102
closed trades
41%
win rate
-66.15
total pnl ($)
0.956
weight
7d window — n=12 wr=33% pnl=-44.58
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 01:59:34 (39.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ca
n: 63
· wr: 39.7%
· total_bps: -1622.7
· mean_bps: -25.76
· sharpe: -0.31
· max_dd_bps: -1622.7
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 |
|---|---|---|---|---|---|
| 06-27 03:24 | BTC | Buy | 59775→60316 | +4.07 | timeout |
| 06-26 12:43 | BTC | Buy | 60104→58986.5 | -9.75 | stop_loss |
| 06-26 02:16 | BTC | Buy | 59521→58411.9 | -9.76 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61707.1→60552.7 | -9.80 | stop_loss |
| 06-25 02:23 | BTC | Buy | 60652→60859 | +1.26 | timeout |
| 06-24 13:43 | BTC | Buy | 62644.1→61479.2 | -9.75 | stop_loss |
| 06-23 15:20 | BTC | Buy | 62421.1→62244.9 | -1.85 | timeout |
| 06-23 02:10 | BTC | Buy | 64495.2→64061.8 | -3.80 | timeout |
| 06-22 10:34 | BTC | Buy | 63985.2→64138.8 | +0.73 | timeout |
| 06-21 22:33 | BTC | Buy | 64087.2→63609.8 | -4.17 | timeout |
| 06-21 10:28 | BTC | Buy | 64526.2→64290.8 | -2.29 | timeout |
| 06-20 22:12 | BTC | Buy | 63971.2→64097.8 | +0.54 | timeout |
| 06-20 10:10 | BTC | Buy | 63388.2→63664.8 | +1.71 | timeout |
| 06-19 20:27 | BTC | Buy | 63215.2→63045.8 | -1.80 | timeout |
| 06-18 22:32 | BTC | Buy | 62516.1→62731.9 | +1.30 | timeout |
| 06-18 10:39 | BTC | Buy | 63886.2→63996.8 | +0.39 | timeout |
| 06-17 18:05 | BTC | Buy | 65894.3→64642.4 | -9.96 | stop_loss |
| 06-17 10:13 | BTC | Buy | 65802.3→64866.8 | -7.58 | timeout |
| 06-16 10:51 | BTC | Buy | 65842.3→66540.7 | +4.84 | timeout |
| 06-15 22:49 | BTC | Buy | 67069.4→66206.7 | -6.89 | timeout |
| 06-15 10:40 | BTC | Buy | 65652.3→65726.7 | +0.12 | timeout |
| 06-14 22:40 | BTC | Buy | 64136.2→65295.7 | +8.58 | timeout |
| 06-14 10:38 | BTC | Buy | 64413.2→64615.8 | +1.12 | timeout |
| 06-13 22:34 | BTC | Buy | 63997.2→64474.8 | +3.27 | timeout |
| 06-12 20:44 | BTC | Buy | 63487.2→63497.8 | -0.37 | timeout |
| 06-12 08:00 | BTC | Sell | 63413.8→63078.2 | +2.18 | timeout |
| 06-11 19:59 | BTC | Buy | 63030.2→63600.8 | +4.04 | timeout |
| 06-11 07:58 | BTC | Buy | 62212.1→62699.9 | +3.44 | timeout |
| 06-10 19:57 | BTC | Buy | 62211.1→61986.9 | -2.27 | timeout |
| 06-09 14:30 | BTC | Buy | 62598.1→61425.2 | -9.82 | stop_loss |
| 06-09 00:49 | BTC | Buy | 63563.2→62380.7 | -9.75 | stop_loss |
| 06-08 17:08 | BTC | Buy | 63175.2→63505.8 | +2.14 | timeout |
| 06-08 04:52 | BTC | Buy | 63123.2→62858.9 | -2.55 | timeout |
| 06-07 01:43 | BTC | Buy | 60576→61395.9 | +6.30 | timeout |
| 06-06 13:36 | BTC | Buy | 60970→60792 | -1.90 | timeout |
| 06-05 20:50 | BTC | Buy | 59616→61517.9 | +15.50 | take_profit |
| 06-05 13:35 | BTC | Buy | 62433.1→62111.9 | -3.03 | timeout |
| 06-05 01:27 | BTC | Buy | 64023.2→63262.8 | -6.38 | timeout |
| 06-04 10:30 | BTC | Buy | 63552.2→62366.7 | -9.76 | stop_loss |
| 06-03 14:11 | BTC | Buy | 67101.4→66888.7 | -2.04 | timeout |
| 06-03 05:18 | BTC | Buy | 66550.3→67108.6 | +3.74 | timeout |
| 06-02 13:09 | BTC | Buy | 69986.5→68982.6 | -7.66 | timeout |
| 06-01 15:29 | BTC | Buy | 72368.6→71022.9 | -9.77 | stop_loss |
| 06-01 02:58 | BTC | Buy | 73745.7→73751.3 | -0.43 | timeout |
| 05-30 15:54 | BTC | Buy | 73582.7→73923.3 | +1.84 | timeout |
| 05-30 07:44 | BTC | Buy | 73574.7→73456.3 | -1.26 | timeout |
| 05-29 14:07 | BTC | Buy | 73610.7→72986.4 | -4.70 | timeout |
| 05-28 16:32 | BTC | Buy | 73375.7→73180.3 | -1.82 | timeout |
| 05-28 00:24 | BTC | Sell | 74813.3→74481.7 | +1.77 | timeout |
| 05-27 12:23 | BTC | Buy | 75683.8→75966.2 | +1.44 | timeout |
| 05-27 00:23 | BTC | Buy | 76202.8→75854.2 | -2.73 | timeout |
| 05-26 12:23 | BTC | Buy | 76817.8→76986.2 | +0.64 | timeout |
| 05-26 00:22 | BTC | Sell | 77594.1→77058.9 | +2.98 | timeout |
| 05-25 12:01 | BTC | Sell | 77371.1→77312.9 | -0.05 | timeout |
| 05-24 19:59 | BTC | Buy | 76694.8→76722.2 | -0.28 | timeout |
| 05-24 07:06 | BTC | Sell | 76738.2→76911.8 | -1.56 | timeout |
| 05-23 19:05 | BTC | Buy | 74863.7→75761.2 | +5.53 | timeout |
| 05-23 07:06 | BTC | Buy | 75424.8→75291.2 | -1.34 | timeout |
| 05-22 18:46 | BTC | Buy | 77464.9→76016.2 | -9.82 | stop_loss |
| 05-22 07:00 | BTC | Buy | 77321.9→77352.1 | -0.26 | timeout |
| 05-21 19:00 | BTC | Buy | 77280.9→77328.1 | -0.17 | timeout |
| 05-20 22:01 | BTC | Buy | 77510.9→77456.1 | -0.82 | timeout |
| 05-20 10:02 | BTC | Buy | 76761.8→77517.1 | +4.44 | timeout |
| 05-19 22:00 | BTC | Buy | 76518.8→76915.2 | +2.10 | timeout |
| 05-18 23:00 | BTC | Buy | 76406.8→77053.1 | +3.76 | timeout |
| 05-16 10:00 | BTC | Buy | 79044→79040 | -0.50 | timeout |
| 05-15 21:59 | BTC | Buy | 79129→78935.1 | -1.66 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.50 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.48 | timeout |
| 05-12 04:00 | BTC | Buy | 81772.1→81715.9 | -0.79 | timeout |
| 05-11 04:01 | BTC | Buy | 80755→80696 | -0.84 | timeout |
| 05-10 09:11 | BTC | Buy | 80741→80808 | -0.04 | timeout |
| 05-09 21:12 | BTC | Buy | 80240→80804 | +3.07 | timeout |
| 05-09 09:05 | BTC | Buy | 80359→80369 | -0.37 | timeout |
| 05-08 21:04 | BTC | Buy | 80072→80127 | -0.12 | timeout |
| 05-08 09:02 | BTC | Buy | 79325→79820 | +2.67 | timeout |
| 05-07 17:19 | BTC | Buy | 80904→79708 | -7.86 | timeout |
| 05-07 05:02 | BTC | Buy | 81214.1→80953 | -2.07 | timeout |
| 05-06 10:34 | BTC | Buy | 79716→82262.9 | +15.45 | take_profit |
| 05-04 17:46 | BTC | Buy | 78693.9→80246 | +9.43 | timeout |
| 05-04 05:45 | BTC | Buy | 78562.9→80035 | +8.89 | timeout |
| 05-03 17:43 | BTC | Buy | 78546.9→78758.1 | +0.87 | timeout |
| 05-03 05:42 | BTC | Sell | 78674.1→78189.9 | +2.61 | timeout |
| 05-02 17:41 | BTC | Sell | 78112.1→78424.9 | -2.46 | timeout |
| 05-02 05:41 | BTC | Sell | 78077.1→78160.9 | -1.01 | timeout |
| 05-01 17:41 | BTC | Buy | 77342.9→78491.1 | +6.98 | timeout |
| 05-01 05:16 | BTC | Buy | 76286.8→77098.1 | +4.90 | timeout |
| 04-30 05:15 | BTC | Sell | 75947→75569 | +2.04 | timeout |
| 04-29 15:12 | BTC | Buy | 77604→76207 | -9.45 | stop_loss |
| 04-29 04:49 | BTC | Sell | 76255→77251 | -6.98 | timeout |
| 04-28 16:48 | BTC | Buy | 76549→75863 | -4.93 | timeout |
| 04-28 04:47 | BTC | Buy | 77008→76874 | -1.32 | timeout |
| 04-27 16:47 | BTC | Buy | 77840→76600 | -8.42 | timeout |
| 04-27 04:45 | BTC | Buy | 78229→79045 | +4.77 | timeout |
| 04-26 16:45 | BTC | Buy | 77970→77938 | -0.66 | timeout |
| 04-26 04:02 | BTC | Buy | 77491→77348 | -1.37 | timeout |
| 04-25 15:00 | BTC | Buy | 77607→77623 | -0.35 | timeout |
| 04-25 03:00 | BTC | Buy | 77674→77562 | -1.17 | timeout |
| 04-24 15:00 | BTC | Buy | 77759→78003 | +1.12 | timeout |
| 04-24 00:02 | BTC | Buy | 77841→78266 | +2.38 | timeout |
Paper vs Live
Paper (trades.jsonl)
102
closed
41%
win rate
-66.15
total pnl ($)
-12.8 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 | 102 | 41% | -12.8 | -66.15 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:11 | BTC | Buy | -0.04 | BTC was trading in a tight range near $81,479 with low volatility and neutral funding. The thesis failed because the trade expired without reaching the target, as the market remained range-bound and the timeout closed the position at a small loss. |
| 05-09 21:12 | BTC | Buy | +3.07 | BTC was trading in a narrow range with low volatility, showing a slight hourly uptick but flat daily and weekly performance. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the a… |
| 05-09 09:05 | BTC | Buy | -0.37 | The market was in a low-funding, sideways consolidation with no clear directional catalyst. The thesis failed because the trade expired without reaching an exit trigger, resulting in a small loss from the timeout. |
| 05-08 21:04 | BTC | Buy | -0.12 | The market was in a mild intraday uptick within a broader 24-hour and weekly downtrend, with low funding and stable open interest. The thesis failed because the trade was not executed before the timeout, resulting in a negligible negative PnL from an unfill… |
| 05-08 09:02 | BTC | Buy | +2.67 | The market was in a mild downtrend with BTC down across all timeframes and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-07 17:19 | BTC | Buy | -7.86 | The market was in a persistent downtrend across multiple timeframes, with BTC declining 1.73% in 24 hours and 2.82% over the week. The thesis failed because the trade was closed by timeout without entry, likely due to the bearish momentum preventing a favor… |
| 05-07 05:02 | BTC | Buy | -2.07 | The market was in a mild downtrend with BTC declining 1.54% over 24 hours and negative momentum across major assets. The thesis failed because the trade was not executed before the timeout, resulting in a small negative PnL from the entry never being filled. |
| 05-06 10:34 | BTC | Buy | +15.45 | The market exhibited a neutral funding rate with moderate open interest, allowing the long position to drift favorably. The thesis succeeded as the price reached the predefined take-profit level without adverse volatility. |
| 05-04 17:46 | BTC | Buy | +9.43 | The market was in a tight, low-volatility consolidation phase with minimal price movement and neutral funding rates. The trade failed because the thesis relied on immediate directional momentum that never materialized, resulting in a forced exit due to the … |
| 05-03 05:42 | BTC | Sell | +2.61 | # Trade Analysis: fund-converge-1777765305 Bitcoin was trading range-bound near $78,710 with minimal directional momentum (0.03% 1h, 0.33% 24h) while funding rates had normalized to +0.5063% after the extreme +2.56σ spike that triggered the short entry. Th… |