97
closed trades
45%
win rate
+16.56
total pnl ($)
1.247
weight
7d window — n=11 wr=36% pnl=+4.35
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 18:18:55 (19.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cc
n: 80
· wr: 36.2%
· total_bps: -1348.2
· mean_bps: -16.85
· sharpe: -0.25
· max_dd_bps: -1456.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 97 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 18:03 | BTC | Sell | 65378.7→64662.2 | +5.04 | timeout |
| 06-22 09:00 | BTC | Sell | 64056.8→64141.2 | -1.09 | timeout |
| 06-21 19:04 | BTC | Buy | 64197.2→64189.8 | -0.50 | timeout |
| 06-21 10:00 | BTC | Sell | 64217.8→64175.2 | -0.10 | timeout |
| 06-20 17:00 | BTC | Sell | 63596.8→63972.2 | -3.40 | timeout |
| 06-20 08:02 | BTC | Sell | 63411.8→63534.2 | -1.41 | timeout |
| 06-18 20:06 | BTC | Buy | 62634.1→63110.8 | +3.38 | timeout |
| 06-17 19:29 | BTC | Sell | 65933.7→64481.2 | +10.57 | take_profit |
| 06-17 08:39 | BTC | Buy | 65810.3→64914.3 | -7.26 | stop_loss |
| 06-16 11:01 | BTC | Sell | 66386.7→66503.3 | -1.32 | timeout |
| 06-16 02:06 | BTC | Sell | 66406.7→66288.3 | +0.44 | timeout |
| 06-15 20:05 | BTC | Sell | 67113.6→66539.3 | +3.84 | timeout |
| 06-15 09:03 | BTC | Sell | 65592.7→65670.3 | -1.04 | timeout |
| 06-14 21:19 | BTC | Sell | 63993.8→64865.7 | -7.26 | stop_loss |
| 06-14 15:02 | BTC | Sell | 64470.8→64094.2 | +2.47 | timeout |
| 06-12 14:06 | BTC | Sell | 63656.8→63337.2 | +2.07 | timeout |
| 06-12 00:07 | BTC | Buy | 63575.2→63641.8 | +0.05 | timeout |
| 06-11 18:01 | BTC | Sell | 62980.9→63689.2 | -6.06 | timeout |
| 06-11 10:03 | BTC | Sell | 62585.9→62869.1 | -2.69 | timeout |
| 06-11 01:16 | BTC | Sell | 61316.9→62154.2 | -7.28 | stop_loss |
| 06-10 20:00 | BTC | Sell | 62594.9→61870.1 | +5.35 | timeout |
| 06-10 11:50 | BTC | Sell | 61673.9→61000 | +5.01 | timeout |
| 06-08 11:04 | BTC | Sell | 62872.9→63054.2 | -1.89 | timeout |
| 06-07 22:13 | BTC | Buy | 61335.1→62679.9 | +10.51 | take_profit |
| 06-07 01:18 | BTC | Sell | 60757→61583.9 | -7.25 | stop_loss |
| 06-06 16:02 | BTC | Sell | 60852→60794 | +0.02 | timeout |
| 06-06 05:22 | BTC | Sell | 59814→60630.3 | -7.27 | stop_loss |
| 06-05 18:52 | BTC | Sell | 60784→59452 | +10.51 | take_profit |
| 06-05 14:06 | BTC | Sell | 61876.9→60521 | +10.51 | take_profit |
| 06-05 06:19 | BTC | Buy | 62623.1→61769 | -7.26 | stop_loss |
| 06-05 00:05 | BTC | Sell | 63365.8→63775.2 | -3.68 | timeout |
| 06-04 18:04 | BTC | Sell | 64137.8→63379.2 | +5.47 | timeout |
| 06-04 09:03 | BTC | Sell | 64101.8→63448.2 | +4.65 | timeout |
| 06-03 11:03 | BTC | Sell | 66933.7→67314.4 | -3.27 | timeout |
| 06-03 02:00 | BTC | Sell | 67472.6→66830.3 | +4.31 | timeout |
| 05-30 14:02 | BTC | Buy | 73571.7→73826.3 | +1.27 | timeout |
| 05-30 13:18 | BTC | Sell | 73516.3→73733.7 | -1.92 | timeout |
| 05-30 02:09 | BTC | Sell | 73350.3→73652.7 | -2.50 | timeout |
| 05-28 08:02 | BTC | Sell | 73129.3→73326.7 | -1.79 | timeout |
| 05-27 16:01 | BTC | Sell | 75716.2→75342.8 | +2.04 | timeout |
| 05-27 10:00 | BTC | Buy | 75682.8→75859.2 | +0.74 | timeout |
| 05-27 03:00 | BTC | Buy | 75790.8→75840.2 | -0.11 | timeout |
| 05-26 16:01 | BTC | Sell | 77163.1→76435.8 | +4.24 | timeout |
| 05-26 09:00 | BTC | Buy | 76702.8→76677.2 | -0.61 | timeout |
| 05-25 20:59 | BTC | Buy | 77702.9→77235.1 | -3.48 | timeout |
| 05-25 12:00 | BTC | Buy | 77361.9→77306.1 | -0.83 | timeout |
| 05-25 03:59 | BTC | Buy | 77012.9→76992.2 | -0.59 | timeout |
| 05-24 16:02 | BTC | Sell | 77237.1→76340.8 | +5.35 | timeout |
| 05-24 08:01 | BTC | Sell | 76780.2→76784.8 | -0.46 | timeout |
| 05-24 00:01 | BTC | Buy | 75944.8→76739.2 | +4.75 | timeout |
| 05-23 07:50 | BTC | Buy | 75459.8→74419 | -7.35 | stop_loss |
| 05-23 04:01 | BTC | Sell | 75482.2→75604.8 | -1.26 | timeout |
| 05-22 19:00 | BTC | Sell | 76641.2→76466.8 | +0.70 | timeout |
| 05-22 10:01 | BTC | Sell | 77422.1→77278.9 | +0.49 | timeout |
| 05-21 15:00 | BTC | Sell | 77150.1→76964.8 | +0.76 | timeout |
| 05-18 22:21 | BTC | Sell | 76216.2→77253.5 | -7.24 | stop_loss |
| 05-18 11:43 | BTC | Buy | 76921.8→77284.1 | +1.89 | timeout |
| 05-15 13:01 | BTC | Sell | 80585→80211 | +1.86 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.51 | timeout |
| 05-12 02:43 | BTC | Sell | 81715.9→81724.1 | -0.49 | timeout |
| 05-11 02:01 | BTC | Buy | 80755→81440.9 | +3.77 | timeout |
| 05-10 20:00 | BTC | Sell | 81388.9→81403.1 | -0.53 | timeout |
| 05-10 00:02 | BTC | Buy | 80877→80643 | -1.90 | timeout |
| 05-09 12:00 | BTC | Sell | 80183→80327 | -1.35 | timeout |
| 05-08 15:01 | BTC | Sell | 80216→80130 | +0.09 | timeout |
| 05-08 02:00 | BTC | Sell | 79676→79704 | -0.61 | timeout |
| 05-07 11:03 | BTC | Sell | 81381.9→80818 | +3.02 | timeout |
| 05-07 03:02 | BTC | Buy | 81214.1→81045.9 | -1.49 | timeout |
| 05-06 17:17 | BTC | Buy | 82097.1→81425.9 | -4.53 | timeout |
| 05-06 10:17 | BTC | Buy | 80310→82072.9 | +10.45 | take_profit |
| 05-04 14:01 | BTC | Sell | 79793→78751.9 | +6.07 | timeout |
| 05-04 02:41 | BTC | Sell | 79095→80168.1 | -7.22 | stop_loss |
| 05-03 15:03 | BTC | Sell | 78361.1→78736.9 | -2.83 | timeout |
| 05-03 08:01 | BTC | Sell | 78128.1→78352.9 | -1.89 | timeout |
| 05-02 13:01 | BTC | Sell | 78259.1→78199.9 | -0.08 | timeout |
| 05-02 07:01 | BTC | Buy | 78329.9→78303.1 | -0.61 | timeout |
| 05-01 15:02 | BTC | Buy | 77287.9→78150.1 | +5.13 | timeout |
| 05-01 09:01 | BTC | Buy | 77001.8→77316.1 | +1.58 | timeout |
| 04-30 05:01 | BTC | Buy | 76239→75517 | -5.19 | timeout |
| 04-29 20:02 | BTC | Sell | 75828→75621 | +0.91 | timeout |
| 04-29 06:02 | BTC | Sell | 76585→77217 | -4.58 | timeout |
| 04-28 23:02 | BTC | Buy | 76160→76162 | -0.44 | timeout |
| 04-28 17:01 | BTC | Buy | 76315→76151 | -1.52 | timeout |
| 04-28 09:02 | BTC | Buy | 76892→76762 | -1.30 | timeout |
| 04-28 03:01 | BTC | Buy | 77043→76804 | -2.00 | timeout |
| 04-27 19:01 | BTC | Sell | 77711→76838 | +5.17 | timeout |
| 04-27 05:23 | BTC | Sell | 79063→77797 | +7.56 | take_profit |
| 04-26 23:01 | BTC | Sell | 78217→78224 | -0.49 | timeout |
| 04-26 16:01 | BTC | Sell | 78051→77979 | +0.01 | timeout |
| 04-26 08:01 | BTC | Buy | 77348→78055 | +4.12 | timeout |
| 04-25 20:00 | BTC | Sell | 77299→77309 | -0.51 | timeout |
| 04-24 18:01 | BTC | Sell | 77940→77620 | +1.60 | timeout |
| 04-24 07:00 | BTC | Sell | 78109→77762 | +1.77 | timeout |
| 04-23 23:01 | BTC | Sell | 77675→78194 | -3.69 | timeout |
| 04-23 16:01 | BTC | Buy | 77712→78382 | +3.96 | timeout |
| 04-23 00:12 | BTC | Buy | 78722→77934 | -5.35 | stop_loss |
| 04-22 18:00 | BTC | Buy | 78781→78887 | +0.32 | timeout |
Paper vs Live
Paper (trades.jsonl)
97
closed
45%
win rate
+16.56
total pnl ($)
+3.4 bps
avg bps net
Live (dry_run=0)
8
closed
25%
win rate
-1.59
total pnl ($)
-15.5 bps
avg bps net
Live WR is 55% of paper WR (25% vs 45%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 97 | 45% | +3.4 | +16.56 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 14:22 | BTC | Sell | stale_intent |
| 06-22 05:15 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 00:02 | BTC | Buy | -1.90 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over the short term. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-09 12:00 | BTC | Sell | -1.35 | BTC was in a persistent downtrend across all timeframes with negative funding and declining open interest. The short thesis failed because the trade was closed by timeout before the bearish momentum could fully materialize into a profitable exit. |
| 05-08 15:01 | BTC | Sell | +0.09 | The market was in a mild downtrend with BTC declining across all timeframes and negative funding. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding selloff did not trigger a sharp enough d… |
| 05-08 02:00 | BTC | Sell | -0.61 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without a fill, as the timeout close reason indicates the entry price was never reached. |
| 05-07 11:03 | BTC | Sell | +3.02 | The market was in a mild downtrend with low volatility, as BTC showed slight hourly gains but remained negative over 24 hours and 7 days. The thesis failed because the trade was closed due to a timeout, likely missing the expected move in a slow, range-boun… |
| 05-07 03:02 | BTC | Buy | -1.49 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the trade was closed by timeout without reaching the target, as the lack of directional momentum prevented the expected move from materializing. |
| 05-06 17:17 | BTC | Buy | -4.53 | BTC was in a mild downtrend across multiple timeframes with low funding and declining open interest. The thesis failed because the trade was never entered and expired due to timeout, resulting in a small negative PnL from the missed opportunity. |
| 05-06 10:17 | BTC | Buy | +10.45 | BTC was in a mild intraday downtrend with negative funding and declining open interest. The thesis worked because the take-profit target was reached as a short-term bounce materialized within the broader bearish context. |
| 05-04 14:01 | BTC | Sell | +6.07 | The market exhibited a neutral regime with Bitcoin trading flat on the hour and slightly positive over the week while funding rates remained near zero. The trade failed because the entry was never executed, resulting in a timeout close rather than a realize… |
| 05-02 13:01 | BTC | Sell | -0.08 | Bitcoin was consolidating near $78,300 with minimal directional momentum (0.19% 1h, 0.15% 24h), while funding rates had shifted into slightly negative territory (-0.002934%) at close. The trade's thesis failed because the funding zero-cross signal (+0.0045%… |