146
closed trades
42%
win rate
-47.17
total pnl ($)
1.202
weight
7d window — n=21 wr=48% pnl=-7.53
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:56:13 (24.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bh
n: 134
· wr: 49.3%
· total_bps: +143.1
· mean_bps: +1.07
· sharpe: +0.01
· max_dd_bps: -1451.4
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 10:22 | SUI | Sell | 0.682139→0.685361 | -2.86 | timeout |
| 06-28 02:23 | ATOM | Sell | 1.57711→1.56849 | +2.22 | timeout |
| 06-27 15:11 | SUI | Sell | 0.697616→0.711043 | -10.09 | stop_loss |
| 06-27 11:12 | AVAX | Sell | 6.63224→6.50793 | +8.93 | timeout |
| 06-27 02:57 | ATOM | Sell | 1.6065→1.5914 | +4.24 | timeout |
| 06-26 18:54 | ATOM | Sell | 1.5956→1.6075 | -4.29 | timeout |
| 06-26 03:11 | ATOM | Sell | 1.5825→1.61411 | -10.43 | stop_loss |
| 06-26 02:02 | ATOM | Sell | 1.6121→1.6002 | +3.29 | timeout |
| 06-25 13:45 | OP | Sell | 0.106543→0.103106 | +15.67 | take_profit |
| 06-25 05:14 | OP | Sell | 0.105784→0.107861 | -10.25 | stop_loss |
| 06-24 18:20 | NEAR | Sell | 1.86863→1.90573 | -10.37 | stop_loss |
| 06-24 16:51 | ATOM | Sell | 1.66258→1.6096 | +15.43 | take_profit |
| 06-24 10:13 | ETH | Sell | 1670.63→1665.27 | +1.17 | timeout |
| 06-24 02:09 | ATOM | Sell | 1.71947→1.72103 | -0.91 | timeout |
| 06-23 13:13 | OP | Sell | 0.0965159→0.0984738 | -10.57 | stop_loss |
| 06-23 08:27 | BTC | Sell | 64153.8→62106.1 | +15.49 | take_profit |
| 06-23 02:10 | BTC | Sell | 64649.8→64058.2 | +4.12 | timeout |
| 06-22 13:36 | ETH | Sell | 1745.83→1778.57 | -9.80 | stop_loss |
| 06-22 09:35 | SOL | Sell | 74.1419→73.7421 | +2.30 | timeout |
| 06-22 01:27 | SOL | Sell | 74.5928→74.9372 | -2.75 | timeout |
| 06-21 17:24 | SOL | Sell | 73.439→74.5642 | -8.06 | timeout |
| 06-21 09:21 | BTC | Sell | 64218.8→63982.2 | +1.44 | timeout |
| 06-20 22:12 | SOL | Sell | 71.4293→72.7743 | -9.83 | stop_loss |
| 06-20 17:15 | ETH | Sell | 1725.43→1730.17 | -1.82 | timeout |
| 06-20 09:17 | ETH | Sell | 1707.43→1724.27 | -5.34 | timeout |
| 06-20 01:15 | ETH | Sell | 1696.53→1707.87 | -3.78 | timeout |
| 06-19 17:09 | ETH | Sell | 1694.83→1697.17 | -1.15 | timeout |
| 06-19 09:07 | BTC | Sell | 63028.8→62498.1 | +3.71 | timeout |
| 06-18 20:20 | ETH | Sell | 1684.23→1717.03 | -10.18 | stop_loss |
| 06-18 15:47 | ETH | Sell | 1747.93→1692.17 | +15.54 | take_profit |
| 06-18 08:54 | ETH | Sell | 1752.22→1748.17 | +0.76 | timeout |
| 06-18 00:56 | BTC | Sell | 65889.7→64443.2 | +10.55 | timeout |
| 06-17 16:50 | ETH | Sell | 1764.02→1771.98 | -2.68 | timeout |
| 06-17 08:45 | ETH | Sell | 1797.02→1762.78 | +9.04 | timeout |
| 06-17 00:44 | BTC | Sell | 65784.7→65807.3 | -0.60 | timeout |
| 06-16 09:29 | NEAR | Sell | 2.47508→2.52219 | -9.98 | stop_loss |
| 06-16 08:38 | ETH | Sell | 1794.42→1783.78 | +2.50 | timeout |
| 06-16 00:34 | LTC | Sell | 46.1924→45.7834 | +4.03 | timeout |
| 06-15 10:54 | NEAR | Sell | 2.3913→2.43793 | -10.20 | stop_loss |
| 06-15 02:32 | NEAR | Sell | 2.23124→2.2737 | -9.95 | stop_loss |
| 06-14 20:35 | NEAR | Sell | 2.08918→2.1295 | -10.07 | stop_loss |
| 06-14 16:24 | BTC | Sell | 64465.8→64152.2 | +2.01 | timeout |
| 06-14 08:23 | BTC | Sell | 64459.8→64488.2 | -0.66 | timeout |
| 06-14 00:21 | BTC | Sell | 64007.8→64389.2 | -3.43 | timeout |
| 06-13 16:16 | BTC | Sell | 63791.8→64030.2 | -2.33 | timeout |
| 06-13 08:58 | BTC | Sell | 63617.8→63799.2 | -1.85 | timeout |
| 06-13 00:43 | BTC | Sell | 63791.8→63572.2 | +1.30 | timeout |
| 06-12 15:13 | BTC | Sell | 63227.8→64410.4 | -9.78 | stop_loss |
| 06-12 08:28 | BTC | Sell | 63566.8→63475.2 | +0.31 | timeout |
| 06-11 17:33 | ATOM | Sell | 1.95221→1.98949 | -9.99 | stop_loss |
| 06-11 11:10 | ATOM | Sell | 1.86493→1.90042 | -9.95 | stop_loss |
| 06-11 01:41 | SUI | Sell | 0.727578→0.741676 | -10.13 | stop_loss |
| 06-10 23:56 | BTC | Sell | 62641.9→61516.1 | +8.55 | timeout |
| 06-10 15:50 | BNB | Sell | 588.233→595.349 | -6.49 | timeout |
| 06-09 22:42 | BTC | Sell | 61410.9→62023.1 | -5.46 | timeout |
| 06-09 14:43 | BTC | Sell | 63312.8→61361.1 | +14.97 | timeout |
| 06-09 00:39 | OP | Sell | 0.0963559→0.0933033 | +15.38 | take_profit |
| 06-08 22:29 | BTC | Sell | 63805.8→63341.2 | +3.20 | timeout |
| 06-08 14:22 | BNB | Sell | 596.571→601.23 | -4.32 | timeout |
| 06-08 06:18 | BTC | Sell | 63297.8→63079.2 | +1.28 | timeout |
| 06-07 22:14 | BTC | Sell | 61742.9→62892.6 | -9.76 | stop_loss |
| 06-07 14:10 | ARB | Sell | 0.0825794→0.0813703 | +6.85 | timeout |
| 06-07 03:19 | BTC | Sell | 60647→61777 | -9.75 | stop_loss |
| 06-06 22:01 | BNB | Sell | 574.456→572.943 | +0.87 | timeout |
| 06-06 13:59 | BTC | Sell | 60926→60802 | +0.56 | timeout |
| 06-06 04:32 | BTC | Sell | 61668.9→59701 | +15.51 | take_profit |
| 06-05 18:24 | ATOM | Sell | 1.69078→1.63681 | +15.54 | take_profit |
| 06-05 11:57 | ATOM | Sell | 1.75156→1.69592 | +15.47 | take_profit |
| 06-05 05:42 | ETH | Sell | 1758.72→1702.67 | +15.46 | take_profit |
| 06-04 21:53 | ETH | Sell | 1778.52→1765.58 | +3.18 | timeout |
| 06-04 09:26 | ATOM | Sell | 1.80735→1.74914 | +15.62 | take_profit |
| 06-04 00:27 | BTC | Sell | 65709.7→63613.2 | +15.50 | take_profit |
| 06-03 21:07 | NEAR | Sell | 2.82919→2.88316 | -9.99 | stop_loss |
| 06-03 04:41 | NEAR | Sell | 2.77801→2.83132 | -10.05 | stop_loss |
| 06-03 02:13 | BTC | Sell | 67602.6→66814.3 | +5.38 | timeout |
| 06-02 14:27 | BTC | Sell | 69979.5→67746.4 | +15.52 | take_profit |
| 06-02 09:24 | BTC | Sell | 71283.4→69460.5 | +12.39 | timeout |
| 06-01 23:44 | BTC | Sell | 71266.4→71521.6 | -2.19 | timeout |
| 06-01 13:30 | ETH | Sell | 1992.7→1975.2 | +3.99 | timeout |
| 06-01 03:38 | BTC | Sell | 73461.3→73930.7 | -3.62 | timeout |
| 05-31 16:16 | BTC | Sell | 73893.3→73599.7 | +1.56 | timeout |
| 05-31 07:44 | ETH | Sell | 2019.5→2023.1 | -1.33 | timeout |
| 05-30 17:40 | AVAX | Sell | 8.90627→8.95374 | -3.06 | timeout |
| 05-30 03:04 | ETH | Sell | 2012.9→2021.4 | -2.52 | timeout |
| 05-29 15:35 | ETH | Sell | 2008.5→2046.23 | -9.80 | stop_loss |
| 05-29 08:36 | BTC | Sell | 73753.3→73798.7 | -0.75 | timeout |
| 05-29 00:18 | BTC | Sell | 73140.3→73792.7 | -4.86 | timeout |
| 05-28 15:55 | ATOM | Sell | 2.06908→2.02121 | +10.94 | timeout |
| 05-28 03:58 | LINK | Sell | 9.14451→8.82321 | +17.13 | take_profit |
| 05-27 16:34 | NEAR | Sell | 2.61515→2.53183 | +15.48 | take_profit |
| 05-27 15:50 | BNB | Sell | 652.557→657.904 | -4.55 | timeout |
| 05-27 01:04 | ATOM | Sell | 2.21215→2.25559 | -10.26 | stop_loss |
| 05-26 23:49 | SOL | Sell | 84.5183→83.7246 | +4.21 | timeout |
| 05-26 10:40 | ETH | Sell | 2095.69→2134.78 | -9.76 | stop_loss |
| 05-26 07:48 | AVAX | Sell | 9.29598→9.25771 | +1.64 | timeout |
| 05-25 16:45 | NEAR | Sell | 2.70132→2.75206 | -9.85 | stop_loss |
| 05-25 15:48 | ATOM | Sell | 2.14346→2.13213 | +2.24 | timeout |
| 05-25 07:47 | AVAX | Sell | 9.21989→9.32053 | -5.88 | timeout |
| 05-24 23:46 | AVAX | Sell | 9.23119→9.23011 | -0.37 | timeout |
| 05-24 15:47 | ETH | Sell | 2120.09→2093.71 | +5.80 | timeout |
Paper vs Live
Paper (trades.jsonl)
146
closed
42%
win rate
-47.17
total pnl ($)
-6.6 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 | 48 | 52% | +31.1 | +75.39 |
| ETH | 40 | 32% | -23.0 | -45.45 |
| ATOM | 16 | 56% | +36.3 | +28.82 |
| NEAR | 13 | 8% | -162.1 | -105.33 |
| AVAX | 10 | 50% | +25.7 | +12.88 |
| SOL | 5 | 40% | -57.0 | -14.14 |
| BNB | 4 | 25% | -72.7 | -14.49 |
| OP | 4 | 50% | +51.1 | +10.23 |
| SUI | 3 | 0% | -153.5 | -23.08 |
| LINK | 1 | 100% | +342.4 | +17.13 |
| ARB | 1 | 100% | +137.4 | +6.85 |
| LTC | 1 | 100% | +79.5 | +4.03 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 10:50 | ATOM | Sell | circuit_breaker |
| 06-28 02:26 | SUI | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:27 | ETH | Sell | -0.59 | The market was in a low-funding, high-open-interest environment with no clear directional momentum. The thesis failed because the timeout close_reason indicates the expected price movement did not materialize within the trade's time horizon, resulting in a … |
| 05-10 05:27 | ETH | Sell | -0.79 | The market was in a mild uptrend with ETH up 2.40% over 24 hours, but short-term momentum was slightly negative. The short thesis failed because the trade was closed by timeout before the expected pullback materialized, as the market continued to consolidat… |
| 05-09 21:27 | ETH | Sell | -3.75 | The market was in a mild short-term uptick with ETH up 0.44% on the hour, but the broader trend remained bearish over 24h and 7d. The thesis failed because the trade was closed by timeout before a directional move could materialize, leaving a small negative… |
| 05-08 13:24 | ETH | Sell | -0.45 | ETH was in a mild downtrend over the past 24 hours and 7 days, with low hourly momentum and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed timeframe. |
| 05-08 05:22 | ETH | Sell | +2.16 | The market was in a mild short-term uptrend with ETH gaining 0.55% in the hour, but the broader weekly trend remained negative at -3.42%. The thesis failed because the trade was closed due to a timeout, not because of a directional move, so the small positi… |
| 05-03 04:44 | ETH | Sell | +1.65 | # Trade Analysis: carry-high-ETH-1777754569-1777754577 The market was essentially flat during the 8-hour hold, with ETH ranging sideways (up 0.10% on the 1h, down 0.29% on the week) while funding rates collapsed from the +0.0100% entry signal to +0.0006% a… |
| 05-01 20:40 | ETH | Sell | +1.78 | At close, ETH funding had compressed dramatically from the +0.0100% entry signal to +0.001088%, indicating the positive carry premium had nearly evaporated as market participants rushed to arbitrage the imbalance. The thesis failed to deliver its target 320… |
| 05-01 12:39 | ETH | Sell | -6.48 | # Trade Analysis: Carry Short ETH (ETHUSDT) At close, ETH funding had swung sharply negative to -0.000542% from the +0.0100% positive funding that triggered the short entry, while open interest remained elevated at $1.76B, indicating a broad shift in marke… |
| 05-01 04:39 | ETH | Sell | -3.78 | # Trade Analysis: Funding Carry High Receive Short (ETH) When the trade closed, ETH funding rates had collapsed from the +0.0100% that triggered the entry to +0.0038%, a 62% decline in the carry premium that was the entire basis for the position. The thesi… |
| 04-29 12:36 | ETH | Sell | +4.14 | At close, ETH was consolidating near $2313 after a modest intraday decline (-0.76% in 1h) while maintaining slight 24h gains (+1.56%), with BTC showing similar mild weakness; funding had shifted sharply negative (-0.001388%) by trade timeout, eroding the po… |