36
closed trades
33%
win rate
-33.00
total pnl ($)
1.207
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 01:20:09 (36.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
restored_dxy_btc_correlation_breakdown_long
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 36 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-03 20:44 | BTC | Buy | 66031.3→65133.2 | -8.71 | stop_loss |
| 06-03 19:55 | BTC | Buy | 66153.3→65247.1 | -8.77 | stop_loss |
| 05-21 18:41 | BTC | Buy | 77185.9→77767.1 | +3.96 | timeout |
| 05-21 17:35 | BTC | Buy | 77094.9→77934.1 | +5.98 | timeout |
| 05-21 16:11 | BTC | Buy | 77304.9→77289.1 | -0.67 | timeout |
| 05-21 02:22 | BTC | Buy | 77433.9→77992.1 | +3.78 | timeout |
| 05-20 02:20 | BTC | Buy | 76834.8→76787.2 | -0.93 | timeout |
| 05-19 23:50 | BTC | Buy | 76969.8→76869.2 | -1.35 | timeout |
| 05-19 22:19 | BTC | Buy | 76968.8→76718.2 | -2.52 | timeout |
| 05-19 20:30 | BTC | Buy | 76851.8→76902.2 | -0.17 | timeout |
| 05-19 19:29 | BTC | Buy | 76599.8→76735.2 | +0.50 | timeout |
| 05-19 18:23 | BTC | Buy | 76478.8→76768.2 | +1.71 | timeout |
| 05-19 15:43 | BTC | Buy | 76913.8→76458.2 | -4.11 | timeout |
| 05-19 14:04 | BTC | Buy | 77030.9→76741.2 | -2.81 | timeout |
| 05-17 23:40 | BTC | Buy | 78401.9→77302.5 | -8.95 | stop_loss |
| 05-17 22:14 | BTC | Buy | 78221.9→78066.1 | -1.73 | timeout |
| 05-17 21:04 | BTC | Buy | 78154.9→78200.1 | -0.19 | timeout |
| 05-17 19:39 | BTC | Buy | 78108.9→78235.1 | +0.43 | timeout |
| 05-17 15:37 | BTC | Buy | 78511.9→77969.1 | -4.69 | timeout |
| 05-17 14:00 | BTC | Buy | 78440.9→78151.1 | -2.76 | timeout |
| 05-17 13:00 | BTC | Buy | 78214.9→78321.1 | +0.27 | timeout |
| 05-17 07:41 | BTC | Buy | 78127.9→78102.1 | -0.74 | timeout |
| 05-17 06:40 | BTC | Buy | 78025.9→78060.1 | -0.28 | timeout |
| 05-17 05:40 | BTC | Buy | 77880.9→78164.1 | +1.64 | timeout |
| 05-15 13:37 | BTC | Buy | 80590→79498.3 | -8.67 | stop_loss |
| 05-12 01:43 | BTC | Buy | 81724.1→81715.9 | -0.62 | timeout |
| 05-08 02:00 | BTC | Buy | 79881→79696 | -1.94 | timeout |
| 05-06 08:55 | BTC | Buy | 80191→81951.9 | +12.55 | take_profit |
| 05-04 23:18 | BTC | Buy | 80107→79839 | -2.53 | timeout |
| 05-04 20:22 | BTC | Buy | 80441→79946 | -4.22 | timeout |
| 05-04 19:22 | BTC | Buy | 80248→79943 | -2.81 | timeout |
| 05-04 18:01 | BTC | Buy | 80170→80245 | +0.03 | timeout |
| 05-04 15:40 | BTC | Buy | 78885.9→79653 | +5.30 | timeout |
| 05-04 14:55 | BTC | Buy | 78749.9→80480 | +12.64 | take_profit |
| 05-04 14:06 | BTC | Buy | 78875.9→78555.1 | -2.97 | timeout |
| 05-04 10:07 | BTC | Buy | 79824→78742.7 | -8.67 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
36
closed
33%
win rate
-33.00
total pnl ($)
-15.2 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 | 36 | 33% | -15.2 | -33.00 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 02:00 | BTC | Buy | -1.94 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed by timeout without reaching a target, as the lack of directional momentum prevented the expected move from materializing. |
| 05-06 08:55 | BTC | Buy | +12.55 | The market was in a mild downtrend across timeframes, with BTC declining 1.39% in 24 hours and negative funding. The thesis succeeded because the take-profit was triggered by a short-term bounce within the broader bearish structure. |
| 05-04 23:18 | BTC | Buy | -2.53 | The market was exhibiting low volatility with minimal funding rates and stable price action over the short term. The trade failed because the anticipated move did not materialize within the allocated time window, resulting in a timeout exit. |
| 05-04 20:22 | BTC | Buy | -4.22 | The market was in a tight consolidation phase with neutral funding rates and flat momentum across both hourly and daily timeframes. The trade failed because the anticipated breakout never materialized, resulting in a forced exit due to the timeout limit bei… |
| 05-04 19:22 | BTC | Buy | -2.81 | The market was in a tight consolidation phase with neutral funding rates and low volatility, creating an environment where directional momentum was absent. The trade failed because the anticipated breakout never materialized, resulting in a timeout exit as … |
| 05-04 18:01 | BTC | Buy | +0.03 | The market was in a state of consolidation with neutral funding rates and slight intraday weakness despite a positive weekly trend. The trade thesis failed to materialize because the position was closed due to a timeout before any significant price movement… |
| 05-04 15:40 | BTC | Buy | +5.30 | The market was in a low-volatility consolidation phase with minimal funding rates and stable order flow. The trade failed because the thesis required a breakout that never materialized, resulting in a forced exit due to the timeout limit. |
| 05-04 14:55 | BTC | Buy | +12.64 | The market was in a strong bullish regime with Bitcoin trading at $81,918 and positive momentum across both hourly and weekly timeframes. The thesis succeeded because the trade hit its take profit target, capitalizing on the sustained upward price action be… |
| 05-04 14:06 | BTC | Buy | -2.97 | The market was in a stable uptrend with positive momentum and neutral funding rates. The trade failed because the position was closed due to a timeout, preventing any profit from the favorable market conditions. |