203
closed trades
45%
win rate
+58.39
total pnl ($)
1.023
weight
7d window — n=31 wr=29% pnl=-21.46
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 17:26:05 (36.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cy
n: 13
· wr: 38.5%
· total_bps: -47.8
· mean_bps: -3.67
· sharpe: -0.05
· max_dd_bps: -234.8
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 |
|---|---|---|---|---|---|
| 06-18 16:33 | ACE | Sell | 0.0778805→0.0778194 | -0.06 | timeout |
| 06-18 16:33 | ADA | Sell | 0.16119→0.16048 | +1.74 | timeout |
| 06-18 16:33 | AVAX | Sell | 6.30202→6.28217 | +1.12 | timeout |
| 06-18 16:27 | SAGA | Sell | 0.0127568→0.0128997 | -6.05 | stop_loss |
| 06-17 19:30 | SAGA | Sell | 0.0138865→0.0136634 | +7.58 | take_profit |
| 06-17 19:29 | ACE | Sell | 0.0854786→0.083921 | +8.66 | take_profit |
| 06-17 18:43 | ADA | Buy | 0.168462→0.170957 | +6.95 | take_profit |
| 06-17 12:49 | SOL | Sell | 71.7452→72.2168 | -3.74 | timeout |
| 06-17 12:49 | ADA | Sell | 0.167938→0.169092 | -3.89 | timeout |
| 06-17 12:49 | AVAX | Sell | 6.7862→6.83051 | -3.71 | timeout |
| 06-17 12:47 | ACE | Sell | 0.083879→0.0844211 | -3.68 | timeout |
| 06-17 12:34 | SAGA | Sell | 0.0135866→0.0137503 | -6.47 | stop_loss |
| 06-17 09:08 | SAGA | Sell | 0.0135166→0.0136234 | -4.40 | timeout |
| 06-17 09:08 | ADA | Sell | 0.169008→0.168792 | +0.19 | timeout |
| 06-17 09:03 | SOL | Sell | 72.5021→72.4369 | -0.00 | timeout |
| 06-17 09:01 | ACE | Sell | 0.084079→0.084021 | -0.11 | timeout |
| 06-17 01:48 | ACE | Sell | 0.0847788→0.0851213 | -2.47 | timeout |
| 06-17 01:48 | SOL | Sell | 73.219→73.6961 | -3.71 | timeout |
| 06-17 01:36 | SAGA | Sell | 0.0141365→0.0143207 | -6.97 | stop_loss |
| 06-16 18:16 | SOL | Buy | 73.629→73.8829 | +1.28 | timeout |
| 06-16 18:05 | ACE | Buy | 0.0855214→0.0867783 | +6.90 | take_profit |
| 06-16 14:46 | AVAX | Sell | 6.7925→6.76979 | +1.22 | timeout |
| 06-16 12:44 | SOL | Buy | 75.0012→74.9178 | -1.01 | timeout |
| 06-16 12:44 | AVAX | Buy | 6.95594→6.94836 | -0.99 | timeout |
| 06-16 12:43 | SAGA | Buy | 0.0133533→0.0133167 | -1.82 | timeout |
| 06-16 12:43 | ADA | Buy | 0.179955→0.180075 | -0.12 | timeout |
| 06-16 12:41 | ACE | Buy | 0.0874219→0.0874781 | -0.13 | timeout |
| 06-16 09:18 | AVAX | Buy | 7.02095→6.98275 | -3.17 | timeout |
| 06-16 09:18 | SAGA | Buy | 0.0131933→0.0131467 | -2.22 | timeout |
| 06-16 09:18 | ADA | Buy | 0.180365→0.180125 | -1.12 | timeout |
| 06-16 09:16 | ACE | Buy | 0.0869217→0.0867783 | -1.28 | timeout |
| 06-15 16:15 | SAGA | Buy | 0.0134434→0.0135266 | +2.65 | timeout |
| 06-15 16:14 | ADA | Buy | 0.188367→0.187833 | -1.87 | timeout |
| 06-15 16:14 | AVAX | Buy | 6.99825→7.03304 | +2.04 | timeout |
| 06-15 16:14 | SOL | Buy | 74.9442→75.9206 | +6.07 | timeout |
| 06-15 16:08 | ACE | Buy | 0.0884221→0.0891777 | +3.82 | timeout |
| 06-15 13:47 | AVAX | Buy | 6.99255→6.94786 | -3.65 | timeout |
| 06-15 13:46 | SAGA | Buy | 0.0135934→0.0135266 | -2.91 | timeout |
| 06-15 11:20 | SOL | Buy | 71.7978→72.3951 | +3.71 | timeout |
| 06-15 11:19 | ACE | Buy | 0.0869217→0.0874781 | +2.75 | timeout |
| 06-11 18:14 | ACE | Buy | 0.0852213→0.0854786 | +1.06 | timeout |
| 06-10 15:34 | SAGA | Sell | 0.0123569→0.0124031 | -2.32 | timeout |
| 06-10 15:30 | ACE | Sell | 0.083979→0.084021 | -0.70 | timeout |
| 06-10 14:04 | SAGA | Buy | 0.0125331→0.0125069 | -1.50 | timeout |
| 06-10 14:00 | ACE | Buy | 0.0845211→0.084079 | -3.07 | timeout |
| 06-08 01:22 | SOL | Sell | 66.641→65.9299 | +4.88 | timeout |
| 06-08 01:21 | ACE | Sell | 0.0896776→0.0886222 | +5.43 | timeout |
| 06-08 01:15 | SAGA | Sell | 0.0135666→0.0133533 | +7.41 | take_profit |
| 06-08 01:14 | ADA | Sell | 0.165179→0.162771 | +6.84 | take_profit |
| 06-08 01:10 | AVAX | Sell | 6.818→6.71618 | +7.02 | take_profit |
| 06-07 22:43 | ACE | Sell | 0.0911772→0.0903226 | +4.24 | timeout |
| 06-07 01:29 | SOL | Buy | 62.6924→63.6235 | +6.98 | take_profit |
| 06-07 01:22 | ACE | Buy | 0.088122→0.0894776 | +7.24 | take_profit |
| 06-06 10:55 | SAGA | Sell | 0.0132067→0.0132133 | -0.70 | timeout |
| 06-06 05:22 | ADA | Buy | 0.149877→0.152062 | +6.84 | take_profit |
| 06-06 05:22 | SAGA | Buy | 0.0128632→0.0130967 | +8.63 | take_profit |
| 06-06 05:21 | ACE | Buy | 0.0827207→0.083979 | +7.16 | take_profit |
| 06-06 05:21 | SOL | Buy | 60.7001→61.6008 | +6.97 | take_profit |
| 06-06 05:00 | AVAX | Sell | 6.26573→6.28387 | -1.90 | timeout |
| 06-06 04:57 | ADA | Sell | 0.150212→0.149237 | +2.79 | timeout |
| 06-06 04:15 | ACE | Sell | 0.0857786→0.0842211 | +8.63 | take_profit |
| 06-05 20:09 | ACE | Sell | 0.0851787→0.0861646 | -6.24 | stop_loss |
| 06-05 20:08 | SAGA | Sell | 0.0135866→0.0138104 | -8.68 | stop_loss |
| 06-05 19:46 | SAGA | Sell | 0.0133867→0.0135401 | -6.18 | stop_loss |
| 06-05 19:45 | ACE | Sell | 0.0835791→0.0845634 | -6.34 | stop_loss |
| 06-05 19:36 | ADA | Sell | 0.157741→0.1595 | -6.03 | stop_loss |
| 06-05 16:14 | SOL | Sell | 63.8874→64.58 | -5.87 | stop_loss |
| 06-05 16:13 | SAGA | Sell | 0.0136866→0.0138504 | -6.43 | stop_loss |
| 06-05 16:12 | ACE | Sell | 0.0868783→0.0854214 | +7.93 | take_profit |
| 06-05 15:37 | ACE | Buy | 0.0882221→0.0872345 | -6.05 | stop_loss |
| 06-05 15:36 | SAGA | Buy | 0.0141735→0.0140095 | -6.24 | stop_loss |
| 06-05 15:32 | AVAX | Buy | 7.00595→6.9255 | -6.19 | stop_loss |
| 06-05 15:19 | SOL | Sell | 65.1082→64.5267 | +4.01 | timeout |
| 06-05 15:15 | AVAX | Sell | 7.06493→6.97044 | +6.24 | timeout |
| 06-05 15:15 | SAGA | Sell | 0.0143464→0.0141835 | +5.23 | timeout |
| 06-05 15:13 | ACE | Sell | 0.0886778→0.0873218 | +7.20 | take_profit |
| 06-05 15:01 | ADA | Buy | 0.16123→0.15941 | -6.09 | stop_loss |
| 06-05 14:34 | AVAX | Sell | 7.01944→7.03666 | -1.68 | timeout |
| 06-05 14:34 | SAGA | Sell | 0.0143164→0.0142136 | +3.14 | timeout |
| 06-05 14:34 | ADA | Sell | 0.16135→0.16116 | +0.13 | timeout |
| 06-05 14:33 | ACE | Sell | 0.0886778→0.088122 | +2.68 | timeout |
| 06-05 14:16 | SOL | Sell | 64.5943→65.2964 | -5.89 | stop_loss |
| 06-05 06:18 | AVAX | Sell | 7.25449→7.14699 | +6.96 | take_profit |
| 06-05 06:18 | SOL | Sell | 66.2841→65.2978 | +6.99 | take_profit |
| 06-05 06:16 | ADA | Sell | 0.164669→0.162271 | +6.83 | take_profit |
| 06-05 05:47 | SAGA | Sell | 0.0152462→0.0150038 | +7.50 | take_profit |
| 06-05 05:46 | ACE | Sell | 0.0950762→0.0935234 | +7.72 | take_profit |
| 06-05 02:34 | SOL | Sell | 68.2278→67.8462 | +2.34 | timeout |
| 06-05 02:30 | SAGA | Sell | 0.0155561→0.0153238 | +7.02 | take_profit |
| 06-04 16:29 | ACE | Sell | 0.100875→0.100225 | +2.77 | timeout |
| 06-04 14:57 | ADA | Sell | 0.188283→0.189207 | -2.91 | timeout |
| 06-04 14:57 | AVAX | Sell | 7.75016→7.75584 | -0.82 | timeout |
| 06-04 14:54 | ACE | Sell | 0.100375→0.100425 | -0.70 | timeout |
| 06-04 13:44 | ADA | Buy | 0.188797→0.188773 | -0.51 | timeout |
| 06-04 12:32 | ACE | Buy | 0.0974244→0.0988753 | +7.00 | take_profit |
| 06-04 11:15 | SOL | Sell | 67.8888→67.5961 | +1.70 | timeout |
| 06-04 11:13 | SAGA | Sell | 0.0150062→0.0147837 | +6.97 | take_profit |
| 06-04 10:59 | ADA | Buy | 0.188597→0.187623 | -3.03 | timeout |
| 06-04 10:51 | ACE | Buy | 0.0978245→0.0967274 | -6.06 | stop_loss |
| 06-04 10:49 | AVAX | Buy | 7.66151→7.57532 | -6.08 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
203
closed
45%
win rate
+58.39
total pnl ($)
+5.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ACE | 71 | 48% | +13.2 | +46.91 |
| ADA | 41 | 41% | +4.5 | +9.22 |
| SAGA | 41 | 44% | +1.8 | +3.76 |
| SOL | 27 | 56% | +7.2 | +9.76 |
| AVAX | 23 | 35% | -9.8 | -11.26 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 16:46 | ADA | Buy | -0.80 | The market was in a neutral consolidation phase with ADA showing modest weekly gains but flat hourly momentum and negative funding rates. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized loss from a … |
| 05-04 16:41 | ACE | Buy | -0.29 | The market was in a strong uptrend with Bitcoin and Ethereum posting significant gains over the last 24 hours. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized profit or loss. |
| 05-04 15:47 | ADA | Sell | -0.24 | The market was in a low-volatility consolidation phase with minimal momentum across ADA, BTC, and ETH. The trade failed because the anticipated breakout never materialized, resulting in a timeout exit before any significant price movement occurred. |
| 05-04 15:46 | ACE | Sell | -1.11 | The market was in a strong uptrend with Bitcoin and Ethereum both gaining over 1% in the last hour. The sell thesis failed because the trade was closed due to a timeout before the anticipated reversal could occur. |
| 05-02 22:04 | ADA | Buy | -2.86 | # Trade Analysis: ETH-Lead ADA-Follow (Trade ID: eth-lead-ADA-1777757879-1777757887) At close, ADA was trading in a low-volatility regime with minimal funding rate (+0.003913%) and substantial open interest ($71.1M), suggesting balanced long/short position… |
| 05-02 22:03 | ACE | Buy | -1.52 | When the trade closed, Bitcoin and Ethereum were both declining over the 1-hour window (-0.39% and -0.47% respectively), suggesting a broader market pullback that undermined risk appetite for smaller altcoins. The thesis failed because while ETH led +87 bps… |
| 05-01 03:44 | ACE | Buy | -1.12 | I cannot write the requested analysis because critical data is missing. The trade record lacks the market context at close (price action, volatility regime, correlation breakdown), and no triggering event is documented—making it impossible to determine what… |
| 04-27 15:47 | ACE | Sell | +0.39 | I cannot write the requested analysis because the trade data lacks the necessary context to meet your requirements. Specifically: (1) the MARKET CONTEXT AT CLOSE field is empty, preventing me from describing what the market was doing when the position close… |
| 04-27 05:44 | ACE | Sell | +0.37 | The market context at close was unavailable, making it impossible to assess what broader market conditions prevailed when ACE exited. The trade's thesis failed because although ETH led with a -91 bps decline over 5 minutes, ACE only lagged by -57 bps instea… |
| 04-27 05:44 | ADA | Sell | +3.60 | At close, ADA was trading with minimal funding rate at 0.01% and moderate open interest of $62.8M, indicating balanced leverage conditions with no extreme positioning pressure. The trade's thesis failed because while ETH had led with a -91 bps 5-minute move… |