33
closed trades
33%
win rate
-103.96
total pnl ($)
1.089
weight
7d window — n=7 wr=43% pnl=-22.25
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 13:36:51 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aqt
n: 14
· wr: 28.6%
· total_bps: -720.7
· mean_bps: -51.48
· sharpe: -0.66
· max_dd_bps: -770.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 33 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 00:55 | BTC | Buy | 59246→60024 | +6.10 | timeout |
| 06-25 13:45 | BTC | Buy | 61344.1→59817.1 | -12.89 | stop_loss |
| 06-24 13:46 | BTC | Buy | 62867.1→61320.3 | -12.75 | stop_loss |
| 06-24 00:35 | BTC | Buy | 62347.1→62856.9 | +3.65 | timeout |
| 06-23 00:32 | BTC | Buy | 64853.2→63962.8 | -7.31 | timeout |
| 06-22 00:33 | BTC | Buy | 64018.2→63752.8 | -2.55 | timeout |
| 06-21 00:29 | BTC | Buy | 63724.2→64230.8 | +3.50 | timeout |
| 06-20 00:25 | BTC | Buy | 62500.1→63541.8 | +7.87 | timeout |
| 06-18 15:40 | BTC | Buy | 64268.2→62679.5 | -12.77 | stop_loss |
| 06-18 00:25 | BTC | Buy | 64665.2→64550.8 | -1.35 | timeout |
| 06-17 00:25 | BTC | Buy | 66542.3→65683.7 | -6.93 | timeout |
| 06-16 00:19 | BTC | Buy | 66307.3→66347.7 | -0.11 | timeout |
| 06-15 00:13 | BTC | Buy | 64489.2→65735.7 | +9.22 | timeout |
| 06-14 00:06 | BTC | Buy | 63899.2→64441.8 | +3.79 | timeout |
| 06-13 00:09 | BTC | Buy | 63644.2→63553.8 | -1.22 | timeout |
| 06-12 00:06 | BTC | Buy | 63046.2→63579.8 | +3.72 | timeout |
| 06-10 23:55 | BTC | Buy | 61051.1→61504.9 | +3.27 | timeout |
| 06-09 14:47 | BTC | Buy | 62687.1→61145.4 | -12.75 | stop_loss |
| 06-08 23:50 | BTC | Buy | 63526.2→63009.8 | -4.59 | timeout |
| 06-07 23:54 | BTC | Buy | 62651.1→63151.8 | +3.54 | timeout |
| 06-06 23:42 | BTC | Buy | 60830→60870 | -0.09 | timeout |
| 06-05 14:01 | BTC | Buy | 62161.1→60632.6 | -12.75 | stop_loss |
| 06-05 01:22 | BTC | Buy | 63108.2→63146.8 | -0.12 | timeout |
| 06-03 20:43 | BTC | Buy | 66787.3→65145.2 | -12.76 | stop_loss |
| 06-02 15:30 | BTC | Buy | 68930.4→67226 | -12.82 | stop_loss |
| 06-02 09:25 | BTC | Buy | 71104.6→69355.8 | -12.82 | stop_loss |
| 06-01 01:19 | BTC | Buy | 73945.7→73590.3 | -2.88 | timeout |
| 05-31 01:05 | BTC | Buy | 73706.7→74085.3 | +2.09 | timeout |
| 05-29 23:44 | BTC | Buy | 73488.7→73378.3 | -1.21 | timeout |
| 05-28 23:27 | BTC | Buy | 73346.7→73583.3 | +1.09 | timeout |
| 05-27 23:16 | BTC | Buy | 75965.8→74484.3 | -10.23 | timeout |
| 05-26 23:15 | BTC | Buy | 77238.9→75852.2 | -9.44 | timeout |
| 05-25 23:15 | BTC | Buy | 77411.9→77258.1 | -1.48 | timeout |
Paper vs Live
Paper (trades.jsonl)
33
closed
33%
win rate
-103.96
total pnl ($)
-62.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 33 | 33% | -62.7 | -103.96 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 12:47 | BTC | Buy | below_min_notional_skip |
| 06-24 12:56 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||