622
closed trades
45%
win rate
-489.98
total pnl ($)
0.481
weight
7d window — n=95 wr=44% pnl=-116.10
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:35:49 (23.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ep
n: 557
· wr: 46.0%
· total_bps: -6731.2
· mean_bps: -12.08
· sharpe: -0.11
· max_dd_bps: -7407.5
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 20:14 | LINK | Buy | 7.41635→7.33667 | -5.84 | timeout |
| 06-27 19:37 | AVAX | Buy | 6.52923→6.4027 | -10.14 | stop_loss |
| 06-27 17:18 | AVAX | Buy | 6.47012→6.55226 | +5.91 | timeout |
| 06-27 17:05 | ARB | Buy | 0.0742186→0.0747513 | +3.11 | timeout |
| 06-27 09:00 | ARB | Buy | 0.0753188→0.0745314 | -5.61 | timeout |
| 06-27 09:00 | LINK | Buy | 7.39165→7.37106 | -1.83 | timeout |
| 06-27 07:59 | SOL | Buy | 71.4367→72.2482 | +5.23 | timeout |
| 06-27 07:01 | BTC | Buy | 59991→60355 | +2.58 | timeout |
| 06-27 02:02 | ETH | Buy | 1577.76→1574.04 | -1.62 | timeout |
| 06-26 21:03 | SOL | Buy | 73.281→71.9002 | -9.88 | stop_loss |
| 06-26 18:24 | BTC | Sell | 59582→59970 | -3.68 | timeout |
| 06-26 15:26 | ETH | Buy | 1535.85→1584.84 | +15.49 | take_profit |
| 06-26 13:57 | ARB | Sell | 0.0715621→0.0729847 | -10.38 | stop_loss |
| 06-26 13:05 | AVAX | Sell | 6.26673→6.10433 | +12.48 | timeout |
| 06-26 12:43 | ETH | Sell | 1578.04→1527.75 | +15.47 | take_profit |
| 06-26 12:40 | LINK | Buy | 7.25171→7.11366 | -9.99 | stop_loss |
| 06-26 11:28 | ARB | Sell | 0.0739615→0.0716279 | +15.35 | take_profit |
| 06-26 06:43 | ETH | Buy | 1521.35→1569.84 | +15.48 | take_profit |
| 06-26 03:56 | SOL | Buy | 66.0989→68.2098 | +15.52 | take_profit |
| 06-26 03:45 | BTC | Sell | 58579.1→59669.8 | -9.76 | stop_loss |
| 06-26 02:13 | LINK | Buy | 7.1921→7.05471 | -10.03 | stop_loss |
| 06-26 02:13 | ETH | Sell | 1579.24→1528.55 | +15.58 | take_profit |
| 06-26 02:12 | BTC | Buy | 60096→58976.5 | -9.76 | stop_loss |
| 06-25 23:22 | AVAX | Sell | 6.14246→6.25959 | -9.98 | stop_loss |
| 06-25 22:02 | BTC | Sell | 59503→60093 | -5.40 | timeout |
| 06-25 20:16 | LINK | Buy | 7.17509→7.1998 | +1.23 | timeout |
| 06-25 18:19 | ARB | Sell | 0.0724019→0.0737853 | -10.01 | stop_loss |
| 06-25 17:26 | SOL | Sell | 65.9711→67.2137 | -9.87 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61133.1→59996 | -9.75 | stop_loss |
| 06-25 13:06 | BTC | Buy | 61668.1→61220.9 | -4.07 | timeout |
| 06-25 13:01 | ETH | Sell | 1654.53→1637.06 | +4.82 | timeout |
| 06-25 12:28 | ARB | Buy | 0.0768292→0.0753535 | -10.05 | stop_loss |
| 06-25 10:21 | AVAX | Buy | 6.58175→6.45635 | -10.00 | stop_loss |
| 06-25 08:05 | AVAX | Buy | 6.43521→6.51307 | +5.60 | timeout |
| 06-25 05:24 | ARB | Sell | 0.076021→0.0774881 | -10.09 | stop_loss |
| 06-25 04:03 | SOL | Sell | 68.2548→67.6441 | +3.99 | timeout |
| 06-25 04:03 | AVAX | Sell | 6.42599→6.4156 | +0.35 | timeout |
| 06-24 22:00 | BTC | Sell | 60129→61250.7 | -9.79 | stop_loss |
| 06-24 20:05 | LINK | Sell | 7.1866→7.32569 | -10.13 | stop_loss |
| 06-24 20:01 | ARB | Buy | 0.0729382→0.0752712 | +15.56 | take_profit |
| 06-24 17:20 | AVAX | Buy | 6.16784→6.04926 | -10.06 | stop_loss |
| 06-24 16:51 | ETH | Buy | 1618.66→1588.35 | -9.81 | stop_loss |
| 06-24 16:51 | SOL | Buy | 67.5231→66.2509 | -9.87 | stop_loss |
| 06-24 16:51 | ARB | Sell | 0.0766208→0.0741485 | +15.67 | take_profit |
| 06-24 16:47 | LINK | Buy | 7.46697→7.3251 | -9.95 | stop_loss |
| 06-24 13:23 | AVAX | Buy | 6.4089→6.28718 | -9.95 | stop_loss |
| 06-24 13:23 | BTC | Buy | 62813.1→61645.1 | -9.75 | stop_loss |
| 06-24 13:23 | ETH | Buy | 1673.07→1641.71 | -9.83 | stop_loss |
| 06-24 13:22 | LINK | Buy | 7.6198→7.47469 | -9.99 | stop_loss |
| 06-24 12:04 | BTC | Buy | 62742.1→62929.9 | +1.04 | timeout |
| 06-24 09:04 | LINK | Buy | 7.58179→7.6158 | +1.80 | timeout |
| 06-24 08:03 | BTC | Buy | 62857.1→62642.9 | -2.16 | timeout |
| 06-24 08:03 | AVAX | Buy | 6.45261→6.3873 | -5.51 | timeout |
| 06-24 06:02 | ARB | Sell | 0.0791802→0.0786397 | +2.93 | timeout |
| 06-24 01:10 | SOL | Sell | 68.9047→69.7395 | -6.60 | timeout |
| 06-23 22:04 | LINK | Buy | 7.604→7.6134 | +0.22 | timeout |
| 06-23 21:00 | ETH | Sell | 1659.73→1663.57 | -1.61 | timeout |
| 06-23 20:02 | ARB | Sell | 0.08011→0.0787497 | +8.04 | timeout |
| 06-23 17:00 | LINK | Buy | 7.54239→7.5949 | +3.01 | timeout |
| 06-23 14:35 | SOL | Buy | 68.6763→69.1866 | +3.34 | timeout |
| 06-23 13:34 | BTC | Buy | 62922.1→62355.9 | -4.92 | timeout |
| 06-23 11:21 | AVAX | Sell | 6.13567→6.25469 | -10.15 | stop_loss |
| 06-23 08:17 | ARB | Buy | 0.07985→0.0783312 | -9.97 | stop_loss |
| 06-23 08:13 | SOL | Sell | 71.8562→69.5654 | +15.42 | take_profit |
| 06-23 06:21 | ETH | Buy | 1716.97→1684.49 | -9.91 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64069.2→62873.4 | -9.79 | stop_loss |
| 06-23 06:08 | ARB | Buy | 0.0826507→0.0810692 | -9.99 | stop_loss |
| 06-23 05:04 | SOL | Sell | 72.0242→71.5357 | +2.87 | timeout |
| 06-22 22:28 | AVAX | Buy | 6.32428→6.20065 | -10.21 | stop_loss |
| 06-22 20:06 | BTC | Buy | 65325.3→64641.8 | -5.69 | timeout |
| 06-22 17:29 | ETH | Buy | 1764.78→1731.76 | -9.80 | stop_loss |
| 06-22 15:59 | BTC | Buy | 64110.2→64775.8 | +4.75 | timeout |
| 06-22 15:58 | ARB | Buy | 0.0852513→0.0845489 | -4.55 | timeout |
| 06-22 11:09 | AVAX | Sell | 6.29463→6.30678 | -1.42 | timeout |
| 06-22 09:04 | SOL | Buy | 73.566→73.8769 | +1.63 | timeout |
| 06-22 08:00 | BTC | Sell | 64601.8→64161.2 | +2.95 | timeout |
| 06-22 05:05 | LINK | Buy | 7.82316→7.89932 | +4.40 | timeout |
| 06-22 03:02 | ETH | Buy | 1720.17→1730.63 | +2.55 | timeout |
| 06-22 03:02 | SOL | Buy | 73.333→73.518 | +0.79 | timeout |
| 06-22 01:26 | ARB | Buy | 0.0822005→0.0847988 | +15.36 | take_profit |
| 06-21 22:03 | AVAX | Sell | 6.32372→6.19095 | +10.06 | timeout |
| 06-21 21:09 | ARB | Buy | 0.0832708→0.0816487 | -10.20 | stop_loss |
| 06-21 20:00 | ETH | Buy | 1724.27→1733.13 | +2.11 | timeout |
| 06-21 18:15 | BTC | Buy | 63998.2→63982.8 | -0.55 | timeout |
| 06-21 18:00 | SOL | Buy | 73.207→74.2109 | +6.37 | timeout |
| 06-21 14:06 | BTC | Buy | 64146.2→64079.8 | -0.95 | timeout |
| 06-21 13:02 | ETH | Buy | 1734.27→1723.53 | -3.54 | timeout |
| 06-21 11:13 | ARB | Buy | 0.0829807→0.084179 | +6.73 | timeout |
| 06-21 10:01 | LINK | Buy | 7.96809→7.9806 | +0.30 | timeout |
| 06-21 07:05 | ETH | Buy | 1736.27→1733.43 | -1.27 | timeout |
| 06-21 06:54 | ARB | Buy | 0.084091→0.0832792 | -5.27 | timeout |
| 06-21 05:00 | AVAX | Buy | 6.23736→6.22924 | -1.14 | timeout |
| 06-20 23:51 | LINK | Buy | 7.89337→7.9793 | +4.98 | timeout |
| 06-20 23:05 | ETH | Buy | 1730.47→1742.23 | +2.92 | timeout |
| 06-20 23:04 | BTC | Buy | 63937.2→64247.8 | +1.98 | timeout |
| 06-20 19:03 | BTC | Buy | 63594.2→63794.8 | +1.13 | timeout |
| 06-20 17:04 | ARB | Sell | 0.0841989→0.0834008 | +4.33 | timeout |
| 06-20 14:04 | BTC | Buy | 63607.2→63343.8 | -2.53 | timeout |
| 06-20 13:01 | ARB | Buy | 0.0842911→0.0832292 | -6.73 | timeout |
| 06-20 08:18 | BTC | Buy | 63371.2→63517.8 | +0.69 | timeout |
Paper vs Live
Paper (trades.jsonl)
622
closed
45%
win rate
-489.98
total pnl ($)
-15.7 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 | 161 | 45% | -14.0 | -113.04 |
| ETH | 126 | 46% | -10.8 | -68.58 |
| ARB | 100 | 38% | -23.6 | -117.10 |
| SOL | 93 | 43% | -27.0 | -125.40 |
| AVAX | 80 | 48% | -2.9 | -11.53 |
| LINK | 62 | 48% | -17.4 | -54.33 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 21:02 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 06:18 | BTC | Sell | -0.46 | The market was in a neutral-to-slightly-bearish regime with negative funding and moderate open interest. The thesis failed because the trade was closed by timeout without reaching the target or stop, resulting in a small negative PnL from holding costs. |
| 05-09 22:04 | BTC | Buy | +1.18 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but flat daily and weekly action. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allot… |
| 05-09 21:11 | ETH | Buy | +5.25 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH showing a slight 1-hour gain but still negative over 24 hours and 7 days. The thesis failed because the trade was closed by timeout before a decisive move materialized, as … |
| 05-09 18:02 | BTC | Buy | +2.64 | 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 without reaching the target, as the lack of directional momentum prevented the expected move from mat… |
| 05-09 13:05 | BTC | Buy | +0.43 | The market was in a mild downtrend with BTC down 1.66% over 24 hours and negative weekly momentum. The thesis failed because the trade expired without entry, as the timeout close_reason indicates no position was taken. |
| 05-09 13:02 | ETH | Buy | -0.11 | ETH traded in a narrow range with low volatility, showing a slight 1-hour gain but remaining weak on longer timeframes. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of directional momentum prevente… |
| 05-09 03:04 | BTC | Buy | +1.02 | BTC was in a mild downtrend across all timeframes with low volatility and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 22:03 | BTC | Buy | +0.93 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low volatility 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 17:04 | BTC | Buy | -2.84 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching the target or stop, as the lack of volatility prevented any profitable exit with… |
| 05-08 13:57 | ETH | Buy | -1.81 | The market was in a neutral to slightly bullish regime with low funding and moderate open interest, but lacked directional momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the… |