872
closed trades
32%
win rate
-640.04
total pnl ($)
0.250
weight
7d window — n=308 wr=28% pnl=-265.84
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:59:42 (23.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aly
n: 21590
· wr: 34.1%
· total_bps: -277611.1
· mean_bps: -12.86
· sharpe: -0.27
· max_dd_bps: -277661.5
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 |
|---|---|---|---|---|---|
| 06-27 02:38 | BTCUSDT | Buy | 59948.9→60222.8 | +1.83 | timeout |
| 06-27 02:03 | BTCUSDT | Buy | 59974.7→59922.2 | -0.89 | timeout |
| 06-27 01:30 | BTCUSDT | Buy | 60029.4→59924.6 | -1.32 | timeout |
| 06-27 00:56 | BTCUSDT | Buy | 60056.9→59997.3 | -0.95 | timeout |
| 06-27 00:24 | BTCUSDT | Buy | 60003.3→60005.6 | -0.43 | timeout |
| 06-26 23:50 | BTCUSDT | Buy | 59958.8→60041.1 | +0.24 | timeout |
| 06-26 23:16 | BTCUSDT | Buy | 59919.8→60009.8 | +0.30 | timeout |
| 06-26 22:44 | BTCUSDT | Buy | 60028.2→59922.1 | -1.34 | timeout |
| 06-26 22:11 | BTCUSDT | Buy | 59702.9→59893.3 | +1.14 | timeout |
| 06-26 21:37 | BTCUSDT | Buy | 59587.9→59835.3 | +1.62 | timeout |
| 06-26 21:03 | BTCUSDT | Buy | 59884.8→59663.8 | -2.30 | timeout |
| 06-26 20:29 | BTCUSDT | Buy | 59910→59749.4 | -1.79 | timeout |
| 06-26 19:55 | BTCUSDT | Buy | 59622→59817.5 | +1.19 | timeout |
| 06-26 19:22 | BTCUSDT | Buy | 60067.5→59897.4 | -1.87 | timeout |
| 06-26 18:47 | BTCUSDT | Buy | 60051.5→59653.5 | -3.77 | timeout |
| 06-26 18:17 | BTCUSDT | Buy | 60134.2→59986.2 | -1.68 | timeout |
| 06-26 17:41 | BTCUSDT | Buy | 60153→59920.4 | -2.39 | timeout |
| 06-26 17:10 | BTCUSDT | Buy | 60213.7→60220.7 | -0.40 | timeout |
| 06-26 16:35 | BTCUSDT | Buy | 60180→60262.4 | +0.23 | timeout |
| 06-26 16:03 | BTCUSDT | Buy | 59714.7→60398.4 | +5.27 | timeout |
| 06-26 14:52 | BTCUSDT | Buy | 59612.2→59629.1 | -0.31 | timeout |
| 06-26 14:40 | BTCUSDT | Buy | 60089.9→59484.9 | -5.48 | stop_loss |
| 06-26 13:55 | BTCUSDT | Buy | 59023.1→59882.9 | +6.83 | take_profit |
| 06-26 13:19 | BTCUSDT | Buy | 59214.3→58610.8 | -5.55 | stop_loss |
| 06-26 13:09 | BTCUSDT | Buy | 59426.3→59003.9 | -4.01 | timeout |
| 06-26 12:37 | BTCUSDT | Buy | 59494.5→59556.5 | +0.07 | timeout |
| 06-26 12:06 | BTCUSDT | Buy | 59537.5→59423.1 | -1.41 | timeout |
| 06-26 11:04 | BTCUSDT | Buy | 59670.7→59441.3 | -2.37 | timeout |
| 06-26 10:58 | BTCUSDT | Buy | 59783.3→59183.2 | -5.47 | stop_loss |
| 06-26 09:52 | BTCUSDT | Buy | 60115.1→59512.3 | -5.46 | stop_loss |
| 06-26 09:51 | BTCUSDT | Buy | 60203.7→59594 | -5.51 | stop_loss |
| 06-26 09:23 | BTCUSDT | Buy | 60299.9→60114.4 | -1.99 | timeout |
| 06-26 08:48 | BTCUSDT | Buy | 60508.2→60150.3 | -3.41 | timeout |
| 06-26 08:15 | BTCUSDT | Buy | 60481.9→60217.9 | -2.63 | timeout |
| 06-26 07:42 | BTCUSDT | Buy | 60172.9→60642.7 | +3.46 | timeout |
| 06-26 07:08 | BTCUSDT | Buy | 59735.2→60298.9 | +4.27 | timeout |
| 06-26 06:34 | BTCUSDT | Buy | 60004.1→59918.6 | -1.16 | timeout |
| 06-26 06:01 | BTCUSDT | Buy | 59864.5→59769.4 | -1.24 | timeout |
| 06-26 05:29 | BTCUSDT | Buy | 59955.9→59920.2 | -0.75 | timeout |
| 06-26 04:59 | BTCUSDT | Buy | 59896.3→59860 | -0.75 | timeout |
| 06-26 03:45 | BTCUSDT | Buy | 58803.5→59659.9 | +6.83 | take_profit |
| 06-26 03:39 | BTCUSDT | Buy | 58553.9→59404.5 | +6.82 | take_profit |
| 06-26 03:19 | BTCUSDT | Buy | 58683.7→58853.9 | +1.00 | timeout |
| 06-26 02:13 | BTCUSDT | Buy | 59296.2→58696 | -5.51 | stop_loss |
| 06-26 02:10 | BTCUSDT | Buy | 59554.4→59242.1 | -3.07 | timeout |
| 06-26 01:36 | BTCUSDT | Buy | 59693.5→59205.3 | -4.54 | timeout |
| 06-26 01:03 | BTCUSDT | Buy | 59831.4→59662.5 | -1.86 | timeout |
| 06-26 00:33 | BTCUSDT | Buy | 60144→59693.3 | -4.20 | timeout |
| 06-25 23:58 | BTCUSDT | Buy | 59854→59745.1 | -1.36 | timeout |
| 06-25 23:25 | BTCUSDT | Buy | 59804.8→60129.8 | +2.27 | timeout |
| 06-25 22:53 | BTCUSDT | Buy | 60031.5→59763 | -2.69 | timeout |
| 06-25 22:21 | BTCUSDT | Buy | 59575.5→59776 | +1.23 | timeout |
| 06-25 21:50 | BTCUSDT | Buy | 59393→59939.1 | +4.15 | timeout |
| 06-25 21:20 | BTCUSDT | Buy | 59610.7→59542.8 | -1.02 | timeout |
| 06-25 20:48 | BTCUSDT | Buy | 59180.7→59429.8 | +1.65 | timeout |
| 06-25 20:18 | BTCUSDT | Buy | 59207.5→59537.8 | +2.34 | timeout |
| 06-25 19:45 | BTCUSDT | Buy | 59384.8→59212 | -1.91 | timeout |
| 06-25 19:12 | BTCUSDT | Buy | 59515.4→59254.1 | -2.64 | timeout |
| 06-25 18:42 | BTCUSDT | Buy | 59597.7→59395.3 | -2.15 | timeout |
| 06-25 18:11 | BTCUSDT | Buy | 59297.3→59519.5 | +1.42 | timeout |
| 06-25 17:40 | BTCUSDT | Buy | 59332.5→59618.9 | +1.96 | timeout |
| 06-25 16:39 | BTCUSDT | Buy | 59275.4→59294.5 | -0.29 | timeout |
| 06-25 16:35 | BTCUSDT | Buy | 59898.5→59297.1 | -5.47 | stop_loss |
| 06-25 16:09 | BTCUSDT | Buy | 59247.5→59713.5 | +3.48 | timeout |
| 06-25 15:03 | BTCUSDT | Buy | 59675.1→59077.4 | -5.46 | stop_loss |
| 06-25 14:33 | BTCUSDT | Buy | 58993.6→59865.7 | +6.94 | take_profit |
| 06-25 13:41 | BTCUSDT | Buy | 60986.3→60367.6 | -5.52 | stop_loss |
| 06-25 13:39 | BTCUSDT | Buy | 61231→60616.8 | -5.46 | stop_loss |
| 06-25 13:31 | BTCUSDT | Buy | 61341.3→61029.4 | -2.99 | timeout |
| 06-25 13:01 | BTCUSDT | Buy | 61215.4→61193.2 | -0.63 | timeout |
| 06-25 12:27 | BTCUSDT | Buy | 61284.5→61094.6 | -2.00 | timeout |
| 06-25 11:54 | BTCUSDT | Buy | 61343.3→61118.6 | -2.28 | timeout |
| 06-25 11:22 | BTCUSDT | Buy | 61585.9→61254.8 | -3.14 | timeout |
| 06-25 10:50 | BTCUSDT | Buy | 61737.8→61327.4 | -3.77 | timeout |
| 06-25 10:17 | BTCUSDT | Buy | 61747.7→61676.3 | -1.03 | timeout |
| 06-25 09:44 | BTCUSDT | Buy | 61735.4→61705.7 | -0.69 | timeout |
| 06-25 09:07 | BTCUSDT | Buy | 61744.5→61688 | -0.91 | timeout |
| 06-25 08:35 | BTCUSDT | Buy | 61855.4→61677 | -1.89 | timeout |
| 06-25 08:03 | BTCUSDT | Buy | 61681→61831.7 | +0.77 | timeout |
| 06-25 07:28 | BTCUSDT | Buy | 61648.7→61759.7 | +0.45 | timeout |
| 06-25 06:58 | BTCUSDT | Buy | 61617.8→61730.4 | +0.47 | timeout |
| 06-25 06:28 | BTCUSDT | Buy | 61588.9→61642.9 | -0.01 | timeout |
| 06-25 05:58 | BTCUSDT | Buy | 61348→61579.9 | +1.44 | timeout |
| 06-25 05:26 | BTCUSDT | Buy | 60889.5→61578.5 | +5.21 | timeout |
| 06-25 04:53 | BTCUSDT | Buy | 60820.2→61171 | +2.43 | timeout |
| 06-25 04:22 | BTCUSDT | Buy | 60783.5→60822.6 | -0.13 | timeout |
| 06-25 03:51 | BTCUSDT | Buy | 60703→60754.9 | -0.02 | timeout |
| 06-25 03:21 | BTCUSDT | Buy | 60877.8→60723.2 | -1.72 | timeout |
| 06-25 02:47 | BTCUSDT | Buy | 60803.7→60723.2 | -1.11 | timeout |
| 06-25 02:13 | BTCUSDT | Buy | 60761.9→60699.6 | -0.96 | timeout |
| 06-25 01:40 | BTCUSDT | Buy | 60898.2→60811.2 | -1.16 | timeout |
| 06-25 01:08 | BTCUSDT | Buy | 61053.6→60711 | -3.26 | timeout |
| 06-25 00:37 | BTCUSDT | Buy | 61034.7→60881.1 | -1.71 | timeout |
| 06-25 00:03 | BTCUSDT | Buy | 60864.3→61008.7 | +0.73 | timeout |
| 06-24 23:31 | BTCUSDT | Buy | 60907.1→60913.4 | -0.40 | timeout |
| 06-24 23:00 | BTCUSDT | Buy | 61099.8→60821.4 | -2.72 | timeout |
| 06-24 22:27 | BTCUSDT | Buy | 60818.4→60833.8 | -0.32 | timeout |
| 06-24 21:56 | BTCUSDT | Buy | 60984→61046.7 | +0.07 | timeout |
| 06-24 21:25 | BTCUSDT | Buy | 60631.1→60782.5 | +0.81 | timeout |
| 06-24 20:10 | BTCUSDT | Buy | 59885.2→60767.6 | +6.92 | take_profit |
Paper vs Live
Paper (trades.jsonl)
872
closed
32%
win rate
-640.04
total pnl ($)
-14.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTCUSDT | 872 | 32% | -14.7 | -640.04 |
Recent bounces (last 20 of 70)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 02:20 | BTCUSDT | Buy | router_blocked |
| 06-27 01:46 | BTCUSDT | Buy | router_blocked |
| 06-27 01:12 | BTCUSDT | Buy | router_blocked |
| 06-27 00:10 | BTCUSDT | Buy | router_blocked |
| 06-26 23:39 | BTCUSDT | Buy | stale_intent |
| 06-26 23:03 | BTCUSDT | Buy | router_blocked |
| 06-26 22:31 | BTCUSDT | Buy | router_blocked |
| 06-26 21:26 | BTCUSDT | Buy | router_blocked |
| 06-26 20:18 | BTCUSDT | Buy | stale_intent |
| 06-26 19:10 | BTCUSDT | Buy | router_blocked |
| 06-26 18:35 | BTCUSDT | Buy | router_blocked |
| 06-26 18:00 | BTCUSDT | Buy | router_blocked |
| 06-26 17:31 | BTCUSDT | Buy | router_blocked |
| 06-26 16:56 | BTCUSDT | Buy | router_blocked |
| 06-26 16:25 | BTCUSDT | Buy | router_blocked |
| 06-26 15:18 | BTCUSDT | Buy | router_blocked |
| 06-26 14:07 | BTCUSDT | Buy | router_blocked |
| 06-26 13:29 | BTCUSDT | Buy | below_min_notional_skip |
| 06-26 12:51 | BTCUSDT | Buy | below_min_notional_skip |
| 06-26 12:24 | BTCUSDT | Buy | router_blocked |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||