28
closed trades
46%
win rate
-32.74
total pnl ($)
1.081
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:17:48 (18.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_acy
n: 218
· wr: 43.6%
· total_bps: -3869.1
· mean_bps: -17.75
· sharpe: -0.12
· max_dd_bps: -3948.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 28 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-05 13:51 | BTC | Buy | 62622.1→61082.4 | -12.75 | stop_loss |
| 06-04 13:23 | BTC | Buy | 62701.1→63257.8 | +4.03 | timeout |
| 05-31 20:20 | BTC | Buy | 73932.7→73705.3 | -1.98 | timeout |
| 05-30 21:40 | BTC | Buy | 73533.7→73948.3 | +2.31 | timeout |
| 05-29 19:49 | BTC | Buy | 73381.7→73617.3 | +1.13 | timeout |
| 05-28 18:12 | BTC | Buy | 72961.6→73652.3 | +4.21 | timeout |
| 05-28 00:11 | BTC | Buy | 75593.8→74427.3 | -8.18 | timeout |
| 05-26 21:09 | BTC | Buy | 76621.8→75964.2 | -4.77 | timeout |
| 05-26 02:24 | BTC | Buy | 77485.9→76653.2 | -5.82 | timeout |
| 05-22 23:48 | BTC | Buy | 77204.9→75309.6 | -12.75 | stop_loss |
| 05-22 07:35 | BTC | Buy | 77596.9→77427.1 | -1.55 | timeout |
| 05-21 13:35 | BTC | Buy | 77871.9→77146.1 | -5.16 | timeout |
| 05-20 18:20 | BTC | Buy | 77281.9→77576.1 | +1.39 | timeout |
| 05-19 21:20 | BTC | Buy | 76915.8→76983.2 | -0.09 | timeout |
| 05-18 20:03 | BTC | Buy | 77058.9→76949.2 | -1.21 | timeout |
| 05-16 00:39 | BTC | Buy | 80408→79168 | -8.17 | timeout |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.56 | timeout |
| 05-12 02:52 | BTC | Buy | 80832→81715.9 | +5.03 | timeout |
| 05-11 08:53 | BTC | Buy | 80565→80800 | +0.95 | timeout |
| 05-10 00:06 | BTC | Buy | 80314→80599 | +1.35 | timeout |
| 05-08 20:04 | BTC | Buy | 79691→80133 | +2.29 | timeout |
| 05-07 16:07 | BTC | Buy | 81663.1→79659.2 | -12.77 | stop_loss |
| 05-07 01:18 | BTC | Buy | 82097.1→81071.9 | -6.67 | timeout |
| 05-06 13:16 | BTC | Buy | 79851→82088.9 | +13.49 | timeout |
| 05-04 06:17 | BTC | Buy | 78601.9→79773 | +6.96 | timeout |
| 05-03 12:16 | BTC | Buy | 78495.9→78775.1 | +1.31 | timeout |
| 05-02 12:03 | BTC | Buy | 78200.9→78084.1 | -1.18 | timeout |
| 05-01 12:02 | BTC | Buy | 76368.8→77420.1 | +6.43 | timeout |
Paper vs Live
Paper (trades.jsonl)
28
closed
46%
win rate
-32.74
total pnl ($)
-22.9 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 | 28 | 46% | -22.9 | -32.74 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 00:06 | BTC | Buy | +1.35 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade expired via timeout without reaching the target, as the lack of directional momentum prevented the expected breakout. |
| 05-08 20:04 | BTC | Buy | +2.29 | The market was in a short-term uptrend on the hourly chart but remained in a broader downtrend over the past 24 hours and week. The thesis failed because the trade was closed due to a timeout, likely as the expected directional move did not materialize with… |
| 05-07 16:07 | BTC | Buy | -12.77 | The market was in a choppy, low-funding environment with declining open interest, suggesting weak directional conviction. The thesis failed because the stop-loss was triggered by a sudden liquidity sweep, indicating the trade was entered against the prevail… |
| 05-07 01:18 | BTC | Buy | -6.67 | BTC was trading in a narrow range with slight hourly gains but negative daily and weekly momentum. The trade failed because the timeout closed the position before a clear directional move materialized, resulting in a small loss from the lack of volatility. |
| 05-06 13:16 | BTC | Buy | +13.49 | BTC was declining across multiple timeframes with negative funding and falling open interest. The thesis failed because the short-term bounce anticipated by the entry never materialized, leading to a timeout exit with a small profit as the position was clos… |
| 05-02 12:03 | BTC | Buy | -1.18 | Bitcoin traded sideways around $78,137 with minimal directional momentum (1h: -0.05%, 24h: +0.91%), suggesting weak conviction buying despite the long signal. The gas-builder drought accumulation thesis failed because the strategy triggered on only 1 fill v… |
| 05-01 12:02 | BTC | Buy | +6.43 | BTC was consolidating near $77,410 with modest intraday strength (+0.22% in the last hour, +1.75% over 24h) and neutral longer-term momentum (-0.46% weekly), while funding rates remained benign at 0.0005%, suggesting balanced leverage positioning with no im… |