61
closed trades
46%
win rate
-15.54
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:52:27 (39.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ta
n: 23
· wr: 39.1%
· total_bps: +22.3
· mean_bps: +0.97
· sharpe: +0.01
· max_dd_bps: -455.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 61 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 02:16 | BTC | Sell | 65889.7→64460.2 | +10.47 | timeout |
| 06-17 02:07 | BTC | Buy | 66292.3→65836.7 | -3.93 | timeout |
| 06-16 01:53 | BTC | Buy | 65530.3→66341.7 | +5.75 | timeout |
| 06-02 14:08 | BTC | Buy | 70243.5→68514.3 | -12.77 | stop_loss |
| 06-02 12:18 | BTC | Buy | 70943.5→69198.9 | -12.87 | stop_loss |
| 05-31 23:57 | BTC | Buy | 73827.7→73669.3 | -1.50 | timeout |
| 05-31 10:14 | BTC | Buy | 73599.7→73814.3 | +0.87 | timeout |
| 05-30 12:18 | BTC | Buy | 73368.7→73578.3 | +0.93 | timeout |
| 05-30 08:39 | BTC | Buy | 73775.7→73500.3 | -2.36 | timeout |
| 05-30 06:34 | BTC | Buy | 73685.7→73643.3 | -0.78 | timeout |
| 05-29 23:24 | BTC | Buy | 73567.7→73290.3 | -2.34 | timeout |
| 05-27 14:29 | BTC | Buy | 76610.8→74726.9 | -12.71 | stop_loss |
| 05-27 04:18 | BTC | Buy | 77361.9→75460.5 | -12.70 | stop_loss |
| 05-27 04:15 | BTC | Buy | 77421.9→75517.4 | -12.70 | stop_loss |
| 05-26 21:52 | BTC | Sell | 77275.1→75940.8 | +8.23 | timeout |
| 05-26 11:15 | BTC | Sell | 77404.1→77231.9 | +0.67 | timeout |
| 05-25 23:06 | BTC | Sell | 76859.2→77198.9 | -2.58 | timeout |
| 05-24 23:05 | BTC | Buy | 76559.8→76852.2 | +1.44 | timeout |
| 05-23 23:01 | BTC | Buy | 75765.8→76528.2 | +4.52 | timeout |
| 05-22 16:12 | BTC | Sell | 77267.1→76803.8 | +2.70 | timeout |
| 05-21 15:41 | BTC | Sell | 77405.1→77184.9 | +1.05 | timeout |
| 05-20 15:41 | BTC | Buy | 76579.8→77396.1 | +4.75 | timeout |
| 05-19 14:45 | BTC | Sell | 76390.2→76385.8 | -0.34 | timeout |
| 05-19 11:40 | BTC | Sell | 77135.1→76771.8 | +1.95 | timeout |
| 05-19 08:15 | BTC | Sell | 76995.2→77084.9 | -0.94 | timeout |
| 05-16 14:00 | BTC | Sell | 78653.1→78657 | -0.38 | timeout |
| 05-16 11:59 | BTC | Sell | 80587→80591 | -0.38 | timeout |
| 05-16 10:49 | BTC | Sell | 80654→80658 | -0.38 | timeout |
| 05-16 09:11 | BTC | Sell | 80552→80556 | -0.38 | timeout |
| 05-16 07:34 | BTC | Sell | 80750→80754 | -0.38 | timeout |
| 05-12 22:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-12 18:46 | BTC | Buy | 81877.1→81715.9 | -1.49 | timeout |
| 05-12 18:05 | BTC | Buy | 81946.1→81715.9 | -1.93 | timeout |
| 05-11 18:55 | BTC | Buy | 81232.1→81848.9 | +3.34 | timeout |
| 05-10 18:26 | BTC | Buy | 80841→81338.9 | +2.57 | timeout |
| 05-10 16:05 | BTC | Buy | 80478→81315.9 | +4.80 | timeout |
| 05-10 15:26 | BTC | Buy | 80343→80946 | +3.25 | timeout |
| 05-10 14:44 | BTC | Buy | 80308→80858 | +2.92 | timeout |
| 05-10 10:59 | BTC | Buy | 80227→80859 | +3.46 | timeout |
| 05-09 17:23 | BTC | Sell | 79919→80738 | -5.55 | timeout |
| 05-09 15:53 | BTC | Sell | 80051→80483 | -3.11 | timeout |
| 05-09 13:23 | BTC | Sell | 79712→80315 | -4.22 | timeout |
| 05-09 12:51 | BTC | Sell | 79996→80367 | -2.76 | timeout |
| 05-09 10:42 | BTC | Sell | 80032→80295 | -2.13 | timeout |
| 05-08 10:19 | BTC | Sell | 80841→79846 | +5.69 | timeout |
| 05-07 13:22 | BTC | Sell | 82007.9→81077.1 | +5.31 | timeout |
| 05-06 13:18 | BTC | Buy | 80092→81999.9 | +11.38 | timeout |
| 05-04 23:03 | BTC | Buy | 79198→79896 | +4.06 | timeout |
| 04-29 09:49 | BTC | Sell | 75772→77591 | -12.45 | stop_loss |
| 04-28 07:58 | BTC | Sell | 77682→76854 | +4.88 | timeout |
| 04-28 07:07 | BTC | Sell | 77587→76609 | +5.85 | timeout |
| 04-28 05:56 | BTC | Sell | 77791→76908 | +5.23 | timeout |
| 04-27 15:25 | BTC | Sell | 77916→76513 | +8.55 | take_profit |
| 04-27 15:04 | BTC | Sell | 78834→77414 | +8.56 | take_profit |
| 04-27 05:36 | BTC | Sell | 79031→77608 | +8.55 | take_profit |
| 04-27 00:54 | BTC | Sell | 78134→78916 | -5.45 | stop_loss |
| 04-26 21:55 | BTC | Sell | 78016→78797 | -5.46 | stop_loss |
| 04-26 21:55 | BTC | Sell | 77970→78750 | -5.45 | stop_loss |
| 04-26 21:55 | BTC | Sell | 77824→78603 | -5.45 | stop_loss |
| 04-26 21:55 | BTC | Sell | 77937→78717 | -5.45 | stop_loss |
| 04-26 21:55 | BTC | Sell | 77927→78707 | -5.45 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
61
closed
46%
win rate
-15.54
total pnl ($)
-5.3 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 | 61 | 46% | -5.3 | -15.54 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 10:59 | BTC | Buy | +3.46 | The market was in a mild uptrend with BTC up 2.5% over 24 hours and low funding, suggesting neutral-to-bullish conditions. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-09 17:23 | BTC | Sell | -5.55 | The market was in a mild downtrend with BTC declining 1.61% over 24 hours and negative momentum across major coins. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the price remained range-bound and … |
| 05-09 15:53 | BTC | Sell | -3.11 | The market was in a mild downtrend with BTC down across all timeframes and low funding rates. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without triggering the exit. |
| 05-09 13:23 | BTC | Sell | -4.22 | The market was in a mild downtrend with low volatility, as BTC edged lower over multiple timeframes. The short thesis failed because the trade expired via timeout before the expected move materialized, resulting in a small loss from funding costs. |
| 05-09 12:51 | BTC | Sell | -2.76 | The market was in a mild downtrend with BTC down across all timeframes and negative funding, indicating persistent bearish pressure. The short thesis failed because the trade was closed by timeout before the anticipated move materialized, likely due to insu… |
| 05-09 10:42 | BTC | Sell | -2.13 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a weekly decline. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed timeframe. |
| 05-08 10:19 | BTC | Sell | +5.69 | The market was in a low-volatility, sideways grind with neutral funding and moderate open interest. The short thesis failed because the trade was closed by timeout before any significant move materialized, leaving a small profit from minor price decay. |
| 05-07 13:22 | BTC | Sell | +5.31 | BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The short thesis failed to capture further downside as the timeout closed the trade before a larger move materialized. |
| 05-06 13:18 | BTC | Buy | +11.38 | The market was in a broad downtrend across crypto, with BTC declining 1.84% in 24 hours and 3.52% over the week. The thesis failed because the buy order never executed, and the trade was closed by timeout without entry, capturing no directional move. |
| 05-04 23:03 | BTC | Buy | +4.06 | The market was in a neutral state with minimal volatility and flat funding rates as Bitcoin traded near $80,278. The trade failed because the thesis relied on immediate directional movement that never materialized, resulting in a timeout exit. |