139
closed trades
46%
win rate
-264.86
total pnl ($)
0.817
weight
7d window — n=30 wr=47% pnl=-67.85
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 13:38:15 (19.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aqs
n: 138
· wr: 32.6%
· total_bps: -7617.7
· mean_bps: -55.20
· sharpe: -0.46
· max_dd_bps: -8040.0
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 |
|---|---|---|---|---|---|
| 06-23 06:21 | BTC | Buy | 64343.2→62755.5 | -12.80 | stop_loss |
| 06-23 06:18 | BTC | Buy | 64539.2→62949.4 | -12.78 | stop_loss |
| 06-22 19:20 | BTC | Buy | 64204.2→64400.8 | +1.06 | timeout |
| 06-22 18:46 | BTC | Buy | 63998.2→64381.8 | +2.52 | timeout |
| 06-22 06:42 | BTC | Buy | 64137.2→64004.8 | -1.49 | timeout |
| 06-22 06:08 | BTC | Buy | 63990.2→64139.8 | +0.71 | timeout |
| 06-21 18:04 | BTC | Buy | 64199.2→63956.8 | -2.30 | timeout |
| 06-21 17:29 | BTC | Buy | 64267.2→64069.8 | -1.95 | timeout |
| 06-21 05:56 | BTC | Buy | 63838.2→64216.8 | +2.51 | timeout |
| 06-21 05:24 | BTC | Buy | 63881.2→64253.8 | +2.47 | timeout |
| 06-20 17:35 | BTC | Buy | 63658.2→63766.8 | +0.40 | timeout |
| 06-20 17:04 | BTC | Buy | 63551.2→63941.8 | +2.61 | timeout |
| 06-20 05:02 | BTC | Buy | 62968.1→63536.8 | +4.07 | timeout |
| 06-20 04:27 | BTC | Buy | 63310.2→63510.8 | +1.14 | timeout |
| 06-19 16:48 | BTC | Buy | 62574.1→63167.8 | +4.31 | timeout |
| 06-19 16:14 | BTC | Buy | 62846.1→63358.8 | +3.63 | timeout |
| 06-19 04:37 | BTC | Buy | 62612.1→62536.9 | -1.03 | timeout |
| 06-19 04:06 | BTC | Buy | 62633.1→62695.9 | +0.08 | timeout |
| 06-18 15:57 | BTC | Buy | 63935.2→62355.7 | -12.80 | stop_loss |
| 06-18 15:40 | BTC | Buy | 64337.2→62754.5 | -12.75 | stop_loss |
| 06-18 13:26 | BTC | Buy | 64622.2→64379.8 | -2.33 | timeout |
| 06-18 12:48 | BTC | Buy | 64567.2→64290.8 | -2.62 | timeout |
| 06-18 01:10 | BTC | Buy | 64971.2→64735.8 | -2.31 | timeout |
| 06-18 00:38 | BTC | Buy | 64813.2→64520.8 | -2.73 | timeout |
| 06-17 12:44 | BTC | Buy | 65808.3→64887.8 | -7.48 | timeout |
| 06-17 12:12 | BTC | Buy | 65743.3→64819.8 | -7.51 | timeout |
| 06-17 00:38 | BTC | Buy | 66620.3→65796.7 | -6.66 | timeout |
| 06-17 00:06 | BTC | Buy | 66390.3→65667.7 | -5.93 | timeout |
| 06-16 12:20 | BTC | Buy | 66350.3→66624.7 | +1.57 | timeout |
| 06-16 11:50 | BTC | Buy | 66246.3→66382.7 | +0.54 | timeout |
| 06-16 00:18 | BTC | Buy | 66194.3→66335.7 | +0.66 | timeout |
| 06-15 23:44 | BTC | Buy | 66161.3→66223.7 | -0.00 | timeout |
| 06-15 11:54 | BTC | Buy | 65731.3→66217.7 | +3.25 | timeout |
| 06-15 11:19 | BTC | Buy | 65548.3→66100.7 | +3.76 | timeout |
| 06-14 23:40 | BTC | Buy | 64598.2→65575.7 | +7.10 | timeout |
| 06-14 23:08 | BTC | Buy | 64477.2→65413.7 | +6.79 | timeout |
| 06-14 11:15 | BTC | Buy | 64430.2→64541.8 | +0.41 | timeout |
| 06-14 10:42 | BTC | Buy | 64483.2→64586.8 | +0.34 | timeout |
| 06-13 23:08 | BTC | Buy | 63862.2→64425.8 | +3.95 | timeout |
| 06-13 22:34 | BTC | Buy | 63816.2→64482.8 | +4.76 | timeout |
| 06-13 10:34 | BTC | Buy | 63471.2→63809.8 | +2.18 | timeout |
| 06-13 10:01 | BTC | Buy | 63506.2→63721.8 | +1.21 | timeout |
| 06-12 22:18 | BTC | Buy | 63737.2→63481.8 | -2.48 | timeout |
| 06-12 21:46 | BTC | Buy | 63856.2→63449.8 | -3.65 | timeout |
| 06-12 09:44 | BTC | Buy | 63488.2→63861.8 | +2.45 | timeout |
| 06-12 09:12 | BTC | Buy | 63458.2→63493.8 | -0.20 | timeout |
| 06-11 21:21 | BTC | Buy | 62779.1→63483.8 | +5.09 | timeout |
| 06-11 20:48 | BTC | Buy | 62936.1→63249.8 | +1.97 | timeout |
| 06-11 08:35 | BTC | Buy | 61863.1→62908.9 | +7.95 | timeout |
| 06-11 08:01 | BTC | Buy | 61794.1→62710.9 | +6.90 | timeout |
| 06-10 20:21 | BTC | Buy | 61605.1→61739.9 | +0.61 | timeout |
| 06-10 19:50 | BTC | Buy | 61681.1→61889.9 | +1.21 | timeout |
| 06-10 03:00 | BTC | Buy | 61469.1→62016.9 | +4.04 | timeout |
| 06-10 02:30 | BTC | Buy | 61575.1→62016.9 | +3.17 | timeout |
| 06-09 14:18 | BTC | Buy | 63312.2→61755 | -12.75 | stop_loss |
| 06-09 14:17 | BTC | Buy | 63369.2→61805 | -12.79 | stop_loss |
| 06-09 06:28 | BTC | Buy | 63580.2→63426.8 | -1.68 | timeout |
| 06-09 05:51 | BTC | Buy | 63451.2→63383.8 | -1.00 | timeout |
| 06-08 18:28 | BTC | Buy | 63018.2→63572.8 | +3.91 | timeout |
| 06-08 17:24 | BTC | Buy | 62596.1→63483.8 | +6.59 | timeout |
| 06-08 06:03 | BTC | Buy | 62186.1→62892.9 | +5.23 | timeout |
| 06-08 04:57 | BTC | Buy | 61982.1→62767.9 | +5.88 | timeout |
| 06-07 17:42 | BTC | Buy | 61789.1→62287.9 | +3.60 | timeout |
| 06-07 16:37 | BTC | Buy | 61644.1→62226.9 | +4.25 | timeout |
| 06-07 05:06 | BTC | Buy | 60709→61838.9 | +8.87 | timeout |
| 06-07 04:24 | BTC | Buy | 60688→61528.9 | +6.48 | timeout |
| 06-06 17:03 | BTC | Buy | 59825→60757 | +7.36 | timeout |
| 06-06 15:58 | BTC | Buy | 60664→60779 | +0.50 | timeout |
| 06-06 04:33 | BTC | Buy | 61117.1→59614.2 | -12.75 | stop_loss |
| 06-06 03:48 | BTC | Buy | 60242→60621 | +2.69 | timeout |
| 06-06 02:30 | BTC | Buy | 60391→60825 | +3.14 | timeout |
| 06-05 15:39 | BTC | Buy | 61580.1→60062.9 | -12.75 | stop_loss |
| 06-05 14:04 | BTC | Buy | 62114.1→60586.7 | -12.75 | stop_loss |
| 06-05 06:23 | BTC | Buy | 62757.1→61213.3 | -12.74 | stop_loss |
| 06-05 06:22 | BTC | Buy | 62861.1→61315.3 | -12.74 | stop_loss |
| 06-05 03:41 | BTC | Buy | 63780.2→62604.9 | -9.63 | timeout |
| 06-05 02:48 | BTC | Buy | 63876.2→62685.9 | -9.75 | timeout |
| 06-04 14:38 | BTC | Buy | 63151.2→63903.8 | +5.53 | timeout |
| 06-04 14:00 | BTC | Buy | 62141.1→64223.8 | +16.35 | timeout |
| 06-04 00:26 | BTC | Buy | 65310.3→63703.9 | -12.74 | stop_loss |
| 06-04 00:24 | BTC | Buy | 65535.3→63923.8 | -12.74 | stop_loss |
| 06-03 16:31 | BTC | Buy | 66340.3→65658.7 | -5.62 | timeout |
| 06-03 16:27 | BTC | Buy | 67188.4→65535.9 | -12.78 | stop_loss |
| 06-03 03:43 | BTC | Buy | 67428.4→65765.8 | -12.78 | stop_loss |
| 06-03 03:43 | BTC | Buy | 67504.4→65839.8 | -12.78 | stop_loss |
| 06-02 14:21 | BTC | Buy | 69925.5→68287.5 | -12.18 | stop_loss |
| 06-02 14:08 | BTC | Buy | 70218.5→68571.7 | -12.20 | stop_loss |
| 06-01 22:31 | BTC | Buy | 72770.4→71313.6 | -10.53 | timeout |
| 06-01 15:51 | BTC | Buy | 72948.4→71188.1 | -12.56 | stop_loss |
| 06-01 03:19 | BTC | Buy | 73661.3→73901.7 | +1.14 | timeout |
| 06-01 01:54 | BTC | Buy | 73835.3→73397.7 | -3.45 | timeout |
| 05-31 20:51 | BTC | Buy | 73823.3→73704.7 | -1.25 | timeout |
| 05-31 18:04 | BTC | Buy | 73968.3→73621.7 | -2.83 | timeout |
| 05-31 17:33 | BTC | Buy | 74116.3→73642.7 | -3.67 | timeout |
| 05-31 12:40 | BTC | Buy | 73907.3→73912.7 | -0.48 | timeout |
| 05-31 11:43 | BTC | Buy | 73771.3→73908.7 | +0.41 | timeout |
| 05-31 07:59 | BTC | Buy | 73976.3→73847.7 | -1.39 | timeout |
| 05-31 03:56 | BTC | Buy | 73917.3→74138.7 | +1.02 | timeout |
| 05-31 02:55 | BTC | Buy | 73889.3→73948.7 | -0.08 | timeout |
| 05-30 21:40 | BTC | Buy | 73526.3→73955.7 | +2.41 | timeout |
Paper vs Live
Paper (trades.jsonl)
139
closed
46%
win rate
-264.86
total pnl ($)
-37.7 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 | 139 | 46% | -37.7 | -264.86 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-23 07:54 | BTC | Buy | stale_intent |
| 06-23 07:05 | BTC | Buy | stale_intent |
| 06-23 07:04 | BTC | Buy | stale_intent |
| 06-22 20:23 | BTC | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||