19
closed trades
47%
win rate
-3.31
total pnl ($)
1.255
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:49:03 (39.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
xl
n: 14
· wr: 64.3%
· total_bps: +231.3
· mean_bps: +16.52
· sharpe: +0.15
· max_dd_bps: -442.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 19 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 15:40 | BTC | Buy | 64225.2→62639.5 | -10.00 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64523.2→62935.4 | -10.04 | stop_loss |
| 06-18 14:07 | BTC | Buy | 65211.3→63795.8 | -9.03 | timeout |
| 06-18 05:04 | BTC | Buy | 65280.3→63675 | -10.21 | stop_loss |
| 06-17 08:52 | BTC | Sell | 66761.7→64882.2 | +10.94 | timeout |
| 05-28 08:05 | BTC | Sell | 75950.2→73353.7 | +13.29 | timeout |
| 05-28 02:04 | BTC | Sell | 75808.2→74225.7 | +8.02 | timeout |
| 05-27 20:05 | BTC | Sell | 76058.2→75171.8 | +4.36 | timeout |
| 05-27 14:05 | BTC | Sell | 77147.1→75189.8 | +9.75 | timeout |
| 05-27 08:05 | BTC | Sell | 76675.2→75946.8 | +3.26 | timeout |
| 05-22 05:16 | BTC | Buy | 77861.9→77650.1 | -1.45 | timeout |
| 05-21 23:15 | BTC | Buy | 77409.9→77504.1 | +0.05 | timeout |
| 05-21 17:15 | BTC | Buy | 77378.9→77464.1 | +0.04 | timeout |
| 05-21 11:15 | BTC | Buy | 77451.9→77272.1 | -1.37 | timeout |
| 05-21 05:15 | BTC | Buy | 77155.9→77860.1 | +3.24 | timeout |
| 05-01 06:03 | BTC | Sell | 75554→77103.9 | -8.64 | timeout |
| 05-01 00:02 | BTC | Sell | 75765→76390.8 | -3.80 | timeout |
| 04-30 18:01 | BTC | Sell | 76060→76312.8 | -1.72 | timeout |
| 04-29 15:53 | BTC | Sell | 77548→75686 | +0.00 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
19
closed
47%
win rate
-3.31
total pnl ($)
-4.6 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 | 19 | 47% | -4.3 | -3.31 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 06:03 | BTC | sell | +7.92 | BTC drifted sideways near $77,135 with minimal hourly momentum (-0.01%) but modest 24h gains (+2.02%), failing to sustain the upside move that had triggered the max pain magnet signal. The thesis underperformed because spot ($77,104 at exit) never decisivel… |
| 05-01 00:02 | BTC | sell | +3.08 | # Trade Analysis: deribit_max_pain_magnet_pre_expiry (BTC Sell) Bitcoin remained range-bound near $76,433 at close with minimal intraday momentum (1h=+0.21%, 24h=+0.86%), failing to sustain the upside momentum that had pushed spot above the $76,000 max pai… |
| 04-29 15:53 | BTC | sell | -9.96 | The market was consolidating with mild downward pressure—BTC fell 0.72% in the final hour and 3.98% over the week, while funding rates remained neutral at 0.048%, indicating balanced positioning without capitulation. The trade's thesis failed because spot (… |