22
closed trades
45%
win rate
-5.54
total pnl ($)
1.213
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 07:27:20 (39.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abh
n: 32
· wr: 43.8%
· total_bps: -38.8
· mean_bps: -1.21
· sharpe: -0.02
· max_dd_bps: -422.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 22 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-09 21:11 | BTC | Sell | 61617.9→62023.1 | -4.69 | timeout |
| 06-09 15:12 | BTC | Sell | 62749.9→61552.1 | +11.38 | timeout |
| 06-09 09:05 | BTC | Sell | 62827.9→62819.1 | -0.47 | timeout |
| 06-09 03:04 | BTC | Sell | 63587.8→62849.1 | +6.69 | timeout |
| 06-08 20:59 | BTC | Sell | 63929.8→63434.2 | +4.30 | timeout |
| 06-08 14:55 | BTC | Sell | 63028.8→63891.2 | -9.10 | timeout |
| 06-08 08:51 | BTC | Sell | 63076.8→63007.2 | +0.15 | timeout |
| 06-07 22:14 | BTC | Sell | 61770.9→62921.6 | -12.21 | stop_loss |
| 05-15 23:01 | BTC | Sell | 79194→79064 | +0.44 | timeout |
| 05-15 17:00 | BTC | Sell | 80705→79265 | +10.59 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.63 | timeout |
| 05-11 23:10 | BTC | Sell | 81384.9→81724.1 | -3.16 | timeout |
| 05-11 05:08 | BTC | Sell | 82184.9→80828 | +9.79 | timeout |
| 05-10 23:07 | BTC | Sell | 81249.9→82193.1 | -7.81 | timeout |
| 05-10 17:07 | BTC | Sell | 80900→81258.1 | -3.31 | timeout |
| 05-10 11:06 | BTC | Sell | 80713→80908 | -2.06 | timeout |
| 05-10 05:04 | BTC | Sell | 80788→80714 | +0.02 | timeout |
| 05-09 23:04 | BTC | Sell | 80595→80796 | -2.14 | timeout |
| 05-09 17:02 | BTC | Sell | 80209→80604 | -3.63 | timeout |
| 05-09 11:02 | BTC | Sell | 80329→80217 | +0.30 | timeout |
| 05-09 05:01 | BTC | Sell | 80236→80337 | -1.35 | timeout |
| 04-30 07:44 | BTC | Sell | 76275→76036.8 | +1.38 | timeout |
Paper vs Live
Paper (trades.jsonl)
22
closed
45%
win rate
-5.54
total pnl ($)
-4.1 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 | 22 | 45% | -4.1 | -5.54 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:06 | BTC | Sell | -2.06 | The market was in a low-funding, sideways regime with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, resulting in a small loss from fees or slippage. |
| 05-10 05:04 | BTC | Sell | +0.02 | The market exhibited low volatility and neutral funding, with no clear directional bias during the trade's duration. The thesis failed because the timeout close reason indicates the expected price movement did not materialize within the allowed time frame. |
| 05-09 23:04 | BTC | Sell | -2.14 | BTC was in a tight, low-volatility range with minimal directional bias across timeframes. The short thesis failed because the market did not move within the timeout window, resulting in a small loss from funding costs. |
| 05-09 17:02 | BTC | Sell | -3.63 | The market was in a mild downtrend with BTC falling 1.61% over 24 hours and negative momentum across major coins. The thesis failed because the trade was closed by timeout, likely due to insufficient price movement or delayed entry, preventing the short fro… |
| 05-09 11:02 | BTC | Sell | +0.30 | The market was in a mild downtrend with BTC declining 2% over 24 hours and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed time window. |
| 05-09 05:01 | BTC | Sell | -1.35 | BTC was in a mild downtrend over 24h and 7d, with low funding and stable hourly movement. The sell thesis failed because the trade expired via timeout without reaching target, as the market lacked directional momentum to trigger an exit. |
| 04-30 07:44 | BTC | SELL | -2.50 | # Trade Analysis: BTC Short (ETF Outflow Acceleration) At close, Bitcoin had stabilized near $76,065 after a mild intraday bounce (+0.50% 1h) despite negative 24h/7d momentum (-1.30%/-2.76%), while funding rates turned slightly negative (-0.0029%) suggesti… |