131
closed trades
38%
win rate
-488.10
total pnl ($)
0.799
weight
7d window — n=25 wr=56% pnl=-71.34
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:55:34 (23.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aln
n: 22053
· wr: 41.0%
· total_bps: -154672.2
· mean_bps: -7.01
· sharpe: -0.15
· max_dd_bps: -154746.2
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 |
|---|---|---|---|---|---|
| 06-26 19:13 | BTC | Buy | 59208→59982 | +5.97 | timeout |
| 06-26 15:58 | BTC | Buy | 59513→60297 | +6.02 | timeout |
| 06-26 14:58 | BTC | Buy | 59459→59575 | +0.45 | timeout |
| 06-25 17:54 | BTC | Buy | 59345→59559 | +1.38 | timeout |
| 06-25 13:54 | BTC | Buy | 59956→58481.8 | -12.65 | stop_loss |
| 06-25 13:53 | BTC | Buy | 60504→59015.5 | -12.66 | stop_loss |
| 06-24 16:51 | BTC | Buy | 61058.1→59556.2 | -12.74 | stop_loss |
| 06-24 15:08 | BTC | Buy | 62324.1→60790.5 | -12.74 | stop_loss |
| 06-24 14:19 | BTC | Buy | 62495.1→60958.5 | -12.74 | stop_loss |
| 06-24 14:13 | BTC | Buy | 62677.1→61135.4 | -12.74 | stop_loss |
| 06-24 09:14 | BTC | Buy | 62402.1→62748.9 | +2.27 | timeout |
| 06-24 08:13 | BTC | Buy | 62721.1→62603.9 | -1.46 | timeout |
| 06-24 07:28 | BTC | Buy | 62979.1→62677.9 | -2.94 | timeout |
| 06-23 08:17 | BTC | Buy | 63992.2→62417.7 | -12.77 | stop_loss |
| 06-23 06:21 | BTC | Buy | 64253.2→62669.5 | -12.78 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64467.2→62869.4 | -12.85 | stop_loss |
| 06-22 20:56 | BTC | Buy | 63790.2→64411.8 | +4.41 | timeout |
| 06-22 19:54 | BTC | Buy | 64183.2→64431.8 | +1.46 | timeout |
| 06-22 18:51 | BTC | Buy | 64151.2→64440.8 | +1.76 | timeout |
| 06-21 19:29 | BTC | Buy | 63833.2→64177.8 | +2.26 | timeout |
| 06-21 18:28 | BTC | Buy | 63833.2→64006.8 | +0.96 | timeout |
| 06-21 17:23 | BTC | Buy | 63857.2→64114.8 | +1.65 | timeout |
| 06-20 19:06 | BTC | Buy | 63056.2→63804.8 | +5.50 | timeout |
| 06-20 18:03 | BTC | Buy | 63106.2→63888.8 | +5.74 | timeout |
| 06-20 17:04 | BTC | Buy | 62888.1→63941.8 | +7.90 | timeout |
| 06-19 18:15 | BTC | Buy | 62671.1→63129.8 | +3.20 | timeout |
| 06-19 17:16 | BTC | Buy | 62488.1→62966.9 | +3.38 | timeout |
| 06-19 16:40 | BTC | Buy | 62665.1→63278.8 | +4.46 | timeout |
| 06-18 15:51 | BTC | Buy | 64151.2→62573.6 | -12.49 | stop_loss |
| 06-18 15:40 | BTC | Buy | 64310.2→62725.5 | -12.49 | stop_loss |
| 06-18 15:40 | BTC | Buy | 64355.2→62771.5 | -12.51 | stop_loss |
| 06-17 19:40 | BTC | Buy | 65820.3→64201.7 | -12.75 | stop_loss |
| 06-17 19:29 | BTC | Buy | 65864.3→64242.6 | -12.76 | stop_loss |
| 06-17 19:29 | BTC | Buy | 65948.3→64325.6 | -12.75 | stop_loss |
| 06-17 17:21 | BTC | Buy | 65738.3→65903.7 | +0.71 | timeout |
| 06-17 16:17 | BTC | Buy | 65761.3→65955.7 | +0.98 | timeout |
| 06-17 15:15 | BTC | Buy | 65843.3→65175.7 | -5.44 | timeout |
| 06-16 14:59 | BTC | Buy | 66570.3→65570.7 | -8.04 | timeout |
| 06-16 14:23 | BTC | Buy | 67116.4→65464 | -12.84 | stop_loss |
| 06-16 14:02 | BTC | Buy | 66294.3→66124.7 | -1.81 | timeout |
| 06-15 13:19 | BTC | Buy | 63999.2→66812.7 | +21.54 | take_profit |
| 06-15 12:54 | BTC | Buy | 63766.2→66565.7 | +21.52 | take_profit |
| 06-15 12:50 | BTC | Buy | 63732.2→66543.7 | +21.62 | take_profit |
| 06-14 20:12 | BTC | Buy | 64253.2→63787.8 | -4.11 | timeout |
| 06-14 19:11 | BTC | Buy | 64151.2→63781.8 | -3.39 | timeout |
| 06-14 18:08 | BTC | Buy | 64042.2→63711.8 | -3.13 | timeout |
| 06-13 19:58 | BTC | Buy | 63599.2→64286.8 | +4.96 | timeout |
| 06-13 18:58 | BTC | Buy | 63686.2→64111.8 | +2.89 | timeout |
| 06-13 17:53 | BTC | Buy | 63838.2→63981.8 | +0.66 | timeout |
| 06-12 18:15 | BTC | Buy | 63455.2→63803.8 | +2.28 | timeout |
| 06-12 17:17 | BTC | Buy | 62468.1→63835.8 | +10.49 | timeout |
| 06-12 16:14 | BTC | Buy | 62761.1→63874.8 | +8.38 | timeout |
| 06-11 17:19 | BTC | Buy | 62121.1→62389.9 | +1.63 | timeout |
| 06-11 16:19 | BTC | Buy | 62295.1→62772.9 | +3.28 | timeout |
| 06-11 15:17 | BTC | Buy | 61954.1→62648.9 | +5.06 | timeout |
| 06-10 16:17 | BTC | Buy | 60922→62328.9 | +11.05 | timeout |
| 06-10 15:20 | BTC | Buy | 61554.1→62096.9 | +3.91 | timeout |
| 06-10 14:32 | BTC | Buy | 61577.1→61899.9 | +2.14 | timeout |
| 06-09 14:19 | BTC | Buy | 63285.2→61729 | -12.75 | stop_loss |
| 06-09 14:11 | BTC | Buy | 63553.2→61981.9 | -12.82 | stop_loss |
| 06-09 13:36 | BTC | Buy | 63718.2→62143.8 | -12.80 | stop_loss |
| 06-09 05:52 | BTC | Buy | 62628.1→63338.8 | +5.18 | timeout |
| 06-08 21:23 | BTC | Buy | 61777.1→63653.8 | +14.70 | timeout |
| 06-08 18:03 | BTC | Buy | 62186.1→63560.8 | +10.52 | timeout |
| 06-08 05:32 | BTC | Buy | 61666.1→62606.9 | +7.18 | timeout |
| 06-07 21:02 | BTC | Buy | 60727→61864.9 | +8.94 | timeout |
| 06-07 16:53 | BTC | Buy | 60787→62185.9 | +11.03 | timeout |
| 06-07 04:28 | BTC | Buy | 60004→61489.9 | +11.93 | timeout |
| 06-06 20:08 | BTC | Buy | 60561→60536 | -0.59 | timeout |
| 06-06 16:04 | BTC | Buy | 60223→60882 | +5.10 | timeout |
| 06-06 04:11 | BTC | Buy | 61814.1→60293.8 | -12.75 | stop_loss |
| 06-05 21:04 | BTC | Buy | 59271→61872.9 | +21.50 | take_profit |
| 06-05 18:52 | BTC | Buy | 60716→59222.4 | -12.76 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60831→59335.3 | -12.75 | stop_loss |
| 06-05 14:26 | BTC | Buy | 61905.1→60382.8 | -12.74 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62422.1→60882.5 | -12.79 | stop_loss |
| 06-05 13:49 | BTC | Buy | 62913.1→61366.2 | -12.75 | stop_loss |
| 06-05 06:23 | BTC | Buy | 62755.1→61208.3 | -12.77 | stop_loss |
| 06-05 06:23 | BTC | Buy | 62764.1→61213.3 | -12.75 | stop_loss |
| 06-05 06:03 | BTC | Buy | 63572.2→62008.9 | -12.70 | stop_loss |
| 06-05 02:33 | BTC | Buy | 63364.2→62762.9 | -5.18 | timeout |
| 06-04 11:10 | BTC | Buy | 63745.2→62177.8 | -12.72 | stop_loss |
| 06-04 09:29 | BTC | Buy | 64348.2→62765.5 | -12.74 | stop_loss |
| 06-04 02:03 | BTC | Buy | 63176.2→61622.1 | -12.75 | stop_loss |
| 06-04 01:16 | BTC | Buy | 64489.2→62903.4 | -12.75 | stop_loss |
| 06-04 00:26 | BTC | Buy | 65306.3→63699.9 | -12.74 | stop_loss |
| 06-03 23:42 | BTC | Buy | 65817.3→64198.7 | -12.75 | stop_loss |
| 06-03 20:55 | BTC | Buy | 66340.3→64656.4 | -13.19 | stop_loss |
| 06-03 16:27 | BTC | Buy | 67203.4→65550.9 | -12.77 | stop_loss |
| 06-03 16:24 | BTC | Buy | 67328.4→65671.9 | -12.78 | stop_loss |
| 06-03 03:34 | BTC | Buy | 67604.4→65927.7 | -12.85 | stop_loss |
| 06-02 22:59 | BTC | Buy | 67875.4→66187.6 | -12.89 | stop_loss |
| 06-02 22:58 | BTC | Buy | 67969.4→66267.5 | -12.97 | stop_loss |
| 06-02 13:00 | BTC | Buy | 70639.5→68981.9 | -12.24 | stop_loss |
| 06-02 12:30 | BTC | Buy | 70908.5→69238.1 | -12.30 | stop_loss |
| 06-02 12:17 | BTC | Buy | 70955.5→69292.1 | -12.22 | stop_loss |
| 06-01 15:31 | BTC | Buy | 73945.3→71314.2 | -18.35 | stop_loss |
| 06-01 15:31 | BTC | Buy | 73515.3→71314.2 | -15.54 | stop_loss |
| 06-01 15:31 | BTC | Buy | 73651.3→71314.2 | -16.45 | stop_loss |
| 05-31 17:48 | BTC | Buy | 73947.3→73691.7 | -2.23 | timeout |
Paper vs Live
Paper (trades.jsonl)
131
closed
38%
win rate
-488.10
total pnl ($)
-74.2 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 | 131 | 38% | -74.2 | -488.10 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||