28
closed trades
36%
win rate
-51.99
total pnl ($)
1.193
weight
7d window — n=2 wr=50% pnl=-5.20
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:17:47 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_acy
n: 17
· wr: 35.3%
· total_bps: -563.4
· mean_bps: -33.14
· sharpe: -0.26
· max_dd_bps: -992.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 28 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 03:49 | BTC | Buy | 59381→60322 | +7.48 | timeout |
| 06-25 13:48 | BTC | Buy | 60832→59336.3 | -12.68 | stop_loss |
| 06-18 12:22 | BTC | Buy | 64333.2→64091.8 | -2.37 | timeout |
| 06-17 00:12 | BTC | Buy | 66422.3→65737.7 | -5.64 | timeout |
| 06-15 11:58 | BTC | Buy | 63775.2→66187.7 | +18.47 | timeout |
| 06-13 23:56 | BTC | Buy | 63798.2→64407.8 | +4.23 | timeout |
| 06-12 11:54 | BTC | Buy | 63665.2→63800.8 | +0.57 | timeout |
| 06-10 23:50 | BTC | Buy | 61680.1→61451.9 | -2.29 | timeout |
| 06-09 03:21 | BTC | Buy | 63590.2→62840.9 | -6.33 | timeout |
| 06-07 15:18 | BTC | Buy | 60655→61748.9 | +8.56 | timeout |
| 06-05 13:56 | BTC | Buy | 62457.1→60920.5 | -12.75 | stop_loss |
| 06-04 01:22 | BTC | Buy | 64277.2→62696.5 | -12.75 | stop_loss |
| 06-02 15:30 | BTC | Buy | 68938.4→67241 | -12.76 | stop_loss |
| 06-01 15:24 | BTC | Buy | 73441.7→71163.8 | -16.02 | stop_loss |
| 05-31 04:21 | BTC | Buy | 73643.7→74168.3 | +3.07 | timeout |
| 05-28 02:35 | BTC | Buy | 75930.8→74063.2 | -12.75 | stop_loss |
| 05-26 15:02 | BTC | Buy | 77121.9→76858.2 | -2.17 | timeout |
| 05-25 03:02 | BTC | Buy | 77224.9→77071.1 | -1.48 | timeout |
| 05-23 15:02 | BTC | Buy | 75762.8→75463.2 | -2.43 | timeout |
| 05-22 03:02 | BTC | Buy | 77185.9→77650.1 | +2.53 | timeout |
| 05-20 15:01 | BTC | Buy | 76668.8→77446.1 | +4.54 | timeout |
| 05-19 03:01 | BTC | Buy | 76690.8→76569.2 | -1.31 | timeout |
| 05-17 15:00 | BTC | Buy | 78154.9→78007.1 | -1.40 | timeout |
| 05-15 13:51 | BTC | Buy | 80725→78743.7 | -12.72 | stop_loss |
| 05-12 14:43 | BTC | Buy | 81724.1→81715.9 | -0.56 | timeout |
| 05-04 15:11 | BTC | Buy | 79076→79917 | +4.90 | timeout |
| 05-03 03:10 | BTC | Buy | 78156.9→78117.1 | -0.68 | timeout |
| 05-01 15:10 | BTC | Buy | 76256.8→78271.1 | +12.78 | timeout |
Paper vs Live
Paper (trades.jsonl)
28
closed
36%
win rate
-51.99
total pnl ($)
-36.8 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 | 28 | 36% | -36.8 | -51.99 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 15:11 | BTC | Buy | +4.90 | The market exhibited a neutral regime with Bitcoin trading flat on the hour and stable funding rates amidst high open interest. The trade failed because the thesis could not be validated within the allotted time, resulting in an automatic exit due to timeout. |
| 05-03 03:10 | BTC | Buy | -0.68 | # Trade Analysis: etf-capitulation-1777720226 Bitcoin was consolidating near $78.6K with minimal intraday momentum (−0.17% 1h) and modest positive weekly drift (+0.66% 7d), while funding rates remained benign at 0.53% bps, showing no imminent liquidation c… |
| 05-01 15:10 | BTC | Buy | +12.78 | BTC was consolidating near session highs with modest positive momentum (2.73% over 24h, 0.49% over 7d) and neutral funding rates (-0.002157%) suggesting balanced leverage positioning at close. The trade's thesis failed to materialize fully despite the 5-day… |