51
closed trades
43%
win rate
-35.47
total pnl ($)
1.227
weight
7d window — n=7 wr=43% pnl=-5.43
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 23:49:50 (41.1d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
aeo
n: 50
· wr: 54.0%
· total_bps: +450.6
· mean_bps: +9.01
· sharpe: +0.15
· max_dd_bps: -194.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 51 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 21:11 | BTC | Sell | 59897→59695 | +0.81 | timeout |
| 06-26 08:56 | BTC | Buy | 60491→60127 | -2.25 | timeout |
| 06-25 14:10 | BTC | Buy | 58328.9→59463 | +6.03 | take_profit |
| 06-24 16:51 | BTC | Buy | 60604→59715.1 | -5.05 | stop_loss |
| 06-23 06:21 | BTC | Buy | 63677.2→62747.5 | -5.04 | stop_loss |
| 06-23 02:01 | BTC | Buy | 63983.2→64105.8 | +0.33 | timeout |
| 06-22 14:21 | BTC | Sell | 65161.7→65156.3 | -0.26 | timeout |
| 06-22 00:00 | BTC | Sell | 63632.8→63304.2 | +1.38 | timeout |
| 06-21 09:15 | BTC | Sell | 64219.8→63940.2 | +1.13 | timeout |
| 06-19 10:16 | BTC | Buy | 62612.1→62473.9 | -1.01 | timeout |
| 06-19 04:21 | BTC | Sell | 62918.9→62737.1 | +0.64 | timeout |
| 06-16 08:27 | BTC | Buy | 66465.3→66478.7 | -0.23 | timeout |
| 06-15 13:08 | BTC | Buy | 66175.3→66593.7 | +1.76 | timeout |
| 06-15 07:41 | BTC | Buy | 65845.3→65728.7 | -0.87 | timeout |
| 06-14 21:40 | BTC | Sell | 64482.8→65435 | -5.09 | stop_loss |
| 06-12 07:44 | BTC | Sell | 63253.8→63037.2 | +0.82 | timeout |
| 06-11 23:35 | BTC | Sell | 63581.8→63503.2 | +0.11 | timeout |
| 06-11 19:10 | BTC | Buy | 63210.2→63436.8 | +0.87 | timeout |
| 06-11 08:36 | BTC | Buy | 62630.1→62909.9 | +1.15 | timeout |
| 06-10 11:14 | BTC | Buy | 61283.1→61002.9 | -1.78 | timeout |
| 06-09 13:48 | BTC | Sell | 62762.9→62441.1 | +1.37 | timeout |
| 06-08 16:34 | BTC | Buy | 63980.2→63696.8 | -1.74 | timeout |
| 06-05 22:16 | BTC | Sell | 61270.9→61460.1 | -1.29 | timeout |
| 06-05 13:49 | BTC | Buy | 62262.1→61352.2 | -5.04 | stop_loss |
| 06-05 07:37 | BTC | Buy | 61529.1→62723.9 | +6.02 | take_profit |
| 06-04 01:19 | BTC | Buy | 63700.2→62770.5 | -5.04 | stop_loss |
| 06-03 09:26 | BTC | Buy | 67238.4→66811.7 | -2.36 | timeout |
| 06-02 22:58 | BTC | Buy | 67433.4→66275.5 | -5.87 | stop_loss |
| 06-02 15:37 | BTC | Buy | 68026.4→67032.1 | -5.04 | stop_loss |
| 06-02 08:07 | BTC | Sell | 70302.5→70026.5 | +0.99 | timeout |
| 06-02 03:12 | BTC | Buy | 70908.5→70886.5 | -0.40 | timeout |
| 06-01 03:56 | BTC | Sell | 73497.3→73717.7 | -1.26 | timeout |
| 05-31 15:52 | BTC | Sell | 73606.3→73635.7 | -0.42 | timeout |
| 05-29 09:19 | BTC | Sell | 73370.3→73834.7 | -2.35 | timeout |
| 05-27 14:01 | BTC | Sell | 75911.2→75157.8 | +2.93 | timeout |
| 05-26 20:15 | BTC | Sell | 75880.2→76073.8 | -1.12 | timeout |
| 05-26 14:41 | BTC | Buy | 77932.9→76794.7 | -5.04 | stop_loss |
| 05-26 03:18 | BTC | Sell | 76700.2→76546.8 | +0.36 | timeout |
| 05-24 23:21 | BTC | Sell | 76133.2→76860.8 | -3.40 | timeout |
| 05-23 18:28 | BTC | Buy | 75438.8→75789.2 | +1.21 | timeout |
| 05-23 09:43 | BTC | Buy | 74543.7→74692.3 | +0.36 | timeout |
| 05-22 20:42 | BTC | Sell | 76241.2→75929.8 | +1.04 | timeout |
| 05-19 11:07 | BTC | Buy | 76746.8→76971.2 | +0.66 | timeout |
| 05-15 20:32 | BTC | Buy | 79203→79111 | -0.67 | timeout |
| 05-15 16:32 | BTC | Buy | 79141→79296 | +0.34 | timeout |
| 05-15 09:35 | BTC | Buy | 80667→80566 | -0.70 | timeout |
| 05-12 00:13 | BTC | Buy | 81724.1→81715.9 | -0.33 | timeout |
| 05-09 09:32 | BTC | Sell | 80212→80236 | -0.39 | timeout |
| 05-09 04:33 | BTC | Sell | 80337→80421 | -0.63 | timeout |
| 05-09 00:33 | BTC | Sell | 80235→80158 | +0.01 | timeout |
| 05-08 20:32 | BTC | Sell | 79987→80197 | -1.14 | timeout |
Paper vs Live
Paper (trades.jsonl)
51
closed
43%
win rate
-35.47
total pnl ($)
-21.4 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 | 51 | 43% | -21.4 | -35.47 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 09:32 | BTC | Sell | -0.39 | The market was in a mild downtrend with BTC down over 1% in 24 hours and negative funding, indicating bearish sentiment. The short thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient volati… |
| 05-09 04:33 | BTC | Sell | -0.63 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but a broader weekly decline. The short thesis failed because the market remained range-bound and did not break lower within the timeout period, resulting in a small loss fro… |
| 05-09 00:33 | BTC | Sell | +0.01 | The market was in a mild short-term uptrend (BTC +0.41% 1h) within a broader weekly decline, with low funding and stable OI. The thesis failed because the trade was closed by timeout before the expected move materialized, as the sideways chop prevented the … |
| 05-08 20:32 | BTC | Sell | -1.14 | The market was in a short-term uptrend (+0.29% hourly) but within a broader 24-hour decline (-2.16%), creating a choppy, range-bound regime. The sell thesis failed because the timeout closed the trade before the anticipated continuation of the daily downtre… |