133
closed trades
38%
win rate
-92.32
total pnl ($)
1.149
weight
7d window — n=25 wr=44% pnl=-16.87
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:17:44 (39.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
qi
n: 232
· wr: 41.8%
· total_bps: -412.9
· mean_bps: -1.78
· sharpe: -0.03
· max_dd_bps: -877.6
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 |
|---|---|---|---|---|---|
| 06-28 10:09 | BTC | Sell | 60394→60164 | +1.46 | timeout |
| 06-28 06:49 | BTC | Sell | 59969→59966 | -0.43 | timeout |
| 06-27 21:20 | BTC | Buy | 60190→60348 | +0.87 | timeout |
| 06-26 20:41 | BTC | Sell | 59935→59665 | +1.81 | timeout |
| 06-26 17:11 | BTC | Sell | 60388→60209 | +1.04 | timeout |
| 06-26 10:46 | BTC | Sell | 60110→59452 | +5.03 | timeout |
| 06-26 07:28 | BTC | Buy | 59722→60621 | +7.08 | take_profit |
| 06-26 02:53 | BTC | Buy | 58976.9→58410.9 | -5.25 | stop_loss |
| 06-25 23:29 | BTC | Sell | 60176→60117 | +0.04 | timeout |
| 06-25 14:02 | BTC | Buy | 58147.9→59015 | +7.01 | take_profit |
| 06-24 22:04 | BTC | Buy | 60709→61040.9 | +2.28 | timeout |
| 06-24 19:06 | BTC | Buy | 59528→59622 | +0.35 | timeout |
| 06-24 15:46 | BTC | Buy | 60927→60341.8 | -5.25 | stop_loss |
| 06-24 13:06 | BTC | Buy | 62763.1→62159.8 | -5.25 | stop_loss |
| 06-24 07:35 | BTC | Buy | 62768.1→62622.9 | -1.61 | timeout |
| 06-23 15:29 | BTC | Buy | 62441.1→62226.9 | -2.16 | timeout |
| 06-23 10:58 | BTC | Buy | 62473.1→62282.9 | -1.96 | timeout |
| 06-23 08:17 | BTC | Buy | 62973.1→62365.7 | -5.27 | stop_loss |
| 06-23 05:23 | BTC | Buy | 64026.2→63409.1 | -5.27 | stop_loss |
| 06-23 02:09 | BTC | Buy | 63980.2→64070.8 | +0.26 | timeout |
| 06-22 22:12 | BTC | Buy | 64478.2→64321.8 | -1.66 | timeout |
| 06-22 13:07 | BTC | Sell | 64705.8→65045.3 | -3.07 | timeout |
| 06-22 10:14 | BTC | Sell | 64197.8→64210.2 | -0.54 | timeout |
| 06-22 01:23 | BTC | Sell | 63820.8→64434.4 | -5.26 | stop_loss |
| 06-21 22:58 | BTC | Sell | 63683.8→63767.2 | -1.10 | timeout |
| 06-21 08:56 | BTC | Sell | 64162.8→63963.2 | +1.10 | timeout |
| 06-20 22:56 | BTC | Sell | 63946.8→64280.2 | -3.05 | timeout |
| 06-20 19:28 | BTC | Sell | 63820.8→63833.2 | -0.55 | timeout |
| 06-20 16:17 | BTC | Sell | 63845.8→64028.2 | -1.88 | timeout |
| 06-20 06:51 | BTC | Buy | 63698.2→63725.8 | -0.24 | timeout |
| 06-20 03:38 | BTC | Buy | 63488.2→63406.8 | -1.09 | timeout |
| 06-19 12:47 | BTC | Buy | 62454.1→62349.9 | -1.28 | timeout |
| 06-19 09:15 | BTC | Buy | 62510.1→62390.9 | -1.39 | timeout |
| 06-19 03:45 | BTC | Sell | 63033.8→62636.1 | +2.70 | timeout |
| 06-16 14:39 | BTC | Sell | 66151.7→65617.3 | +3.59 | timeout |
| 06-16 11:34 | BTC | Sell | 66480.7→66401.3 | +0.15 | timeout |
| 06-16 08:28 | BTC | Buy | 66412.3→66517.7 | +0.34 | timeout |
| 06-16 02:14 | BTC | Sell | 66382.7→66034.3 | +2.17 | timeout |
| 06-15 22:51 | BTC | Sell | 66502.7→66217.3 | +1.70 | timeout |
| 06-15 19:34 | BTC | Sell | 66792.7→66647.3 | +0.64 | timeout |
| 06-15 15:05 | BTC | Buy | 66833.3→66602.7 | -2.17 | timeout |
| 06-15 10:42 | BTC | Buy | 65670.3→65722.7 | -0.05 | timeout |
| 06-15 07:20 | BTC | Buy | 65753.3→65861.7 | +0.37 | timeout |
| 06-14 21:40 | BTC | Sell | 64748.8→65371.9 | -5.26 | stop_loss |
| 06-14 16:47 | BTC | Sell | 64054.8→64111.2 | -0.89 | timeout |
| 06-12 06:51 | BTC | Sell | 63466.8→62930.1 | +3.78 | timeout |
| 06-12 01:29 | BTC | Sell | 63581.8→63329.2 | +1.54 | timeout |
| 06-11 22:27 | BTC | Sell | 63367.8→63528.2 | -1.71 | timeout |
| 06-11 19:08 | BTC | Buy | 63138.2→63436.8 | +1.91 | timeout |
| 06-11 15:30 | BTC | Buy | 63020.2→62700.9 | -2.99 | timeout |
| 06-11 09:09 | BTC | Buy | 62608.1→62823.9 | +1.27 | timeout |
| 06-10 16:46 | BTC | Buy | 62622.1→62020.9 | -5.25 | stop_loss |
| 06-10 13:05 | BTC | Buy | 61009.1→61495.9 | +3.54 | timeout |
| 06-10 09:14 | BTC | Buy | 61586.1→60992.4 | -5.26 | stop_loss |
| 06-09 14:47 | BTC | Sell | 62076.9→61147.1 | +7.04 | take_profit |
| 06-09 12:39 | BTC | Sell | 62624.9→62557.1 | +0.09 | timeout |
| 06-09 09:16 | BTC | Buy | 63166.2→62861.9 | -2.86 | timeout |
| 06-08 19:29 | BTC | Buy | 63510.2→63492.8 | -0.59 | timeout |
| 06-08 16:29 | BTC | Buy | 63948.2→63863.8 | -1.12 | timeout |
| 06-08 00:33 | BTC | Buy | 62974.1→63433.8 | +3.20 | timeout |
| 06-07 04:59 | BTC | Buy | 61638.1→61883.9 | +1.55 | timeout |
| 06-06 03:47 | BTC | Sell | 60756→60656 | +0.37 | timeout |
| 06-05 23:33 | BTC | Sell | 61405.9→60489 | +7.02 | take_profit |
| 06-05 20:43 | BTC | Sell | 60697→61280.7 | -5.26 | stop_loss |
| 06-05 18:00 | BTC | Buy | 60927→60829 | -1.26 | timeout |
| 06-05 13:51 | BTC | Buy | 61722.1→61128.4 | -5.26 | stop_loss |
| 06-05 09:42 | BTC | Buy | 62752.1→62806.9 | -0.01 | timeout |
| 06-05 05:45 | BTC | Buy | 63339.2→62730.5 | -5.25 | stop_loss |
| 06-04 05:13 | BTC | Sell | 64383.8→63794.2 | +4.13 | timeout |
| 06-04 00:26 | BTC | Buy | 64304.2→63687 | -5.25 | stop_loss |
| 06-03 13:56 | BTC | Buy | 66994.3→66878.7 | -1.32 | timeout |
| 06-03 09:08 | BTC | Buy | 67210.4→66994.7 | -2.06 | timeout |
| 06-03 01:18 | BTC | Buy | 66720.3→66856.7 | +0.57 | timeout |
| 06-02 19:31 | BTC | Buy | 67217.4→66553.4 | -5.39 | stop_loss |
| 06-02 15:30 | BTC | Buy | 67815.4→67163 | -5.26 | stop_loss |
| 06-02 12:08 | BTC | Buy | 69446.5→69436.5 | -0.53 | timeout |
| 06-02 02:01 | BTC | Buy | 71225.6→70541.2 | -5.26 | stop_loss |
| 06-01 22:43 | BTC | Buy | 71192.6→71155.4 | -0.72 | timeout |
| 06-01 18:49 | BTC | Buy | 71499.6→71454.4 | -0.78 | timeout |
| 06-01 06:14 | BTC | Sell | 73439.3→73242.7 | +0.89 | timeout |
| 06-01 00:55 | BTC | Sell | 73811.3→73905.7 | -1.09 | timeout |
| 05-31 20:40 | BTC | Sell | 73571.3→73673.7 | -1.15 | timeout |
| 05-31 15:55 | BTC | Sell | 73548.3→73635.7 | -1.04 | timeout |
| 05-29 18:47 | BTC | Buy | 74237.7→73518.5 | -5.30 | stop_loss |
| 05-29 12:54 | BTC | Sell | 73616.3→73325.7 | +1.53 | timeout |
| 05-29 09:20 | BTC | Sell | 73366.3→73840.7 | -3.68 | timeout |
| 05-27 20:46 | BTC | Sell | 75007.2→75225.8 | -1.90 | timeout |
| 05-27 16:47 | BTC | Sell | 75163.2→75106.8 | -0.07 | timeout |
| 05-27 13:46 | BTC | Sell | 75563.2→74856.7 | +4.22 | timeout |
| 05-26 19:05 | BTC | Sell | 75860.2→75817.8 | -0.17 | timeout |
| 05-26 14:37 | BTC | Buy | 77949.9→77205.5 | -5.22 | stop_loss |
| 05-26 06:34 | BTC | Sell | 76711.2→76819.8 | -1.16 | timeout |
| 05-26 03:19 | BTC | Sell | 76711.2→76531.8 | +0.72 | timeout |
| 05-25 19:37 | BTC | Sell | 77592.1→77371.9 | +0.98 | timeout |
| 05-25 03:42 | BTC | Sell | 77336.1→77038.9 | +1.48 | timeout |
| 05-24 22:11 | BTC | Sell | 76271.2→77000.3 | -5.23 | stop_loss |
| 05-24 20:30 | BTC | Sell | 76626.2→76632.8 | -0.49 | timeout |
| 05-24 17:10 | BTC | Sell | 76402.2→76661.8 | -2.15 | timeout |
| 05-24 13:45 | BTC | Sell | 77153.1→76931.8 | +0.99 | timeout |
| 05-23 20:33 | BTC | Buy | 75755.8→76223.2 | +2.63 | timeout |
Paper vs Live
Paper (trades.jsonl)
133
closed
38%
win rate
-92.32
total pnl ($)
-13.9 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 | 133 | 38% | -13.9 | -92.32 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 08:40 | BTC | Sell | circuit_breaker |
| 06-28 05:22 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 12:39 | BTC | Sell | -0.84 | The market was in a mild downtrend with BTC declining 1.92% over 24 hours, but the short thesis failed because the trade expired before the expected move materialized, resulting in a small loss from the timeout. |
| 05-09 09:36 | BTC | Sell | -0.09 | The market was in a mild downtrend over 24h and 7d, with BTC at $79,834 and low volatility in the 1h window. The thesis failed because the trade was closed by timeout without reaching an exit, resulting in a negligible loss from an unfilled order. |
| 05-09 06:37 | BTC | Sell | -0.03 | The market was in a mild downtrend with low volatility, as BTC slipped 1.56% over 24 hours and funding remained neutral. The thesis failed because the trade expired without reaching an exit trigger, as the slow, range-bound price action did not generate the… |
| 05-09 03:37 | BTC | Sell | -0.33 | The market was in a mild downtrend with low volatility, as BTC slipped 0.16% in the hour and 1.47% over 24 hours. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allowe… |
| 05-09 00:35 | BTC | Sell | -0.03 | BTC was trading in a narrow range with low volatility, showing a slight intraday uptick but remaining weak on the weekly timeframe. The short thesis failed because the market did not move decisively within the timeout period, resulting in a negligible loss … |
| 05-08 21:33 | BTC | Sell | -0.53 | The market was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the short position was closed by timeout before the expected continuation lower materialized. |
| 05-08 18:34 | BTC | Sell | -3.14 | The market was in a short-term consolidation with a slight uptick on the hour, but still in a broader downtrend over the past day and week. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within th… |
| 05-08 14:18 | BTC | Sell | -5.23 | The market exhibited a persistent upward bias with elevated funding and open interest, indicating strong bullish momentum. The short thesis failed because the stop-loss was triggered as price continued to rally against the position. |
| 05-08 08:32 | BTC | Sell | -2.46 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC recovering 0.16% on the hour. The short thesis failed because the trade expired via timeout before the anticipated downward move materialized, as the market held steady wit… |
| 05-04 21:31 | BTC | Buy | +1.26 | The market was in a period of consolidation with flat hourly momentum and neutral funding rates. The trade failed to generate profit because the position was closed due to a timeout before any significant price movement occurred. |