435
closed trades
44%
win rate
-356.60
total pnl ($)
0.488
weight
7d window — n=154 wr=44% pnl=-122.50
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 20:13:59 (39.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acd__restored_27dcbb4f
n: 233
· wr: 38.2%
· total_bps: -835.7
· mean_bps: -3.59
· sharpe: -0.06
· max_dd_bps: -2974.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 14:15 | BTC | Buy | 60444→60603 | +0.86 | timeout |
| 06-27 13:14 | BTC | Buy | 60340→60379 | -0.13 | timeout |
| 06-27 12:18 | BTC | Buy | 60443→60276 | -1.84 | timeout |
| 06-27 11:10 | BTC | Buy | 60280→60362 | +0.22 | timeout |
| 06-27 10:08 | BTC | Buy | 60160→60394 | +1.49 | timeout |
| 06-27 09:01 | BTC | Buy | 60236→60409 | +0.99 | timeout |
| 06-27 07:58 | BTC | Buy | 60280→60517 | +1.51 | timeout |
| 06-27 06:55 | BTC | Buy | 60300→60330 | -0.20 | timeout |
| 06-27 05:52 | BTC | Buy | 59921→60224 | +2.08 | timeout |
| 06-27 04:50 | BTC | Buy | 60018→60284 | +1.77 | timeout |
| 06-27 03:44 | BTC | Buy | 60059→60282 | +1.41 | timeout |
| 06-27 02:42 | BTC | Buy | 59927→60277 | +2.47 | timeout |
| 06-27 01:41 | BTC | Buy | 59906→59937 | -0.19 | timeout |
| 06-27 01:02 | ETH | Buy | 1570.46→1574.34 | +0.80 | timeout |
| 06-27 00:02 | ETH | Buy | 1577.76→1578.44 | -0.23 | timeout |
| 06-26 22:58 | ETH | Buy | 1571.36→1576.84 | +1.29 | timeout |
| 06-26 18:05 | ETH | Buy | 1564.46→1582.94 | +5.43 | timeout |
| 06-26 13:57 | ETH | Buy | 1535.85→1569.64 | +10.55 | take_profit |
| 06-26 13:19 | ETH | Buy | 1544.15→1522.89 | -7.33 | stop_loss |
| 06-26 12:43 | ETH | Buy | 1548.05→1526.78 | -7.32 | stop_loss |
| 06-26 12:40 | ETH | Buy | 1550.36→1529.08 | -7.31 | stop_loss |
| 06-26 10:39 | ETH | Buy | 1564.76→1543.27 | -7.31 | stop_loss |
| 06-26 10:39 | ETH | Buy | 1567.86→1546.27 | -7.33 | stop_loss |
| 06-26 09:48 | ETH | Buy | 1579.06→1557.27 | -7.35 | stop_loss |
| 06-26 09:40 | ETH | Buy | 1555.96→1562.04 | +1.51 | timeout |
| 06-26 07:32 | ETH | Buy | 1548.45→1582.24 | +10.45 | take_profit |
| 06-26 06:26 | ETH | Buy | 1530.05→1556.94 | +8.33 | timeout |
| 06-26 03:56 | ETH | Buy | 1528.95→1562.54 | +10.54 | take_profit |
| 06-26 02:12 | ETH | Buy | 1564.46→1542.87 | -7.34 | stop_loss |
| 06-26 02:11 | ETH | Buy | 1570.06→1548.27 | -7.38 | stop_loss |
| 06-26 02:11 | ETH | Buy | 1570.46→1548.27 | -7.49 | stop_loss |
| 06-26 02:11 | ETH | Buy | 1571.86→1550.27 | -7.30 | stop_loss |
| 06-26 01:14 | ETH | Buy | 1562.46→1563.54 | -0.09 | timeout |
| 06-26 00:13 | ETH | Buy | 1566.26→1568.14 | +0.16 | timeout |
| 06-25 23:10 | ETH | Buy | 1561.26→1567.94 | +1.69 | timeout |
| 06-25 22:09 | ETH | Buy | 1571.56→1576.64 | +1.16 | timeout |
| 06-25 21:06 | ETH | Buy | 1557.16→1560.34 | +0.57 | timeout |
| 06-25 19:13 | ETH | Buy | 1577.16→1555.47 | -7.33 | stop_loss |
| 06-25 19:06 | ETH | Buy | 1560.66→1560.34 | -0.55 | timeout |
| 06-25 15:15 | ETH | Buy | 1565.56→1544.07 | -7.31 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1628.86→1606.54 | -7.30 | stop_loss |
| 06-25 13:39 | ETH | Buy | 1634.16→1611.13 | -7.49 | stop_loss |
| 06-25 13:38 | ETH | Buy | 1635.46→1613.03 | -7.30 | stop_loss |
| 06-25 12:27 | ETH | Buy | 1647.76→1625.12 | -7.31 | stop_loss |
| 06-25 11:06 | ETH | Buy | 1651.17→1628.52 | -7.31 | stop_loss |
| 06-25 10:44 | ETH | Buy | 1657.87→1635.12 | -7.32 | stop_loss |
| 06-25 10:35 | ETH | Buy | 1649.36→1640.64 | -3.11 | timeout |
| 06-25 09:32 | ETH | Buy | 1650.06→1647.34 | -1.30 | timeout |
| 06-25 06:41 | ETH | Buy | 1617.76→1653.03 | +10.44 | take_profit |
| 06-25 06:41 | ETH | Buy | 1617.06→1652.33 | +10.45 | take_profit |
| 06-25 06:25 | ETH | Buy | 1616.86→1647.04 | +8.87 | timeout |
| 06-25 05:22 | ETH | Buy | 1618.36→1643.94 | +7.44 | timeout |
| 06-25 04:22 | ETH | Buy | 1620.86→1618.34 | -1.23 | timeout |
| 06-25 03:20 | ETH | Buy | 1615.76→1618.64 | +0.43 | timeout |
| 06-25 02:18 | ETH | Buy | 1616.56→1616.24 | -0.56 | timeout |
| 06-25 01:18 | ETH | Buy | 1608.56→1617.34 | +2.27 | timeout |
| 06-25 00:18 | ETH | Buy | 1613.16→1621.24 | +2.04 | timeout |
| 06-24 20:06 | ETH | Buy | 1568.96→1603.24 | +10.48 | take_profit |
| 06-24 15:42 | ETH | Buy | 1650.16→1627.52 | -7.31 | stop_loss |
| 06-24 15:28 | ETH | Buy | 1657.87→1642.94 | -4.96 | timeout |
| 06-24 13:23 | ETH | Buy | 1666.67→1643.71 | -7.34 | stop_loss |
| 06-24 13:23 | ETH | Buy | 1667.47→1644.61 | -7.31 | stop_loss |
| 06-24 13:12 | ETH | Buy | 1675.37→1652.41 | -7.30 | stop_loss |
| 06-24 12:22 | ETH | Buy | 1669.57→1677.53 | +1.93 | timeout |
| 06-24 11:19 | ETH | Buy | 1675.97→1658.03 | -5.80 | timeout |
| 06-24 10:17 | ETH | Buy | 1672.57→1664.13 | -2.98 | timeout |
| 06-24 09:12 | ETH | Buy | 1670.77→1668.13 | -1.25 | timeout |
| 06-24 08:06 | ETH | Buy | 1664.57→1671.63 | +1.68 | timeout |
| 06-24 07:04 | ETH | Buy | 1663.27→1675.03 | +3.10 | timeout |
| 06-24 06:03 | ETH | Buy | 1669.97→1671.43 | -0.01 | timeout |
| 06-24 05:01 | ETH | Buy | 1669.77→1669.33 | -0.57 | timeout |
| 06-24 04:02 | ETH | Buy | 1669.07→1666.03 | -1.35 | timeout |
| 06-24 02:58 | ETH | Buy | 1664.77→1663.73 | -0.76 | timeout |
| 06-24 01:56 | ETH | Buy | 1665.87→1673.93 | +1.97 | timeout |
| 06-24 01:50 | BTC | Buy | 62637.1→62931.9 | +1.90 | timeout |
| 06-24 00:44 | BTC | Buy | 62459.1→62930.9 | +3.33 | timeout |
| 06-23 23:41 | BTC | Buy | 62319.1→62570.9 | +1.57 | timeout |
| 06-23 22:39 | BTC | Buy | 62228.1→62545.9 | +2.11 | timeout |
| 06-23 21:44 | BTC | Buy | 62492.1→62595.9 | +0.38 | timeout |
| 06-23 20:40 | BTC | Buy | 62594.1→62459.9 | -1.52 | timeout |
| 06-23 19:29 | BTC | Buy | 62264.1→62397.9 | +0.62 | timeout |
| 06-23 18:28 | BTC | Buy | 62458.1→62333.9 | -1.45 | timeout |
| 06-23 17:24 | BTC | Buy | 62088.1→62584.9 | +3.55 | timeout |
| 06-23 16:22 | BTC | Buy | 62356.1→62558.9 | +1.18 | timeout |
| 06-23 15:20 | BTC | Buy | 62403.1→62260.9 | -1.58 | timeout |
| 06-23 14:17 | BTC | Buy | 62378.1→62737.9 | +2.45 | timeout |
| 06-23 13:15 | BTC | Buy | 62431.1→62119.9 | -2.92 | timeout |
| 06-23 08:28 | BTC | Buy | 62721.1→61868 | -7.25 | stop_loss |
| 06-23 08:24 | BTC | Buy | 62995.1→62125.8 | -7.35 | stop_loss |
| 06-23 08:20 | BTC | Buy | 63171.2→62306.7 | -7.29 | stop_loss |
| 06-23 06:21 | BTC | Buy | 63644.2→62776.5 | -7.27 | stop_loss |
| 06-23 06:08 | BTC | Buy | 64070.2→63192.2 | -7.30 | stop_loss |
| 06-23 06:08 | BTC | Buy | 64069.2→63192.2 | -7.30 | stop_loss |
| 06-23 06:04 | BTC | Buy | 64104.2→63316.8 | -6.60 | timeout |
| 06-23 04:56 | BTC | Buy | 64101.2→63604.8 | -4.32 | timeout |
| 06-23 03:54 | BTC | Buy | 64012.2→64024.8 | -0.35 | timeout |
| 06-23 02:53 | BTC | Buy | 63935.2→64209.8 | +1.70 | timeout |
| 06-23 01:51 | BTC | Buy | 64250.2→63900.8 | -3.16 | timeout |
| 06-23 00:48 | BTC | Buy | 64438.2→64039.8 | -3.54 | timeout |
| 06-22 23:43 | BTC | Buy | 64407.2→63973.8 | -3.82 | timeout |
Paper vs Live
Paper (trades.jsonl)
435
closed
44%
win rate
-356.60
total pnl ($)
-16.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 233 | 44% | -17.1 | -198.64 |
| BTC | 202 | 44% | -15.6 | -157.96 |
Recent bounces (last 20 of 8)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 14:32 | BTC | Buy | circuit_breaker |
| 06-27 13:32 | BTC | Buy | circuit_breaker |
| 06-27 12:34 | BTC | Buy | circuit_breaker |
| 06-27 12:34 | BTC | Buy | circuit_breaker |
| 06-27 11:22 | BTC | Buy | circuit_breaker |
| 06-27 11:22 | BTC | Buy | circuit_breaker |
| 06-27 10:27 | BTC | Buy | trigger_already_opened |
| 06-27 09:30 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 23:51 | BTC | Buy | -1.50 | The market exhibited a stable bullish regime with Bitcoin trading near $80,523 and positive funding rates indicating sustained long positioning. The trade failed because the position was forcibly closed due to a timeout, preventing any realization of the an… |
| 05-04 22:51 | BTC | Buy | -0.36 | The market was exhibiting low volatility with neutral funding rates and stable open interest around the $80,270 level. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized loss or gain. |
| 05-04 21:50 | BTC | Buy | -1.04 | The market was in a tight consolidation phase with Bitcoin trading flat on the hour and funding rates near zero. The trade failed because the price did not move in the anticipated direction within the allocated time window, resulting in a timeout exit. |
| 05-04 20:50 | BTC | Buy | -1.84 | The market was in a tight consolidation phase with negligible momentum and low funding rates, creating an environment prone to sudden, uncorrelated volatility spikes. The trade failed because the anticipated directional move never materialized within the al… |
| 05-04 19:59 | ETH | Buy | +1.39 | The market was in a neutral state with flat funding rates and modest weekly gains for ETH while both assets experienced slight intraday declines. The trade failed because the position was closed due to a timeout, preventing any profit from being realized de… |
| 05-04 19:36 | BTC | Buy | +2.25 | The market was characterized by low funding rates and elevated open interest, suggesting a neutral to slightly bullish regime. The trade failed because the position was closed due to a timeout, indicating the thesis did not materialize within the expected t… |
| 05-04 18:36 | BTC | Buy | +5.02 | The market exhibited a neutral regime with Bitcoin trading sideways near $81,102 and minimal funding rates indicating low directional pressure. The trade failed because the thesis relied on immediate momentum that never materialized, resulting in a forced e… |
| 05-04 17:36 | BTC | Buy | +7.67 | The market was in a quiet consolidation phase with low funding rates and stable open interest. The thesis failed because the trade was closed due to a timeout before any significant price movement occurred to validate the entry. |
| 05-04 16:34 | BTC | Buy | +8.25 | The market was in a stable uptrend with Bitcoin trading at $82,747 and positive funding rates indicating bullish sentiment. The trade failed to generate a profit because the position was closed due to a timeout rather than reaching a target or hitting a sto… |
| 05-04 15:33 | BTC | Buy | +4.47 | The market was in a low-volatility consolidation phase with minimal funding rates and stable order book depth. The trade failed because the anticipated momentum never materialized, resulting in an automatic exit due to the timeout limit. |