25
closed trades
28%
win rate
-76.58
total pnl ($)
1.040
weight
7d window — n=5 wr=20% pnl=-20.03
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:02:18 (33.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
nf
n: 60
· wr: 35.0%
· total_bps: -2076.7
· mean_bps: -34.61
· sharpe: -0.39
· max_dd_bps: -2076.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 25 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 19:43 | BTC | Buy | 65064.3→64399.8 | -5.56 | timeout |
| 06-18 15:18 | BTC | Buy | 63960.2→63090.3 | -7.24 | stop_loss |
| 06-18 12:07 | BTC | Buy | 64422.2→63933.8 | -4.25 | timeout |
| 06-18 05:54 | BTC | Buy | 64486.2→63860.8 | -5.30 | timeout |
| 06-17 23:54 | BTC | Buy | 64105.2→64459.8 | +2.31 | timeout |
| 06-11 17:35 | BTC | Buy | 62780.1→63236.8 | +3.17 | timeout |
| 06-10 09:21 | BTC | Buy | 61657.1→60816.5 | -7.26 | stop_loss |
| 06-09 19:27 | BTC | Buy | 61344.1→61759.9 | +2.93 | timeout |
| 06-05 13:56 | BTC | Buy | 61832.1→60991.4 | -7.25 | stop_loss |
| 06-04 10:28 | BTC | Buy | 63343.2→62477.6 | -7.28 | stop_loss |
| 06-04 07:17 | BTC | Buy | 64344.2→63455.1 | -7.36 | stop_loss |
| 06-03 23:08 | BTC | Buy | 65291.3→64403.6 | -7.25 | stop_loss |
| 06-03 15:59 | BTC | Buy | 66953.3→66042.7 | -7.26 | stop_loss |
| 05-24 00:46 | BTC | Buy | 76796.8→76731.2 | -0.89 | timeout |
| 05-22 18:24 | BTC | Buy | 76735.8→76865.2 | +0.38 | timeout |
| 05-19 17:44 | BTC | Buy | 76775.8→76866.2 | +0.11 | timeout |
| 05-19 11:37 | BTC | Buy | 77161.9→76829.2 | -2.61 | timeout |
| 05-19 05:36 | BTC | Buy | 76919.8→76823.2 | -1.09 | timeout |
| 05-18 23:36 | BTC | Buy | 76742.8→76982.2 | +1.10 | timeout |
| 05-18 15:03 | BTC | Buy | 77111.9→76067.1 | -7.23 | stop_loss |
| 04-30 08:44 | BTC | Buy | 75396→76081.2 | +4.10 | timeout |
| 04-30 02:44 | BTC | Buy | 75888→75592 | -2.40 | timeout |
| 04-29 20:42 | BTC | Buy | 75800→75710 | -1.04 | timeout |
| 04-29 13:35 | BTC | Buy | 77588→76579 | -6.95 | stop_loss |
| 04-29 08:42 | BTC | Buy | 77300→76990 | -2.46 | timeout |
Paper vs Live
Paper (trades.jsonl)
25
closed
28%
win rate
-76.58
total pnl ($)
-61.2 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 | 25 | 28% | -61.2 | -76.58 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-30 08:44 | BTC | Buy | +4.10 | At close, Bitcoin was trading near $76,075 in a flat 1-hour window amid mild 24-hour weakness (-1.24%), with negative funding rates (-0.3045%) suggesting weak momentum despite sustained open interest. The trade's thesis didn't work because the extreme fear … |
| 04-30 02:44 | BTC | Buy | -2.40 | # Trade Analysis The Bitcoin market was consolidating weakness with a -0.97% hourly decline and -3.54% weekly loss, while funding rates turned slightly negative (-0.003353%), suggesting institutional shorts were beginning to establish positions despite the… |
| 04-29 20:42 | BTC | Buy | -1.04 | At close, Bitcoin was consolidating near $75,757 with mild positive momentum on the 1h (+0.40%) but persistent weakness over 24h (−0.87%) and 7d (−4.14%), while funding rates remained neutral at 0.000518%. The trade's thesis failed because the extreme fear … |
| 04-29 13:35 | BTC | Buy | -6.95 | Bitcoin dropped 0.86% in the hour before your stop-loss triggered at $76,579, confirming the institutional capitulation thesis had reversed into fresh selling pressure rather than the value floor the extreme fear (VIX-equivalent of 26) and compressed MSTR p… |
| 04-29 08:42 | BTC | Buy | -2.46 | BTC was trading sideways around $77,047 with negligible intraday momentum (-0.02% 1h) and near-flat 24h performance (+0.33%), showing no capitulation acceleration as the 4-hour timeout closed the position. The thesis failed because the extreme fear (VIX-equ… |