65
closed trades
48%
win rate
-15.57
total pnl ($)
1.169
weight
7d window — n=7 wr=29% pnl=-12.79
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:18:53 (38.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
m__restored_d2bed020
n: 10
· wr: 20.0%
· total_bps: -207.7
· mean_bps: -20.77
· sharpe: -0.53
· max_dd_bps: -281.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 65 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 18:41 | BTC | Buy | 60141→59747 | -3.74 | timeout |
| 06-26 09:52 | BTC | Buy | 60133→59555.2 | -5.26 | stop_loss |
| 06-26 09:51 | ETH | Buy | 1567.76→1552.47 | -5.33 | stop_loss |
| 06-25 18:22 | BTC | Sell | 59742→59530 | +1.32 | timeout |
| 06-24 16:51 | ETH | Sell | 1628.04→1603.86 | +6.97 | take_profit |
| 06-23 10:18 | BTC | Buy | 62433.1→62382.9 | -0.84 | timeout |
| 06-23 08:24 | ETH | Buy | 1653.97→1635.82 | -5.94 | stop_loss |
| 06-17 18:05 | BTC | Sell | 66037.7→65050.3 | +7.03 | take_profit |
| 06-17 10:38 | BTC | Buy | 65052.3→64903.8 | -1.60 | timeout |
| 06-17 10:38 | ETH | Buy | 1763.98→1771.52 | +1.69 | timeout |
| 06-12 10:23 | BTC | Sell | 63508.8→63743.2 | -2.29 | timeout |
| 06-12 10:23 | ETH | Sell | 1674.63→1675.77 | -0.79 | timeout |
| 06-11 02:21 | BTC | Sell | 61951.9→62101.1 | -1.65 | timeout |
| 06-11 02:21 | ETH | Sell | 1633.14→1636.26 | -1.40 | timeout |
| 06-09 17:18 | BTC | Sell | 61273.9→61864 | -5.26 | stop_loss |
| 06-09 02:37 | ETH | Buy | 1667.27→1656.93 | -3.52 | timeout |
| 06-09 02:37 | BTC | Buy | 62640.1→62581.9 | -0.91 | timeout |
| 06-08 01:30 | ETH | Sell | 1696.13→1670.97 | +6.97 | take_profit |
| 06-07 18:24 | BTC | Sell | 62246.9→62181.1 | +0.07 | timeout |
| 06-06 10:01 | ETH | Sell | 1585.54→1562.06 | +6.96 | take_profit |
| 06-06 02:24 | BTC | Buy | 61134.1→60837 | -2.88 | timeout |
| 06-06 02:07 | ETH | Sell | 1599.14→1575.46 | +6.95 | take_profit |
| 06-05 16:21 | ETH | Sell | 1590.64→1606.16 | -5.33 | stop_loss |
| 06-05 16:21 | BTC | Sell | 60860→61445.8 | -5.26 | stop_loss |
| 06-05 10:16 | BTC | Buy | 62639.1→62644.9 | -0.40 | timeout |
| 06-05 09:15 | ETH | Buy | 1663.27→1688.23 | +7.06 | take_profit |
| 06-04 09:27 | BTC | Buy | 63443.2→62832.4 | -5.26 | stop_loss |
| 06-04 01:58 | BTC | Buy | 62654.1→62051.9 | -5.26 | stop_loss |
| 06-04 01:51 | ETH | Buy | 1775.88→1758.54 | -5.33 | stop_loss |
| 06-03 12:09 | ETH | Sell | 1890.81→1877.19 | +3.16 | timeout |
| 06-02 21:44 | ETH | Buy | 1900.49→1904.41 | +0.58 | timeout |
| 06-02 21:26 | BTC | Buy | 66869.3→67865.6 | +7.00 | take_profit |
| 06-02 10:56 | BTC | Buy | 69699.5→69665.5 | -0.71 | timeout |
| 06-02 03:33 | ETH | Sell | 1985.1→2004.4 | -5.31 | stop_loss |
| 06-01 17:45 | ETH | Buy | 1964.8→1993.9 | +6.95 | take_profit |
| 06-01 07:49 | ETH | Buy | 1991.4→1970.82 | -5.63 | stop_loss |
| 05-29 21:23 | BTC | Buy | 73275.7→73558.3 | +1.47 | timeout |
| 05-29 21:22 | ETH | Buy | 2007.7→2015 | +1.36 | timeout |
| 05-28 18:50 | BTC | Sell | 73315.3→73592.7 | -2.33 | timeout |
| 05-28 18:49 | ETH | Sell | 2008.8→2024.5 | -4.35 | timeout |
| 05-27 10:28 | ETH | Sell | 2094.09→2085.71 | +1.55 | timeout |
| 05-24 18:17 | ETH | Sell | 2107.79→2103.61 | +0.55 | timeout |
| 05-24 18:16 | BTC | Sell | 76653.2→76703.8 | -0.78 | timeout |
| 05-21 10:14 | ETH | Sell | 2145.09→2128.01 | +3.53 | timeout |
| 05-20 18:29 | ETH | Buy | 2124.41→2134.29 | +1.87 | timeout |
| 05-20 18:24 | BTC | Buy | 77216.9→77533.1 | +1.59 | timeout |
| 05-20 02:17 | BTC | Buy | 76552.8→76788.2 | +1.07 | timeout |
| 05-19 02:21 | ETH | Sell | 2141.09→2128.61 | +2.47 | timeout |
| 05-19 02:21 | BTC | Sell | 77315.1→76793.8 | +2.93 | timeout |
| 05-18 18:25 | ETH | Buy | 2097.61→2077.35 | -5.28 | stop_loss |
| 05-18 18:21 | BTC | Sell | 76587.2→76279.8 | +1.56 | timeout |
| 05-11 02:16 | ETH | Buy | 2355.34→2350.76 | -1.43 | timeout |
| 05-11 02:16 | BTC | Buy | 81755.1→81197.9 | -3.87 | timeout |
| 05-04 18:20 | ETH | Sell | 2358.96→2366.64 | -2.08 | timeout |
| 05-04 18:17 | BTC | Buy | 79666→80250 | +3.22 | timeout |
| 05-01 18:21 | BTC | Buy | 78287.9→78541.1 | +1.17 | timeout |
| 05-01 10:19 | BTC | Sell | 77322.1→77238.9 | +0.09 | timeout |
| 04-29 18:09 | BTC | Buy | 75737→75055 | -4.95 | stop_loss |
| 04-24 18:21 | BTC | Buy | 77651→77383 | -2.18 | timeout |
| 04-24 10:22 | ETH | Sell | 2320.4→2309.8 | +1.83 | timeout |
| 04-24 10:22 | BTC | Sell | 77976→77570 | +2.15 | timeout |
| 04-23 02:15 | ETH | Buy | 2356.1→2359.7 | +0.41 | timeout |
| 04-23 02:15 | BTC | Buy | 77811→78127 | +1.68 | timeout |
| 04-22 18:20 | ETH | Buy | 2399.5→2399.1 | -0.43 | timeout |
| 04-22 18:20 | BTC | Buy | 79063→78918 | -1.27 | timeout |
Paper vs Live
Paper (trades.jsonl)
65
closed
48%
win rate
-15.57
total pnl ($)
-4.8 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 | 34 | 41% | -14.3 | -24.30 |
| ETH | 31 | 55% | +5.6 | +8.74 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 18:20 | ETH | Sell | -2.08 | The market was in a neutral consolidation phase with flat funding rates and modest volatility while ETH traded near $2332. The thesis failed because the trade was closed due to a timeout, preventing the position from reaching its intended target or stop loss. |
| 05-04 18:17 | BTC | Buy | +3.22 | The market was in a low-volatility consolidation phase with neutral funding rates and stable order flow. The trade failed because the thesis relied on immediate directional momentum that never materialized, resulting in a forced exit due to the timeout limit. |
| 05-01 18:21 | BTC | Buy | +1.17 | Bitcoin was consolidating near the highs after a +2.88% daily rally, with funding rates turning slightly negative (-0.0019%) as leverage unwound from the intraday surge. The thesis partially succeeded because the 15-minute retracement (-42.6 bps) you faded … |
| 05-01 10:19 | BTC | Sell | +0.09 | At close, BTC was essentially flat on the 1-hour timeframe (−0.00%) after a modest 1.71% gain over 24 hours, with funding rates still elevated at 0.4852 bps, suggesting persistent leverage positioning. The thesis failed because the 41.7 bps short-term bounc… |
| 04-29 18:09 | BTC | Buy | -4.95 | At close, Bitcoin had declined 1.16% over the prior hour and 1.52% over 24 hours, with funding rates holding positive at 0.0025% despite the downward pressure—indicating persistent long positioning that hadn't capitulated. The trade's thesis failed because … |
| 04-24 18:21 | BTC | Buy | -2.18 | BTC was trading sideways near $77,535, down marginally 0.63% over 24 hours with minimal hourly volatility of -0.08%, while funding rates had turned slightly negative at -0.006214%. The thesis failed because the 15-minute return declined 46.5 bps instead of … |
| 04-24 10:22 | ETH | Sell | +1.83 | At close, ETH was trading near unchanged on the hour (up 0.40%) while BTC showed mild strength (up 0.45%), with both assets flat to slightly positive over 24 hours. The trade's fade thesis failed to materialize as ETH funding remained deeply negative (-0.00… |
| 04-24 10:22 | BTC | Sell | +2.15 | BTC was consolidating with minimal intraday momentum—up just 0.45% over the prior hour and 0.59% in 24h—while funding rates remained elevated at 0.0062%, indicating persistent leverage positioning. The trade's thesis worked partially: the 15-minute reversal… |
| 04-23 02:15 | ETH | Buy | +0.41 | At close, ETH was trading near $2,359.70 with negative funding at -0.008385% and substantial open interest of $1.84B, indicating a balanced market without strong directional bias. The thesis worked because the 15-minute funding payment window fade signal th… |
| 04-23 02:15 | BTC | Buy | +1.68 | At close, Bitcoin was trading at $78,127 with normalized funding rates at 0.0088%, indicating modest long bias in perpetual futures positioning. The thesis failed to capture the expected funding payment window fade despite a -46.1 bps 15-minute return signa… |