11
closed trades
27%
win rate
-36.86
total pnl ($)
1.214
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 07:27:50 (35.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ft
n: 11
· wr: 54.5%
· total_bps: -198.5
· mean_bps: -18.04
· sharpe: -0.22
· max_dd_bps: -317.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 11 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-28 23:14 | BTC | Buy | 72848.6→73567.3 | +6.21 | timeout |
| 05-21 05:12 | BTC | Sell | 77748.1→77923.9 | -2.18 | timeout |
| 05-19 23:19 | BTC | Sell | 76624.2→76845.8 | -2.59 | timeout |
| 05-19 05:03 | BTC | Buy | 76853.8→76846.2 | -0.74 | timeout |
| 05-12 06:43 | BTC | Sell | 81715.9→81724.1 | -0.68 | timeout |
| 05-08 17:42 | BTC | Buy | 79839→80068 | +1.35 | timeout |
| 05-06 06:39 | BTC | Sell | 80004→81489.8 | -13.53 | stop_loss |
| 05-04 14:52 | BTC | Sell | 78930.1→80395.2 | -13.63 | stop_loss |
| 04-27 16:48 | BTC | Buy | 77639→76579 | -10.19 | timeout |
| 04-25 21:11 | BTC | Buy | 77581→77467 | -1.66 | timeout |
| 04-25 11:11 | BTC | Buy | 77554→77710 | +0.78 | timeout |
Paper vs Live
Paper (trades.jsonl)
11
closed
27%
win rate
-36.86
total pnl ($)
-48.0 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 | 11 | 27% | -48.0 | -36.86 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 17:42 | BTC | Buy | +1.35 | The market was in a mild downtrend with BTC down 2.47% over 24 hours and negative funding, indicating bearish sentiment. The thesis failed because the trade was closed by timeout before the expected reversal materialized, as the persistent selling pressure … |
| 05-06 06:39 | BTC | Sell | -13.53 | The market was in a broad downtrend across BTC and ETH, with negative hourly, daily, and weekly performance. The short thesis failed because the stop-loss was triggered by a temporary intraday bounce against the prevailing bearish momentum. |
| 05-04 14:52 | BTC | Sell | -13.63 | The market was in a strong uptrend with Bitcoin trading at $81,804 and positive funding rates indicating bullish sentiment. The trade failed because the price continued higher, triggering the stop loss as the bearish thesis could not overcome the prevailing… |
| 04-27 16:48 | BTC | Buy | -10.19 | At close, BTC was trading in a calm funding environment (0.51 bps annualized) with elevated open interest ($3.93B), suggesting institutional positioning remained stable without exaggerated leverage or panic unwinding. The trade's thesis—that the temporary D… |
| 04-25 21:11 | BTC | Buy | -1.66 | The market was essentially flat at close, with BTC consolidating near entry levels after an initial selloff, showing minimal directional conviction over the 8-hour horizon as indicated by the 1h=+0.18% micro-recovery and 24h=-0.13% range compression. The th… |
| 04-25 11:11 | BTC | Buy | +0.78 | At close, Bitcoin was trading sideways near $77,763 with minimal intraday movement (-0.04% in 1h) and negative funding rates (-0.00431%) indicating short positioning despite calm market conditions. The trade's thesis failed because the expected mean-reversi… |