7
closed trades
29%
win rate
-6.26
total pnl ($)
1.253
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 05:45:02 (40.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
at
n: 3
· wr: 0.0%
· total_bps: -61.7
· mean_bps: -20.56
· sharpe: -1.26
· max_dd_bps: -61.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 7 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-20 00:24 | BTC | Sell | 62963.9→63458.2 | -4.37 | timeout |
| 06-19 12:07 | BTC | Sell | 62575.9→62593.1 | -0.60 | timeout |
| 06-15 15:25 | BTC | Buy | 66307.3→66628.7 | +1.98 | timeout |
| 06-06 08:03 | BTC | Sell | 60824→60883 | -0.92 | timeout |
| 05-30 13:54 | BTC | Buy | 73582.7→73780.3 | +0.88 | timeout |
| 05-22 12:35 | BTC | Sell | 77237.1→77430.9 | -1.69 | timeout |
| 05-02 08:47 | BTC | Sell | 78127.1→78297.9 | -1.53 | timeout |
Paper vs Live
Paper (trades.jsonl)
7
closed
29%
win rate
-6.26
total pnl ($)
-17.9 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 | 7 | 29% | -17.9 | -6.26 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 08:47 | BTC | Sell | -1.53 | BTC was consolidating near 78,300 with stable funding at 0.0046% and massive open interest ($4.1B), showing no directional momentum despite the coiled-spring setup. The thesis failed because the 28.3% OI surge over 6 hours signaled positioning accumulation … |