52
closed trades
50%
win rate
+8.49
total pnl ($)
0.983
weight
7d window — n=8 wr=38% pnl=-11.44
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:17:27 (34.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
dz
n: 32
· wr: 50.0%
· total_bps: -89.5
· mean_bps: -2.80
· sharpe: -0.03
· max_dd_bps: -619.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 52 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 01:26 | ETH | Sell | 1716.43→1748.55 | -9.79 | stop_loss |
| 06-21 15:04 | ETH | Sell | 1727.93→1729.67 | -0.96 | timeout |
| 06-21 03:27 | BTC | Sell | 63932.8→64401.2 | -4.11 | timeout |
| 06-21 00:03 | ETH | Sell | 1729.53→1736.97 | -2.57 | timeout |
| 06-19 08:15 | BTC | Sell | 63029.8→62623.1 | +2.73 | timeout |
| 06-16 14:27 | BTC | Sell | 66495.7→65634.3 | +6.05 | timeout |
| 06-16 12:16 | ETH | Sell | 1785.92→1819.79 | -9.91 | stop_loss |
| 06-16 06:44 | ETH | Sell | 1797.62→1770.38 | +7.12 | timeout |
| 06-14 20:53 | ETH | Sell | 1658.33→1671.77 | -4.49 | timeout |
| 06-11 13:04 | ETH | Buy | 1652.87→1649.84 | -1.38 | timeout |
| 06-11 13:04 | BTC | Buy | 62651.1→62926.9 | +1.72 | timeout |
| 06-10 17:38 | ETH | Buy | 1651.57→1620.63 | -9.82 | stop_loss |
| 06-09 17:38 | BTC | Sell | 62497.9→61732.1 | +5.69 | timeout |
| 06-09 16:39 | ETH | Sell | 1670.63→1617.46 | +15.42 | take_profit |
| 06-06 02:48 | BTC | Sell | 61287.9→61013.1 | +1.80 | timeout |
| 06-05 23:33 | ETH | Sell | 1611.84→1560.46 | +15.49 | take_profit |
| 06-05 15:39 | ETH | Buy | 1606.66→1576.55 | -9.81 | stop_loss |
| 06-04 02:48 | ETH | Buy | 1721.87→1776.82 | +15.50 | take_profit |
| 06-01 14:33 | ETH | Sell | 1976.1→1967.4 | +1.79 | timeout |
| 05-31 22:19 | BTC | Sell | 73566.3→73886.7 | -2.63 | timeout |
| 05-31 20:26 | ETH | Sell | 2010.1→2002.9 | +1.36 | timeout |
| 05-27 20:00 | BTC | Sell | 75164.2→75056.8 | +0.28 | timeout |
| 05-27 18:16 | ETH | Sell | 2075.19→2049 | +5.87 | timeout |
| 05-26 07:49 | ETH | Sell | 2093.39→2097.01 | -1.32 | timeout |
| 05-24 22:21 | ETH | Sell | 2102.99→2093.91 | +1.73 | timeout |
| 05-23 22:23 | BTC | Buy | 75429.8→76614.2 | +7.39 | timeout |
| 05-23 20:39 | ETH | Buy | 2058.71→2124.39 | +15.48 | take_profit |
| 05-23 14:04 | BTC | Buy | 74563.7→75066.2 | +2.92 | timeout |
| 05-16 05:59 | ETH | Buy | 2223.62→2223.68 | -0.46 | timeout |
| 05-16 04:00 | BTC | Buy | 78934.9→79035 | +0.19 | timeout |
| 05-15 13:51 | BTC | Buy | 80260→78771.7 | -9.72 | stop_loss |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.54 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.50 | timeout |
| 05-12 04:43 | ETH | Sell | 2339.37→2339.83 | -0.55 | timeout |
| 05-09 14:37 | BTC | Sell | 80397→80226 | +0.62 | timeout |
| 05-09 14:03 | ETH | Sell | 2316.27→2312.53 | +0.37 | timeout |
| 05-09 06:37 | BTC | Sell | 80174→80272 | -1.07 | timeout |
| 05-09 06:03 | ETH | Sell | 2305.27→2315.83 | -2.71 | timeout |
| 05-08 18:24 | ETH | Sell | 2278.47→2320.89 | -9.73 | stop_loss |
| 05-07 21:49 | ETH | Sell | 2296.57→2292.43 | +0.47 | timeout |
| 05-07 09:00 | ETH | Sell | 2319.97→2332.13 | -3.05 | timeout |
| 05-07 01:02 | BTC | Sell | 81306.9→81016.1 | +1.32 | timeout |
| 05-06 20:58 | ETH | Sell | 2359.76→2348.73 | +1.87 | timeout |
| 05-06 11:17 | BTC | Buy | 79950→82504.9 | +15.45 | take_profit |
| 05-04 14:04 | ETH | Sell | 2360.96→2332.43 | +5.56 | timeout |
| 05-04 02:00 | ETH | Sell | 2319.17→2362.42 | -9.77 | stop_loss |
| 05-04 02:00 | BTC | Sell | 78445.1→79901.9 | -9.73 | stop_loss |
| 05-03 22:02 | ETH | Sell | 2327.97→2329.53 | -0.80 | timeout |
| 05-01 13:54 | ETH | Sell | 2278.57→2320.99 | -9.76 | stop_loss |
| 04-27 20:15 | ETH | Sell | 2312.9→2291.4 | +4.20 | timeout |
| 04-23 17:47 | ETH | Buy | 2317.8→2285.3 | -7.36 | stop_loss |
| 04-23 17:40 | BTC | Buy | 78056→76963 | -7.35 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
52
closed
50%
win rate
+8.49
total pnl ($)
+3.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 32 | 44% | -1.3 | -2.02 |
| BTC | 20 | 60% | +10.7 | +10.51 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-21 22:40 | ETH | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 14:37 | BTC | Sell | +0.62 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the timeout triggered before the expected move materialized, as the trade lacked a clear directional catalyst. |
| 05-09 14:03 | ETH | Sell | +0.37 | The market was in a mild intraday uptick (+0.18% 1h) within a broader bearish trend (-2.09% 24h, -3.20% 7d). The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to low volatility and lack of directiona… |
| 05-09 06:37 | BTC | Sell | -1.07 | The market was in a mild downtrend with BTC down 1.56% over 24 hours, but showed no strong directional momentum. The short thesis failed because the trade expired via timeout without reaching a target or stop, indicating the expected bearish move did not ma… |
| 05-09 06:03 | ETH | Sell | -2.71 | The market was in a mild downtrend over the past 24 hours and week, with ETH consolidating near $2265.12. The thesis failed because the trade was closed due to a timeout, likely indicating the expected directional move did not materialize within the allowed… |
| 05-08 18:24 | ETH | Sell | -9.73 | The market was in a sustained downtrend over the past 24 hours and week, with ETH falling 2.16% and 3.06% respectively. The short thesis failed because the stop_loss was triggered as the price temporarily reversed against the trend, likely due to a short sq… |
| 05-07 21:49 | ETH | Sell | +0.47 | The market was in a mild short-term uptick (ETH +0.22% 1h) within a broader downtrend (24h -0.92%, 7d -3.74%). The thesis failed because the trade expired via timeout without reaching the target or stop, as the minor intraday bounce was insufficient to trig… |
| 05-07 09:00 | ETH | Sell | -3.05 | The market was in a mild downtrend over 24h and 7d, with ETH showing relative weakness to BTC. The trade failed because the thesis did not trigger an entry before the timeout, resulting in a small negative PnL from the open position's adverse move. |
| 05-07 01:02 | BTC | Sell | +1.32 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-06 20:58 | ETH | Sell | +1.87 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH showing a slight 1-hour gain but still negative over 24 hours and 7 days. The thesis failed because the trade was closed by timeout, indicating the expected directional mov… |
| 05-06 11:17 | BTC | Buy | +15.45 | The market exhibited a neutral funding rate and moderate open interest, allowing for a directional move without excessive leverage pressure. The thesis succeeded as the price reached the take-profit target, capitalizing on a favorable short-term trend. |