69
closed trades
32%
win rate
-56.37
total pnl ($)
1.109
weight
7d window — n=13 wr=15% pnl=-21.88
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 00:25:21 (40.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aje
n: 101
· wr: 49.5%
· total_bps: -237.1
· mean_bps: -2.35
· sharpe: -0.03
· max_dd_bps: -2135.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 69 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 21:51 | BTC | Buy | 60538→60123 | -1.93 | timeout |
| 06-25 13:40 | BTC | Buy | 61711.1→60554.7 | -4.90 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62593.1→61428.2 | -4.88 | stop_loss |
| 06-24 09:38 | BTC | Buy | 63054.2→62669.9 | -1.76 | timeout |
| 06-23 06:18 | BTC | Buy | 64153.2→62960.4 | -4.88 | stop_loss |
| 06-23 03:29 | BTC | Buy | 64343.2→64060.8 | -1.32 | timeout |
| 06-22 21:17 | BTC | Buy | 65075.3→64314.8 | -3.15 | timeout |
| 06-22 15:15 | BTC | Buy | 64212.2→65070.7 | +3.10 | timeout |
| 06-22 03:06 | BTC | Buy | 64144.2→64055.8 | -0.58 | timeout |
| 06-21 21:05 | BTC | Buy | 64082.2→63772.8 | -1.43 | timeout |
| 06-21 15:02 | BTC | Buy | 64226.2→64168.8 | -0.44 | timeout |
| 06-21 09:00 | BTC | Buy | 64270.2→63988.8 | -1.34 | timeout |
| 06-21 02:58 | BTC | Buy | 63757.2→64229.8 | +1.63 | timeout |
| 06-20 20:51 | BTC | Buy | 63538.2→63879.8 | +1.12 | timeout |
| 06-20 14:50 | BTC | Buy | 63714.2→63858.8 | +0.33 | timeout |
| 06-20 06:50 | BTC | Buy | 63318.2→63716.8 | +1.35 | timeout |
| 06-18 15:37 | BTC | Buy | 64031.2→62839.4 | -4.86 | stop_loss |
| 06-18 15:25 | BTC | Buy | 64221.2→63315.8 | -3.68 | timeout |
| 06-18 09:15 | BTC | Buy | 64684.2→64400.8 | -1.34 | timeout |
| 06-18 03:29 | BTC | Buy | 64389.2→64276.8 | -0.67 | timeout |
| 06-11 16:04 | BTC | Buy | 62749.1→62661.9 | -0.60 | timeout |
| 06-11 10:05 | BTC | Buy | 62245.1→62823.9 | +2.08 | timeout |
| 06-11 03:56 | BTC | Buy | 61986.1→62708.9 | +2.67 | timeout |
| 06-10 21:56 | BTC | Buy | 62202.1→61213.9 | -4.20 | timeout |
| 06-10 15:50 | BTC | Buy | 61680.1→62278.9 | +2.19 | timeout |
| 06-10 01:40 | BTC | Buy | 61782.1→62016.9 | +0.74 | timeout |
| 06-09 14:39 | BTC | Buy | 62504.1→61341.2 | -4.88 | stop_loss |
| 06-09 13:19 | BTC | Buy | 63496.2→62314.7 | -4.87 | stop_loss |
| 06-09 07:35 | BTC | Buy | 63071.2→63090.8 | -0.16 | timeout |
| 06-09 00:49 | BTC | Buy | 63594.2→62410.7 | -4.88 | stop_loss |
| 06-08 19:28 | BTC | Buy | 63578.2→63489.8 | -0.58 | timeout |
| 05-31 21:48 | BTC | Buy | 73846.7→73858.3 | -0.19 | timeout |
| 05-31 13:44 | BTC | Buy | 74071.7→73855.3 | -0.96 | timeout |
| 05-31 07:43 | BTC | Buy | 73778.7→73821.3 | -0.11 | timeout |
| 05-31 05:03 | BTC | Buy | 73952.7→74126.3 | +0.35 | timeout |
| 05-30 17:40 | BTC | Buy | 73528.7→73888.3 | +0.98 | timeout |
| 05-28 03:18 | BTC | Buy | 75220.8→73817.4 | -4.89 | stop_loss |
| 05-27 22:31 | BTC | Buy | 74984.7→74518.3 | -1.79 | timeout |
| 05-27 16:31 | BTC | Buy | 75978.8→75032.2 | -3.35 | timeout |
| 05-27 10:30 | BTC | Buy | 75708.8→75974.2 | +0.67 | timeout |
| 05-27 04:31 | BTC | Buy | 76120.8→75370.2 | -2.68 | timeout |
| 05-26 15:23 | BTC | Buy | 77949.9→76502.9 | -4.87 | stop_loss |
| 05-25 05:35 | BTC | Buy | 76232.8→77396.1 | +3.57 | timeout |
| 05-24 22:16 | BTC | Buy | 76372.8→76823.2 | +1.25 | timeout |
| 05-24 08:39 | BTC | Buy | 76762.8→76786.2 | -0.17 | timeout |
| 05-24 01:48 | BTC | Buy | 75380.8→76804.2 | +4.49 | timeout |
| 05-23 19:47 | BTC | Buy | 74761.7→75861.2 | +3.44 | timeout |
| 05-23 13:47 | BTC | Buy | 75484.8→74954.3 | -1.98 | timeout |
| 05-23 07:48 | BTC | Buy | 75353.8→75039.2 | -1.27 | timeout |
| 05-21 18:05 | BTC | Buy | 77618.9→77605.1 | -0.29 | timeout |
| 05-21 12:05 | BTC | Buy | 78122.9→77230.1 | -3.10 | timeout |
| 05-21 06:04 | BTC | Buy | 77379.9→77818.1 | +1.18 | timeout |
| 05-21 00:03 | BTC | Buy | 77469.9→77537.1 | -0.01 | timeout |
| 05-20 18:03 | BTC | Buy | 77545.9→77563.1 | -0.19 | timeout |
| 05-20 12:03 | BTC | Buy | 76753.8→77424.1 | +1.94 | timeout |
| 05-20 06:03 | BTC | Buy | 76825.8→77190.1 | +0.94 | timeout |
| 05-20 00:02 | BTC | Buy | 76542.8→76854.2 | +0.77 | timeout |
| 05-19 18:01 | BTC | Buy | 76794.8→76826.2 | -0.15 | timeout |
| 05-18 15:43 | BTC | Buy | 76914.8→76319.2 | -2.18 | timeout |
| 05-16 10:22 | BTC | Buy | 79123→79119 | -0.25 | timeout |
| 05-16 04:22 | BTC | Buy | 79067→79030 | -0.33 | timeout |
| 05-15 22:21 | BTC | Buy | 79149→78987.1 | -0.72 | timeout |
| 05-15 13:42 | BTC | Buy | 80594→79099.5 | -4.86 | stop_loss |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.25 | timeout |
| 05-12 04:20 | BTC | Buy | 81861.1→81715.9 | -0.66 | timeout |
| 05-11 22:20 | BTC | Buy | 81012.1→81852.9 | +2.37 | timeout |
| 05-11 10:19 | BTC | Buy | 81231.1→81095.9 | -0.66 | timeout |
| 05-11 04:19 | BTC | Buy | 81009.1→80671 | -1.29 | timeout |
| 05-10 22:18 | BTC | Buy | 80904→81295.9 | +0.98 | timeout |
Paper vs Live
Paper (trades.jsonl)
69
closed
32%
win rate
-56.37
total pnl ($)
-32.5 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 | 69 | 32% | -32.5 | -56.37 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||