115
closed trades
39%
win rate
-105.89
total pnl ($)
1.191
weight
7d window — n=9 wr=44% pnl=-10.99
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 23:06:18 (40.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ad
n: 294
· wr: 36.7%
· total_bps: -5402.8
· mean_bps: -18.38
· sharpe: -0.16
· max_dd_bps: -5653.3
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 |
|---|---|---|---|---|---|
| 06-28 13:47 | ETH | Buy | 1582.36→1580.74 | -0.96 | timeout |
| 06-28 00:27 | ETH | Buy | 1580.46→1576.74 | -1.60 | timeout |
| 06-27 02:18 | ETH | Buy | 1575.26→1580.24 | +1.13 | timeout |
| 06-26 09:49 | ETH | Buy | 1577.66→1555.97 | -7.32 | stop_loss |
| 06-25 04:21 | ETH | Buy | 1620.86→1618.04 | -1.33 | timeout |
| 06-24 13:48 | ETH | Buy | 1663.67→1640.82 | -7.32 | stop_loss |
| 06-24 06:19 | ETH | Buy | 1667.77→1672.63 | +1.02 | timeout |
| 06-23 16:19 | ETH | Buy | 1658.87→1663.63 | +0.98 | timeout |
| 06-22 12:35 | ETH | Buy | 1746.57→1763.62 | +4.41 | timeout |
| 06-21 21:09 | ETH | Buy | 1734.47→1710.67 | -7.31 | stop_loss |
| 06-21 00:32 | ETH | Buy | 1727.87→1735.83 | +1.83 | timeout |
| 06-20 10:31 | ETH | Buy | 1727.27→1727.53 | -0.40 | timeout |
| 06-19 22:46 | ETH | Buy | 1701.47→1707.23 | +1.24 | timeout |
| 06-19 14:34 | ETH | Buy | 1688.37→1702.83 | +3.84 | timeout |
| 06-19 03:15 | ETH | Buy | 1704.97→1681.59 | -7.31 | stop_loss |
| 06-18 03:37 | ETH | Buy | 1748.17→1742.63 | -2.05 | timeout |
| 06-17 17:55 | ETH | Buy | 1756.08→1794.52 | +10.47 | take_profit |
| 06-17 08:30 | ETH | Buy | 1796.18→1771.54 | -7.30 | stop_loss |
| 06-17 00:41 | ETH | Buy | 1796.48→1796.42 | -0.49 | timeout |
| 06-16 12:20 | ETH | Buy | 1783.08→1822.12 | +10.47 | take_profit |
| 06-15 17:48 | ETH | Buy | 1814.58→1829.12 | +3.55 | timeout |
| 06-15 05:45 | ETH | Buy | 1720.17→1717.23 | -1.31 | timeout |
| 06-14 21:10 | ETH | Buy | 1663.27→1669.73 | +1.48 | timeout |
| 06-14 09:40 | ETH | Buy | 1677.27→1674.63 | -1.23 | timeout |
| 06-14 00:17 | ETH | Buy | 1677.17→1679.33 | +0.18 | timeout |
| 06-13 13:24 | ETH | Buy | 1673.57→1679.63 | +1.35 | timeout |
| 06-12 22:53 | ETH | Buy | 1669.17→1661.33 | -2.79 | timeout |
| 06-12 04:58 | ETH | Buy | 1672.27→1677.13 | +1.00 | timeout |
| 06-11 13:08 | ETH | Buy | 1657.37→1648.94 | -3.00 | timeout |
| 06-10 09:14 | ETH | Buy | 1636.56→1614.13 | -7.30 | stop_loss |
| 06-09 13:49 | ETH | Buy | 1669.27→1674.23 | +1.04 | timeout |
| 06-08 14:04 | ETH | Buy | 1669.17→1677.93 | +2.17 | timeout |
| 06-07 18:22 | ETH | Buy | 1625.46→1629.84 | +0.93 | timeout |
| 06-07 08:57 | ETH | Buy | 1605.46→1640.54 | +10.47 | take_profit |
| 06-06 18:25 | ETH | Buy | 1561.06→1554.74 | -2.43 | timeout |
| 06-05 13:48 | ETH | Buy | 1666.47→1643.61 | -7.30 | stop_loss |
| 06-04 20:49 | ETH | Buy | 1776.48→1769.92 | -2.30 | timeout |
| 06-04 00:26 | ETH | Buy | 1823.68→1798.42 | -7.38 | stop_loss |
| 06-03 14:20 | ETH | Buy | 1880.19→1854.39 | -7.31 | stop_loss |
| 06-03 03:33 | ETH | Buy | 1859.69→1834.1 | -7.33 | stop_loss |
| 06-02 15:20 | ETH | Buy | 1942.19→1915.25 | -7.39 | stop_loss |
| 06-02 02:07 | ETH | Buy | 1988.3→1960.92 | -7.33 | stop_loss |
| 06-01 18:00 | ETH | Buy | 1969.5→1990.4 | +4.84 | timeout |
| 06-01 06:25 | ETH | Buy | 2011.8→1984.01 | -7.38 | stop_loss |
| 05-30 23:20 | ETH | Buy | 2026→2020 | -1.96 | timeout |
| 05-29 10:56 | ETH | Buy | 2018.2→2011.4 | -2.15 | timeout |
| 05-29 01:38 | ETH | Buy | 2023.3→2006.2 | -4.68 | timeout |
| 05-28 17:29 | ETH | Buy | 1986.4→2015.6 | +6.88 | timeout |
| 05-27 13:38 | ETH | Buy | 2083.41→2054.87 | -7.30 | stop_loss |
| 05-27 05:13 | ETH | Buy | 2080.11→2071.19 | -2.59 | timeout |
| 05-26 07:19 | ETH | Buy | 2085.71→2094.49 | +1.66 | timeout |
| 05-25 22:32 | ETH | Buy | 2129.01→2104.59 | -6.21 | timeout |
| 05-25 12:47 | ETH | Buy | 2114.01→2114.29 | -0.40 | timeout |
| 05-24 21:37 | ETH | Buy | 2095.01→2066.46 | -7.27 | stop_loss |
| 05-24 14:13 | ETH | Buy | 2120.61→2091.74 | -7.26 | stop_loss |
| 05-24 08:40 | ETH | Buy | 2120.01→2119.99 | -0.48 | timeout |
| 05-23 20:38 | ETH | Buy | 2074.61→2120.79 | +10.68 | take_profit |
| 05-23 15:51 | ETH | Buy | 2030.6→2057.99 | +6.28 | timeout |
| 05-23 06:29 | ETH | Buy | 2065.51→2061.39 | -1.45 | timeout |
| 05-22 18:45 | ETH | Buy | 2120.61→2091.74 | -7.26 | stop_loss |
| 05-22 03:58 | ETH | Buy | 2133.01→2137.29 | +0.53 | timeout |
| 05-21 18:35 | ETH | Buy | 2122.31→2139.89 | +3.67 | timeout |
| 05-21 01:20 | ETH | Buy | 2133.71→2144.39 | +2.03 | timeout |
| 05-20 13:17 | ETH | Buy | 2128.21→2129.39 | -0.19 | timeout |
| 05-19 17:25 | ETH | Buy | 2110.81→2121.09 | +1.96 | timeout |
| 05-19 09:22 | ETH | Buy | 2125.01→2124.19 | -0.65 | timeout |
| 05-18 23:02 | ETH | Buy | 2099.11→2137.79 | +8.74 | timeout |
| 05-18 07:39 | ETH | Buy | 2117.01→2118.39 | -0.13 | timeout |
| 05-17 18:03 | ETH | Buy | 2189.82→2183.88 | -1.82 | timeout |
| 05-17 02:00 | ETH | Buy | 2181.42→2168.38 | -3.45 | timeout |
| 05-16 17:59 | ETH | Buy | 2176.32→2178.18 | -0.04 | timeout |
| 05-16 05:53 | ETH | Buy | 2228.12→2224.68 | -1.24 | timeout |
| 05-15 21:41 | ETH | Buy | 2227.32→2219.08 | -2.32 | timeout |
| 05-15 11:19 | ETH | Buy | 2258.43→2258.77 | -0.37 | timeout |
| 05-11 23:55 | ETH | Buy | 2339.03→2339.37 | -0.39 | timeout |
| 05-10 19:34 | ETH | Buy | 2337.13→2364.16 | +5.31 | timeout |
| 05-10 11:09 | ETH | Buy | 2329.63→2323.77 | -1.73 | timeout |
| 05-10 03:08 | ETH | Buy | 2329.33→2328.07 | -0.72 | timeout |
| 05-09 18:44 | ETH | Buy | 2308.03→2330.47 | +4.39 | timeout |
| 05-09 09:49 | ETH | Buy | 2315.33→2312.77 | -1.00 | timeout |
| 05-09 00:08 | ETH | Buy | 2312.43→2304.07 | -2.27 | timeout |
| 05-08 15:03 | ETH | Buy | 2289.43→2284.17 | -1.60 | timeout |
| 05-08 01:53 | ETH | Buy | 2291.43→2282.77 | -2.34 | timeout |
| 05-07 14:32 | ETH | Buy | 2328.63→2296.92 | -7.26 | stop_loss |
| 05-07 06:33 | ETH | Buy | 2320.33→2327.67 | +1.14 | timeout |
| 05-06 21:48 | ETH | Buy | 2350.74→2353.86 | +0.22 | timeout |
| 05-04 20:33 | ETH | Buy | 2354.54→2349.47 | -1.53 | timeout |
| 05-04 10:06 | ETH | Buy | 2360.64→2328.5 | -7.25 | stop_loss |
| 05-04 00:08 | ETH | Buy | 2334.33→2318.57 | -3.80 | timeout |
| 05-03 15:23 | ETH | Buy | 2312.83→2327.57 | +2.73 | timeout |
| 05-02 23:35 | ETH | Buy | 2310.43→2320.57 | +1.74 | timeout |
| 05-02 15:31 | ETH | Buy | 2303.83→2304.77 | -0.24 | timeout |
| 05-02 07:00 | ETH | Buy | 2302.83→2304.37 | -0.12 | timeout |
| 05-01 21:28 | ETH | Buy | 2302.53→2289.37 | -3.31 | timeout |
| 05-01 00:59 | ETH | Buy | 2263.83→2258.47 | -1.63 | timeout |
| 04-30 02:11 | ETH | Buy | 2250.2→2271.2 | +4.22 | timeout |
| 04-29 09:19 | ETH | Buy | 2324.2→2326.8 | +0.11 | timeout |
| 04-29 00:54 | ETH | Buy | 2296.5→2291.8 | -1.47 | timeout |
| 04-28 16:07 | ETH | Buy | 2273.9→2277.8 | +0.41 | timeout |
| 04-28 05:22 | ETH | Buy | 2304.9→2288.4 | -4.03 | timeout |
Paper vs Live
Paper (trades.jsonl)
115
closed
39%
win rate
-105.89
total pnl ($)
-18.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 115 | 39% | -18.3 | -105.89 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:09 | ETH | Buy | -1.73 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-10 03:08 | ETH | Buy | -0.72 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 18:44 | ETH | Buy | +4.39 | The market was in a broad downtrend with ETH declining across all timeframes, showing persistent bearish momentum. The trade failed because the thesis did not trigger an entry before the timeout, as the price continued to move against the intended direction… |
| 05-09 09:49 | ETH | Buy | -1.00 | The market was in a broad downtrend with ETH losing 2.36% over 24 hours and 3.34% over the week, while funding remained slightly positive. The thesis failed because the trade was not triggered before the timeout, as the entry price was never reached in the … |
| 05-09 00:08 | ETH | Buy | -2.27 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH showing a slight 1h gain but still negative over 24h and 7d. The thesis failed because the trade was closed by timeout without reaching an entry or exit, likely due to insu… |
| 05-08 15:03 | ETH | Buy | -1.60 | ETH was declining across all timeframes with negative funding and falling BTC, indicating a bearish macro bias. The buy thesis failed because the market continued its downtrend during the holding period, and the timeout closed the trade before any reversal … |
| 05-08 01:53 | ETH | Buy | -2.34 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-07 14:32 | ETH | Buy | -7.26 | ETH was declining across all timeframes with negative momentum in both ETH and BTC. The long thesis failed because the stop-loss was triggered as the broader downtrend continued, confirming the market was not ready to reverse. |
| 05-07 06:33 | ETH | Buy | +1.14 | The market was in a mild downtrend with ETH declining across all timeframes and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-06 21:48 | ETH | Buy | +0.22 | ETH was trading in a narrow range with low volatility, showing slight hourly gains but weekly losses. The trade thesis failed because the position was closed by timeout without reaching target or stop, as the market lacked directional momentum to trigger an… |