33
closed trades
39%
win rate
-22.41
total pnl ($)
1.207
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 07:00:26 (34.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
eb
n: 53
· wr: 41.5%
· total_bps: -175.3
· mean_bps: -3.31
· sharpe: -0.04
· max_dd_bps: -460.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 33 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-07 08:46 | ETH | Sell | 1597.74→1627.98 | -9.91 | stop_loss |
| 06-05 23:24 | ADA | Sell | 0.16176→0.156639 | +15.36 | take_profit |
| 06-05 14:21 | ADA | Sell | 0.15946→0.162562 | -10.18 | stop_loss |
| 06-04 00:38 | ADA | Sell | 0.202689→0.196219 | +15.51 | take_profit |
| 06-03 17:33 | SOL | Sell | 72.5241→73.891 | -9.88 | stop_loss |
| 06-01 18:22 | XRP | Sell | 1.29888→1.29632 | +0.53 | timeout |
| 05-28 22:05 | XRP | Buy | 1.32003→1.31857 | -1.00 | timeout |
| 05-21 18:21 | ETH | Sell | 2116.59→2141.91 | -6.40 | timeout |
| 05-21 04:17 | ADA | Sell | 0.248178→0.251883 | -7.91 | timeout |
| 05-20 20:36 | SOL | Buy | 86.1059→85.8071 | -2.18 | timeout |
| 05-19 22:01 | XRP | Sell | 1.37136→1.35834 | +4.33 | timeout |
| 05-19 14:02 | XRP | Sell | 1.38265→1.37304 | +3.03 | timeout |
| 05-19 03:26 | ADA | Buy | 0.252613→0.251437 | -2.81 | timeout |
| 05-16 09:00 | XRP | Sell | 1.43394→1.41455 | +6.33 | timeout |
| 05-16 01:00 | XRP | Sell | 1.43464→1.43386 | -0.22 | timeout |
| 05-15 16:56 | ETH | Sell | 2256.67→2221.02 | +7.46 | timeout |
| 05-12 04:42 | ADA | Sell | 0.28044→0.28058 | -0.73 | timeout |
| 05-12 03:43 | ETH | Sell | 2339.37→2339.83 | -0.57 | timeout |
| 05-10 20:44 | ADA | Buy | 0.287042→0.281609 | -9.93 | stop_loss |
| 05-10 06:46 | ETH | Buy | 2319.83→2328.47 | +1.39 | timeout |
| 05-09 06:42 | ADA | Buy | 0.276259→0.274591 | -3.48 | timeout |
| 05-08 22:42 | ADA | Buy | 0.270047→0.274901 | +8.50 | timeout |
| 05-06 13:46 | ADA | Buy | 0.270178→0.265091 | -9.86 | stop_loss |
| 05-04 22:07 | ADA | Sell | 0.250647→0.251103 | -1.32 | timeout |
| 04-30 11:13 | ETH | Sell | 2242.4→2269.63 | -6.52 | timeout |
| 04-30 03:28 | ETH | Sell | 2246.6→2245.7 | -0.25 | timeout |
| 04-27 13:29 | ETH | Buy | 2314.4→2313.8 | -0.58 | timeout |
| 04-27 00:53 | ETH | Buy | 2363.4→2375.1 | +2.03 | timeout |
| 04-26 16:53 | ETH | Buy | 2335.4→2345 | +1.61 | timeout |
| 04-26 08:53 | ETH | Buy | 2311.4→2330.7 | +3.72 | timeout |
| 04-26 00:52 | ETH | Buy | 2308.2→2315.5 | +1.13 | timeout |
| 04-25 15:47 | ADA | Buy | 0.25254→0.25025 | -4.98 | stop_loss |
| 04-23 17:56 | ETH | Sell | 2289.7→2309.2 | -4.61 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
33
closed
39%
win rate
-22.41
total pnl ($)
-13.5 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 | 13 | 46% | -17.7 | -11.50 |
| ADA | 12 | 25% | -19.6 | -11.83 |
| XRP | 6 | 67% | +43.3 | +12.99 |
| SOL | 2 | 0% | -120.6 | -12.06 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 06:46 | ETH | Buy | +1.39 | The market was in a mild uptrend with ETH gaining 1.78% over 24 hours, but the 1-hour candle showed a slight pullback of -0.31%. The thesis failed because the trade was closed due to a timeout, indicating the expected short-term momentum did not materialize… |
| 05-09 06:42 | ADA | Buy | -3.48 | ADA was declining across multiple timeframes with negative momentum and low funding, indicating a bearish regime. The thesis failed because the buy order never triggered, and the trade expired at timeout without entry. |
| 05-08 22:42 | ADA | Buy | +8.50 | ADA was in a mild intraday uptick against a broader weekly downtrend, with neutral funding and low conviction. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected directional move did not mate… |
| 05-06 13:46 | ADA | Buy | -9.86 | ADA was declining across all timeframes with negative funding and falling open interest, indicating persistent bearish pressure. The thesis failed because the stop-loss was triggered as the downtrend accelerated, confirming the market's rejection of the lon… |
| 05-04 22:07 | ADA | Sell | -1.32 | The market was in a volatile uptrend with strong 7-day momentum despite short-term hourly corrections. The thesis failed because the position was closed due to a timeout rather than a market signal, resulting in an unrealized loss. |
| 04-30 11:13 | ETH | Sell | -6.52 | The DXY initially surged +0.26% triggering a risk-off signal, but by the 5-minute timeout close, ETH had only declined 1.2% (from $2242.40 to $2269.63) rather than the anticipated larger fade, while BTC showed resilience with only -1.81% 24h losses and posi… |
| 04-30 03:28 | ETH | Sell | -0.25 | The DXY surged +0.41% into a risk-off regime (VIX=18.8), but ETH's 24h weakness (-1.8% at entry) proved insufficient to sustain the short thesis as the market consolidated near entry levels with minimal directional momentum. The trade timed-out after 6 hour… |
| 04-27 13:29 | ETH | Buy | -0.58 | # Trade Analysis The USD Index dropped 0.27% triggering a risk-on signal that should have favored risk assets like ETH, with VIX at 19.2 (moderate regime) and ETH showing relative strength at -0.6% versus broader weakness, creating favorable setup conditio… |
| 04-27 00:53 | ETH | Buy | +2.03 | The market was consolidating with ETH holding modest gains as the DXY remained subdued and VIX stayed in a benign 18.7 regime, allowing risk-on positioning to persist. The thesis worked partially—the DXY-drop signal correctly identified risk-on conditions, … |
| 04-26 16:53 | ETH | Buy | +1.61 | The market was flat to slightly negative at close, with ETH down 0.10% in the last hour despite being up 1.49% over 24 hours, indicating weakening momentum into the exit. The thesis failed to capture the risk-on move because although the DXY dropped -0.31% … |