19
closed trades
16%
win rate
-50.40
total pnl ($)
1.101
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:54:42 (34.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
o__restored_9304dceb
n: 21
· wr: 47.6%
· total_bps: -212.9
· mean_bps: -10.14
· sharpe: -0.11
· max_dd_bps: -540.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 19 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-07 08:46 | BTC | Sell | 61645.9→62794.5 | -9.77 | stop_loss |
| 06-05 20:21 | BTC | Sell | 60873→61011.1 | -1.58 | timeout |
| 05-28 22:24 | BTC | Buy | 73264.7→73668.3 | +2.27 | timeout |
| 05-21 19:46 | BTC | Sell | 76932.2→77592.9 | -4.72 | timeout |
| 05-20 21:16 | BTC | Buy | 77731.9→77746.1 | -0.38 | timeout |
| 05-19 19:23 | BTC | Sell | 76767.2→76911.8 | -1.35 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.51 | timeout |
| 05-09 06:41 | BTC | Buy | 80179→80199 | -0.32 | timeout |
| 05-08 18:39 | BTC | Buy | 80199→80168 | -0.67 | timeout |
| 05-06 19:19 | BTC | Buy | 82107.1→81247.9 | -5.67 | timeout |
| 05-06 08:33 | BTC | Sell | 80250→81739.9 | -9.66 | stop_loss |
| 05-04 14:50 | BTC | Sell | 78750.1→80212.1 | -9.74 | stop_loss |
| 05-01 20:05 | BTC | Buy | 78594.9→78297.1 | -2.33 | timeout |
| 05-01 04:35 | BTC | Buy | 76310.8→77035.1 | +4.34 | timeout |
| 04-30 00:06 | BTC | Sell | 75900→75740 | +0.60 | timeout |
| 04-28 17:37 | BTC | Sell | 76262→76219 | -0.17 | timeout |
| 04-27 18:12 | BTC | Buy | 77783→76674 | -7.58 | timeout |
| 04-21 23:04 | BTC | Sell | 75716→75714 | -0.34 | timeout |
| 04-21 00:08 | BTC | Buy | 76035→75659 | -2.82 | timeout |
Paper vs Live
Paper (trades.jsonl)
19
closed
16%
win rate
-50.40
total pnl ($)
-53.2 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 | 19 | 16% | -53.2 | -50.40 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 06:41 | BTC | Buy | -0.32 | The market was in a persistent downtrend across multiple timeframes, with BTC declining 1.56% in 24 hours and 2.20% over the week. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from the order not… |
| 05-08 18:39 | BTC | Buy | -0.67 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and declining open interest. The thesis failed because the trade expired via timeout without reaching entry, as the market lacked the momentum to trigger the buy order. |
| 05-06 19:19 | BTC | Buy | -5.67 | The market was in a mild intraday uptrend with low volatility and neutral funding, but the broader weekly trend remained bearish. The thesis failed because the trade was closed by timeout without reaching target or stop, indicating the expected directional … |
| 05-06 08:33 | BTC | Sell | -9.66 | The market was in a persistent downtrend across timeframes, with BTC declining 2.67% over the past week and negative funding rates indicating bearish sentiment. The short thesis failed because the stop-loss was triggered by a sharp intraday reversal, as the… |
| 05-04 14:50 | BTC | Sell | -9.74 | The market was in a low-funding, high-open-interest environment where long positions were heavily leveraged. The thesis failed because the price moved against the short position, triggering the stop loss before the anticipated reversal could occur. |
| 05-01 20:05 | BTC | Buy | -2.33 | The market was consolidating with mild negative pressure in the final hour (-0.22% 1h), but BTC had built a +2.56% daily gain suggesting the DXY weakness reversal signal had partially worked intraday. The trade's thesis failed because the 360-minute timeout… |
| 05-01 04:35 | BTC | Buy | +4.34 | The market was consolidating near resistance with Bitcoin flat to slightly negative on the 1-hour chart (−0.20%) while maintaining modest 24-hour gains (+2.11%), suggesting weak follow-through after the DXY weakness signal. The trade's thesis worked margina… |
| 04-30 00:06 | BTC | Sell | +0.60 | # Trade Analysis: DXY Strength Reversal (BTC Short) **Market Context at Close:** Bitcoin was consolidating near $75,676 with modest hourly weakness (-0.12%) and a 24-hour decline of -0.82%, while funding rates remained positive at 0.489%, indicating sustai… |
| 04-27 18:12 | BTC | Buy | -7.58 | BTC was trading flat in the hour before close ($76,755, +0.02% 1h) after a 1.89% daily decline, with funding rates modestly positive at 0.006622%, suggesting neither strong bullish nor bearish conviction. The thesis failed because the DXY -0.36% daily signa… |
| 04-21 23:04 | BTC | Sell | -0.34 | The market was consolidating with minimal short-term momentum, as Bitcoin held near $77,801 with only +0.10% hourly gains and virtually flat 24-hour performance despite a +3.67% weekly rally. The dxy_strength_reversal thesis failed because the DXY strength … |