93
closed trades
34%
win rate
-239.50
total pnl ($)
0.297
weight
7d window — n=26 wr=31% pnl=-154.37
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-22 03:27:48 (36.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
atq
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 93 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 12:40 | ETHUSDT | Buy | 1568.49→1528.51 | -13.19 | stop_loss |
| 06-26 10:39 | ETHUSDT | Buy | 1585.79→1545.76 | -13.06 | stop_loss |
| 06-26 02:13 | ETHUSDT | Buy | 1563.26→1523.45 | -13.15 | stop_loss |
| 06-26 02:13 | ETHUSDT | Buy | 1565.93→1524.73 | -13.57 | stop_loss |
| 06-26 02:12 | ETHUSDT | Buy | 1571.61→1532.32 | -12.93 | stop_loss |
| 06-26 02:12 | ETHUSDT | Buy | 1576.69→1537.2 | -12.96 | stop_loss |
| 06-26 02:12 | ETHUSDT | Buy | 1579.06→1539.52 | -12.91 | stop_loss |
| 06-25 13:42 | ETHUSDT | Buy | 1637.86→1596.56 | -13.06 | stop_loss |
| 06-25 13:39 | ETHUSDT | Buy | 1653.35→1611.99 | -12.94 | stop_loss |
| 06-24 15:36 | ETHUSDT | Buy | 1672.87→1631.07 | -12.95 | stop_loss |
| 06-24 14:02 | ETHUSDT | Buy | 1679.1→1637.09 | -12.96 | stop_loss |
| 06-23 06:21 | ETHUSDT | Buy | 1725.09→1681.15 | -13.16 | stop_loss |
| 06-23 06:20 | ETHUSDT | Buy | 1736.48→1693.05 | -12.91 | stop_loss |
| 06-23 06:08 | ETHUSDT | Buy | 1748.92→1705.01 | -12.95 | stop_loss |
| 06-23 03:52 | ETHUSDT | Buy | 1731.91→1728.43 | -1.50 | timeout |
| 06-23 01:35 | ETHUSDT | Buy | 1742.6→1729.57 | -4.13 | timeout |
| 06-22 14:48 | ETHUSDT | Buy | 1724.05→1753.05 | +7.82 | timeout |
| 06-22 11:00 | ETHUSDT | Buy | 1730.52→1747.03 | +4.17 | timeout |
| 06-22 08:55 | ETHUSDT | Buy | 1727.72→1746.63 | +4.87 | timeout |
| 06-22 03:36 | ETHUSDT | Buy | 1737.37→1736.12 | -0.91 | timeout |
| 06-22 00:40 | ETHUSDT | Buy | 1738.01→1725.97 | -4.03 | timeout |
| 06-21 14:12 | ETHUSDT | Buy | 1709.72→1721.49 | +3.03 | timeout |
| 06-21 10:48 | ETHUSDT | Buy | 1726.49→1732.04 | +1.16 | timeout |
| 06-21 08:16 | ETHUSDT | Buy | 1725.64→1729.27 | +0.70 | timeout |
| 06-21 00:00 | ETHUSDT | Buy | 1710.58→1739.51 | +8.06 | timeout |
| 06-20 21:53 | ETHUSDT | Buy | 1702.29→1735.04 | +9.10 | timeout |
| 06-19 23:29 | ETHUSDT | Buy | 1708.35→1706.88 | -0.88 | timeout |
| 06-19 22:03 | ETHUSDT | Buy | 1706.27→1700.74 | -2.06 | timeout |
| 06-19 21:03 | ETHUSDT | Buy | 1710.76→1704.39 | -2.32 | timeout |
| 06-19 20:00 | ETHUSDT | Buy | 1708.31→1700.16 | -2.86 | timeout |
| 06-19 17:18 | ETHUSDT | Buy | 1684.13→1697.88 | +3.65 | timeout |
| 06-18 15:53 | ETHUSDT | Buy | 1727.58→1683.93 | -13.08 | stop_loss |
| 06-18 15:45 | ETHUSDT | Buy | 1738.29→1694.82 | -12.94 | stop_loss |
| 06-18 15:37 | ETHUSDT | Buy | 1754.65→1710.8 | -12.94 | stop_loss |
| 06-18 14:34 | ETHUSDT | Buy | 1753.34→1736.19 | -5.35 | timeout |
| 06-18 12:48 | ETHUSDT | Buy | 1756.77→1748.97 | -2.72 | timeout |
| 06-18 05:07 | ETHUSDT | Buy | 1765.28→1721.13 | -12.93 | stop_loss |
| 06-17 19:50 | ETHUSDT | Buy | 1772.98→1728.12 | -13.11 | stop_loss |
| 06-17 19:39 | ETHUSDT | Buy | 1774.85→1729.81 | -13.14 | stop_loss |
| 06-17 12:23 | ETHUSDT | Buy | 1793.14→1746.93 | -13.33 | stop_loss |
| 06-17 12:23 | ETHUSDT | Buy | 1792.38→1746.93 | -13.12 | stop_loss |
| 06-17 12:21 | ETHUSDT | Buy | 1794.01→1748.92 | -13.01 | stop_loss |
| 06-17 12:21 | ETHUSDT | Buy | 1794.95→1750.08 | -12.94 | stop_loss |
| 06-17 08:39 | ETHUSDT | Buy | 1805.44→1760.26 | -12.85 | stop_loss |
| 06-17 03:37 | ETHUSDT | Buy | 1777.08→1792.57 | +3.81 | timeout |
| 06-17 02:32 | ETHUSDT | Buy | 1775.15→1801.79 | +6.94 | timeout |
| 06-17 00:26 | ETHUSDT | Buy | 1792.95→1792.76 | -0.63 | timeout |
| 06-16 22:36 | ETHUSDT | Buy | 1795.38→1792.01 | -1.54 | timeout |
| 06-16 13:06 | ETHUSDT | Buy | 1779.64→1810.84 | +8.19 | timeout |
| 06-16 03:20 | ETHUSDT | Buy | 1807.64→1762.42 | -12.96 | stop_loss |
| 06-16 02:28 | ETHUSDT | Buy | 1818.52→1772.76 | -13.01 | stop_loss |
| 06-15 23:07 | ETHUSDT | Buy | 1830.15→1784.32 | -12.98 | stop_loss |
| 06-15 22:31 | ETHUSDT | Buy | 1831.7→1785.93 | -12.96 | stop_loss |
| 06-15 13:16 | ETHUSDT | Buy | 1724.25→1799.34 | +21.29 | take_profit |
| 06-15 13:16 | ETHUSDT | Buy | 1724.25→1799.34 | +21.29 | take_profit |
| 06-15 13:11 | ETHUSDT | Buy | 1715.26→1790.4 | +21.44 | take_profit |
| 06-15 10:54 | ETHUSDT | Buy | 1673.58→1747.25 | +21.52 | take_profit |
| 06-15 10:54 | ETHUSDT | Buy | 1665.36→1739.39 | +21.74 | take_profit |
| 06-15 08:06 | ETHUSDT | Buy | 1674.57→1718.49 | +12.62 | timeout |
| 06-14 21:50 | ETHUSDT | Buy | 1657.62→1730.39 | +21.47 | take_profit |
| 06-14 21:43 | ETHUSDT | Buy | 1689.3→1714.28 | +6.83 | timeout |
| 06-13 22:15 | ETHUSDT | Buy | 1663.79→1682.41 | +5.16 | timeout |
| 06-13 21:09 | ETHUSDT | Buy | 1665.87→1674.98 | +2.34 | timeout |
| 06-13 02:08 | ETHUSDT | Buy | 1668.97→1671.95 | +0.32 | timeout |
| 06-12 20:54 | ETHUSDT | Buy | 1672.04→1661.52 | -3.56 | timeout |
| 06-12 19:49 | ETHUSDT | Buy | 1683.55→1665.81 | -5.69 | timeout |
| 06-12 18:31 | ETHUSDT | Buy | 1682.31→1664.64 | -5.67 | timeout |
| 06-12 17:19 | ETHUSDT | Buy | 1633.49→1669.02 | +10.49 | timeout |
| 06-12 01:29 | ETHUSDT | Buy | 1640.23→1662.13 | +6.24 | timeout |
| 06-11 19:56 | ETHUSDT | Buy | 1630.42→1681.72 | +15.18 | timeout |
| 06-11 18:54 | ETHUSDT | Buy | 1627.83→1684.05 | +16.70 | timeout |
| 06-11 17:49 | ETHUSDT | Buy | 1616.6→1686.96 | +21.24 | take_profit |
| 06-11 17:14 | ETHUSDT | Buy | 1639.42→1635.96 | -1.52 | timeout |
| 06-10 21:51 | ETHUSDT | Buy | 1647.02→1605.83 | -12.92 | stop_loss |
| 06-10 21:10 | ETHUSDT | Buy | 1656.42→1614.33 | -13.13 | stop_loss |
| 06-10 17:29 | ETHUSDT | Buy | 1644.25→1629.55 | -4.97 | timeout |
| 06-10 16:09 | ETHUSDT | Buy | 1626.22→1652.96 | +7.62 | timeout |
| 06-10 09:21 | ETHUSDT | Buy | 1647.78→1606.39 | -12.90 | stop_loss |
| 06-10 09:20 | ETHUSDT | Buy | 1651.28→1610.02 | -12.85 | stop_loss |
| 06-10 09:14 | ETHUSDT | Buy | 1654.91→1613.52 | -12.88 | stop_loss |
| 06-09 16:20 | ETHUSDT | Buy | 1662.04→1620.4 | -12.91 | stop_loss |
| 06-09 16:08 | ETHUSDT | Buy | 1665.67→1624.03 | -12.90 | stop_loss |
| 06-09 16:06 | ETHUSDT | Buy | 1667.82→1625.6 | -13.00 | stop_loss |
| 06-09 14:17 | ETHUSDT | Buy | 1687.77→1645.51 | -12.97 | stop_loss |
| 06-09 14:17 | ETHUSDT | Buy | 1688.7→1645.96 | -13.10 | stop_loss |
| 06-09 06:22 | ETHUSDT | Buy | 1668.97→1691.2 | +6.23 | timeout |
| 06-09 05:12 | ETHUSDT | Buy | 1654.82→1681.65 | +7.81 | timeout |
| 06-09 04:08 | ETHUSDT | Buy | 1668.22→1665.96 | -0.86 | timeout |
| 06-09 02:58 | ETHUSDT | Buy | 1683.8→1665.93 | -5.39 | timeout |
| 06-09 01:51 | ETHUSDT | Buy | 1681.61→1665.45 | -4.81 | timeout |
| 06-07 22:14 | ETHUSDT | Buy | 1618.29→1690.6 | +21.95 | take_profit |
| 05-20 09:07 | ETHUSDT | Buy | 2132.24→2131.17 | -0.75 | timeout |
| 05-20 09:07 | ETHUSDT | Buy | 2132.24→2131.17 | -0.81 | timeout |
Paper vs Live
Paper (trades.jsonl)
93
closed
34%
win rate
-239.50
total pnl ($)
-51.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETHUSDT | 93 | 34% | -51.6 | -239.50 |
Recent bounces (last 20 of 9)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 23:42 | ETHUSDT | Buy | router_blocked |
| 06-26 14:03 | ETHUSDT | Buy | stale_intent |
| 06-26 12:07 | ETHUSDT | Buy | router_blocked |
| 06-26 11:04 | ETHUSDT | Buy | below_min_notional_skip |
| 06-26 08:55 | ETHUSDT | Buy | router_blocked |
| 06-25 21:13 | ETHUSDT | Buy | below_min_notional_skip |
| 06-25 16:24 | ETHUSDT | Buy | below_min_notional_skip |
| 06-25 13:19 | ETHUSDT | Buy | below_min_notional_skip |
| 06-24 12:10 | ETHUSDT | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||