43
closed trades
81%
win rate
+420.88
total pnl ($)
1.520
weight
7d window — n=2 wr=100% pnl=+43.03
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:59:08 (18.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
lx
n: 110
· wr: 28.2%
· total_bps: -6897.3
· mean_bps: -62.70
· sharpe: -0.24
· max_dd_bps: -11543.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 43 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 10:54 | ETH | Buy | 1664.07→1737.23 | +21.42 | take_profit |
| 06-15 10:54 | ETH | Buy | 1662.67→1736.43 | +21.61 | take_profit |
| 06-13 19:50 | ETH | Buy | 1638.96→1679.23 | +12.11 | timeout |
| 06-13 04:38 | ETH | Buy | 1624.36→1666.43 | +12.47 | timeout |
| 06-13 03:52 | ETH | Buy | 1642.96→1664.93 | +6.10 | timeout |
| 06-11 17:49 | ETH | Buy | 1619.96→1690.93 | +21.32 | take_profit |
| 06-11 17:49 | ETH | Buy | 1619.86→1690.93 | +21.34 | take_profit |
| 06-10 09:21 | ETH | Buy | 1645.76→1604.84 | -12.79 | stop_loss |
| 06-09 16:39 | ETH | Buy | 1649.86→1609.03 | -12.81 | stop_loss |
| 06-09 16:39 | ETH | Buy | 1652.17→1611.03 | -12.59 | stop_loss |
| 06-09 14:20 | ETH | Buy | 1683.27→1641.71 | -12.79 | stop_loss |
| 06-09 14:18 | ETH | Buy | 1685.17→1643.31 | -12.87 | stop_loss |
| 06-09 14:18 | ETH | Buy | 1685.67→1643.91 | -12.83 | stop_loss |
| 06-09 14:17 | ETH | Buy | 1688.57→1646.71 | -12.84 | stop_loss |
| 06-07 22:15 | ETH | Buy | 1641.86→1714.23 | +21.67 | take_profit |
| 06-07 22:14 | ETH | Buy | 1630.46→1703.53 | +22.02 | take_profit |
| 06-07 22:14 | ETH | Buy | 1627.96→1699.83 | +21.70 | take_profit |
| 06-07 22:14 | ETH | Buy | 1624.56→1696.53 | +21.77 | take_profit |
| 06-07 22:14 | ETH | Buy | 1615.36→1686.13 | +21.52 | take_profit |
| 06-07 08:57 | ETH | Buy | 1570.96→1639.84 | +21.46 | take_profit |
| 06-07 08:46 | ETH | Buy | 1561.96→1630.64 | +21.49 | take_profit |
| 06-07 08:46 | ETH | Buy | 1560.96→1629.34 | +21.41 | take_profit |
| 06-07 08:46 | ETH | Buy | 1558.66→1626.94 | +21.41 | take_profit |
| 06-07 08:46 | ETH | Buy | 1557.16→1625.64 | +21.50 | take_profit |
| 06-06 10:36 | ETH | Buy | 1578.96→1539.88 | -12.82 | stop_loss |
| 05-22 04:26 | ETH | Buy | 2096.71→2137.09 | +8.75 | timeout |
| 05-22 03:45 | ETH | Buy | 2106.61→2136.69 | +6.30 | timeout |
| 05-22 03:04 | ETH | Buy | 2099.41→2138.69 | +8.53 | timeout |
| 05-21 23:29 | ETH | Buy | 2114.11→2132.09 | +3.58 | timeout |
| 05-21 20:02 | ETH | Buy | 2119.91→2142.19 | +4.37 | timeout |
| 05-12 00:25 | ETH | Buy | 2289.53→2339.37 | +10.52 | timeout |
| 05-11 23:24 | ETH | Buy | 2290.93→2339.37 | +9.92 | timeout |
| 05-10 23:00 | ETH | Buy | 2279.43→2379.56 | +21.34 | take_profit |
| 05-10 23:00 | ETH | Buy | 2277.83→2377.86 | +21.35 | take_profit |
| 05-10 20:50 | ETH | Buy | 2278.7→2312.5 | +2.45 | — |
| 05-10 20:50 | ETH | Buy | 2289.2→2312.5 | +1.73 | — |
| 05-10 20:50 | ETH | Buy | 2291.12→2312.5 | +1.61 | — |
| 05-10 20:50 | ETH | Buy | 2279.5→2312.5 | +2.65 | — |
| 04-27 01:01 | ETH | Buy | 2315.6→2399 | +17.56 | take_profit |
| 04-27 01:01 | ETH | Buy | 2315.4→2398.8 | +17.56 | take_profit |
| 04-27 01:00 | ETH | Buy | 2314.9→2398.3 | +17.56 | take_profit |
| 04-27 01:00 | ETH | Buy | 2315→2398.4 | +17.56 | take_profit |
| 04-27 01:00 | ETH | Buy | 2312.7→2396 | +17.56 | take_profit |
Paper vs Live
Paper (trades.jsonl)
43
closed
81%
win rate
+420.88
total pnl ($)
+192.0 bps
avg bps net
Live (dry_run=0)
21
closed
67%
win rate
-27.78
total pnl ($)
+77.4 bps
avg bps net
Live WR is 82% of paper WR (67% vs 81%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 43 | 81% | +212.6 | +420.88 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 20:50 | ETH | Buy | +2.45 | The market was in a consolidation phase with ETH slightly down over the hour while funding rates remained neutral. The thesis failed because the position was closed externally rather than reaching the intended profit target or stop loss. |
| 05-10 20:50 | ETH | Buy | +1.73 | The market was in a neutral consolidation phase with ETH slightly down on the hour while funding rates remained near zero. The thesis failed because the position was closed externally rather than reaching the intended profit target or stop loss. |
| 05-10 20:50 | ETH | Buy | +1.61 | The market was in a consolidation phase with ETH trading sideways near $2326 while both ETH and BTC showed minimal momentum over the last 24 hours. The thesis failed because the position was closed externally rather than reaching a predefined profit or loss… |
| 05-10 20:50 | ETH | Buy | +2.65 | The market was in a state of consolidation with flat funding rates and negligible momentum across both ETH and BTC timeframes. The trade was closed externally, indicating a manual decision rather than a failure of the underlying market thesis. |
| 04-27 01:00 | ETH | buy | +17.56 | The market was consolidating with modest positive momentum across both ETH (+2.78% over 24h) and BTC (+1.75% over 24h), while ETH funding rates remained elevated at 0.0064% despite the recent pullback. The thesis worked because the trade entered on extreme … |
| 04-27 01:01 | ETH | buy | +17.56 | ETH was consolidating with modest hourly gains (0.84% 1h) while maintaining broader weekly strength (4.51% 7d) as the market closed near $2385.52. The funding compression trade thesis worked because funding rates had compressed to 0.00735% from elevated lev… |
| 04-27 01:00 | ETH | buy | +17.56 | ETH was consolidating with modest gains across all timeframes while Bitcoin outpaced it on the week, as the market closed near the trade's exit level of $2,398.30. The thesis worked because the funding rate compression you anticipated materialized—the rate … |
| 04-27 01:00 | ETH | buy | +17.56 | Ethereum was consolidating in a modest uptrend at the time of close, gaining 3% over 24 hours and 4.51% over the week while Bitcoin outpaced it with stronger 7-day momentum of 7.04%. The trade's thesis worked because the funding rate compression from elevat… |
| 04-27 01:00 | ETH | buy | +17.56 | Ethereum was consolidating with modest upside momentum, having gained 3% over 24 hours and 4.5% over the week, while Bitcoin outpaced it with 7% weekly gains. The funding compression trade thesis succeeded because ETH's funding rate remained elevated at 0.7… |