137
closed trades
45%
win rate
-367.32
total pnl ($)
0.415
weight
7d window — n=33 wr=45% pnl=-93.20
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-27 09:45:53 (26.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x2189873_25439
n: 48
· wr: 25.0%
· total_bps: -4416.5
· mean_bps: -92.01
· sharpe: -0.48
· max_dd_bps: -6157.9
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 02:08 | BTC | Buy | 64213.2→64510.8 | +1.85 | timeout |
| 06-22 01:02 | BTC | Buy | 64274.2→63891.8 | -3.48 | timeout |
| 06-21 22:42 | BTC | Buy | 64228.2→63643.8 | -5.08 | timeout |
| 06-21 21:35 | BTC | Buy | 63916.2→63739.8 | -1.85 | timeout |
| 06-21 20:24 | BTC | Buy | 63918.2→64083.8 | +0.87 | timeout |
| 06-20 22:33 | BTC | Buy | 63233.2→64273.8 | +7.73 | timeout |
| 06-20 21:26 | BTC | Buy | 63157.2→63934.8 | +5.71 | timeout |
| 06-20 20:13 | BTC | Buy | 63045.2→63948.8 | +6.71 | timeout |
| 06-20 19:04 | BTC | Buy | 63073.2→63830.8 | +5.57 | timeout |
| 06-20 17:58 | BTC | Buy | 63188.2→63820.8 | +4.59 | timeout |
| 06-19 20:21 | BTC | Buy | 63144.2→62968.9 | -1.89 | timeout |
| 06-19 19:20 | BTC | Buy | 62664.1→62996.8 | +2.17 | timeout |
| 06-19 18:19 | BTC | Buy | 62848.1→63126.8 | +1.74 | timeout |
| 06-19 17:28 | BTC | Buy | 62322.1→62863.9 | +3.88 | timeout |
| 06-19 16:48 | BTC | Buy | 62682.1→63167.8 | +3.42 | timeout |
| 06-18 15:40 | BTC | Buy | 64194.2→62613.5 | -12.54 | stop_loss |
| 06-18 15:40 | BTC | Buy | 64195.2→62613.5 | -12.52 | stop_loss |
| 06-18 15:40 | BTC | Buy | 64291.2→62710.5 | -12.51 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64445.2→62840.4 | -12.71 | stop_loss |
| 06-18 15:15 | BTC | Buy | 65074.3→63474.1 | -12.45 | stop_loss |
| 06-17 22:03 | BTC | Buy | 65479.3→63849.9 | -12.89 | stop_loss |
| 06-17 19:41 | BTC | Buy | 65785.3→64167.7 | -12.74 | stop_loss |
| 06-17 19:29 | BTC | Buy | 66011.3→64371.6 | -12.86 | stop_loss |
| 06-17 17:56 | BTC | Buy | 65913.3→66024.7 | +0.33 | timeout |
| 06-17 16:49 | BTC | Buy | 65705.3→65894.7 | +0.88 | timeout |
| 06-17 15:44 | BTC | Buy | 65827.3→65442.7 | -3.43 | timeout |
| 06-17 01:57 | BTC | Buy | 66320.3→65908.7 | -3.58 | timeout |
| 06-17 00:53 | BTC | Buy | 66293.3→65693.7 | -5.00 | timeout |
| 06-16 15:01 | BTC | Buy | 66667.3→65654.7 | -8.05 | timeout |
| 06-16 14:23 | BTC | Buy | 67198.4→65543.9 | -12.83 | stop_loss |
| 06-16 14:03 | BTC | Buy | 66300.3→66163.7 | -1.57 | timeout |
| 06-15 23:59 | BTC | Buy | 65742.3→66294.7 | +3.78 | timeout |
| 06-15 22:51 | BTC | Buy | 65454.3→66243.7 | +5.54 | timeout |
| 06-15 13:16 | BTC | Buy | 63882.2→66686.7 | +21.52 | take_profit |
| 06-15 13:00 | BTC | Buy | 63799.2→66600.7 | +21.52 | take_profit |
| 06-15 12:50 | BTC | Buy | 63711.2→66515.7 | +21.58 | take_profit |
| 06-14 22:21 | BTC | Buy | 64446.2→65142.7 | +4.91 | timeout |
| 06-14 21:16 | BTC | Buy | 64241.2→64424.8 | +0.94 | timeout |
| 06-14 19:03 | BTC | Buy | 64172.2→63781.8 | -3.55 | timeout |
| 06-14 17:56 | BTC | Buy | 63923.2→63684.8 | -2.42 | timeout |
| 06-14 16:51 | BTC | Buy | 63907.2→63976.8 | +0.02 | timeout |
| 06-13 21:38 | BTC | Buy | 63550.2→64292.8 | +5.37 | timeout |
| 06-13 20:38 | BTC | Buy | 63519.2→64235.8 | +5.17 | timeout |
| 06-13 18:37 | BTC | Buy | 63798.2→64221.8 | +2.87 | timeout |
| 06-13 17:36 | BTC | Buy | 63818.2→64096.8 | +1.72 | timeout |
| 06-13 16:30 | BTC | Buy | 63872.2→63983.8 | +0.44 | timeout |
| 06-12 20:30 | BTC | Buy | 63335.2→63498.8 | +0.82 | timeout |
| 06-12 19:25 | BTC | Buy | 63616.2→63685.8 | +0.09 | timeout |
| 06-12 18:20 | BTC | Buy | 63557.2→63674.8 | +0.47 | timeout |
| 06-12 17:14 | BTC | Buy | 62439.1→63858.8 | +10.89 | timeout |
| 06-12 16:09 | BTC | Buy | 62753.1→63715.8 | +7.17 | timeout |
| 06-11 19:45 | BTC | Buy | 62008.1→63635.8 | +12.55 | timeout |
| 06-11 18:43 | BTC | Buy | 61754.1→63490.8 | +13.48 | timeout |
| 06-11 17:38 | BTC | Buy | 61718.1→63195.8 | +11.43 | timeout |
| 06-11 16:38 | BTC | Buy | 62314.1→62716.9 | +2.69 | timeout |
| 06-11 15:35 | BTC | Buy | 62292.1→62736.9 | +3.02 | timeout |
| 06-10 18:59 | BTC | Buy | 61766.1→61844.9 | +0.13 | timeout |
| 06-10 17:56 | BTC | Buy | 61708.1→61915.9 | +1.20 | timeout |
| 06-10 16:53 | BTC | Buy | 61202.1→62134.9 | +7.10 | timeout |
| 06-10 15:52 | BTC | Buy | 61305.1→62357.9 | +7.99 | timeout |
| 06-10 14:49 | BTC | Buy | 61197.1→61901.9 | +5.27 | timeout |
| 06-09 14:47 | BTC | Buy | 62649.1→61107.4 | -12.76 | stop_loss |
| 06-09 14:35 | BTC | Buy | 62930.1→61382.2 | -12.75 | stop_loss |
| 06-09 14:29 | BTC | Buy | 63091.2→61534.1 | -12.79 | stop_loss |
| 06-09 14:18 | BTC | Buy | 63322.2→61764 | -12.76 | stop_loss |
| 06-09 14:11 | BTC | Buy | 63506.2→61939.9 | -12.78 | stop_loss |
| 06-09 08:40 | BTC | Buy | 63120.2→62913.9 | -2.08 | timeout |
| 06-09 07:38 | BTC | Buy | 63197.2→63092.8 | -1.33 | timeout |
| 06-09 06:36 | BTC | Buy | 62986.1→63351.8 | +2.40 | timeout |
| 06-08 22:17 | BTC | Buy | 63319.2→63243.8 | -1.08 | timeout |
| 06-08 17:59 | BTC | Buy | 62142.1→63483.8 | +10.24 | timeout |
| 06-08 07:33 | BTC | Buy | 62230.1→63157.8 | +6.97 | timeout |
| 06-08 06:30 | BTC | Buy | 62002.1→63035.8 | +7.87 | timeout |
| 06-08 05:35 | BTC | Buy | 61711.1→62494.9 | +5.90 | timeout |
| 06-07 21:22 | BTC | Buy | 60921→61730.9 | +6.22 | timeout |
| 06-07 16:58 | BTC | Buy | 60728→62023.9 | +10.20 | timeout |
| 06-07 06:32 | BTC | Buy | 60982→62057.9 | +8.42 | timeout |
| 06-07 05:31 | BTC | Buy | 60648→61766.9 | +8.81 | timeout |
| 06-07 04:29 | BTC | Buy | 59955→61531.9 | +12.70 | timeout |
| 06-06 20:10 | BTC | Buy | 60849→60561 | -2.75 | timeout |
| 06-06 16:05 | BTC | Buy | 60188→60820 | +4.82 | timeout |
| 06-06 04:27 | BTC | Buy | 61293.1→59786.1 | -12.75 | stop_loss |
| 06-06 04:21 | BTC | Buy | 61409.1→59899 | -12.75 | stop_loss |
| 06-06 04:11 | BTC | Buy | 61784.1→60244.8 | -12.91 | stop_loss |
| 06-05 21:04 | BTC | Buy | 59297→61899.9 | +21.50 | take_profit |
| 06-05 18:54 | BTC | Buy | 60591→59100.5 | -12.76 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60799→59303.4 | -12.76 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60821→59325.4 | -12.75 | stop_loss |
| 06-05 18:43 | BTC | Buy | 61292.1→59785.1 | -12.75 | stop_loss |
| 06-05 14:06 | BTC | Buy | 61993.1→60466.7 | -12.76 | stop_loss |
| 06-05 13:59 | BTC | Buy | 62192.1→60662.6 | -12.75 | stop_loss |
| 06-05 13:57 | BTC | Buy | 62314.1→60781.6 | -12.75 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62510.1→60971.4 | -12.76 | stop_loss |
| 06-05 13:49 | BTC | Buy | 62959.1→61408.2 | -12.77 | stop_loss |
| 06-05 11:50 | BTC | Buy | 62458.1→62172.9 | -2.76 | timeout |
| 06-05 10:27 | BTC | Buy | 62593.1→62539.9 | -0.89 | timeout |
| 06-05 06:23 | BTC | Buy | 62775.1→61221.3 | -12.82 | stop_loss |
| 06-05 06:19 | BTC | Buy | 63290.2→61731 | -12.72 | stop_loss |
| 06-05 06:01 | BTC | Buy | 63669.2→62100.8 | -12.70 | stop_loss |
| 06-05 02:32 | BTC | Buy | 63141.2→62738.9 | -3.61 | timeout |
Paper vs Live
Paper (trades.jsonl)
137
closed
45%
win rate
-367.32
total pnl ($)
-53.3 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 | 137 | 45% | -53.3 | -367.32 |
Recent bounces (last 20 of 5)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 04:57 | BTC | Buy | stale_intent |
| 06-22 02:54 | BTC | Buy | trigger_already_opened |
| 06-22 01:51 | BTC | Buy | stale_intent |
| 06-22 01:50 | BTC | Buy | stale_intent |
| 06-22 00:38 | BTC | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||