80
closed trades
48%
win rate
-83.48
total pnl ($)
0.992
weight
7d window — n=7 wr=43% pnl=-12.04
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 02:51:36 (34.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cu
n: 45
· wr: 42.2%
· total_bps: -553.5
· mean_bps: -12.30
· sharpe: -0.14
· max_dd_bps: -727.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 80 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 20:00 | ETH | Buy | 1724.17→1733.13 | +2.14 | timeout |
| 06-21 09:08 | ETH | Buy | 1733.97→1727.33 | -2.35 | timeout |
| 06-20 23:05 | ETH | Buy | 1730.47→1742.23 | +2.92 | timeout |
| 06-19 09:02 | ETH | Buy | 1705.97→1697.63 | -2.90 | timeout |
| 06-18 10:11 | ETH | Buy | 1732.37→1741.13 | +2.04 | timeout |
| 06-17 21:03 | ETH | Buy | 1756.28→1743.53 | -4.08 | timeout |
| 06-15 22:26 | ETH | Buy | 1826.88→1792.72 | -9.81 | stop_loss |
| 06-15 04:09 | ETH | Buy | 1714.57→1719.83 | +1.07 | timeout |
| 06-14 13:34 | ETH | Buy | 1674.87→1664.73 | -3.48 | timeout |
| 06-14 01:02 | ETH | Buy | 1678.07→1681.43 | +0.54 | timeout |
| 06-13 15:00 | ETH | Buy | 1674.07→1679.13 | +1.04 | timeout |
| 06-12 16:12 | ETH | Sell | 1678.23→1666.77 | +2.95 | timeout |
| 06-12 01:42 | ETH | Buy | 1688.07→1663.23 | -7.80 | timeout |
| 06-11 05:05 | ETH | Buy | 1615.66→1651.43 | +10.58 | timeout |
| 06-10 13:35 | ETH | Sell | 1621.84→1652.29 | -9.84 | stop_loss |
| 06-09 22:08 | ETH | Buy | 1626.66→1655.63 | +8.47 | timeout |
| 06-08 22:00 | ETH | Buy | 1689.27→1698.53 | +2.33 | timeout |
| 06-07 22:14 | ETH | Buy | 1630.96→1682.83 | +15.48 | take_profit |
| 06-07 13:03 | ETH | Buy | 1610.06→1613.94 | +0.79 | timeout |
| 06-07 00:04 | ETH | Buy | 1553.56→1569.94 | +4.81 | timeout |
| 06-06 04:34 | ETH | Buy | 1545.05→1516.09 | -9.82 | stop_loss |
| 06-05 19:00 | ETH | Buy | 1572.16→1542.77 | -9.78 | stop_loss |
| 06-05 06:22 | ETH | Buy | 1680.17→1648.71 | -9.81 | stop_loss |
| 06-05 00:59 | ETH | Buy | 1776.08→1758.32 | -5.43 | timeout |
| 06-04 03:07 | ETH | Buy | 1739.07→1794.42 | +15.46 | take_profit |
| 06-03 15:46 | ETH | Buy | 1874.99→1839.9 | -9.81 | stop_loss |
| 06-03 03:43 | ETH | Buy | 1859.79→1824.1 | -10.04 | stop_loss |
| 06-01 19:10 | ETH | Buy | 1980.7→1992.7 | +2.57 | timeout |
| 05-31 18:34 | ETH | Buy | 2021.7→2002.9 | -5.14 | timeout |
| 05-30 04:16 | ETH | Buy | 2010.8→2011.8 | -0.23 | timeout |
| 05-28 13:00 | ETH | Sell | 1984→1993.2 | -2.77 | timeout |
| 05-28 00:00 | ETH | Buy | 2050.2→2023.4 | -7.00 | timeout |
| 05-27 07:59 | ETH | Buy | 2073.51→2082.69 | +1.73 | timeout |
| 05-26 02:59 | ETH | Buy | 2107.51→2087.99 | -5.06 | timeout |
| 05-25 08:01 | ETH | Buy | 2095.91→2112.99 | +3.60 | timeout |
| 05-24 20:16 | ETH | Buy | 2091.81→2094.39 | +0.16 | timeout |
| 05-23 20:44 | ETH | Buy | 2062.91→2129.69 | +15.72 | take_profit |
| 05-23 14:01 | ETH | Buy | 2024.5→2042.2 | +3.91 | timeout |
| 05-22 19:30 | ETH | Buy | 2118.31→2078.85 | -9.77 | stop_loss |
| 05-21 17:59 | ETH | Buy | 2114.51→2146.49 | +7.07 | timeout |
| 05-20 04:00 | ETH | Buy | 2114.81→2111.89 | -1.15 | timeout |
| 05-19 13:59 | ETH | Buy | 2140.21→2117.89 | -5.67 | timeout |
| 05-19 00:59 | ETH | Buy | 2080.31→2136.19 | +12.97 | timeout |
| 05-18 11:00 | ETH | Sell | 2124.59→2113.81 | +2.08 | timeout |
| 05-17 23:00 | ETH | Sell | 2181.78→2178.12 | +0.39 | timeout |
| 05-17 12:59 | ETH | Buy | 2183.82→2192.98 | +1.63 | timeout |
| 05-17 02:27 | ETH | Buy | 2181.52→2172.28 | -2.59 | timeout |
| 05-16 09:18 | ETH | Buy | 2213.12→2171.8 | -9.80 | stop_loss |
| 05-16 03:03 | ETH | Buy | 2220.42→2228.78 | +1.41 | timeout |
| 05-15 13:51 | ETH | Buy | 2252.93→2210.97 | -9.76 | stop_loss |
| 05-12 04:43 | ETH | Buy | 2339.83→2339.37 | -0.52 | timeout |
| 05-11 20:35 | ETH | Buy | 2308.83→2340.27 | +6.33 | timeout |
| 05-10 20:49 | ETH | Buy | 2354.34→2310.51 | -9.76 | stop_loss |
| 05-09 13:02 | ETH | Buy | 2314.03→2315.67 | -0.11 | timeout |
| 05-08 09:06 | ETH | Buy | 2270.33→2280.17 | +1.73 | timeout |
| 05-07 15:26 | ETH | Buy | 2326.93→2283.63 | -9.75 | stop_loss |
| 05-06 23:02 | ETH | Buy | 2356.54→2343.17 | -3.28 | timeout |
| 05-06 08:52 | ETH | Sell | 2346.07→2389.73 | -9.64 | stop_loss |
| 05-04 18:01 | ETH | Buy | 2333.43→2368.66 | +7.10 | timeout |
| 05-04 08:00 | ETH | Buy | 2356.54→2359.66 | +0.18 | timeout |
| 05-03 18:04 | ETH | Buy | 2322.13→2330.27 | +1.31 | timeout |
| 05-03 08:04 | ETH | Buy | 2304.73→2309.07 | +0.48 | timeout |
| 05-02 17:01 | ETH | Buy | 2300.93→2308.67 | +1.27 | timeout |
| 05-02 01:01 | ETH | Buy | 2303.53→2295.67 | -2.17 | timeout |
| 05-01 10:03 | ETH | Buy | 2283.23→2280.17 | -1.11 | timeout |
| 04-30 05:27 | ETH | Buy | 2271.3→2230.4 | -9.45 | stop_loss |
| 04-29 18:09 | ETH | Buy | 2268.6→2227.7 | -9.46 | stop_loss |
| 04-29 11:02 | ETH | Buy | 2324.1→2330.3 | +0.88 | timeout |
| 04-28 20:00 | ETH | Sell | 2275.2→2301.6 | -6.25 | timeout |
| 04-28 06:02 | ETH | Sell | 2300.7→2287.8 | +2.35 | timeout |
| 04-27 15:21 | ETH | Buy | 2316.1→2274.4 | -9.45 | stop_loss |
| 04-27 01:00 | ETH | Sell | 2365→2393.4 | -6.45 | stop_loss |
| 04-26 18:02 | ETH | Sell | 2335→2347.7 | -3.17 | timeout |
| 04-26 08:02 | ETH | Buy | 2312.2→2330.6 | +3.53 | timeout |
| 04-25 21:24 | ETH | Buy | 2316→2314.9 | -0.69 | timeout |
| 04-25 08:01 | ETH | Buy | 2316.8→2315.4 | -0.75 | timeout |
| 04-24 20:01 | ETH | Buy | 2311.7→2319.7 | +1.28 | timeout |
| 04-24 09:00 | ETH | Buy | 2318.4→2314.1 | -1.38 | timeout |
| 04-23 20:03 | ETH | Sell | 2318→2319.5 | -0.67 | timeout |
| 04-23 08:02 | ETH | Sell | 2363.7→2342.3 | +4.18 | timeout |
Paper vs Live
Paper (trades.jsonl)
80
closed
48%
win rate
-83.48
total pnl ($)
-20.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 80 | 48% | -20.8 | -83.48 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 13:02 | ETH | Buy | -0.11 | ETH was declining across all timeframes with negative funding and falling open interest, indicating persistent bearish pressure. The trade failed because the timeout closed a position that never reached entry, likely due to the market continuing its downtre… |
| 05-08 09:06 | ETH | Buy | +1.73 | The market was in a mild downtrend with ETH losing 1.34% over 24 hours and 3.85% over the week, while funding remained slightly positive. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected di… |
| 05-07 15:26 | ETH | Buy | -9.75 | The market was trending downward with elevated funding and open interest, indicating persistent bearish pressure. The thesis failed because the stop-loss was triggered as the price continued to decline against the long position. |
| 05-06 23:02 | ETH | Buy | -3.28 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-06 08:52 | ETH | Sell | -9.64 | The market was in a broad downtrend with ETH declining across all timeframes and negative funding, indicating persistent bearish pressure. The thesis failed because the stop-loss was triggered as the sell position was prematurely closed during continued pri… |
| 05-04 18:01 | ETH | Buy | +7.10 | The market was in a neutral state with ETH trading flat on the hour and slightly down over 24 hours while funding rates remained near zero. The thesis failed because the trade was closed due to a timeout, preventing any profit from being realized despite th… |
| 05-02 17:01 | ETH | Buy | +1.27 | Ethereum was consolidating with minimal directional momentum at close ($2308.33, flat across 1h/24h/7d), while funding rates had normalized sharply from the extreme negative levels that triggered the trade. The thesis partially worked because the funding z-… |
| 05-02 01:01 | ETH | Buy | -2.17 | ETH was consolidating with minimal 1-hour movement (+0.07%) while Bitcoin showed stronger relative momentum (+0.09% 1h, +2.34% 24h), indicating a mixed market environment that favored BTC over ETH at the close. The trade's thesis failed because the funding … |
| 05-01 10:03 | ETH | Buy | -1.11 | ETH was trading sideways-to-flat at $2280.75 with slight hourly weakness (-0.14%) and negative weekly momentum (-1.56%), while funding rates had normalized from the extreme negative z-score (-2.42) that triggered the fade. The trade's thesis failed because … |
| 04-30 05:27 | ETH | Buy | -9.45 | # Trade Closure Analysis: eth_funding_zscore_fade ETH was in a sustained downtrend (down 3.53% over 24h, 4.49% over 7d) with near-zero hourly momentum (+0.17%) at close, indicating weak buyer conviction despite the broader decline. The funding rate remaine… |