5
closed trades
40%
win rate
-5.23
total pnl ($)
1.188
weight
7d window — n=1 wr=0% pnl=-9.80
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 00:22:02 (40.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
recovered_004
n: 2
· wr: 100.0%
· total_bps: +182.5
· mean_bps: +91.25
· sharpe: +1.84
· max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-24 20:06 | BTC | Sell | 59597→60710.4 | -9.80 | stop_loss |
| 06-13 14:28 | BTC | Sell | 63607.8→64137.2 | -4.60 | timeout |
| 05-28 02:38 | BTC | Sell | 74892.3→74155.7 | +4.47 | timeout |
| 05-12 06:43 | BTC | Sell | 81715.9→81724.1 | -0.46 | timeout |
| 05-07 20:15 | BTC | Sell | 81042.9→80139 | +5.16 | timeout |
Paper vs Live
Paper (trades.jsonl)
5
closed
40%
win rate
-5.23
total pnl ($)
-21.2 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 | 5 | 40% | -21.2 | -5.23 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 20:15 | BTC | Sell | +5.16 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the timeout close_reason indicates the expected directional move did not materialize within the holding period. |