39
closed trades
41%
win rate
-58.51
total pnl ($)
1.059
weight
7d window — n=7 wr=29% pnl=-17.22
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:18:03 (34.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
recovered_006
n: 28
· wr: 32.1%
· total_bps: -732.0
· mean_bps: -26.14
· sharpe: -0.30
· max_dd_bps: -732.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 39 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 06:37 | BTC | Buy | 64027.2→64016.8 | -0.60 | timeout |
| 06-21 06:30 | BTC | Buy | 63338.2→64237.8 | +7.31 | timeout |
| 06-20 06:27 | BTC | Buy | 63213.2→63667.8 | +3.45 | timeout |
| 06-19 06:28 | BTC | Buy | 63759.2→62795.9 | -8.77 | timeout |
| 06-18 05:05 | BTC | Buy | 65262.3→63643 | -14.15 | stop_loss |
| 06-17 06:14 | BTC | Buy | 65996.3→65833.7 | -1.87 | timeout |
| 06-16 06:13 | BTC | Buy | 66409.3→66151.7 | -2.59 | timeout |
| 06-15 06:11 | BTC | Buy | 64285.2→65857.7 | +12.95 | timeout |
| 06-14 06:10 | BTC | Buy | 64155.2→64428.8 | +1.86 | timeout |
| 06-13 06:08 | BTC | Buy | 63520.2→63556.8 | -0.18 | timeout |
| 06-12 06:25 | BTC | Buy | 62934.1→63163.8 | +1.48 | timeout |
| 06-11 06:02 | BTC | Buy | 62029.1→62565.9 | +4.15 | timeout |
| 06-10 06:06 | BTC | Buy | 62098.1→62016.9 | -1.17 | timeout |
| 06-09 03:12 | BTC | Buy | 63328.2→62847.9 | -4.66 | timeout |
| 06-08 03:13 | BTC | Buy | 62446.1→63276.8 | +6.80 | timeout |
| 06-07 03:02 | BTC | Buy | 60636→61441.9 | +6.77 | timeout |
| 06-05 13:57 | BTC | Buy | 62310.1→60777.6 | -14.02 | stop_loss |
| 06-05 04:24 | BTC | Buy | 63295.2→62786.9 | -4.87 | timeout |
| 06-03 19:55 | BTC | Buy | 66938.3→65270.1 | -14.22 | stop_loss |
| 06-02 14:26 | BTC | Buy | 69567.5→67852.7 | -14.06 | stop_loss |
| 06-02 07:01 | BTC | Buy | 71585.6→69822.6 | -14.11 | stop_loss |
| 06-01 03:49 | BTC | Buy | 73891.7→73869.3 | -0.71 | timeout |
| 05-31 02:36 | BTC | Buy | 73609.7→73897.3 | +1.61 | timeout |
| 05-30 02:33 | BTC | Buy | 73554.7→73656.3 | +0.24 | timeout |
| 05-29 02:16 | BTC | Buy | 73548.7→73603.3 | -0.20 | timeout |
| 05-28 02:08 | BTC | Buy | 75871.8→74251.3 | -12.27 | timeout |
| 05-27 02:08 | BTC | Buy | 76583.8→75736.2 | -6.53 | timeout |
| 05-26 02:07 | BTC | Buy | 77570.9→76702.2 | -6.64 | timeout |
| 05-20 01:29 | BTC | Buy | 76751.8→76547.2 | -2.07 | timeout |
| 05-18 23:43 | BTC | Buy | 76918.8→77066.1 | +0.51 | timeout |
| 05-16 21:35 | BTC | Buy | 78956.9→78953 | -0.60 | timeout |
| 05-12 14:43 | BTC | Buy | 81724.1→81715.9 | -0.59 | timeout |
| 05-11 19:58 | BTC | Buy | 80704→81915.9 | +7.75 | timeout |
| 05-10 19:59 | BTC | Buy | 80769→81367.9 | +3.54 | timeout |
| 05-09 19:56 | BTC | Buy | 80371→80870 | +2.93 | timeout |
| 05-08 19:57 | BTC | Buy | 79556→80068 | +3.00 | timeout |
| 05-07 05:20 | BTC | Buy | 82051.1→81061.9 | -7.16 | timeout |
| 05-04 16:01 | BTC | Buy | 78443.9→79900 | +9.76 | timeout |
| 05-03 16:01 | BTC | Buy | 78653.9→78632.1 | -0.59 | timeout |
Paper vs Live
Paper (trades.jsonl)
39
closed
41%
win rate
-58.51
total pnl ($)
-27.0 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 | 39 | 41% | -27.0 | -58.51 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 19:56 | BTC | Buy | +2.93 | The market was in a low-volatility, sideways grind with BTC flat over the hour and slightly negative on the day. The thesis failed because the trade was closed by timeout, indicating the expected directional move never materialized in the allotted time. |
| 05-08 19:57 | BTC | Buy | +3.00 | BTC was in a short-term uptrend (+0.54% hourly) but still down over the past day and week, showing mixed momentum. The thesis failed because the trade was closed by timeout, not by reaching a profit target or stop, indicating the expected directional move d… |
| 05-07 05:20 | BTC | Buy | -7.16 | The market was in a mild downtrend across timeframes with negative hourly, daily, and weekly performance for both BTC and ETH. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within… |
| 05-04 16:01 | BTC | Buy | +9.76 | The market was in a low-volatility consolidation phase with minimal funding rates and stable price action over the past week. The trade failed because the anticipated breakout never materialized, resulting in an automatic exit due to the timeout limit being… |