116
closed trades
41%
win rate
-174.67
total pnl ($)
1.119
weight
7d window — n=14 wr=64% pnl=-17.63
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:39:46 (23.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cq
n: 384
· wr: 48.2%
· total_bps: +14.1
· mean_bps: +0.04
· sharpe: +0.00
· max_dd_bps: -2155.7
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 |
|---|---|---|---|---|---|
| 06-27 05:55 | BTC | Buy | 59919→60213 | +2.01 | timeout |
| 06-26 13:18 | ETH | Buy | 1553.06→1523.89 | -9.83 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1564.06→1534.78 | -9.78 | stop_loss |
| 06-25 13:38 | ETH | Buy | 1648.36→1617.53 | -9.79 | stop_loss |
| 06-25 05:21 | ETH | Buy | 1610.76→1644.44 | +9.99 | timeout |
| 06-24 14:02 | ETH | Buy | 1667.97→1636.72 | -9.82 | stop_loss |
| 06-24 05:15 | ETH | Buy | 1665.57→1668.93 | +0.58 | timeout |
| 06-23 17:10 | ETH | Buy | 1647.86→1657.53 | +2.49 | timeout |
| 06-23 05:08 | BTC | Buy | 64387.2→63620.8 | -6.41 | timeout |
| 06-22 17:08 | BTC | Buy | 64129.2→64655.8 | +3.65 | timeout |
| 06-22 05:02 | BTC | Buy | 63790.2→64077.8 | +1.80 | timeout |
| 06-21 16:59 | BTC | Buy | 63976.2→64099.8 | +0.53 | timeout |
| 06-21 04:55 | BTC | Buy | 63900.2→64291.8 | +2.62 | timeout |
| 06-20 16:53 | BTC | Buy | 63379.2→63987.8 | +4.33 | timeout |
| 06-20 04:52 | ETH | Buy | 1706.57→1713.53 | +1.57 | timeout |
| 06-19 16:46 | ETH | Buy | 1695.67→1704.13 | +2.05 | timeout |
| 06-19 04:46 | ETH | Buy | 1712.47→1691.13 | -6.69 | timeout |
| 06-18 15:29 | ETH | Buy | 1749.87→1717.17 | -9.79 | stop_loss |
| 06-18 04:47 | ETH | Buy | 1738.97→1729.93 | -3.05 | timeout |
| 06-17 16:50 | BTC | Buy | 64899.2→65890.7 | +7.17 | timeout |
| 06-17 04:40 | ETH | Buy | 1796.78→1795.22 | -0.91 | timeout |
| 06-16 14:33 | BTC | Buy | 66521.3→65284.1 | -9.77 | stop_loss |
| 06-16 04:32 | BTC | Buy | 66553.3→65814.7 | -5.98 | timeout |
| 06-15 16:20 | BTC | Buy | 65645.3→67070.6 | +10.40 | timeout |
| 06-14 21:40 | ETH | Buy | 1663.17→1716.13 | +15.47 | take_profit |
| 06-14 16:11 | ETH | Buy | 1675.77→1664.23 | -3.92 | timeout |
| 06-14 04:10 | ETH | Buy | 1677.17→1679.73 | +0.30 | timeout |
| 06-13 16:10 | BTC | Buy | 63860.2→64062.8 | +1.13 | timeout |
| 06-13 04:10 | BTC | Buy | 63552.2→63450.8 | -1.25 | timeout |
| 06-12 16:08 | BTC | Buy | 63259.2→63741.8 | +3.33 | timeout |
| 06-12 04:02 | BTC | Buy | 63548.2→63454.8 | -1.21 | timeout |
| 06-11 15:56 | BTC | Buy | 62697.1→62611.9 | -1.17 | timeout |
| 06-11 03:56 | ETH | Buy | 1630.76→1658.53 | +8.02 | timeout |
| 06-10 09:21 | ETH | Buy | 1638.06→1607.24 | -9.85 | stop_loss |
| 06-09 14:29 | BTC | Buy | 62716.1→61550.1 | -9.75 | stop_loss |
| 06-09 00:36 | ETH | Buy | 1696.77→1664.9 | -9.78 | stop_loss |
| 06-08 17:01 | BTC | Buy | 63171.2→63447.8 | +1.71 | timeout |
| 06-07 22:14 | BTC | Buy | 61755.1→63725.8 | +15.51 | take_profit |
| 06-07 12:34 | BTC | Buy | 62812.1→61644.1 | -9.75 | stop_loss |
| 06-07 04:57 | ETH | Buy | 1556.06→1597.14 | +12.80 | timeout |
| 06-06 10:30 | BTC | Buy | 61395.1→60251.8 | -9.76 | stop_loss |
| 06-05 23:22 | ETH | Buy | 1605.76→1575.55 | -9.86 | stop_loss |
| 06-05 13:52 | ETH | Buy | 1665.37→1634.22 | -9.78 | stop_loss |
| 06-05 02:20 | ETH | Buy | 1771.48→1738.26 | -9.79 | stop_loss |
| 06-04 10:54 | ETH | Buy | 1761.38→1728.36 | -9.82 | stop_loss |
| 06-04 01:23 | ETH | Buy | 1798.48→1764.74 | -9.84 | stop_loss |
| 06-03 15:46 | ETH | Buy | 1876.19→1840.99 | -9.82 | stop_loss |
| 06-03 03:43 | ETH | Buy | 1859.49→1824.1 | -9.96 | stop_loss |
| 06-02 14:00 | BTC | Buy | 69971.5→68670.2 | -9.77 | stop_loss |
| 06-02 05:57 | ETH | Buy | 1993.4→1985.3 | -2.49 | timeout |
| 06-01 13:55 | ETH | Buy | 1991.6→1954.03 | -9.93 | stop_loss |
| 05-31 21:48 | BTC | Buy | 73846.7→73858.3 | -0.37 | timeout |
| 05-31 07:44 | BTC | Buy | 73778.7→73821.3 | -0.21 | timeout |
| 05-30 17:41 | ETH | Buy | 2015→2022.6 | +1.38 | timeout |
| 05-30 11:51 | BTC | Buy | 73548.7→73559.3 | -0.40 | timeout |
| 05-29 16:50 | ETH | Buy | 2008.1→2037.3 | +6.79 | timeout |
| 05-29 04:46 | ETH | Buy | 2016.9→2000 | -4.66 | timeout |
| 05-28 15:52 | ETH | Buy | 1991.9→1990.1 | -0.95 | timeout |
| 05-27 21:53 | ETH | Buy | 2055.31→2016.79 | -9.82 | stop_loss |
| 05-27 15:47 | ETH | Buy | 2080.61→2072.39 | -2.43 | timeout |
| 05-27 03:47 | BTC | Buy | 75977.8→75712.2 | -2.18 | timeout |
| 05-26 15:46 | ETH | Buy | 2095.41→2087.99 | -2.24 | timeout |
| 05-26 03:45 | BTC | Buy | 77397.9→76602.2 | -5.59 | timeout |
| 05-25 15:45 | ETH | Buy | 2109.91→2124.39 | +2.94 | timeout |
| 05-25 03:45 | BTC | Buy | 76672.8→76996.1 | +1.64 | timeout |
| 05-24 15:45 | BTC | Buy | 76832.8→76396.2 | -3.30 | timeout |
| 05-23 20:55 | ETH | Buy | 2076.01→2142.29 | +15.51 | take_profit |
| 05-23 07:50 | ETH | Buy | 2056.91→2016.89 | -10.18 | stop_loss |
| 05-23 03:44 | ETH | Buy | 2064.91→2070.09 | +0.80 | timeout |
| 05-22 15:44 | ETH | Buy | 2130.31→2117.29 | -3.55 | timeout |
| 05-22 03:44 | BTC | Buy | 77593.9→77754.1 | +0.57 | timeout |
| 05-21 15:44 | BTC | Buy | 77681.9→77182.1 | -3.69 | timeout |
| 05-21 03:44 | ETH | Buy | 2139.71→2145.09 | +0.76 | timeout |
| 05-20 15:43 | ETH | Buy | 2132.51→2134.49 | -0.01 | timeout |
| 05-20 03:42 | BTC | Buy | 76858.8→76723.2 | -1.38 | timeout |
| 05-19 15:43 | BTC | Buy | 77264.9→76484.2 | -5.54 | timeout |
| 05-19 03:43 | BTC | Buy | 76748.8→76796.2 | -0.18 | timeout |
| 05-18 15:43 | ETH | Buy | 2115.51→2106.19 | -2.64 | timeout |
| 05-16 07:13 | ETH | Buy | 2227.02→2185.59 | -9.77 | stop_loss |
| 05-15 14:00 | ETH | Buy | 2247.82→2205.38 | -9.89 | stop_loss |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.52 | timeout |
| 05-11 21:24 | BTC | Buy | 81252.1→81619.9 | +1.81 | timeout |
| 05-11 09:26 | BTC | Buy | 81688.1→80903 | -5.30 | timeout |
| 05-10 21:23 | BTC | Buy | 80952→80757 | -1.67 | timeout |
| 05-10 09:22 | BTC | Buy | 80604→80803 | +0.78 | timeout |
| 05-09 21:21 | BTC | Buy | 80339→80786 | +2.34 | timeout |
| 05-09 09:22 | BTC | Buy | 80276→80242 | -0.63 | timeout |
| 05-08 21:20 | ETH | Buy | 2278.73→2307.97 | +5.92 | timeout |
| 05-08 09:20 | ETH | Buy | 2285.73→2287.97 | +0.04 | timeout |
| 05-07 15:26 | ETH | Buy | 2327.13→2283.83 | -9.75 | stop_loss |
| 05-07 09:17 | ETH | Buy | 2326.13→2335.97 | +1.63 | timeout |
| 05-06 14:07 | ETH | Buy | 2391.54→2346.99 | -9.76 | stop_loss |
| 05-06 11:18 | ETH | Buy | 2345.43→2420.26 | +15.38 | take_profit |
| 05-04 19:54 | BTC | Buy | 78818.9→79959 | +6.82 | timeout |
| 05-04 07:53 | BTC | Buy | 78522.9→79711 | +7.10 | timeout |
| 05-03 19:53 | BTC | Buy | 78701.9→78764.1 | -0.09 | timeout |
| 05-03 07:52 | BTC | Buy | 78607.9→78341.1 | -2.13 | timeout |
| 05-02 19:51 | BTC | Buy | 78069.9→78452.1 | +2.00 | timeout |
| 05-02 07:51 | BTC | Buy | 78105.9→78182.1 | +0.06 | timeout |
| 05-01 19:51 | ETH | Buy | 2283.53→2304.57 | +4.15 | timeout |
Paper vs Live
Paper (trades.jsonl)
116
closed
41%
win rate
-174.67
total pnl ($)
-30.0 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 | 63 | 38% | -44.5 | -140.73 |
| BTC | 53 | 45% | -12.7 | -33.94 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:22 | BTC | Buy | +0.78 | The market was in a low-funding, sideways regime with moderate open interest, offering no clear directional catalyst. The thesis failed because the trade expired via timeout without reaching a target or stop, as the lack of volatility prevented the expected… |
| 05-09 21:21 | BTC | Buy | +2.34 | The market was in a short-term uptrend with BTC gaining 0.71% in the hour, but the broader 24-hour and 7-day trends were slightly negative. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize wit… |
| 05-09 09:22 | BTC | Buy | -0.63 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a broader weekly decline. The trade failed because the position was closed by timeout before the thesis could play out, as the market remained indecisive and did not tri… |
| 05-08 21:20 | ETH | Buy | +5.92 | The market was in a short-term uptrend within a broader weekly decline, with ETH gaining 0.39% on the hour but down 2.71% over seven days. The thesis failed because the trade was closed by timeout before the expected move materialized, as the sideways chop … |
| 05-08 09:20 | ETH | Buy | +0.04 | ETH traded in a narrow, low-volatility range with mild bearish drift across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-07 15:26 | ETH | Buy | -9.75 | The market exhibited a bearish bias with elevated funding and open interest, suggesting crowded longs. The thesis failed because the stop-loss was triggered as price reversed against the entry, likely due to a liquidation cascade or sudden sell pressure. |
| 05-07 09:17 | ETH | Buy | +1.63 | The market was in a mild downtrend over the past week with ETH losing 3.79%, though the hourly and 24-hour moves were nearly flat. The thesis failed because the trade was closed by timeout without reaching a target or stop, likely due to insufficient direct… |
| 05-06 14:07 | ETH | Buy | -9.76 | The market was in a broad downtrend with ETH falling 4.72% over the past week alongside BTC weakness. The thesis failed because the stop-loss was triggered as the bearish momentum continued, overriding any potential for a reversal. |
| 05-06 11:18 | ETH | Buy | +15.38 | The market exhibited a favorable trend with low funding and moderate open interest, supporting the long position. The thesis succeeded as the price reached the predetermined take-profit level, securing a positive PnL. |
| 05-04 19:54 | BTC | Buy | +6.82 | The market was in a low-volatility consolidation phase with neutral funding rates and stable order flow. The trade failed because the anticipated directional move never materialized within the allocated time window, resulting in a timeout exit. |