5
closed trades
40%
win rate
+8.46
total pnl ($)
1.101
weight
7d window — n=1 wr=0% pnl=-12.77
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:36:01 (33.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
vy
n: 9
· wr: 33.3%
· total_bps: -231.3
· mean_bps: -25.69
· sharpe: -0.10
· max_dd_bps: -1046.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-17 08:44 | BTC | Buy | 66488.3→64853.3 | -12.77 | stop_loss |
| 06-15 11:19 | BTC | Buy | 63353.2→66138.7 | +21.53 | take_profit |
| 05-27 04:18 | BTC | Buy | 77331.9→75418.5 | -12.70 | stop_loss |
| 05-22 23:45 | BTC | Buy | 77334.9→75432.5 | -12.79 | stop_loss |
| 05-06 06:38 | BTC | Buy | 77428.9→81436.9 | +25.20 | take_profit |
Paper vs Live
Paper (trades.jsonl)
5
closed
40%
win rate
+8.46
total pnl ($)
+34.6 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 | 5 | 40% | +34.6 | +8.46 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 06:38 | BTC | Buy | +25.20 | The market was in a mild downtrend across timeframes with negative funding and declining open interest. The thesis worked because the short-term bounce hit the take profit target before the broader bearish momentum resumed. |