12
closed trades
8%
win rate
-11.53
total pnl ($)
1.129
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:31:19 (42.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afe__restored_460dfba0
n: 18
· wr: 38.9%
· total_bps: +16.3
· mean_bps: +0.90
· sharpe: +0.01
· max_dd_bps: -253.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 12 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-16 02:00 | BTC | Sell | 66172.7→66315.3 | -0.66 | timeout |
| 06-15 02:00 | BTC | Sell | 65392.7→65476.3 | -0.47 | timeout |
| 06-14 02:03 | BTC | Sell | 64428.8→64565.2 | -0.65 | timeout |
| 06-13 02:00 | BTC | Sell | 63484.8→63797.2 | -1.25 | timeout |
| 06-12 02:04 | BTC | Sell | 63391.8→63449.2 | -0.38 | timeout |
| 06-11 01:16 | BTC | Sell | 61307.9→62143.2 | -3.12 | stop_loss |
| 05-25 01:59 | BTC | Sell | 76750.2→76876.8 | -0.55 | timeout |
| 05-24 02:00 | BTC | Sell | 76529.2→76864.8 | -1.13 | timeout |
| 05-23 01:59 | BTC | Sell | 75709.2→75445.8 | +0.56 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.23 | timeout |
| 05-11 02:32 | BTC | Buy | 82160.1→81047.4 | -3.40 | stop_loss |
| 05-10 03:01 | BTC | Buy | 80737→80725 | -0.25 | timeout |
Paper vs Live
Paper (trades.jsonl)
12
closed
8%
win rate
-11.53
total pnl ($)
-43.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 12 | 8% | -43.5 | -11.53 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 03:01 | BTC | Buy | -0.25 | The market was in a mild uptrend with BTC up 0.54% on the hour and 2.93% over 24 hours, while negative funding suggested cautious positioning. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within… |