100
closed trades
42%
win rate
-31.51
total pnl ($)
1.194
weight
7d window — n=8 wr=50% pnl=-2.38
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:40:36 (19.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
de
n: 73
· wr: 49.3%
· total_bps: +21.5
· mean_bps: +0.29
· sharpe: +0.00
· max_dd_bps: -714.4
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 |
|---|---|---|---|---|---|
| 06-22 20:06 | ETH | Buy | 1736.67→1738.83 | +0.17 | timeout |
| 06-22 10:04 | ETH | Sell | 1734.53→1747.37 | -4.13 | timeout |
| 06-22 01:23 | ETH | Sell | 1718.23→1741.94 | -7.33 | stop_loss |
| 06-18 15:45 | ETH | Sell | 1732.23→1694.37 | +10.47 | take_profit |
| 06-18 13:02 | ETH | Sell | 1744.93→1748.57 | -1.49 | timeout |
| 06-18 06:43 | ETH | Sell | 1757.12→1735.17 | +5.79 | timeout |
| 06-17 18:43 | ETH | Sell | 1761.52→1785.77 | -7.33 | stop_loss |
| 06-16 06:31 | ETH | Sell | 1774.02→1767.18 | +1.47 | timeout |
| 06-15 22:32 | ETH | Sell | 1827.42→1787.48 | +10.49 | take_profit |
| 06-15 09:09 | ETH | Sell | 1716.23→1720.47 | -1.68 | timeout |
| 06-14 13:12 | ETH | Buy | 1674.57→1667.03 | -2.70 | timeout |
| 06-12 19:38 | ETH | Buy | 1672.77→1668.93 | -1.59 | timeout |
| 06-12 10:07 | ETH | Buy | 1665.57→1677.33 | +3.08 | timeout |
| 06-11 23:49 | ETH | Buy | 1682.97→1674.23 | -3.06 | timeout |
| 06-10 16:48 | ETH | Buy | 1656.27→1633.12 | -7.44 | stop_loss |
| 06-09 20:56 | ETH | Buy | 1629.06→1655.63 | +7.72 | timeout |
| 06-09 00:31 | ETH | Buy | 1693.97→1670.7 | -7.32 | stop_loss |
| 06-08 22:13 | ETH | Buy | 1688.07→1691.73 | +0.66 | timeout |
| 06-08 12:43 | ETH | Sell | 1670.63→1693.82 | -7.39 | stop_loss |
| 06-08 04:40 | ETH | Buy | 1679.37→1656.31 | -7.31 | stop_loss |
| 06-07 19:15 | ETH | Buy | 1633.26→1610.23 | -7.49 | stop_loss |
| 06-07 09:15 | ETH | Buy | 1608.86→1643.94 | +10.46 | take_profit |
| 06-06 19:04 | ETH | Sell | 1552.74→1554.76 | -1.12 | timeout |
| 06-06 03:31 | ETH | Buy | 1582.26→1560.46 | -7.33 | stop_loss |
| 06-05 16:08 | ETH | Buy | 1584.76→1563.06 | -7.29 | stop_loss |
| 06-05 12:27 | ETH | Buy | 1665.97→1665.03 | -0.71 | timeout |
| 06-05 05:47 | ETH | Sell | 1728.03→1690.27 | +10.47 | take_profit |
| 06-04 12:24 | ETH | Sell | 1741.93→1765.86 | -7.32 | stop_loss |
| 06-03 15:47 | ETH | Buy | 1862.09→1836.5 | -7.32 | stop_loss |
| 05-29 15:31 | ETH | Sell | 2006.4→2033.92 | -7.29 | stop_loss |
| 05-28 13:00 | ETH | Buy | 1988.9→1992.7 | +0.51 | timeout |
| 05-28 03:18 | ETH | Buy | 2024.4→1996.5 | -7.32 | stop_loss |
| 05-27 16:01 | ETH | Sell | 2079.69→2073.41 | +1.09 | timeout |
| 05-27 09:00 | ETH | Sell | 2072.19→2084.01 | -3.30 | timeout |
| 05-27 01:01 | ETH | Sell | 2076.99→2081.31 | -1.48 | timeout |
| 05-26 16:00 | ETH | Sell | 2119.89→2086.11 | +7.54 | timeout |
| 05-26 10:00 | ETH | Sell | 2098.19→2095.51 | +0.21 | timeout |
| 05-26 04:00 | ETH | Sell | 2111.99→2093.31 | +3.96 | timeout |
| 05-25 20:03 | ETH | Sell | 2125.49→2121.21 | +0.58 | timeout |
| 05-25 11:16 | ETH | Sell | 2111.69→2115.21 | -1.26 | timeout |
| 05-25 04:18 | ETH | Sell | 2103.99→2092.71 | +2.24 | timeout |
| 05-24 22:03 | ETH | Sell | 2101.49→2084.31 | +3.65 | timeout |
| 05-24 16:02 | ETH | Sell | 2123.49→2095.31 | +6.19 | timeout |
| 05-24 08:59 | ETH | Sell | 2119.29→2120.01 | -0.60 | timeout |
| 05-23 22:35 | ETH | Buy | 2129.41→2100.44 | -7.26 | stop_loss |
| 05-23 07:50 | ETH | Sell | 2066.09→2020.3 | +10.64 | take_profit |
| 05-22 11:00 | ETH | Sell | 2124.79→2122.71 | +0.05 | timeout |
| 05-18 14:34 | ETH | Buy | 2132.61→2103.54 | -7.27 | stop_loss |
| 05-17 21:01 | ETH | Sell | 2180.98→2187.72 | -1.98 | timeout |
| 05-17 14:02 | ETH | Buy | 2189.12→2189.18 | -0.45 | timeout |
| 05-17 02:00 | ETH | Buy | 2181.52→2168.38 | -3.47 | timeout |
| 05-16 09:18 | ETH | Sell | 2213.28→2164.72 | +10.53 | take_profit |
| 05-16 01:32 | ETH | Sell | 2219.78→2224.62 | -1.53 | timeout |
| 05-15 17:00 | ETH | Sell | 2251.67→2223.42 | +5.83 | timeout |
| 05-12 02:43 | ETH | Sell | 2339.37→2339.83 | -0.53 | timeout |
| 05-11 21:00 | ETH | Sell | 2327.87→2337.93 | -2.59 | timeout |
| 05-10 22:50 | ETH | Sell | 2344.97→2376.93 | -7.26 | stop_loss |
| 05-10 20:00 | ETH | Sell | 2348.77→2366.74 | -4.26 | timeout |
| 05-10 04:01 | ETH | Sell | 2325.77→2328.43 | -1.02 | timeout |
| 05-09 22:00 | ETH | Sell | 2329.57→2330.73 | -0.69 | timeout |
| 05-09 14:15 | ETH | Sell | 2311.47→2312.33 | -0.63 | timeout |
| 05-09 04:09 | ETH | Sell | 2304.07→2322.43 | -4.42 | timeout |
| 05-08 18:25 | ETH | Sell | 2289.77→2320.99 | -7.26 | stop_loss |
| 05-08 12:00 | ETH | Buy | 2280.53→2294.37 | +2.60 | timeout |
| 05-08 02:00 | ETH | Sell | 2287.77→2284.63 | +0.24 | timeout |
| 05-07 11:03 | ETH | Sell | 2336.87→2325.63 | +1.95 | timeout |
| 05-07 05:03 | ETH | Buy | 2324.03→2330.27 | +0.90 | timeout |
| 05-06 09:42 | ETH | Buy | 2364.94→2416.76 | +10.50 | take_profit |
| 05-06 03:00 | ETH | Buy | 2365.54→2368.16 | +0.11 | timeout |
| 05-05 02:39 | ETH | Sell | 2343.67→2375.62 | -7.27 | stop_loss |
| 05-04 22:01 | ETH | Sell | 2368.66→2363.74 | +0.58 | timeout |
| 05-04 10:20 | ETH | Sell | 2367.36→2315.43 | +10.52 | take_profit |
| 05-04 02:40 | ETH | Sell | 2348.97→2381.03 | -7.27 | stop_loss |
| 05-03 17:02 | ETH | Sell | 2323.87→2324.43 | -0.57 | timeout |
| 05-03 08:01 | ETH | Sell | 2299.77→2309.03 | -2.44 | timeout |
| 05-02 21:04 | ETH | Sell | 2308.27→2311.23 | -1.09 | timeout |
| 05-02 13:03 | ETH | Sell | 2302.57→2304.73 | -0.92 | timeout |
| 05-02 06:05 | ETH | Sell | 2297.77→2301.23 | -1.19 | timeout |
| 05-01 23:03 | ETH | Sell | 2304.37→2292.03 | +2.22 | timeout |
| 05-01 17:01 | ETH | Sell | 2302.77→2302.43 | -0.37 | timeout |
| 05-01 08:54 | ETH | Sell | 2280.17→2284.33 | -1.36 | timeout |
| 05-01 02:53 | ETH | Sell | 2255.77→2266.13 | -2.75 | timeout |
| 04-30 00:47 | ETH | Sell | 2238.6→2267.8 | -6.97 | stop_loss |
| 04-29 15:16 | ETH | Sell | 2332.4→2287.2 | +9.24 | timeout |
| 04-29 09:08 | ETH | Sell | 2327.4→2322 | +0.71 | timeout |
| 04-29 03:08 | ETH | Sell | 2285.5→2288.7 | -1.15 | timeout |
| 04-28 17:01 | ETH | Buy | 2275.9→2285.9 | +1.75 | timeout |
| 04-28 04:02 | ETH | Sell | 2300.7→2287.5 | +2.42 | timeout |
| 04-27 20:01 | ETH | Buy | 2272→2290 | +3.51 | timeout |
| 04-27 05:16 | ETH | Sell | 2391.4→2350.7 | +8.06 | take_profit |
| 04-26 23:10 | ETH | Buy | 2362.5→2357.5 | -1.51 | timeout |
| 04-26 15:02 | ETH | Buy | 2331.5→2346.3 | +2.72 | timeout |
| 04-25 23:01 | ETH | Sell | 2310.3→2316.3 | -1.75 | timeout |
| 04-25 10:03 | ETH | Sell | 2315.6→2319.7 | -1.34 | timeout |
| 04-24 15:04 | ETH | Buy | 2317.8→2308.9 | -2.37 | timeout |
| 04-24 09:01 | ETH | Buy | 2305.2→2313.2 | +1.29 | timeout |
| 04-24 03:01 | ETH | Buy | 2330.8→2318.9 | -3.00 | timeout |
| 04-23 17:46 | ETH | Sell | 2326.1→2286.5 | +8.16 | take_profit |
| 04-23 13:56 | ETH | Buy | 2314.5→2314.7 | -0.31 | timeout |
| 04-23 07:55 | ETH | Buy | 2338.1→2340 | +0.06 | timeout |
Paper vs Live
Paper (trades.jsonl)
100
closed
42%
win rate
-31.51
total pnl ($)
-6.4 bps
avg bps net
Live (dry_run=0)
22
closed
41%
win rate
-6.82
total pnl ($)
-25.5 bps
avg bps net
Live WR is 97% of paper WR (41% vs 42%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 100 | 42% | -6.4 | -31.51 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-21 22:18 | ETH | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 04:01 | ETH | Sell | -1.02 | The market was in a mild uptrend over 24 hours with neutral funding, but the short thesis failed due to a timeout without a favorable price move. The position was closed at a loss because the expected downward reversal did not materialize within the allotte… |
| 05-09 22:00 | ETH | Sell | -0.69 | The market was in a mild downtrend with ETH losing value across all timeframes, while BTC showed relative stability. The thesis failed because the trade was closed due to a timeout, likely from insufficient price movement to trigger an exit within the expec… |
| 05-09 14:15 | ETH | Sell | -0.63 | ETH traded in a narrow range near $2259 with mixed short-term momentum and slightly negative weekly bias. The thesis failed because the trade was closed by timeout without reaching target or stop, resulting in a small negative PnL from funding costs. |
| 05-09 04:09 | ETH | Sell | -4.42 | The market was in a mild downtrend over 24h and 7d, with low volatility and neutral funding. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the sideways chop persisted. |
| 05-08 18:25 | ETH | Sell | -7.26 | The market was in a short-term downtrend with ETH down over 2% in 24 hours and negative weekly momentum. The short thesis failed because the stop loss was triggered by a minor intraday bounce, as the 1-hour positive move was insufficient to sustain the broa… |
| 05-08 12:00 | ETH | Buy | +2.60 | The market was in a mild downtrend with ETH consolidating near $2263, showing slight weakness across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 02:00 | ETH | Sell | +0.24 | The market exhibited low volatility with neutral funding and stable open interest, leading to no clear directional move. The thesis failed because the trade expired via timeout without reaching a profit target or stop, as the sideways regime offered no expl… |
| 05-07 11:03 | ETH | Sell | +1.95 | The market was in a mild downtrend with ETH losing 0.94% over 24 hours and 3.61% over the week, while funding remained neutral. The thesis failed because the trade was closed by timeout before the expected move materialized, as the short-term sideways actio… |
| 05-07 05:03 | ETH | Buy | +0.90 | ETH traded in a narrow, slightly bearish range with low volatility, showing mild declines across timeframes. The thesis failed because the trade was closed by timeout before reaching target, as the sideways market lacked the momentum needed to generate a la… |
| 05-06 09:42 | ETH | Buy | +10.50 | The market was in a mild downtrend with ETH declining across all timeframes alongside BTC, while funding rates remained slightly negative. The thesis worked because the take-profit was triggered as the short-term bearish pressure reversed, allowing the posi… |