748.1 | +1.09 | timeout |
| 06-19 01:41 | BTC | Sell | 62999.8→62866.1 | +0.61 | timeout |
| 06-18 13:14 | BTC | Sell | 63964.8→64376.2 | -3.67 | timeout |
| 06-18 07:48 | BTC | Sell | 64073.8→64436.2 | -3.28 | timeout |
| 06-17 19:00 | BTC | Sell | 65471.7→65566.3 | -1.17 | timeout |
| 06-16 19:00 | BTC | Sell | 65941.7→65789.3 | +0.71 | timeout |
| 06-16 16:47 | BTC | Sell | 65701.7→65757.3 | -0.87 | timeout |
| 06-16 14:45 | BTC | Sell | 66108.7→65669.3 | +2.88 | timeout |
| 06-16 12:37 | BTC | Sell | 66352.7→66629.3 | -2.53 | timeout |
| 06-16 10:35 | BTC | Sell | 66684.7→66649.3 | -0.18 | timeout |
| 06-16 08:27 | BTC | Buy | 66322.3→66479.7 | +0.74 | timeout |
| 06-16 06:28 | BTC | Buy | 66024.3→66255.7 | +1.31 | timeout |
| 06-16 03:37 | BTC | Sell | 65869.7→66014.3 | -1.55 | timeout |
| 06-16 01:26 | BTC | Sell | 66236.7→66321.3 | -1.09 | timeout |
| 06-15 21:18 | BTC | Sell | 66500.7→66488.3 | -0.36 | timeout |
| 06-15 18:52 | BTC | Sell | 66905.7→66822.3 | +0.18 | timeout |
| 06-15 16:32 | BTC | Buy | 66615.3→67231.6 | +4.17 | timeout |
| 06-15 14:35 | BTC | Buy | 66833.3→66508.7 | -2.88 | timeout |
| 06-15 11:59 | BTC | Buy | 65891.3→66212.7 | +1.99 | timeout |
| 06-15 08:51 | BTC | Buy | 65710.3→65716.7 | -0.40 | timeout |
| 06-15 06:49 | BTC | Buy | 65753.3→65832.7 | +0.15 | timeout |
| 06-15 03:16 | BTC | Sell | 65739.7→65669.3 | +0.09 | timeout |
| 06-15 00:50 | BTC | Sell | 65661.7→65542.3 | +0.46 | timeout |
| 06-14 22:42 | BTC | Sell | 65173.7→65353.3 | -1.83 | timeout |
| 06-14 20:34 | BTC | Sell | 63805.8→63941.2 | -1.51 | timeout |
| 06-14 18:05 | BTC | Sell | 63977.8→63762.2 | +1.24 | timeout |
| 06-14 16:05 | BTC | Sell | 64102.8→64047.2 | -0.01 | timeout |
| 06-14 14:00 | BTC | Sell | 64296.8→64297.2 | -0.45 | timeout |
| 06-14 07:58 | BTC | Buy | 64265.2→64428.8 | +0.82 | timeout |
| 06-14 04:33 | BTC | Buy | 64501.2→64436.8 | -0.95 | timeout |
| 06-14 02:04 | BTC | Buy | 64521.2→64568.8 | -0.08 | timeout |
| 06-13 23:19 | BTC | Buy | 64387.2→64552.8 | +0.83 | timeout |
| 06-13 21:04 | BTC | Buy | 64253.2→64286.8 | -0.19 | timeout |
| 06-13 13:35 | BTC | Buy | 64003.2→64194.8 | +1.04 | timeout |
| 06-13 09:55 | BTC | Buy | 63784.2→63729.8 | -0.88 | timeout |
| 06-13 05:51 | BTC | Buy | 63616.2→63523.8 | -1.18 | timeout |
| 06-12 07:18 | BTC | Sell | 63165.8→63047.2 | +0.49 | timeout |
| 06-12 05:14 | BTC | Sell | 63478.8→63411.2 | +0.09 | timeout |
| 06-12 01:37 | BTC | Sell | 63657.8→63294.2 | +2.41 | timeout |
| 06-11 23:19 | BTC | Sell | 63600.8→63384.2 | +1.26 | timeout |
| 06-11 21:17 | BTC | Sell | 63503.8→63497.2 | -0.39 | timeout |
| 06-11 18:38 | BTC | Buy | 63160.2→63471.8 | +2.01 | timeout |
| 06-11 14:42 | BTC | Buy | 62697.1→62885.9 | +1.05 | timeout |
| 06-11 12:01 | BTC | Buy | 63084.2→63013.8 | -1.01 | timeout |
| 06-11 09:51 | BTC | Buy | 62964.1→62888.9 | -1.05 | timeout |
| 06-11 07:45 | BTC | Buy | 62901.1→62643.9 | -2.50 | timeout |
| 06-11 01:35 | BTC | Buy | 61802.1→62130.9 | +2.21 | timeout |
| 06-10 23:37 | BTC | Buy | 61297.1→61509.9 | +1.29 | timeout |
| 06-10 20:42 | BTC | Sell | 61975.9→61843.1 | +0.62 | timeout |
| 06-10 18:33 | BTC | Sell | 61755.9→61913.1 | -1.72 | timeout |
| 06-10 15:46 | BTC | Sell | 61862.9→62457.3 | -5.25 | stop_loss |
| 06-10 13:22 | BTC | Buy | 61108.1→61532.9 | +3.03 | timeout |
| 06-10 11:18 | BTC | Buy | 61134.1→61069.9 | -0.97 | timeout |
| 06-10 09:14 | BTC | Buy | 61586.1→61053.9 | -4.77 | timeout |
| 06-09 19:58 | BTC | Sell | 61768.9→62023.1 | -2.51 | timeout |
| 06-09 16:38 | BTC | Sell | 61237.9→61201.1 | -0.14 | timeout |
| 06-09 14:34 | BTC | Sell | 62285.9→61534.1 | +5.59 | timeout |
| 06-09 12:32 | BTC | Sell | 62576.9→62617.1 | -0.77 | timeout |
| 06-09 10:31 | BTC | Sell | 62730.9→62720.1 | -0.37 | timeout |
| 06-09 07:54 | BTC | Sell | 63232.8→63178.2 | -0.02 | timeout |
| 06-09 05:48 | BTC | Sell | 63300.8→63411.2 | -1.32 | timeout |
| 06-09 03:46 | BTC | Sell | 62684.9→62767.1 | -1.11 | timeout |
| 06-09 01:43 | BTC | Sell | 62633.9→62638.1 | -0.48 | timeout |
| 06-08 23:41 | BTC | Sell | 63276.8→63152.2 | +0.54 | timeout |
| 06-08 21:37 | BTC | Sell | 63260.8→63749.2 | -4.31 | timeout |
| 06-08 17:30 | BTC | Buy | 63823.2→63577.8 | -2.38 | timeout |
| 06-08 15:28 | BTC | Buy | 63836.2→64041.8 | +1.16 | timeout |
| 06-08 12:57 | BTC | Buy | 62944.1→63882.8 | +7.01 | take_profit |
| 06-08 11:04 | BTC | Buy | 63418.2→63061.8 | -3.26 | timeout |
| 06-08 08:30 | BTC | Buy | 63188.2→63084.8 | -1.27 | timeout |
| 06-08 05:52 | BTC | Sell | 62795.9→62644.1 | +0.76 | timeout |
| 06-08 03:40 | BTC | Sell | 62977.9→63073.2 | -1.21 | timeout |
| 06-07 22:14 | BTC | Buy | 61811.1→62732.9 | +7.01 | take_profit |
| 06-07 09:58 | BTC | Buy | 62838.1→62526.9 | -2.93 | timeout |
| 06-07 06:26 | BTC | Buy | 61856.1→61808.9 | -0.83 | timeout |
| 06-07 04:23 | BTC | Buy | 61661.1→61511.9 | -1.66 | timeout |
| 06-07 02:26 | BTC | Buy | 61457.1→61229.9 | -2.30 | timeout |
| 06-06 03:21 | BTC | Sell | 60738→60826 | -1.17 | timeout |
| 06-06 01:21 | BTC | Sell | 61271.9→61022.1 | +1.59 | timeout |
Paper vs Live
Paper (trades.jsonl)
168
closed
39%
win rate
-69.90
total pnl ($)
-8.4 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 | 168 | 39% | -8.4 | -69.90 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-21 23:33 | BTC | Sell | stale_intent |
| 06-21 21:17 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||