300
closed trades
48%
win rate
-547.09
total pnl ($)
0.250
weight
7d window — n=71 wr=39% pnl=-220.32
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 08:53:16 (25.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x2189877_30534
n: 147
· wr: 40.1%
· total_bps: -7512.3
· mean_bps: -51.10
· sharpe: -0.42
· max_dd_bps: -7589.5
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 |
|---|---|---|---|---|---|
| 06-29 20:20 | BTC | Buy | 59935→60349 | +2.93 | timeout |
| 06-29 19:09 | BTC | Buy | 59985→60180 | +1.10 | timeout |
| 06-29 09:58 | BTC | Buy | 59378→60010 | +4.80 | timeout |
| 06-29 08:54 | BTC | Buy | 59636→59852 | +1.29 | timeout |
| 06-29 07:46 | BTC | Buy | 59367→60026 | +5.10 | timeout |
| 06-29 06:35 | BTC | Buy | 59590→60097 | +3.79 | timeout |
| 06-29 05:24 | BTC | Buy | 59635→59634 | -0.47 | timeout |
| 06-28 20:56 | BTC | Buy | 60371→59632 | -6.57 | timeout |
| 06-28 19:52 | BTC | Buy | 60198→59339 | -7.57 | timeout |
| 06-28 18:39 | BTC | Buy | 59942→59555 | -3.67 | timeout |
| 06-28 17:38 | BTC | Buy | 59905→59397 | -4.68 | timeout |
| 06-28 16:31 | BTC | Buy | 60141→59719 | -3.95 | timeout |
| 06-28 08:03 | BTC | Buy | 60217→60189 | -0.70 | timeout |
| 06-28 07:02 | BTC | Buy | 60563→60145 | -3.89 | timeout |
| 06-28 05:58 | BTC | Buy | 60538→59955 | -5.26 | timeout |
| 06-28 04:52 | BTC | Buy | 60783→60140 | -5.74 | timeout |
| 06-28 03:46 | BTC | Buy | 60733→60162 | -5.15 | timeout |
| 06-27 19:36 | BTC | Buy | 60384→60164 | -2.25 | timeout |
| 06-27 18:34 | BTC | Buy | 60285→60499 | +1.33 | timeout |
| 06-27 17:29 | BTC | Buy | 60166→60538 | +2.64 | timeout |
| 06-27 16:28 | BTC | Buy | 60399→60682 | +1.91 | timeout |
| 06-27 15:26 | BTC | Buy | 60275→60735 | +3.37 | timeout |
| 06-27 06:11 | BTC | Buy | 60106→60082 | -0.65 | timeout |
| 06-27 05:06 | BTC | Buy | 60128→60201 | +0.16 | timeout |
| 06-27 04:03 | BTC | Buy | 60465→60322 | -1.63 | timeout |
| 06-27 03:01 | BTC | Buy | 59576→60238 | +5.10 | timeout |
| 06-27 02:00 | BTC | Buy | 60181→59901 | -2.79 | timeout |
| 06-26 17:22 | BTC | Buy | 59798→60137 | +2.34 | timeout |
| 06-26 16:15 | BTC | Buy | 59895→60135 | +1.51 | timeout |
| 06-26 15:13 | BTC | Buy | 58857.9→59798 | +7.51 | timeout |
| 06-26 13:19 | BTC | Buy | 59975→58498.8 | -12.77 | stop_loss |
| 06-26 12:42 | BTC | Buy | 60549→59057.5 | -12.78 | stop_loss |
| 06-26 06:29 | BTC | Buy | 59699→59959 | +1.73 | timeout |
| 06-26 05:30 | BTC | Buy | 59532→59946 | +3.03 | timeout |
| 06-26 04:29 | BTC | Buy | 59727→59950 | +1.43 | timeout |
| 06-26 03:26 | BTC | Buy | 59260→58817.1 | -4.15 | timeout |
| 06-26 02:21 | BTC | Buy | 59798→58325.9 | -12.74 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61616.1→60098.9 | -12.73 | stop_loss |
| 06-25 13:43 | BTC | Buy | 61692.1→60174.9 | -12.73 | stop_loss |
| 06-25 13:42 | BTC | Buy | 61735.1→60216.9 | -12.73 | stop_loss |
| 06-25 13:42 | BTC | Buy | 61751.1→60232.9 | -12.72 | stop_loss |
| 06-25 13:41 | BTC | Buy | 61812.1→60290.8 | -12.74 | stop_loss |
| 06-25 08:40 | BTC | Buy | 60838→61698.9 | +6.62 | timeout |
| 06-25 07:37 | BTC | Buy | 59865→61845.9 | +16.13 | timeout |
| 06-25 06:35 | BTC | Buy | 59623→61676.9 | +16.79 | timeout |
| 06-25 05:34 | BTC | Buy | 59554→61611.9 | +16.84 | timeout |
| 06-25 04:33 | BTC | Buy | 60465→60776 | +2.12 | timeout |
| 06-24 17:44 | BTC | Buy | 60761→59264.4 | -12.75 | stop_loss |
| 06-24 16:51 | BTC | Buy | 61094.1→59584.2 | -12.79 | stop_loss |
| 06-24 15:08 | BTC | Buy | 62348.1→60814.5 | -12.74 | stop_loss |
| 06-24 14:17 | BTC | Buy | 62544.1→61004.4 | -12.76 | stop_loss |
| 06-24 14:13 | BTC | Buy | 62626.1→61086.4 | -12.74 | stop_loss |
| 06-24 13:57 | BTC | Buy | 62739.1→61196.3 | -12.74 | stop_loss |
| 06-24 13:48 | BTC | Buy | 62796.1→61250.3 | -12.76 | stop_loss |
| 06-24 12:15 | BTC | Buy | 62866.1→62809.9 | -0.90 | timeout |
| 06-24 11:07 | BTC | Buy | 62507.1→62351.9 | -1.71 | timeout |
| 06-24 10:07 | BTC | Buy | 62705.1→62592.9 | -1.38 | timeout |
| 06-24 08:58 | BTC | Buy | 62430.1→62771.9 | +2.26 | timeout |
| 06-24 07:57 | BTC | Buy | 62344.1→62610.9 | +1.66 | timeout |
| 06-23 23:20 | BTC | Buy | 62375.1→62532.9 | +0.83 | timeout |
| 06-23 22:18 | BTC | Buy | 62413.1→62747.9 | +2.24 | timeout |
| 06-23 21:15 | BTC | Buy | 62429.1→62501.9 | +0.14 | timeout |
| 06-23 20:14 | BTC | Buy | 62621.1→62415.9 | -2.09 | timeout |
| 06-23 19:12 | BTC | Buy | 63000.1→62343.9 | -5.67 | timeout |
| 06-23 08:17 | BTC | Buy | 63912.2→62340.7 | -12.75 | stop_loss |
| 06-23 08:17 | BTC | Buy | 63973.2→62398.7 | -12.77 | stop_loss |
| 06-23 06:21 | BTC | Buy | 64241.2→62639.5 | -12.92 | stop_loss |
| 06-23 06:21 | BTC | Buy | 64335.2→62753.5 | -12.75 | stop_loss |
| 06-23 06:21 | BTC | Buy | 64348.2→62765.5 | -12.76 | stop_loss |
| 06-23 00:30 | BTC | Buy | 64866.2→63857.8 | -8.22 | timeout |
| 06-22 23:26 | BTC | Buy | 64281.2→63982.8 | -2.77 | timeout |
| 06-22 22:22 | BTC | Buy | 64151.2→64240.8 | +0.25 | timeout |
| 06-22 21:19 | BTC | Buy | 64120.2→64342.8 | +1.28 | timeout |
| 06-22 20:12 | BTC | Buy | 64214.2→64490.8 | +1.69 | timeout |
| 06-22 11:32 | BTC | Buy | 63449.2→64434.8 | +7.24 | timeout |
| 06-22 10:28 | BTC | Buy | 63710.2→64146.8 | +2.93 | timeout |
| 06-22 09:29 | BTC | Buy | 63681.2→64091.8 | +2.74 | timeout |
| 06-22 08:27 | BTC | Buy | 64074.2→64232.8 | +0.76 | timeout |
| 06-22 07:24 | BTC | Buy | 64199.2→64208.8 | -0.39 | timeout |
| 06-21 23:02 | BTC | Buy | 64430.2→63633.8 | -6.62 | timeout |
| 06-21 21:57 | BTC | Buy | 64191.2→63753.8 | -3.86 | timeout |
| 06-21 20:54 | BTC | Buy | 63938.2→63794.8 | -1.58 | timeout |
| 06-21 19:49 | BTC | Buy | 64193.2→64168.8 | -0.63 | timeout |
| 06-21 18:46 | BTC | Buy | 64286.2→64113.8 | -1.77 | timeout |
| 06-21 10:28 | BTC | Buy | 64270.2→64291.8 | -0.31 | timeout |
| 06-21 09:24 | BTC | Buy | 63926.2→63982.8 | -0.08 | timeout |
| 06-21 08:24 | BTC | Buy | 63919.2→64029.8 | +0.36 | timeout |
| 06-21 07:24 | BTC | Buy | 63904.2→64189.8 | +1.79 | timeout |
| 06-21 06:20 | BTC | Buy | 63826.2→64217.8 | +2.61 | timeout |
| 06-20 21:56 | BTC | Buy | 63765.2→63991.8 | +1.33 | timeout |
| 06-20 20:51 | BTC | Buy | 63385.2→63874.8 | +3.42 | timeout |
| 06-20 19:46 | BTC | Buy | 63726.2→63922.8 | +1.11 | timeout |
| 06-20 18:42 | BTC | Buy | 63723.2→63807.8 | +0.22 | timeout |
| 06-20 17:40 | BTC | Buy | 63653.2→63812.8 | +0.80 | timeout |
| 06-20 09:18 | BTC | Buy | 63235.2→63500.8 | +1.59 | timeout |
| 06-20 08:14 | BTC | Buy | 63045.2→63509.8 | +3.20 | timeout |
| 06-20 07:09 | BTC | Buy | 63002.1→63618.8 | +4.44 | timeout |
| 06-20 06:06 | BTC | Buy | 63122.2→63672.8 | +3.91 | timeout |
| 06-20 05:06 | BTC | Buy | 62956.1→63532.8 | +4.13 | timeout |
| 06-19 20:39 | BTC | Buy | 62759.1→63020.8 | +1.62 | timeout |
Paper vs Live
Paper (trades.jsonl)
300
closed
48%
win rate
-547.09
total pnl ($)
-36.3 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 | 300 | 48% | -36.3 | -547.09 |
Recent bounces (last 20 of 7)
| time | sym | side | reason |
|---|---|---|---|
| 06-29 22:34 | BTC | Buy | circuit_breaker |
| 06-29 21:27 | BTC | Buy | circuit_breaker |
| 06-29 12:03 | BTC | Buy | circuit_breaker |
| 06-29 10:48 | BTC | Buy | circuit_breaker |
| 06-29 09:33 | BTC | Buy | circuit_breaker |
| 06-29 08:20 | BTC | Buy | circuit_breaker |
| 06-29 07:10 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||