81
closed trades
38%
win rate
-74.34
total pnl ($)
1.265
weight
7d window — n=12 wr=33% pnl=+2.75
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:56:13 (24.6d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
bh
n: 11
· wr: 63.6%
· total_bps: +353.8
· mean_bps: +32.17
· sharpe: +0.40
· max_dd_bps: -134.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 81 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 19:12 | BTC | Buy | 60874→60570 | -2.94 | timeout |
| 06-26 13:54 | BTC | Sell | 58985.1→59787.9 | -7.25 | stop_loss |
| 06-26 03:39 | BTC | Sell | 58670.1→59475.7 | -7.32 | stop_loss |
| 06-25 13:53 | BTC | Sell | 60252→58922.9 | +10.58 | take_profit |
| 06-25 08:57 | BTC | Buy | 61372.1→61695.9 | +2.19 | timeout |
| 06-25 00:50 | BTC | Buy | 61134.1→60831 | -2.93 | timeout |
| 06-24 15:38 | BTC | Sell | 61976.9→60619 | +10.50 | take_profit |
| 06-24 04:40 | BTC | Buy | 62963.1→62637.9 | -3.04 | timeout |
| 06-23 08:24 | BTC | Sell | 63636.8→62238.1 | +10.53 | take_profit |
| 06-23 02:30 | BTC | Sell | 63990.8→64160.2 | -1.77 | timeout |
| 06-22 16:39 | BTC | Buy | 65069.3→64614.8 | -3.94 | timeout |
| 06-22 00:48 | BTC | Sell | 63690.8→63867.2 | -1.83 | timeout |
| 06-19 17:48 | BTC | Buy | 63230.2→63154.8 | -1.05 | timeout |
| 06-18 19:17 | BTC | Sell | 63244.8→62680.1 | +3.98 | timeout |
| 06-17 18:04 | BTC | Buy | 66088.3→65188.1 | -7.27 | stop_loss |
| 06-17 12:16 | BTC | Sell | 65284.7→64822.2 | +3.10 | timeout |
| 06-16 18:31 | BTC | Sell | 65430.7→65944.3 | -4.36 | timeout |
| 06-16 06:31 | BTC | Sell | 65749.7→66328.3 | -4.86 | timeout |
| 06-15 15:21 | BTC | Buy | 66190.3→66663.7 | +3.13 | timeout |
| 06-15 01:39 | BTC | Buy | 64939.2→65567.7 | +4.38 | timeout |
| 06-14 01:42 | BTC | Buy | 64690.2→64569.8 | -1.38 | timeout |
| 06-12 19:01 | BTC | Buy | 64150.2→63679.8 | -4.12 | timeout |
| 06-12 09:27 | BTC | Sell | 62912.9→63770.1 | -7.25 | stop_loss |
| 06-11 07:57 | BTC | Buy | 62728.1→62700.9 | -0.69 | timeout |
| 06-10 17:46 | BTC | Buy | 62228.1→61779.9 | -4.06 | timeout |
| 06-09 18:48 | BTC | Sell | 61170.9→61638.1 | -4.26 | timeout |
| 06-09 04:30 | BTC | Sell | 62668.9→62803.1 | -1.52 | timeout |
| 06-07 22:12 | BTC | Sell | 61305.9→62142.2 | -7.27 | stop_loss |
| 06-07 05:08 | BTC | Buy | 61285.1→61769.9 | +3.51 | timeout |
| 06-06 06:02 | BTC | Sell | 60288→61108.6 | -7.26 | stop_loss |
| 06-05 23:33 | BTC | Buy | 61449.1→60613.6 | -7.25 | stop_loss |
| 06-05 16:10 | BTC | Sell | 61263.9→59921 | +10.51 | take_profit |
| 06-05 04:59 | BTC | Sell | 62847.9→63706 | -7.28 | stop_loss |
| 06-04 18:29 | BTC | Sell | 62973.9→63831.1 | -7.26 | stop_loss |
| 06-04 12:50 | BTC | Sell | 63080.8→63940.1 | -7.27 | stop_loss |
| 06-04 00:39 | BTC | Sell | 64467.8→63055.2 | +10.51 | take_profit |
| 06-03 19:17 | BTC | Sell | 66413.7→65972.3 | +2.89 | timeout |
| 06-03 06:12 | BTC | Sell | 66847.7→67130.4 | -2.56 | timeout |
| 06-02 22:29 | BTC | Sell | 67353.6→67350.4 | -0.42 | timeout |
| 06-02 13:13 | BTC | Sell | 69509.5→68878.4 | +4.11 | timeout |
| 06-02 08:42 | BTC | Sell | 71001.4→69882.5 | +7.45 | timeout |
| 05-31 20:26 | BTC | Sell | 73515.3→73671.7 | -1.52 | timeout |
| 05-30 21:22 | BTC | Buy | 73993.7→73957.3 | -0.71 | timeout |
| 05-29 15:09 | BTC | Sell | 72711.4→73701.5 | -7.26 | stop_loss |
| 05-28 07:19 | BTC | Sell | 73657.3→73261.7 | +2.24 | timeout |
| 05-27 17:40 | BTC | Sell | 74887.3→74921.7 | -0.67 | timeout |
| 05-27 08:32 | BTC | Sell | 75285.2→75996.8 | -5.21 | timeout |
| 05-26 14:39 | BTC | Buy | 77916.9→76859.7 | -7.23 | stop_loss |
| 05-26 04:53 | BTC | Sell | 76543.2→76731.8 | -1.68 | timeout |
| 05-25 06:07 | BTC | Buy | 77442.9→77343.1 | -1.11 | timeout |
| 05-24 18:17 | BTC | Sell | 76179.2→76733.8 | -4.08 | timeout |
| 05-24 00:37 | BTC | Buy | 76422.8→76703.2 | +1.37 | timeout |
| 05-23 11:46 | BTC | Sell | 74942.3→74762.7 | +0.75 | timeout |
| 05-22 22:46 | BTC | Sell | 76201.2→75632.8 | +3.29 | timeout |
| 05-21 17:20 | BTC | Sell | 76855.2→77903.8 | -7.26 | stop_loss |
| 05-21 04:53 | BTC | Buy | 78002.9→77972.1 | -0.66 | timeout |
| 05-20 09:11 | BTC | Buy | 77231.9→77411.1 | +0.69 | timeout |
| 05-16 11:14 | BTC | Sell | 78182.1→78186 | -0.46 | timeout |
| 05-15 17:31 | BTC | Sell | 79740→79343 | +2.04 | timeout |
| 05-15 11:27 | BTC | Buy | 80960→80573 | -2.84 | timeout |
| 05-11 20:10 | BTC | Buy | 81581.1→81995.9 | +2.09 | timeout |
| 05-11 02:34 | BTC | Buy | 81966.1→81130.9 | -5.56 | timeout |
| 05-10 19:50 | BTC | Buy | 81319.1→81312.9 | -0.50 | timeout |
| 05-07 17:49 | BTC | Sell | 80313→79846 | +2.47 | timeout |
| 05-06 18:08 | BTC | Sell | 81098.9→81391.1 | -2.26 | timeout |
| 05-04 14:04 | BTC | Sell | 79152→78574.9 | +3.19 | timeout |
| 05-04 06:00 | BTC | Buy | 79848→79990 | +0.42 | timeout |
| 05-03 01:38 | BTC | Buy | 79074→78136.1 | -6.38 | timeout |
| 05-02 00:54 | BTC | Sell | 77729.1→78301.9 | -4.16 | timeout |
| 05-01 16:35 | BTC | Buy | 77925.9→78223.1 | +1.46 | timeout |
| 05-01 07:20 | BTC | Buy | 77008.9→77032.1 | -0.29 | timeout |
| 04-29 19:54 | BTC | Sell | 75697→75476 | +1.01 | timeout |
| 04-29 13:35 | BTC | Buy | 77607→76598 | -6.95 | stop_loss |
| 04-29 07:19 | BTC | Buy | 76789→76996 | +0.90 | timeout |
| 04-27 19:20 | BTC | Sell | 76941→76768 | +0.67 | timeout |
| 04-27 04:56 | BTC | Buy | 79224→78852 | -2.80 | timeout |
| 04-26 09:15 | BTC | Buy | 78075→77969 | -1.13 | timeout |
| 04-23 17:10 | BTC | Buy | 78403→77618 | -5.36 | stop_loss |
| 04-23 04:14 | BTC | Sell | 77875→77793 | +0.18 | timeout |
| 04-22 17:31 | BTC | Buy | 78620→78735 | +0.38 | timeout |
| 04-22 02:59 | BTC | Buy | 76059→77581 | +9.66 | take_profit |
Paper vs Live
Paper (trades.jsonl)
81
closed
38%
win rate
-74.34
total pnl ($)
-18.3 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 | 81 | 38% | -18.3 | -74.34 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 16:38 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 17:49 | BTC | Sell | +2.47 | The market was in a mild downtrend with BTC declining 1.72% over 24 hours, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding decline did not trigg… |
| 05-06 18:08 | BTC | Sell | -2.26 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, meaning the anticipated directional move did not materialize within the allowed window. |
| 05-04 14:04 | BTC | Sell | +3.19 | The market was in a neutral consolidation phase with flat funding rates and low volatility, creating an environment where directional bets were unlikely to succeed. The trade failed because the thesis relied on immediate momentum that never materialized, re… |
| 05-03 01:38 | BTC | Buy | -6.38 | # Trade Analysis BTC was consolidating after the initial breakout attempt, with funding rates turning sharply negative (-0.0182 bps) suggesting weak conviction among leveraged longs holding the elevated levels. The Donchian breakout signal at 79,070 failed… |
| 05-02 00:54 | BTC | Sell | -4.16 | Bitcoin rallied 2.34% over 24 hours and closed near $78,302, invalidating the Donchian breakout sell signal that was premised on a break below the prior 24h low of $77,892—the market instead held above that level and drifted higher, causing the short to tim… |
| 05-01 16:35 | BTC | Buy | +1.46 | BTC rallied 2.52% over the 24 hours leading into this trade's entry but then stalled, closing the 4-hour window at $78,255—only +0.42% above entry—while funding rates turned negative, signaling reduced leverage appetite. The Donchian breakout signal (entry … |
| 05-01 07:20 | BTC | Buy | -0.29 | BTC was consolidating near session highs at $77,053 with modest positive 24h momentum (+1.67%) but negative weekly pressure (-1.20%), while funding rates turned slightly negative (-0.004512%), signaling reduced leverage appetite. The Donchian 24h breakout s… |
| 04-29 19:54 | BTC | Sell | +1.01 | # Trade Analysis: Donchian Breakout BTC Short BTC was consolidating near session lows after a modest 24-hour decline of -1.00%, having already dropped -4.29% over the week, creating a weak bid environment when the trade triggered. The short thesis succeede… |
| 04-29 13:35 | BTC | Buy | -6.95 | BTC reversed sharply lower within the 4-hour horizon, declining 1.42% from entry ($77,607 to $76,598) as the 1-hour chart turned negative (-0.86%), breaking the Donchian breakout thesis that had positioned the trade on a 25-bps-beyond-24h-high signal. The D… |
| 04-27 04:56 | BTC | Buy | -2.80 | BTC was consolidating near session lows at $78,727, down 0.47% in the past hour despite showing modest daily gains of 1.22%, indicating weakening momentum after a brief intraday rally. The Donchian 24h breakout buy signal failed because price broke above th… |