106
closed trades
44%
win rate
-107.92
total pnl ($)
1.312
weight
7d window — n=16 wr=56% pnl=+21.86
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 15:07:37 (33.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aca
n: 480
· wr: 37.1%
· total_bps: -13310.9
· mean_bps: -27.73
· sharpe: -0.17
· max_dd_bps: -13344.3
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 |
|---|---|---|---|---|---|
| 06-21 23:12 | ETH | Buy | 1728.27→1711.93 | -5.15 | timeout |
| 06-21 13:08 | ETH | Buy | 1731.37→1725.33 | -2.18 | timeout |
| 06-21 03:07 | ETH | Buy | 1725.87→1733.53 | +1.75 | timeout |
| 06-20 17:03 | ETH | Buy | 1724.27→1731.63 | +1.68 | timeout |
| 06-20 07:00 | ETH | Buy | 1707.87→1727.13 | +5.16 | timeout |
| 06-19 20:55 | ETH | Buy | 1691.17→1706.03 | +3.94 | timeout |
| 06-19 10:49 | ETH | Buy | 1702.27→1689.83 | -4.11 | timeout |
| 06-19 00:45 | ETH | Buy | 1687.97→1715.63 | +7.70 | timeout |
| 06-18 14:45 | ETH | Buy | 1735.47→1739.73 | +0.77 | timeout |
| 06-18 04:41 | ETH | Buy | 1738.67→1732.83 | -2.13 | timeout |
| 06-17 18:38 | ETH | Buy | 1771.88→1771.72 | -0.53 | timeout |
| 06-17 08:37 | ETH | Buy | 1797.88→1764.24 | -9.77 | stop_loss |
| 06-16 22:34 | ETH | Buy | 1770.58→1793.02 | +5.84 | timeout |
| 06-16 12:26 | ETH | Buy | 1771.38→1820.02 | +13.23 | timeout |
| 06-15 22:25 | ETH | Buy | 1829.08→1794.82 | -9.83 | stop_loss |
| 06-15 12:39 | ETH | Buy | 1716.87→1771.62 | +15.48 | take_profit |
| 06-15 06:21 | ETH | Buy | 1723.07→1719.83 | -1.41 | timeout |
| 06-14 20:18 | ETH | Buy | 1673.47→1664.23 | -3.23 | timeout |
| 06-14 10:14 | ETH | Buy | 1684.87→1675.33 | -3.29 | timeout |
| 06-14 00:14 | ETH | Buy | 1674.37→1679.03 | +0.92 | timeout |
| 06-13 14:14 | ETH | Buy | 1664.27→1679.43 | +4.08 | timeout |
| 06-13 04:46 | ETH | Buy | 1665.27→1666.53 | -0.07 | timeout |
| 06-12 18:13 | ETH | Buy | 1678.47→1668.63 | -3.37 | timeout |
| 06-12 08:04 | ETH | Buy | 1670.37→1662.03 | -2.96 | timeout |
| 06-11 22:01 | ETH | Buy | 1653.27→1677.63 | +6.90 | timeout |
| 06-11 11:56 | ETH | Buy | 1658.57→1665.33 | +1.56 | timeout |
| 06-11 01:54 | ETH | Buy | 1629.66→1643.74 | +3.82 | timeout |
| 06-10 09:20 | ETH | Buy | 1638.96→1608.23 | -9.82 | stop_loss |
| 06-09 14:30 | ETH | Buy | 1666.77→1635.62 | -9.79 | stop_loss |
| 06-09 09:18 | ETH | Buy | 1666.57→1677.63 | +2.93 | timeout |
| 06-08 23:16 | ETH | Buy | 1698.57→1707.33 | +2.18 | timeout |
| 06-08 13:11 | ETH | Buy | 1655.17→1691.13 | +10.39 | timeout |
| 06-07 22:13 | ETH | Buy | 1615.26→1666.63 | +15.47 | take_profit |
| 06-07 12:19 | ETH | Buy | 1638.46→1607.83 | -9.78 | stop_loss |
| 06-07 06:24 | ETH | Buy | 1558.96→1608.54 | +15.49 | take_profit |
| 06-06 15:19 | ETH | Buy | 1572.86→1543.27 | -9.85 | stop_loss |
| 06-06 04:05 | ETH | Buy | 1580.86→1551.27 | -9.80 | stop_loss |
| 06-05 18:26 | ETH | Buy | 1600.96→1570.96 | -9.82 | stop_loss |
| 06-05 13:53 | ETH | Buy | 1658.77→1627.72 | -9.78 | stop_loss |
| 06-05 02:20 | ETH | Buy | 1772.28→1738.96 | -9.82 | stop_loss |
| 06-04 19:58 | ETH | Buy | 1750.28→1774.92 | +6.57 | timeout |
| 06-04 03:07 | ETH | Buy | 1738.07→1793.42 | +15.47 | take_profit |
| 06-03 19:55 | ETH | Buy | 1831.98→1797.42 | -9.88 | stop_loss |
| 06-03 12:31 | ETH | Buy | 1838.88→1874.81 | +9.36 | timeout |
| 06-02 22:52 | ETH | Buy | 1906.89→1870.98 | -9.86 | stop_loss |
| 06-02 14:22 | ETH | Buy | 1978.7→1941.63 | -9.82 | stop_loss |
| 06-02 11:08 | ETH | Buy | 2000.4→1980.5 | -5.45 | timeout |
| 06-01 22:24 | ETH | Buy | 1970.3→1994.8 | +5.76 | timeout |
| 06-01 09:31 | ETH | Buy | 2003.7→1985.8 | -4.97 | timeout |
| 05-31 19:02 | ETH | Buy | 2022.3→2002 | -5.52 | timeout |
| 05-31 07:43 | ETH | Buy | 2020→2022.6 | +0.18 | timeout |
| 05-30 17:40 | ETH | Buy | 2015.1→2022.2 | +1.26 | timeout |
| 05-30 03:57 | ETH | Buy | 2017.3→2016.5 | -0.69 | timeout |
| 05-29 14:26 | ETH | Buy | 2014.5→1976.81 | -9.85 | stop_loss |
| 05-29 02:38 | ETH | Buy | 2023.4→2005 | -5.02 | timeout |
| 05-28 15:55 | ETH | Buy | 1993→1989.2 | -1.45 | timeout |
| 05-28 03:18 | ETH | Buy | 2024→1985.81 | -9.86 | stop_loss |
| 05-27 18:13 | ETH | Buy | 2080.51→2041.57 | -9.82 | stop_loss |
| 05-27 09:48 | ETH | Buy | 2076.01→2083.89 | +1.45 | timeout |
| 05-26 23:48 | ETH | Buy | 2087.61→2075.09 | -3.45 | timeout |
| 05-26 13:48 | ETH | Buy | 2100.01→2122.69 | +4.91 | timeout |
| 05-26 03:48 | ETH | Buy | 2119.51→2090.59 | -7.24 | timeout |
| 05-25 17:49 | ETH | Buy | 2117.71→2130.29 | +2.47 | timeout |
| 05-25 07:47 | ETH | Buy | 2102.41→2111.09 | +1.58 | timeout |
| 05-24 14:17 | ETH | Buy | 2117.71→2078.15 | -9.79 | stop_loss |
| 05-24 11:47 | ETH | Buy | 2117.61→2125.09 | +1.27 | timeout |
| 05-23 20:41 | ETH | Buy | 2060.81→2126.59 | +15.49 | take_profit |
| 05-23 15:47 | ETH | Buy | 2041.3→2057.39 | +3.46 | timeout |
| 05-23 05:46 | ETH | Buy | 2077.51→2065.29 | -3.40 | timeout |
| 05-22 18:45 | ETH | Buy | 2125.71→2086.05 | -9.80 | stop_loss |
| 05-22 09:45 | ETH | Buy | 2131.91→2122.59 | -2.66 | timeout |
| 05-21 23:45 | ETH | Buy | 2133.11→2135.29 | +0.04 | timeout |
| 05-21 13:46 | ETH | Buy | 2139.61→2108.19 | -7.81 | timeout |
| 05-21 03:45 | ETH | Buy | 2139.81→2144.89 | +0.69 | timeout |
| 05-20 17:43 | ETH | Buy | 2130.51→2143.99 | +2.69 | timeout |
| 05-20 07:43 | ETH | Buy | 2115.31→2132.09 | +3.49 | timeout |
| 05-19 21:43 | ETH | Buy | 2116.71→2118.49 | -0.08 | timeout |
| 05-19 11:42 | ETH | Buy | 2130.11→2110.59 | -5.03 | timeout |
| 05-19 01:43 | ETH | Buy | 2105.01→2129.99 | +5.46 | timeout |
| 05-18 15:43 | ETH | Buy | 2115.51→2106.19 | -2.64 | timeout |
| 05-16 07:13 | ETH | Buy | 2228.92→2187.49 | -9.75 | stop_loss |
| 05-16 01:25 | ETH | Buy | 2227.92→2226.48 | -0.80 | timeout |
| 05-15 13:39 | ETH | Buy | 2266.83→2224.66 | -9.75 | stop_loss |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.52 | timeout |
| 05-11 21:24 | ETH | Buy | 2328.63→2335.97 | +1.09 | timeout |
| 05-10 20:49 | ETH | Buy | 2353.74→2309.91 | -9.77 | stop_loss |
| 05-10 15:21 | ETH | Buy | 2328.73→2334.67 | +0.78 | timeout |
| 05-10 05:21 | ETH | Buy | 2329.13→2328.17 | -0.68 | timeout |
| 05-09 19:21 | ETH | Buy | 2314.23→2327.27 | +2.32 | timeout |
| 05-09 09:22 | ETH | Buy | 2310.83→2312.77 | -0.03 | timeout |
| 05-08 23:20 | ETH | Buy | 2279.73→2308.67 | +5.85 | timeout |
| 05-08 13:18 | ETH | Buy | 2281.43→2276.97 | -1.41 | timeout |
| 05-08 03:16 | ETH | Buy | 2295.53→2277.77 | -4.33 | timeout |
| 05-07 14:32 | ETH | Buy | 2336.43→2292.92 | -9.77 | stop_loss |
| 05-07 07:18 | ETH | Buy | 2343.63→2343.57 | -0.47 | timeout |
| 05-06 14:07 | ETH | Buy | 2391.54→2346.99 | -9.76 | stop_loss |
| 05-06 13:16 | ETH | Buy | 2359.34→2391.06 | +6.14 | timeout |
| 05-04 20:29 | ETH | Buy | 2341.43→2351.46 | +1.69 | timeout |
| 05-04 10:19 | ETH | Buy | 2361.94→2318.01 | -9.73 | stop_loss |
| 05-04 00:29 | ETH | Buy | 2327.03→2312.27 | -3.64 | timeout |
Paper vs Live
Paper (trades.jsonl)
106
closed
44%
win rate
-107.92
total pnl ($)
-20.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 106 | 44% | -20.1 | -107.92 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 05:21 | ETH | Buy | -0.68 | The market was in a mild uptrend over 24 hours with neutral funding, but the 1-hour timeframe showed slight bearish pressure. The thesis failed because the trade timed out without entry, likely due to insufficient price action or liquidity to trigger the or… |
| 05-09 19:21 | ETH | Buy | +2.32 | The market was in a mild downtrend with ETH losing 2% over 24 hours and 3.4% over the week, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the persistent b… |
| 05-09 09:22 | ETH | Buy | -0.03 | The market was in a mild downtrend with ETH losing 2.36% over 24 hours and negative momentum across timeframes. The thesis failed because the trade expired without reaching its target or stop, as the sideways-to-bearish regime offered no directional catalys… |
| 05-08 23:20 | ETH | Buy | +5.85 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH recovering slightly alongside BTC. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed timeframe. |
| 05-08 13:18 | ETH | Buy | -1.41 | The market was in a mild downtrend with ETH down 1.51% over 24 hours and 2.86% over 7 days, while funding rates remained slightly positive. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not mater… |
| 05-08 03:16 | ETH | Buy | -4.33 | ETH was trading in a narrow range with low momentum, showing slight hourly gains but a bearish weekly trend. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-07 14:32 | ETH | Buy | -9.77 | The market was in a broad downtrend with ETH declining 1.31% over 24 hours and 3.99% over 7 days, accompanied by negative BTC momentum. The thesis failed because the stop-loss was triggered as the persistent bearish pressure continued to push prices lower, … |
| 05-07 07:18 | ETH | Buy | -0.47 | ETH traded in a persistent downtrend across all timeframes, with negative funding and declining open interest. The thesis failed because the timeout close captured a small loss in a bearish regime where no entry was executed, preventing any potential profit… |
| 05-06 14:07 | ETH | Buy | -9.76 | The market was in a broad downtrend across both ETH and BTC, with ETH losing nearly 5% over the past week and negative hourly momentum. The thesis failed because the stop-loss was triggered as the bearish regime continued to push prices lower, confirming th… |
| 05-06 13:16 | ETH | Buy | +6.14 | The market was in a broad downtrend with ETH falling over 5% on the week and negative funding, indicating persistent bearish pressure. The thesis failed because the trade was closed by timeout without reaching its target, as the continued weakness prevented… |