50
closed trades
40%
win rate
-105.76
total pnl ($)
0.968
weight
7d window — n=12 wr=42% pnl=-43.07
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 13:01:24 (40.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acn
n: 33
· wr: 24.2%
· total_bps: -1333.8
· mean_bps: -40.42
· sharpe: -0.59
· max_dd_bps: -1482.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 50 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 10:26 | BTC | Buy | 60270→60444 | +1.28 | timeout |
| 06-26 02:13 | ETH | Buy | 1559.46→1530.28 | -12.71 | stop_loss |
| 06-25 14:33 | BTC | Sell | 59391→60498.3 | -12.70 | stop_loss |
| 06-25 11:13 | ETH | Buy | 1618.86→1631.14 | +4.37 | timeout |
| 06-24 04:01 | ETH | Buy | 1665.87→1665.93 | -0.54 | timeout |
| 06-23 06:20 | ETH | Buy | 1729.47→1696.88 | -12.80 | stop_loss |
| 06-22 20:54 | BTC | Buy | 65095.3→64404.8 | -7.48 | timeout |
| 06-22 09:21 | BTC | Buy | 64050.2→64115.8 | +0.02 | timeout |
| 06-21 09:44 | ETH | Buy | 1736.27→1730.23 | -2.84 | timeout |
| 06-21 02:32 | BTC | Buy | 63824.2→64200.8 | +3.25 | timeout |
| 06-20 20:51 | ETH | Buy | 1724.07→1728.83 | +1.16 | timeout |
| 06-20 14:02 | BTC | Buy | 63681.2→63341.8 | -4.08 | timeout |
| 06-20 08:24 | ETH | Buy | 1709.27→1724.23 | +5.05 | timeout |
| 06-20 01:19 | BTC | Buy | 63075.2→63429.8 | +3.07 | timeout |
| 06-19 13:34 | BTC | Buy | 62564.1→62793.9 | +1.84 | timeout |
| 06-19 01:19 | BTC | Buy | 62579.1→63011.8 | +3.96 | timeout |
| 06-18 14:54 | ETH | Sell | 1733.83→1733.07 | -0.38 | timeout |
| 06-18 13:27 | BTC | Buy | 63964.2→64313.8 | +2.97 | timeout |
| 06-18 03:04 | ETH | Sell | 1767.82→1751.88 | +5.29 | timeout |
| 06-17 18:05 | BTC | Buy | 65911.3→64641.4 | -13.11 | stop_loss |
| 06-17 04:39 | BTC | Buy | 65791.3→65886.7 | +0.34 | timeout |
| 06-16 08:54 | ETH | Sell | 1773.82→1807.28 | -12.81 | stop_loss |
| 06-15 23:20 | BTC | Sell | 66679.7→66156.3 | +4.50 | timeout |
| 06-15 10:37 | BTC | Sell | 65628.7→65705.3 | -1.34 | timeout |
| 06-14 20:39 | BTC | Sell | 64307.8→64011.2 | +2.42 | timeout |
| 06-14 08:29 | BTC | Sell | 64489.8→64459.2 | -0.26 | timeout |
| 06-13 04:16 | ETH | Buy | 1665.17→1663.93 | -1.08 | timeout |
| 06-11 03:56 | ETH | Sell | 1630.44→1661 | -12.71 | stop_loss |
| 06-09 07:21 | BTC | Sell | 63137.8→63293.2 | -2.16 | timeout |
| 06-07 22:14 | ETH | Buy | 1624.96→1677.23 | +20.38 | take_profit |
| 06-06 16:03 | BTC | Sell | 60878→60830 | -0.11 | timeout |
| 06-06 04:34 | ETH | Sell | 1567.24→1517.35 | +20.10 | take_profit |
| 06-05 20:08 | BTC | Sell | 59559→60669.4 | -12.70 | stop_loss |
| 06-05 16:18 | ETH | Sell | 1573.34→1602.86 | -12.78 | stop_loss |
| 06-05 07:59 | BTC | Sell | 61876.9→63029.6 | -12.70 | stop_loss |
| 05-31 08:05 | BTC | Sell | 73833.3→73929.7 | -1.37 | timeout |
| 05-28 16:00 | ETH | Buy | 1994.7→1988.5 | -2.66 | timeout |
| 05-27 21:40 | ETH | Buy | 2072.91→2034.08 | -12.78 | stop_loss |
| 05-27 16:00 | BTC | Buy | 75915.8→75295.2 | -5.96 | timeout |
| 05-27 03:11 | BTC | Buy | 75825.8→75881.2 | -0.08 | timeout |
| 05-22 08:01 | BTC | Sell | 77534.1→77401.9 | +0.51 | timeout |
| 05-19 16:11 | ETH | Sell | 2135.19→2107.81 | +7.80 | timeout |
| 05-12 06:43 | BTC | Sell | 81715.9→81724.1 | -0.74 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.64 | timeout |
| 05-12 00:00 | BTC | Buy | 81377.1→81715.9 | +2.13 | timeout |
| 05-04 10:24 | BTC | Buy | 79641→78163 | -12.65 | stop_loss |
| 05-04 10:18 | ETH | Buy | 2363.54→2319.51 | -12.68 | stop_loss |
| 05-03 05:44 | BTC | Buy | 78751.9→78176.1 | -5.31 | timeout |
| 05-02 16:17 | BTC | Buy | 78218.9→78486.1 | +1.66 | timeout |
| 05-01 07:11 | ETH | Sell | 2253.57→2278.33 | -7.70 | timeout |
Paper vs Live
Paper (trades.jsonl)
50
closed
40%
win rate
-105.76
total pnl ($)
-32.6 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 | 30 | 43% | -33.5 | -65.44 |
| ETH | 20 | 35% | -31.1 | -40.32 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 13:32 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-03 05:44 | BTC | Buy | -5.31 | # Trade Analysis: GMX-CEX Funding Divergence Fade BTC was trading flat with minimal directional momentum (0.33% over 24h, 0.78% over 7d) while funding rates had normalized substantially—GMX funding had converged to 0.005063% versus the depressed -1.432% th… |
| 05-02 16:17 | BTC | Buy | +1.66 | BTC was consolidating in a narrow range around $78,555 with minimal intraday momentum (1h: +0.24%, 24h: +0.28%) while funding rates had normalized to -0.005%, eliminating the arbitrage signal that initiated the trade. The thesis failed to deliver because th… |
| 05-01 07:11 | ETH | Sell | -7.70 | ETH was consolidating with mild weakness over the hour (-0.25%) while maintaining a slight 24h gain, with funding rates having normalized to near-zero (0.004%) by close. The trade's thesis failed because the GMX-CEX funding divergence (150bps spread favorin… |