110
closed trades
43%
win rate
-74.96
total pnl ($)
1.746
weight
7d window — n=21 wr=52% pnl=+78.35
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 07:25:23 (40.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
fh
n: 60
· wr: 45.0%
· total_bps: -1157.0
· mean_bps: -19.28
· sharpe: -0.16
· max_dd_bps: -1336.9
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 |
|---|---|---|---|---|---|
| 06-28 08:08 | SOL | Buy | 70.5716→71.1143 | +5.16 | timeout |
| 06-28 08:08 | ETH | Buy | 1574.86→1573.24 | -1.44 | timeout |
| 06-27 00:04 | SOL | Sell | 72.6661→71.9328 | +6.97 | timeout |
| 06-26 16:06 | BTC | Sell | 60292→60387 | -1.81 | timeout |
| 06-26 13:18 | ETH | Sell | 1574.94→1524.75 | +23.21 | take_profit |
| 06-26 06:22 | SOL | Sell | 68.0468→69.331 | -14.81 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1567.06→1537.48 | -14.78 | stop_loss |
| 06-25 23:29 | SOL | Buy | 66.344→68.4597 | +23.23 | take_profit |
| 06-25 13:46 | BTC | Sell | 61761.9→59790 | +23.26 | take_profit |
| 06-25 13:42 | ETH | Sell | 1654.63→1601.76 | +23.27 | take_profit |
| 06-25 04:07 | SOL | Buy | 67.2971→67.5899 | +2.66 | timeout |
| 06-25 04:02 | BTC | Buy | 60135→60872 | +8.52 | timeout |
| 06-24 12:06 | ETH | Sell | 1664.23→1678.77 | -7.22 | timeout |
| 06-24 12:06 | SOL | Sell | 69.4346→69.8275 | -4.92 | timeout |
| 06-24 12:06 | BTC | Sell | 62640.9→62887.1 | -3.62 | timeout |
| 06-23 16:04 | BTC | Buy | 62807.1→62431.9 | -5.15 | timeout |
| 06-23 08:17 | ETH | Buy | 1678.17→1645.71 | -15.18 | stop_loss |
| 06-23 04:11 | ETH | Buy | 1736.87→1729.13 | -4.04 | timeout |
| 06-23 00:12 | BTC | Sell | 64688.8→63900.2 | +8.44 | timeout |
| 06-22 08:05 | ETH | Buy | 1711.47→1743.73 | +13.38 | timeout |
| 06-22 08:05 | SOL | Buy | 72.7009→74.0539 | +13.21 | timeout |
| 06-21 08:07 | SOL | Sell | 73.158→73.158 | -0.61 | timeout |
| 06-20 00:05 | ETH | Sell | 1706.33→1708.77 | -1.70 | timeout |
| 06-19 08:07 | SOL | Sell | 69.5726→68.3332 | +12.70 | timeout |
| 06-19 04:06 | ETH | Buy | 1710.77→1693.83 | -8.13 | timeout |
| 06-19 00:07 | SOL | Buy | 68.7133→69.5796 | +8.74 | timeout |
| 06-18 12:06 | ETH | Sell | 1737.33→1743.77 | -3.41 | timeout |
| 06-18 05:03 | SOL | Buy | 72.1068→70.744 | -14.81 | stop_loss |
| 06-16 12:31 | ETH | Buy | 1774.48→1831.32 | +23.31 | take_profit |
| 06-16 00:07 | SOL | Sell | 75.1037→73.9821 | +10.50 | timeout |
| 06-16 00:06 | ETH | Sell | 1840.62→1797.18 | +16.94 | timeout |
| 06-15 08:02 | SOL | Sell | 71.2673→71.2957 | -1.02 | timeout |
| 06-14 16:06 | ETH | Buy | 1674.27→1663.43 | -5.57 | timeout |
| 06-14 12:08 | SOL | Buy | 68.8333→67.9908 | -9.76 | timeout |
| 06-14 00:08 | BTC | Sell | 64020.8→64431.2 | -5.48 | timeout |
| 06-13 21:45 | SOL | Sell | 68.2018→69.5142 | -15.16 | stop_loss |
| 06-13 08:07 | ETH | Buy | 1666.67→1672.83 | +2.08 | timeout |
| 06-13 08:07 | SOL | Buy | 66.832→67.2799 | +4.44 | timeout |
| 06-13 00:03 | ETH | Buy | 1658.97→1665.33 | +2.16 | timeout |
| 06-12 12:08 | ETH | Buy | 1670.07→1670.33 | -0.57 | timeout |
| 06-11 17:49 | SOL | Sell | 65.6861→66.9335 | -14.90 | stop_loss |
| 06-11 04:06 | ETH | Buy | 1626.36→1651.63 | +10.91 | timeout |
| 06-11 03:56 | SOL | Buy | 63.3935→65.4042 | +23.04 | take_profit |
| 06-10 15:54 | BTC | Sell | 61579.9→62729.5 | -14.70 | stop_loss |
| 06-10 13:43 | ETH | Sell | 1636.04→1667.1 | -14.92 | stop_loss |
| 06-10 13:43 | SOL | Sell | 64.0874→65.3024 | -14.89 | stop_loss |
| 06-10 00:05 | ETH | Buy | 1631.36→1655.63 | +10.52 | timeout |
| 06-09 14:46 | SOL | Sell | 66.57→64.4577 | +23.10 | take_profit |
| 06-09 14:21 | BTC | Buy | 62816.1→61642.1 | -14.69 | stop_loss |
| 06-09 00:36 | SOL | Buy | 66.741→65.4574 | -15.09 | stop_loss |
| 06-08 12:08 | SOL | Buy | 65.9069→66.2311 | +3.07 | timeout |
| 06-07 22:13 | SOL | Sell | 64.7113→65.9408 | -15.14 | stop_loss |
| 06-07 08:55 | SOL | Buy | 63.6005→65.6372 | +23.46 | take_profit |
| 06-07 06:28 | ETH | Sell | 1590.24→1620.07 | -14.76 | stop_loss |
| 06-06 16:03 | ETH | Sell | 1570.74→1561.56 | +3.70 | timeout |
| 06-06 08:09 | BTC | Sell | 61396.9→61001 | +4.21 | timeout |
| 06-06 04:27 | SOL | Sell | 63.0415→61.0402 | +23.12 | take_profit |
| 06-05 18:52 | BTC | Buy | 60405→59280.4 | -14.65 | stop_loss |
| 06-05 18:52 | SOL | Buy | 64.2736→63.064 | -14.79 | stop_loss |
| 06-05 16:12 | ETH | Buy | 1575.46→1545.97 | -14.71 | stop_loss |
| 06-05 06:19 | BTC | Buy | 62930.1→61760 | -14.61 | stop_loss |
| 06-05 05:42 | ETH | Buy | 1733.67→1701.18 | -14.72 | stop_loss |
| 06-05 02:43 | SOL | Buy | 68.7283→67.4341 | -14.73 | stop_loss |
| 06-04 01:51 | ETH | Sell | 1815.82→1757.98 | +23.23 | take_profit |
| 06-03 16:21 | SOL | Sell | 75.0397→72.6529 | +23.13 | take_profit |
| 06-03 16:04 | ETH | Sell | 1877.61→1837.78 | +15.23 | timeout |
| 06-03 06:24 | SOL | Sell | 73.7059→75.0928 | -14.80 | stop_loss |
| 06-03 03:50 | BTC | Buy | 66708.3→65468 | -14.62 | stop_loss |
| 06-02 23:01 | ETH | Sell | 1917.41→1856.39 | +23.19 | take_profit |
| 06-02 14:22 | SOL | Buy | 79.6599→78.1592 | -14.74 | stop_loss |
| 06-02 00:13 | BTC | Buy | 70752.5→71269.4 | +4.73 | timeout |
| 06-02 00:06 | SOL | Buy | 79.5409→81.1338 | +14.38 | timeout |
| 06-01 20:08 | ETH | Sell | 1977.3→2003.6 | -10.64 | timeout |
| 06-01 12:08 | SOL | Sell | 82.4306→80.5861 | +16.17 | timeout |
| 06-01 07:49 | ETH | Buy | 2009.7→1970.92 | -15.22 | stop_loss |
| 06-01 00:10 | SOL | Buy | 81.9023→82.6036 | +5.76 | timeout |
| 05-31 20:07 | ETH | Buy | 2020.1→2002 | -7.44 | timeout |
| 05-31 04:02 | SOL | Sell | 82.9935→83.2185 | -2.66 | timeout |
| 05-31 00:14 | ETH | Sell | 2026.6→2021.8 | +1.15 | timeout |
| 05-30 16:14 | ETH | Buy | 2014→2026.5 | +3.90 | timeout |
| 05-30 12:06 | SOL | Sell | 82.5836→82.2683 | +2.24 | timeout |
| 05-30 00:07 | ETH | Sell | 2032.5→2013.1 | +6.54 | timeout |
| 05-28 17:39 | ETH | Sell | 1985→2022.41 | -14.80 | stop_loss |
| 05-28 03:54 | BTC | Buy | 74529.7→73143.8 | -14.63 | stop_loss |
| 05-28 03:18 | SOL | Buy | 82.5164→80.9573 | -14.84 | stop_loss |
| 05-27 21:47 | ETH | Buy | 2058.21→2019.39 | -14.83 | stop_loss |
| 05-27 20:03 | ETH | Sell | 2078.79→2058.41 | +6.71 | timeout |
| 05-27 00:06 | SOL | Buy | 84.3076→83.8394 | -4.75 | timeout |
| 05-27 00:02 | ETH | Buy | 2088.01→2075.99 | -5.07 | timeout |
| 05-27 00:02 | BTC | Buy | 76412.8→75911.2 | -5.62 | timeout |
| 05-25 19:59 | ETH | Sell | 2113.79→2120.91 | -3.13 | timeout |
| 05-24 16:02 | ETH | Sell | 2119.59→2095.21 | +7.97 | timeout |
| 05-23 16:06 | BTC | Buy | 74502.7→75536.2 | +9.68 | timeout |
| 05-23 15:11 | ETH | Sell | 2030.6→2068.44 | -14.64 | stop_loss |
| 05-23 07:46 | SOL | Buy | 84.3817→82.8061 | -14.59 | stop_loss |
| 05-22 23:45 | BTC | Buy | 76858.8→75433.5 | -14.61 | stop_loss |
| 05-22 04:02 | ETH | Sell | 2141.89→2138.71 | +0.49 | timeout |
| 05-21 12:04 | ETH | Sell | 2147.29→2115.11 | +10.58 | timeout |
| 05-21 00:02 | SOL | Sell | 86.1331→86.1739 | -1.05 | timeout |
| 05-20 20:01 | ETH | Sell | 2128.09→2136.51 | -3.62 | timeout |
Paper vs Live
Paper (trades.jsonl)
110
closed
43%
win rate
-74.96
total pnl ($)
-9.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 49 | 43% | -0.8 | -3.30 |
| SOL | 42 | 45% | -2.4 | -6.79 |
| BTC | 19 | 37% | -45.4 | -64.87 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 00:11 | SOL | Buy | circuit_breaker |
| 06-28 00:11 | ETH | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 00:03 | ETH | Buy | -2.69 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH showing a slight 1h gain but negative 7d performance. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materi… |
| 05-02 00:16 | BTC | Sell | +0.47 | BTC traded sideways to slightly up (+0.17% in the final hour, +2.30% on the day) as the 8-hour timeout closed the position, with funding rates stabilizing near neutral (-0.016%) after the initial -0.5778% extreme that triggered the trade. The thesis failed … |