83
closed trades
39%
win rate
-99.17
total pnl ($)
1.071
weight
7d window — n=8 wr=38% pnl=-2.55
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 00:09:40 (18.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cc
n: 66
· wr: 37.9%
· total_bps: -1387.9
· mean_bps: -21.03
· sharpe: -0.25
· max_dd_bps: -1669.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 83 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 06:33 | ETH | Buy | 1746.77→1735.13 | -3.79 | timeout |
| 06-20 12:36 | ETH | Buy | 1727.77→1726.93 | -0.72 | timeout |
| 06-19 08:06 | BTC | Buy | 62920.1→62587.9 | -3.05 | timeout |
| 06-18 21:44 | BTC | Buy | 62717.1→62900.9 | +1.03 | timeout |
| 06-18 10:46 | BTC | Buy | 63888.2→63996.8 | +0.39 | timeout |
| 06-17 19:24 | BTC | Buy | 65247.3→64745.8 | -4.30 | timeout |
| 06-17 05:16 | ETH | Buy | 1794.68→1790.92 | -1.52 | timeout |
| 06-15 22:26 | ETH | Buy | 1828.98→1794.72 | -9.83 | stop_loss |
| 06-15 12:48 | ETH | Buy | 1721.37→1776.12 | +15.44 | take_profit |
| 06-15 04:52 | ETH | Buy | 1724.37→1718.13 | -2.27 | timeout |
| 06-14 19:44 | BTC | Buy | 63898.2→63737.8 | -1.71 | timeout |
| 06-14 10:39 | BTC | Buy | 64340.2→64605.8 | +1.61 | timeout |
| 06-14 00:39 | BTC | Buy | 64229.2→64537.8 | +1.95 | timeout |
| 06-12 21:52 | BTC | Buy | 63916.2→63462.8 | -4.01 | timeout |
| 06-12 01:18 | ETH | Buy | 1678.37→1669.33 | -3.14 | timeout |
| 06-11 17:19 | BTC | Buy | 63081.2→62388.9 | -5.95 | timeout |
| 06-11 08:59 | ETH | Buy | 1657.67→1658.93 | -0.09 | timeout |
| 06-10 21:42 | BTC | Buy | 62239.1→61615.9 | -5.46 | timeout |
| 06-10 13:36 | BTC | Buy | 61417.1→61911.9 | +3.58 | timeout |
| 06-09 19:28 | BTC | Buy | 61713.1→61794.9 | +0.20 | timeout |
| 06-09 00:23 | ETH | Buy | 1711.07→1678.99 | -9.77 | stop_loss |
| 06-08 15:58 | ETH | Buy | 1671.37→1690.23 | +5.21 | timeout |
| 06-08 04:06 | ETH | Buy | 1697.17→1665.4 | -9.78 | stop_loss |
| 06-07 20:50 | ETH | Buy | 1629.46→1624.74 | -1.85 | timeout |
| 06-07 10:20 | ETH | Buy | 1603.36→1629.04 | +7.59 | timeout |
| 06-06 23:57 | BTC | Buy | 60638→60855 | +1.31 | timeout |
| 06-06 15:38 | BTC | Buy | 60296→60687 | +2.79 | timeout |
| 06-06 04:14 | BTC | Buy | 61210.1→60070.9 | -9.76 | stop_loss |
| 06-05 13:57 | BTC | Buy | 61977.1→60823.5 | -9.76 | stop_loss |
| 06-05 03:24 | BTC | Buy | 63384.2→62585.9 | -6.73 | timeout |
| 06-04 14:44 | BTC | Buy | 62870.1→63966.8 | +8.28 | timeout |
| 06-04 07:25 | BTC | Buy | 62835.1→63631.8 | +5.88 | timeout |
| 06-03 11:31 | BTC | Buy | 67220.4→67233.6 | -0.38 | timeout |
| 06-02 14:26 | ETH | Buy | 1968.6→1943.81 | -6.75 | timeout |
| 06-02 03:13 | BTC | Buy | 70963.5→70886.5 | -1.02 | timeout |
| 06-01 02:43 | BTC | Buy | 73690.7→73806.3 | +0.32 | timeout |
| 05-29 22:36 | ETH | Buy | 2037.8→2012.6 | -6.64 | timeout |
| 05-28 10:48 | BTC | Buy | 72902.6→73542.3 | +3.92 | timeout |
| 05-28 02:48 | BTC | Buy | 74462.7→74255.3 | -1.84 | timeout |
| 05-26 15:21 | ETH | Buy | 2112.21→2101.59 | -2.98 | timeout |
| 05-24 06:11 | ETH | Buy | 2119.31→2121.49 | +0.04 | timeout |
| 05-23 13:41 | BTC | Buy | 74355.7→74861.3 | +2.95 | timeout |
| 05-23 05:41 | BTC | Buy | 75252.8→75456.2 | +0.90 | timeout |
| 05-22 19:29 | ETH | Buy | 2120.41→2080.95 | -9.76 | stop_loss |
| 05-22 10:58 | BTC | Buy | 77478.9→77280.1 | -1.75 | timeout |
| 05-21 20:11 | ETH | Buy | 2122.71→2139.79 | +3.55 | timeout |
| 05-21 06:15 | ETH | Buy | 2152.82→2134.29 | -4.77 | timeout |
| 05-19 15:04 | BTC | Buy | 76769.8→76460.2 | -2.49 | timeout |
| 05-18 21:25 | BTC | Buy | 76443.8→76958.2 | +2.89 | timeout |
| 05-18 12:43 | BTC | Buy | 76921.8→77677.1 | +4.44 | timeout |
| 05-16 12:14 | BTC | Buy | 78185.9→78182 | -0.50 | timeout |
| 05-15 20:22 | BTC | Buy | 79289→79076 | -1.78 | timeout |
| 05-15 12:19 | BTC | Buy | 80688→80463 | -1.84 | timeout |
| 05-11 22:24 | BTC | Buy | 81572.1→81783.9 | +0.84 | timeout |
| 05-11 05:40 | ETH | Buy | 2359.34→2335.67 | -5.49 | timeout |
| 05-10 21:40 | ETH | Buy | 2348.43→2330.97 | -4.18 | timeout |
| 05-09 11:33 | ETH | Buy | 2316.73→2314.27 | -0.99 | timeout |
| 05-08 13:54 | BTC | Buy | 79929→79533 | -2.93 | timeout |
| 05-08 04:55 | BTC | Buy | 80003→79626 | -2.82 | timeout |
| 05-07 20:53 | BTC | Buy | 79977→79916 | -0.85 | timeout |
| 05-07 12:07 | BTC | Buy | 81385.1→80902 | -3.44 | timeout |
| 05-07 04:06 | BTC | Buy | 81069.1→80762 | -2.35 | timeout |
| 05-06 18:44 | BTC | Buy | 81867.1→81357.9 | -3.55 | timeout |
| 05-06 13:16 | BTC | Buy | 80368→82088.9 | +10.18 | timeout |
| 05-04 17:14 | ETH | Buy | 2336.23→2362.96 | +5.27 | timeout |
| 05-04 09:13 | ETH | Buy | 2386.84→2360.56 | -5.95 | timeout |
| 05-04 01:11 | ETH | Buy | 2333.83→2313.77 | -4.75 | timeout |
| 05-03 17:12 | ETH | Buy | 2324.83→2327.37 | +0.10 | timeout |
| 05-02 00:35 | ETH | Buy | 2304.63→2294.57 | -2.64 | timeout |
| 04-30 08:43 | BTC | Buy | 75883→76089.2 | +0.92 | timeout |
| 04-30 00:41 | BTC | Buy | 75435→76125 | +4.12 | timeout |
| 04-29 09:41 | ETH | Buy | 2337.2→2329.1 | -2.18 | timeout |
| 04-29 00:57 | ETH | Buy | 2303.8→2291.7 | -3.08 | timeout |
| 04-27 20:22 | BTC | Buy | 76708→76885 | +0.70 | timeout |
| 04-27 05:17 | ETH | Buy | 2376.3→2345.4 | -6.95 | stop_loss |
| 04-26 18:01 | ETH | Buy | 2328.7→2348.1 | +3.72 | timeout |
| 04-26 09:55 | BTC | Buy | 77757→77955 | +0.82 | timeout |
| 04-25 02:19 | ETH | Buy | 2316.9→2316.5 | -0.54 | timeout |
| 04-24 03:58 | BTC | Buy | 78183→77695 | -3.57 | timeout |
| 04-23 18:51 | BTC | Buy | 77547→77781 | +1.16 | timeout |
| 04-23 10:31 | BTC | Buy | 77865→77379 | -3.47 | timeout |
| 04-23 00:09 | ETH | Buy | 2399.6→2368.4 | -6.85 | stop_loss |
| 04-22 16:22 | ETH | Buy | 2391.6→2399.5 | +1.30 | timeout |
Paper vs Live
Paper (trades.jsonl)
83
closed
39%
win rate
-99.17
total pnl ($)
-23.8 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 | 48 | 48% | -9.9 | -24.14 |
| ETH | 35 | 26% | -42.8 | -75.03 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 01:50 | ETH | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 11:33 | ETH | Buy | -0.99 | The market was in a broad downtrend with ETH dropping 2.9% in 24 hours and negative momentum across timeframes. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from holding costs. |
| 05-08 13:54 | BTC | Buy | -2.93 | The market was in a neutral-to-slightly bullish regime with low funding and moderate open interest, but lacked directional momentum. The thesis failed because the trade expired via timeout without reaching the target, as the sideways price action never trig… |
| 05-08 04:55 | BTC | Buy | -2.82 | BTC was trading in a narrow range with low volatility, showing a slight hourly uptick but a bearish weekly trend. The thesis failed because the trade expired without reaching the target or stop, as the market lacked directional momentum to trigger an exit. |
| 05-07 20:53 | BTC | Buy | -0.85 | The market was in a low-funding, sideways regime with no clear directional catalyst. The thesis failed because the trade expired without reaching the target, as the lack of volatility prevented any profitable move before the timeout. |
| 05-07 12:07 | BTC | Buy | -3.44 | The market was in a low-funding, sideways consolidation with no clear directional catalyst. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize within the holding period. |
| 05-07 04:06 | BTC | Buy | -2.35 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allo… |
| 05-06 18:44 | BTC | Buy | -3.55 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was prematurely closed by a timeout before the expected directional move materialized. |
| 05-06 13:16 | BTC | Buy | +10.18 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-04 17:14 | ETH | Buy | +5.27 | The market exhibited neutral funding rates and high open interest, indicating a lack of strong directional conviction. The trade failed because the thesis relied on immediate momentum that never materialized, resulting in a forced exit due to the timeout li… |
| 05-02 00:35 | ETH | Buy | -2.64 | At close, Bitcoin outperformed ETH with a +2.40% 24h gain versus ETH's +1.52%, and the ETH/BTC ratio declined 0.89% over 7 days, indicating strengthening Bitcoin momentum that contradicted the long ETH thesis. The trade's +1.56 z-score momentum signal faile… |