84
closed trades
35%
win rate
-119.67
total pnl ($)
1.154
weight
7d window — n=9 wr=44% pnl=-16.04
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:06:39 (39.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
dd__restored_2eff17f2
n: 35
· wr: 40.0%
· total_bps: -314.0
· mean_bps: -8.97
· sharpe: -0.11
· max_dd_bps: -731.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 84 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 12:00 | BTC | Buy | 60278→59414 | -7.63 | timeout |
| 06-26 02:12 | BTC | Buy | 60123→59003.5 | -9.76 | stop_loss |
| 06-25 19:06 | BTC | Buy | 58911.9→59332 | +3.12 | timeout |
| 06-24 21:14 | BTC | Sell | 60499→60694 | -2.10 | timeout |
| 06-23 16:38 | BTC | Sell | 62554.9→62574.1 | -0.61 | timeout |
| 06-23 05:01 | BTC | Sell | 63975.8→63618.2 | +2.35 | timeout |
| 06-22 19:17 | BTC | Buy | 65199.3→64330.8 | -7.12 | timeout |
| 06-22 02:02 | BTC | Buy | 63790.2→64497.8 | +5.08 | timeout |
| 06-21 17:22 | BTC | Buy | 63980.2→64115.8 | +0.62 | timeout |
| 06-18 15:52 | BTC | Buy | 63685.2→62498.6 | -9.77 | stop_loss |
| 06-18 05:01 | BTC | Buy | 64503.2→63793.8 | -5.95 | timeout |
| 06-17 19:29 | BTC | Buy | 65561.3→64337.6 | -9.79 | stop_loss |
| 06-15 06:15 | BTC | Sell | 65457.7→65859.3 | -3.51 | timeout |
| 06-13 16:26 | BTC | Sell | 63931.8→64028.2 | -1.21 | timeout |
| 06-11 11:03 | BTC | Sell | 62567.9→63177.2 | -5.29 | timeout |
| 06-11 03:55 | BTC | Sell | 61499.9→62659.4 | -9.86 | stop_loss |
| 06-07 08:46 | BTC | Sell | 61600.9→62780.5 | -10.03 | stop_loss |
| 06-06 21:00 | BTC | Buy | 60696→60684 | -0.54 | timeout |
| 06-05 18:44 | BTC | Buy | 60774→59644.2 | -9.75 | stop_loss |
| 06-05 06:22 | BTC | Buy | 62600.1→61435.2 | -9.74 | stop_loss |
| 06-04 10:49 | BTC | Buy | 63465.2→62284.7 | -9.74 | stop_loss |
| 06-03 21:42 | BTC | Buy | 65861.3→65311.7 | -4.63 | timeout |
| 06-03 12:01 | BTC | Buy | 66855.3→66942.7 | +0.18 | timeout |
| 06-03 04:05 | BTC | Buy | 66273.3→66476.7 | +1.08 | timeout |
| 05-29 17:01 | BTC | Buy | 73431.7→74087.3 | +4.00 | timeout |
| 05-27 09:43 | BTC | Buy | 75275.8→75893.2 | +3.68 | timeout |
| 05-26 23:00 | BTC | Buy | 75899.8→75789.2 | -1.18 | timeout |
| 05-26 13:01 | BTC | Buy | 76677.8→77110.1 | +2.37 | timeout |
| 05-26 07:01 | BTC | Buy | 76607.8→76867.2 | +1.25 | timeout |
| 05-26 00:01 | BTC | Buy | 77482.9→77267.1 | -1.85 | timeout |
| 05-25 18:00 | BTC | Buy | 77302.9→77539.1 | +1.05 | timeout |
| 05-25 12:01 | BTC | Buy | 77385.9→77305.1 | -0.99 | timeout |
| 05-25 06:01 | BTC | Buy | 77068.9→77370.1 | +1.48 | timeout |
| 05-24 17:14 | BTC | Buy | 77120.9→76623.2 | -3.68 | timeout |
| 05-24 09:01 | BTC | Buy | 76769.8→76774.2 | -0.45 | timeout |
| 05-23 23:00 | BTC | Buy | 75442.8→76523.2 | +6.70 | timeout |
| 05-23 12:00 | BTC | Buy | 75403.8→74743.3 | -4.83 | timeout |
| 05-23 05:01 | BTC | Buy | 75471.8→75482.2 | -0.38 | timeout |
| 05-22 03:04 | BTC | Sell | 77711.1→77685.9 | -0.28 | timeout |
| 05-21 21:02 | BTC | Buy | 77231.9→77738.1 | +2.80 | timeout |
| 05-21 13:02 | BTC | Sell | 77881.1→77307.9 | +3.25 | timeout |
| 05-21 04:29 | BTC | Sell | 77395.1→77996.9 | -4.32 | timeout |
| 05-20 13:55 | BTC | Buy | 77471.9→77175.1 | -2.39 | timeout |
| 05-20 03:00 | BTC | Buy | 76916.8→76642.2 | -2.27 | timeout |
| 05-19 13:01 | BTC | Sell | 77181.1→76916.8 | +1.27 | timeout |
| 05-19 05:00 | BTC | Sell | 77012.1→76906.8 | +0.25 | timeout |
| 05-18 21:01 | BTC | Buy | 76324.8→76818.2 | +2.76 | timeout |
| 05-18 13:01 | BTC | Sell | 77077.1→77591.9 | -3.77 | timeout |
| 05-16 12:00 | BTC | Buy | 78582.9→78579 | -0.50 | timeout |
| 05-16 02:00 | BTC | Buy | 79077→79134 | -0.08 | timeout |
| 05-15 13:46 | BTC | Buy | 80442→78950.6 | -9.72 | stop_loss |
| 05-12 03:43 | BTC | Buy | 81724.1→81715.9 | -0.53 | timeout |
| 05-12 03:43 | BTC | Sell | 81715.9→81724.1 | -0.49 | timeout |
| 05-11 22:00 | BTC | Buy | 81547.1→81766.9 | +0.89 | timeout |
| 05-11 05:16 | BTC | Buy | 81755.1→80845 | -6.04 | timeout |
| 05-10 21:00 | BTC | Buy | 81397.1→80684 | -4.84 | timeout |
| 05-10 03:31 | BTC | Buy | 80687→80679 | -0.52 | timeout |
| 05-09 21:04 | BTC | Buy | 80454→80787 | +1.62 | timeout |
| 05-09 06:12 | BTC | Sell | 80229→80375 | -1.36 | timeout |
| 05-07 08:01 | BTC | Sell | 81074.9→81415.1 | -2.54 | timeout |
| 05-06 21:34 | BTC | Sell | 81443.9→81456.1 | -0.53 | timeout |
| 05-06 10:54 | BTC | Buy | 79794→82343.9 | +15.46 | take_profit |
| 05-04 21:01 | BTC | Buy | 79967→79937 | -0.61 | timeout |
| 05-04 10:15 | BTC | Buy | 80002→78517.8 | -9.72 | stop_loss |
| 05-04 04:03 | BTC | Buy | 79198→80295 | +6.45 | timeout |
| 05-03 18:01 | BTC | Buy | 78707.9→78680.1 | -0.64 | timeout |
| 05-03 12:01 | BTC | Sell | 78279.1→78646.9 | -2.80 | timeout |
| 05-02 03:48 | BTC | Buy | 78177.9→78339.1 | +0.60 | timeout |
| 05-01 21:03 | BTC | Sell | 78561.1→77907.9 | +3.69 | timeout |
| 05-01 15:01 | BTC | Buy | 77212.9→78248.1 | +6.26 | timeout |
| 05-01 04:01 | BTC | Buy | 76214.8→77107.1 | +5.44 | timeout |
| 04-30 05:02 | BTC | Buy | 75765→75534 | -1.97 | timeout |
| 04-29 20:02 | BTC | Sell | 76536→75621 | +5.53 | timeout |
| 04-29 14:01 | BTC | Buy | 76990→76637 | -2.74 | timeout |
| 04-29 07:03 | BTC | Buy | 76480→76995 | +2.92 | timeout |
| 04-28 13:07 | BTC | Buy | 76750→76209 | -3.97 | timeout |
| 04-28 05:02 | BTC | Buy | 77276→76899 | -2.89 | timeout |
| 04-27 11:01 | BTC | Sell | 77738→77814 | -0.94 | timeout |
| 04-27 05:01 | BTC | Sell | 78615→78886 | -2.17 | timeout |
| 04-26 21:55 | BTC | Sell | 78002→78939 | -6.46 | stop_loss |
| 04-25 08:12 | BTC | Sell | 77567→77536 | -0.25 | timeout |
| 04-24 21:02 | BTC | Sell | 77934→77667 | +1.26 | timeout |
| 04-23 17:40 | BTC | Buy | 78056→77119 | -6.35 | stop_loss |
| 04-23 09:02 | BTC | Sell | 77683→77784 | -1.00 | timeout |
Paper vs Live
Paper (trades.jsonl)
84
closed
35%
win rate
-119.67
total pnl ($)
-28.4 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 | 84 | 35% | -28.4 | -119.67 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 03:31 | BTC | Buy | -0.52 | BTC was in a moderate uptrend across all timeframes with positive momentum and low funding. The trade failed because the entry never triggered before the timeout, resulting in a minimal negative PnL from holding costs. |
| 05-09 21:04 | BTC | Buy | +1.62 | BTC was trading in a narrow range with low volatility, showing a slight hourly uptick but remaining weak on the daily and weekly timeframes. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not mate… |
| 05-09 06:12 | BTC | Sell | -1.36 | The market was in a mild downtrend with low volatility, as BTC showed slight declines across timeframes and stable funding rates. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within … |
| 05-07 08:01 | BTC | Sell | -2.54 | The market was in a neutral range with low volatility and no clear directional bias. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the allotted time. |
| 05-06 21:34 | BTC | Sell | -0.53 | BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the trade timed out without reaching the target or stop, likely due to insufficient directional momentum in a consolidating market. |
| 05-06 10:54 | BTC | Buy | +15.46 | The market was in a neutral funding environment with moderate open interest, allowing the long position to drift higher without excessive leverage costs. The thesis worked because the trade reached its predefined profit target, triggering the take_profit cl… |
| 05-04 21:01 | BTC | Buy | -0.61 | The market was in a tight consolidation phase with minimal volatility and neutral funding rates. The trade failed because the position was closed due to a timeout, indicating the thesis could not be validated within the required timeframe. |
| 05-02 03:48 | BTC | Buy | +0.60 | At close, Bitcoin was consolidating near $78,369 with minimal intraday momentum (-0.07% 1h) despite positive daily performance (+1.61% 24h), while funding rates had turned slightly negative (-0.0076%), signaling reduced leverage appetite. The trade's thesis… |
| 05-01 21:03 | BTC | Sell | +3.69 | At close, Bitcoin had drifted marginally lower over the preceding hour (-0.51%) while maintaining modest 24-hour gains (+1.88%), with funding rates slightly negative at -0.5653%, suggesting modest deleveraging pressure in perpetual markets. The trade's thes… |
| 05-01 15:01 | BTC | Buy | +6.26 | Bitcoin was consolidating after a 2.54% daily gain with a slight pullback in the final hour (-0.54%), trading near $78,245 as the market extended its weekly bounce. The thesis worked because the 4-venue dispersion z-score of +2.83 captured a genuine mispric… |