121
closed trades
41%
win rate
-57.92
total pnl ($)
0.945
weight
7d window — n=36 wr=42% pnl=-31.95
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 19:33:33 (34.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
aba__restored_6d487d01
n: 66
· wr: 48.5%
· total_bps: +80.7
· mean_bps: +1.22
· sharpe: +0.02
· max_dd_bps: -475.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 00:52 | BTC | Sell | 64393.8→64094.2 | +2.25 | timeout |
| 06-22 20:37 | BTC | Sell | 64624.8→64447.2 | +1.11 | timeout |
| 06-22 16:26 | BTC | Sell | 64938.8→64666.2 | +1.98 | timeout |
| 06-22 12:14 | BTC | Sell | 64218.8→64759.2 | -5.56 | timeout |
| 06-22 08:08 | BTC | Sell | 63897.8→64154.2 | -2.93 | timeout |
| 06-22 01:18 | BTC | Sell | 63296.8→64161.3 | -8.73 | stop_loss |
| 06-22 00:04 | BTC | Sell | 64163.8→63407.2 | +6.52 | timeout |
| 06-21 19:59 | BTC | Sell | 64181.8→64170.2 | -0.43 | timeout |
| 06-21 15:50 | BTC | Sell | 64135.8→64220.2 | -1.34 | timeout |
| 06-21 11:42 | BTC | Sell | 64172.8→64215.2 | -0.95 | timeout |
| 06-21 07:40 | BTC | Sell | 64388.8→64191.2 | +1.30 | timeout |
| 06-21 03:38 | BTC | Sell | 64270.8→64360.2 | -1.38 | timeout |
| 06-20 23:38 | BTC | Sell | 63859.8→64257.2 | -4.27 | timeout |
| 06-20 19:33 | BTC | Sell | 64162.8→63857.2 | +2.31 | timeout |
| 06-20 15:27 | BTC | Sell | 63678.8→64166.2 | -5.12 | timeout |
| 06-20 11:22 | BTC | Sell | 63720.8→63661.2 | +0.03 | timeout |
| 06-20 07:20 | BTC | Sell | 63361.8→63722.2 | -3.95 | timeout |
| 06-20 03:16 | BTC | Sell | 63270.8→63351.2 | -1.30 | timeout |
| 06-19 23:19 | BTC | Sell | 62973.9→63269.2 | -3.35 | timeout |
| 06-19 19:15 | BTC | Sell | 63165.8→63038.2 | +0.68 | timeout |
| 06-19 13:45 | BTC | Sell | 62444.9→63297.8 | -8.75 | stop_loss |
| 06-19 11:08 | BTC | Sell | 62821.9→62442.1 | +3.07 | timeout |
| 06-19 07:30 | BTC | Sell | 62796.9→62788.1 | -0.46 | timeout |
| 06-19 03:22 | BTC | Sell | 62771.9→62708.1 | +0.05 | timeout |
| 06-18 23:20 | BTC | Sell | 62656.9→62789.1 | -1.82 | timeout |
| 06-18 20:00 | BTC | Sell | 62418.9→63045.2 | -6.59 | timeout |
| 06-18 15:51 | BTC | Sell | 63996.8→62594.1 | +12.55 | take_profit |
| 06-18 11:47 | BTC | Sell | 64455.8→63954.2 | +4.14 | timeout |
| 06-18 07:36 | BTC | Sell | 64282.8→64354.2 | -1.21 | timeout |
| 06-18 03:26 | BTC | Sell | 64478.8→64343.2 | +0.73 | timeout |
| 06-17 23:41 | BTC | Sell | 64228.8→64384.2 | -1.99 | timeout |
| 06-17 16:28 | BTC | Sell | 65495.7→66399.5 | -8.82 | stop_loss |
| 06-17 15:33 | BTC | Sell | 64718.8→65347.3 | -6.38 | timeout |
| 06-17 11:22 | BTC | Sell | 65499.7→64703.2 | +6.77 | timeout |
| 06-17 07:12 | BTC | Sell | 65824.7→65664.3 | +0.91 | timeout |
| 06-17 03:04 | BTC | Sell | 65783.7→65838.3 | -1.03 | timeout |
| 06-12 23:13 | BTC | Sell | 63672.8→63445.2 | +1.62 | timeout |
| 06-12 19:08 | BTC | Sell | 64091.8→63693.2 | +3.19 | timeout |
| 06-12 15:00 | BTC | Sell | 63669.8→64047.2 | -4.08 | timeout |
| 06-12 09:32 | BTC | Sell | 63059.8→63925.1 | -8.76 | stop_loss |
| 06-12 07:06 | BTC | Sell | 63537.8→63075.2 | +3.84 | timeout |
| 06-12 03:02 | BTC | Sell | 63415.8→63570.2 | -1.98 | timeout |
| 06-10 23:57 | BTC | Sell | 62003.9→61488.1 | +4.45 | timeout |
| 06-10 19:57 | BTC | Sell | 62593.9→61988.1 | +5.28 | timeout |
| 06-10 12:33 | BTC | Sell | 61004.9→61842 | -8.77 | stop_loss |
| 06-10 11:50 | BTC | Sell | 61673.9→61008.1 | +5.93 | timeout |
| 06-09 20:36 | BTC | Sell | 61260.9→62023.1 | -8.02 | timeout |
| 06-09 14:47 | BTC | Sell | 62579.9→61208.1 | +12.61 | take_profit |
| 06-09 12:30 | BTC | Sell | 62817.9→62604.1 | +1.49 | timeout |
| 06-09 08:27 | BTC | Sell | 62804.9→62906.1 | -1.50 | timeout |
| 06-09 04:24 | BTC | Sell | 62885.9→62833.1 | -0.04 | timeout |
| 06-09 00:23 | BTC | Sell | 63275.8→62866.1 | +3.35 | timeout |
| 06-08 20:22 | BTC | Sell | 63913.8→63260.2 | +5.60 | timeout |
| 06-08 12:57 | BTC | Sell | 62921.9→63783.1 | -8.75 | stop_loss |
| 06-08 12:20 | BTC | Sell | 63062.8→62822.1 | +1.75 | timeout |
| 06-08 08:14 | BTC | Sell | 62942.9→63135.2 | -2.35 | timeout |
| 06-08 04:10 | BTC | Sell | 63127.8→62957.1 | +1.09 | timeout |
| 06-07 22:13 | BTC | Sell | 61748.9→62590.4 | -8.72 | stop_loss |
| 06-05 13:51 | BTC | Sell | 62502.9→61132.1 | +12.62 | take_profit |
| 06-05 07:46 | BTC | Sell | 62104.9→62952.6 | -8.73 | stop_loss |
| 06-05 04:58 | BTC | Sell | 62511.9→63363.8 | -8.72 | stop_loss |
| 06-05 03:04 | BTC | Sell | 63790.8→62547.1 | +11.15 | timeout |
| 05-31 20:32 | BTC | Sell | 73529.3→73682.7 | -1.79 | timeout |
| 05-31 14:46 | BTC | Sell | 73774.3→73649.7 | +0.48 | timeout |
| 05-31 09:33 | BTC | Sell | 74116.3→73952.7 | +0.81 | timeout |
| 05-31 03:43 | BTC | Sell | 73771.3→74121.7 | -3.38 | timeout |
| 05-30 21:17 | BTC | Sell | 73885.3→73962.7 | -1.15 | timeout |
| 05-30 13:40 | BTC | Sell | 73521.3→73672.7 | -1.76 | timeout |
| 05-30 11:09 | BTC | Sell | 73506.3→73605.7 | -1.34 | timeout |
| 05-30 03:41 | BTC | Sell | 73334.3→73550.7 | -2.30 | timeout |
| 05-29 20:31 | BTC | Sell | 73755.3→73716.7 | -0.22 | timeout |
| 05-29 15:00 | BTC | Sell | 73567.3→73078.7 | +3.48 | timeout |
| 05-29 10:34 | BTC | Sell | 73678.3→73580.7 | +0.27 | timeout |
| 05-29 03:04 | BTC | Sell | 73521.3→73270.7 | +1.53 | timeout |
| 05-29 03:04 | BTC | Sell | 73521.3→73269.7 | +1.54 | timeout |
| 05-25 23:01 | BTC | Sell | 77475.1→77101.9 | +2.37 | timeout |
| 05-25 19:00 | BTC | Sell | 77717.1→77506.9 | +1.11 | timeout |
| 05-25 15:01 | BTC | Sell | 77399.1→77705.9 | -2.90 | timeout |
| 05-25 11:01 | BTC | Sell | 77376.1→77406.9 | -0.76 | timeout |
| 05-25 06:59 | BTC | Sell | 77062.1→77383.9 | -3.02 | timeout |
| 05-25 02:59 | BTC | Sell | 76750.2→77057.9 | -2.94 | timeout |
| 05-21 23:02 | BTC | Sell | 77377.1→77564.9 | -1.98 | timeout |
| 05-21 17:32 | BTC | Sell | 76998.1→78042.9 | -8.67 | stop_loss |
| 05-21 15:02 | BTC | Sell | 77218.1→77005.9 | +1.13 | timeout |
| 05-21 11:02 | BTC | Sell | 77585.1→77184.9 | +2.58 | timeout |
| 05-21 07:01 | BTC | Sell | 77931.1→77551.9 | +2.40 | timeout |
| 05-21 03:00 | BTC | Sell | 77445.1→77935.9 | -4.33 | timeout |
| 05-20 23:01 | BTC | Sell | 77430.1→77447.9 | -0.67 | timeout |
| 05-20 19:00 | BTC | Sell | 77449.1→77391.9 | -0.08 | timeout |
| 05-20 15:00 | BTC | Sell | 77485.1→77431.9 | -0.10 | timeout |
| 05-20 10:59 | BTC | Sell | 77380.1→77491.9 | -1.38 | timeout |
| 05-20 07:00 | BTC | Sell | 76653.2→77387.9 | -6.26 | timeout |
| 05-20 02:59 | BTC | Sell | 76684.2→76653.8 | -0.27 | timeout |
| 05-18 23:43 | BTC | Sell | 76749.2→77073.9 | -3.07 | timeout |
| 05-18 19:42 | BTC | Sell | 76309.2→76690.8 | -3.52 | timeout |
| 05-18 15:42 | BTC | Sell | 77284.1→76315.8 | +6.99 | timeout |
| 05-18 11:43 | BTC | Sell | 76914.2→77291.9 | -3.47 | timeout |
| 05-16 11:03 | BTC | Sell | 78554.1→78558 | -0.55 | timeout |
| 05-16 07:02 | BTC | Sell | 79088→78549.9 | +3.54 | timeout |
| 05-16 03:02 | BTC | Sell | 79080→79096 | -0.66 | timeout |
Paper vs Live
Paper (trades.jsonl)
121
closed
41%
win rate
-57.92
total pnl ($)
-8.1 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 | 121 | 41% | -8.1 | -57.92 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 21:17 | BTC | Sell | stale_intent |
| 06-22 12:50 | BTC | Sell | stale_intent |
| 06-22 00:12 | BTC | Sell | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:09 | BTC | Sell | -1.73 | The market was in a neutral funding regime with low volatility, as BTC's open interest remained stable. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the holding period. |
| 05-10 07:08 | BTC | Sell | -0.33 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour decline amid mixed short-term momentum. The thesis failed because the trade expired via timeout without reaching the target or stop, as the market lacked directional conviction t… |
| 05-10 03:08 | BTC | Sell | -0.86 | The market was in a low-volatility, range-bound regime with negative funding, indicating bearish sentiment but no directional momentum. The thesis failed because the trade was closed due to timeout, as the expected move did not materialize within the holdin… |
| 05-09 23:06 | BTC | Sell | +0.23 | BTC was trading in a narrow, low-volatility range with minimal directional bias across timeframes. The thesis failed because the trade expired without reaching a target or stop, as the market lacked the momentum needed to trigger an exit. |
| 05-09 19:05 | BTC | Sell | -4.43 | The market was in a mild downtrend with BTC down 1.23% over 24 hours and negative sentiment across crypto. The short thesis failed because the trade was closed by timeout before the anticipated move materialized, resulting in a small loss from funding costs. |
| 05-09 15:02 | BTC | Sell | -1.22 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching the target or stop, as the lack of volatility prevented any meaningful pr… |
| 05-09 11:02 | BTC | Sell | -0.62 | The market was in a persistent downtrend across major cryptocurrencies, with BTC declining over 2% in the last 24 hours. The short thesis failed because the trade expired via timeout before the anticipated further decline materialized, resulting in a small … |
| 05-09 07:02 | BTC | Sell | +0.63 | The market was in a mild downtrend with BTC down over 1% in 24 hours and negative funding, indicating bearish sentiment. The sell thesis failed because the trade was closed by timeout before the expected move materialized, as the price remained range-bound … |
| 05-09 03:01 | BTC | Sell | -1.63 | BTC was in a mild downtrend across all timeframes with low volatility and neutral funding. The short thesis failed because the trade expired via timeout without reaching target, as the market lacked the momentum to push lower within the allotted time. |
| 04-30 07:05 | BTC | SELL | -0.53 | At close, Bitcoin was range-bound with a slight 0.21% hourly gain despite a 1.70% 24-hour decline and negative funding rates (-0.003353%) indicating weak leverage positioning. The thesis failed because the 4-hour timeout expired without the anticipated ETF … |