497
closed trades
45%
win rate
-239.42
total pnl ($)
0.988
weight
7d window — n=27 wr=44% pnl=-38.33
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:36:09 (41.1d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
gd
n: 381
· wr: 54.9%
· total_bps: +1923.3
· mean_bps: +5.05
· sharpe: +0.06
· max_dd_bps: -1398.1
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 |
|---|---|---|---|---|---|
| 06-26 22:51 | BTC | Sell | 60103→60015 | +0.62 | timeout |
| 06-26 16:00 | SOL | Sell | 71.6363→73.0174 | -21.19 | stop_loss |
| 06-26 13:47 | SOL | Sell | 68.5677→69.8744 | -12.02 | stop_loss |
| 06-26 10:49 | BTC | Sell | 59861→59336 | +8.29 | timeout |
| 06-26 03:39 | SOL | Sell | 66.1891→67.4368 | -20.74 | stop_loss |
| 06-26 02:13 | ETH | Buy | 1557.56→1528.38 | -20.55 | stop_loss |
| 06-25 20:42 | SOL | Buy | 66.0429→66.328 | +3.62 | timeout |
| 06-25 13:48 | BTC | Sell | 61391.9→59432 | +32.57 | take_profit |
| 06-25 10:46 | SOL | Buy | 69.4134→68.0867 | -21.07 | stop_loss |
| 06-25 05:07 | ETH | Sell | 1619.64→1649.99 | -20.62 | stop_loss |
| 06-25 04:34 | SOL | Buy | 67.8672→67.4699 | -7.00 | timeout |
| 06-24 22:00 | SOL | Buy | 66.1759→68.2758 | +18.75 | take_profit |
| 06-24 17:21 | BTC | Buy | 60483→59358.3 | -20.45 | stop_loss |
| 06-24 14:15 | BTC | Sell | 62619.9→61156.1 | +23.59 | timeout |
| 06-24 06:12 | BTC | Sell | 62846.9→62850.1 | -0.97 | timeout |
| 06-23 22:07 | BTC | Sell | 62687.9→62695.1 | -1.08 | timeout |
| 06-23 15:28 | SOL | Buy | 68.8993→68.5757 | -5.75 | timeout |
| 06-23 08:28 | BTC | Sell | 64005.8→61962.1 | +32.56 | take_profit |
| 06-23 01:49 | BTC | Sell | 64328.8→63917.2 | +5.76 | timeout |
| 06-22 17:42 | BTC | Sell | 64599.8→64408.2 | +2.18 | timeout |
| 06-22 09:36 | BTC | Sell | 64203.8→64108.2 | +0.66 | timeout |
| 06-22 01:32 | BTC | Sell | 64191.8→64632.2 | -8.11 | timeout |
| 06-21 17:25 | BTC | Sell | 64281.8→64111.2 | +1.81 | timeout |
| 06-21 09:22 | BTC | Sell | 64427.8→63989.2 | +6.28 | timeout |
| 06-21 01:13 | BTC | Sell | 63864.8→64237.2 | -7.04 | timeout |
| 06-20 17:04 | BTC | Sell | 63637.8→63960.2 | -6.24 | timeout |
| 06-20 08:59 | BTC | Sell | 63307.8→63386.2 | -2.18 | timeout |
| 06-20 00:53 | BTC | Sell | 62991.9→63509.2 | -9.58 | timeout |
| 06-19 16:44 | BTC | Buy | 62405.1→63241.8 | +13.15 | timeout |
| 06-19 08:36 | BTC | Buy | 62881.1→62642.9 | -4.87 | timeout |
| 06-19 00:36 | BTC | Buy | 62792.1→62994.9 | +2.46 | timeout |
| 06-18 16:24 | BTC | Sell | 63880.8→62703.1 | +18.23 | timeout |
| 06-18 08:24 | BTC | Sell | 64635.8→64538.2 | +0.65 | timeout |
| 06-18 00:22 | BTC | Sell | 65433.7→64635.2 | +11.87 | timeout |
| 06-17 16:08 | BTC | Buy | 64824.2→65789.7 | +14.74 | timeout |
| 06-17 07:58 | BTC | Sell | 65903.7→65540.3 | +4.85 | timeout |
| 06-16 23:54 | BTC | Sell | 65950.7→65640.3 | +4.04 | timeout |
| 06-16 14:32 | BTC | Buy | 66561.3→65321.1 | -20.54 | stop_loss |
| 06-16 07:44 | BTC | Buy | 66326.3→66286.7 | -1.53 | timeout |
| 06-15 23:36 | BTC | Buy | 66775.3→66152.7 | -10.76 | timeout |
| 06-15 15:27 | BTC | Buy | 65682.3→66645.7 | +14.47 | timeout |
| 06-15 07:23 | BTC | Buy | 65380.3→65854.7 | +6.67 | timeout |
| 06-15 00:14 | BTC | Sell | 64687.8→65892.2 | -20.50 | stop_loss |
| 06-14 19:11 | BTC | Buy | 64295.2→63781.8 | -9.37 | timeout |
| 06-14 11:01 | BTC | Buy | 64359.2→64484.8 | +1.10 | timeout |
| 06-14 02:57 | BTC | Buy | 64257.2→64467.8 | +2.51 | timeout |
| 06-13 18:53 | BTC | Sell | 64071.8→64083.2 | -1.13 | timeout |
| 06-13 10:45 | BTC | Sell | 63590.8→63840.2 | -5.02 | timeout |
| 06-13 02:40 | BTC | Sell | 63490.8→63682.2 | -4.11 | timeout |
| 06-12 18:35 | BTC | Sell | 63491.8→63731.2 | -4.90 | timeout |
| 06-12 10:28 | BTC | Sell | 63777.8→63585.2 | +2.28 | timeout |
| 06-12 02:24 | BTC | Sell | 63453.8→63624.2 | -3.71 | timeout |
| 06-11 18:02 | BTC | Sell | 62634.9→63805.1 | -20.55 | stop_loss |
| 06-11 14:18 | BTC | Sell | 62785.9→62788.1 | -0.93 | timeout |
| 06-11 06:01 | BTC | Buy | 61580.1→62567.9 | +15.82 | timeout |
| 06-10 21:55 | BTC | Sell | 62683.9→61207.1 | +23.80 | timeout |
| 06-10 13:50 | BTC | Buy | 61680.1→62353.9 | +10.52 | timeout |
| 06-09 21:27 | BTC | Sell | 61355.9→62023.1 | -12.40 | timeout |
| 06-09 13:32 | BTC | Sell | 63126.8→62428.1 | +10.67 | timeout |
| 06-09 05:22 | BTC | Buy | 63161.2→63291.8 | +1.22 | timeout |
| 06-08 21:06 | BTC | Buy | 64010.2→63561.8 | -8.32 | timeout |
| 06-08 12:47 | BTC | Sell | 62952.9→63575.2 | -11.32 | timeout |
| 06-08 04:41 | BTC | Sell | 63083.8→62716.1 | +5.18 | timeout |
| 06-07 20:45 | BTC | Sell | 61981.9→61769.1 | +2.65 | timeout |
| 06-07 12:28 | BTC | Buy | 61928.1→62005.9 | +0.37 | timeout |
| 06-07 04:21 | BTC | Buy | 60716→61576.9 | +13.94 | timeout |
| 06-06 20:16 | BTC | Buy | 60897→60525 | -7.32 | timeout |
| 06-06 12:15 | BTC | Buy | 61179.1→61037.9 | -3.34 | timeout |
| 06-06 04:11 | BTC | Buy | 61303.1→60298 | -18.17 | timeout |
| 06-05 18:51 | BTC | Buy | 60668→59540.2 | -20.49 | stop_loss |
| 06-05 12:04 | BTC | Buy | 62733.1→61566.1 | -20.48 | stop_loss |
| 06-05 07:28 | BTC | Sell | 61234.9→62383.3 | -20.64 | stop_loss |
| 06-05 04:21 | BTC | Sell | 63301.8→62704.1 | +8.94 | timeout |
| 06-04 19:54 | BTC | Buy | 63793.2→63581.8 | -4.43 | timeout |
| 06-04 13:05 | BTC | Sell | 63813.8→63697.2 | +0.93 | timeout |
| 06-04 02:42 | BTC | Sell | 62318.9→63479.9 | -20.51 | stop_loss |
| 06-03 22:50 | ETH | Sell | 1827.32→1828.38 | -1.51 | timeout |
| 06-03 10:32 | BTC | Sell | 66304.7→67288.4 | -16.45 | timeout |
| 06-03 00:26 | BTC | Sell | 67366.6→66894.3 | +6.42 | timeout |
| 06-02 13:09 | BTC | Sell | 69979.5→68995.4 | +13.82 | timeout |
| 06-02 10:43 | SOL | Sell | 80.7739→79.2359 | +13.17 | timeout |
| 06-01 19:38 | ETH | Sell | 1969.3→2006.2 | -20.61 | stop_loss |
| 06-01 17:44 | SOL | Sell | 79.5881→81.0927 | -20.77 | stop_loss |
| 06-01 04:57 | SOL | Sell | 82.4876→82.0223 | +5.03 | timeout |
| 06-01 04:57 | BTC | Sell | 73937.3→73538.7 | +4.73 | timeout |
| 06-01 04:57 | ETH | Sell | 2012.2→2000.4 | +5.28 | timeout |
| 05-31 22:27 | BTC | Sell | 73555.3→73973.7 | -6.93 | timeout |
| 05-31 16:45 | ETH | Sell | 2016.8→1999.6 | +8.05 | timeout |
| 05-31 16:44 | SOL | Sell | 82.5216→81.5742 | +11.12 | timeout |
| 05-31 16:44 | BTC | Sell | 73779.3→73502.7 | +3.02 | timeout |
| 05-31 11:33 | BTC | Sell | 74116.3→73892.7 | +2.30 | timeout |
| 05-31 05:44 | BTC | Sell | 73771.3→74070.7 | -5.17 | timeout |
| 05-31 05:44 | ETH | Sell | 2019.6→2030.8 | -6.70 | timeout |
| 05-31 05:44 | SOL | Sell | 82.5276→83.0995 | -8.17 | timeout |
| 05-30 23:17 | BTC | Sell | 73885.3→73828.7 | -0.08 | timeout |
| 05-30 15:41 | BTC | Sell | 73522.3→73841.7 | -5.43 | timeout |
| 05-30 15:41 | SOL | Sell | 82.2547→82.5094 | -4.15 | timeout |
| 05-30 15:41 | ETH | Sell | 2014.6→2024.9 | -6.24 | timeout |
| 05-29 18:00 | BTC | Sell | 73423.3→73978.7 | -8.87 | timeout |
| 05-29 15:35 | ETH | Sell | 2006.6→2044.23 | -20.60 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
497
closed
45%
win rate
-239.42
total pnl ($)
-4.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 224 | 43% | -9.2 | -213.04 |
| ETH | 180 | 46% | -6.6 | -120.63 |
| SOL | 93 | 51% | +12.0 | +94.26 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 20:55 | ETH | Buy | below_min_notional_skip |
| 06-25 14:58 | SOL | Buy | stale_intent |
| 06-24 22:37 | SOL | Buy | below_min_notional_skip |
| 06-24 16:32 | BTC | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:34 | ETH | Sell | +2.02 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-10 11:34 | BTC | Sell | -1.53 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the timeout close captured a minor adverse move before the expected directional breakdown occurred. |
| 05-10 07:33 | ETH | Sell | -4.81 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-10 07:33 | BTC | Sell | -3.05 | The market was in a neutral to slightly bearish regime with negative funding and moderate open interest, but lacked a clear directional catalyst. The thesis failed because the timeout close_reason indicates the trade was closed without a price trigger, like… |
| 05-10 03:32 | ETH | Sell | +1.01 | The market was in a mild uptrend with ETH gaining 2.78% over 24 hours and positive funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed time window. |
| 05-10 03:32 | BTC | Sell | +0.04 | BTC was in a mild uptrend across all timeframes with negative funding, suggesting cautious bullish momentum. The short thesis failed because the timeout closed the trade before a pullback materialized, as the market continued grinding higher against the pos… |
| 05-09 23:33 | BTC | Sell | +1.78 | The market was range-bound with low volatility, as BTC showed minimal directional movement across timeframes. The thesis failed because the trade expired via timeout without reaching the target or stop, as the sideways regime lacked the momentum needed to t… |
| 05-09 23:31 | ETH | Sell | +1.61 | ETH traded in a narrow range with low volatility, showing slight hourly gains but remaining weak on the weekly timeframe. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allo… |
| 05-09 19:32 | ETH | Sell | -7.49 | ETH was declining over multiple timeframes with negative funding and falling open interest. The short thesis failed because the trade was closed by timeout before the bearish momentum could fully materialize into a profitable exit. |
| 05-09 19:32 | BTC | Sell | -6.69 | BTC was trading in a tight range with low volatility, showing a slight 1-hour uptick but overall bearish bias across longer timeframes. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss f… |