229
closed trades
41%
win rate
-260.16
total pnl ($)
1.043
weight
7d window — n=41 wr=49% pnl=-30.53
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 22:29:10 (38.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abw__restored_9d45b206
n: 93
· wr: 32.3%
· total_bps: -1537.6
· mean_bps: -16.53
· sharpe: -0.36
· max_dd_bps: -1554.4
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 10:35 | BTC | Buy | 60285→60392 | +0.52 | timeout |
| 06-27 06:31 | BTC | Buy | 60215→60262 | -0.07 | timeout |
| 06-27 02:30 | BTC | Buy | 59851→60206 | +3.01 | timeout |
| 06-26 22:31 | BTC | Buy | 59750→59845 | +0.40 | timeout |
| 06-26 18:12 | BTC | Buy | 59984→60110 | +0.70 | timeout |
| 06-26 12:43 | BTC | Buy | 59750→58937.6 | -8.71 | stop_loss |
| 06-26 10:05 | BTC | Buy | 59727→59686 | -0.96 | timeout |
| 06-26 02:16 | BTC | Buy | 59353→58545.8 | -8.70 | stop_loss |
| 06-26 01:29 | BTC | Buy | 60087→59269.4 | -8.70 | stop_loss |
| 06-25 21:58 | BTC | Buy | 59567→60156 | +5.39 | timeout |
| 06-25 13:40 | BTC | Buy | 61283.1→60444.7 | -8.75 | stop_loss |
| 06-25 13:04 | BTC | Buy | 61670.1→61219.9 | -4.92 | timeout |
| 06-25 09:00 | BTC | Buy | 61262.1→61688.9 | +3.64 | timeout |
| 06-25 04:58 | BTC | Buy | 60766→61335.9 | +5.09 | timeout |
| 06-25 00:56 | BTC | Buy | 60984→60784 | -2.51 | timeout |
| 06-24 20:49 | BTC | Buy | 59812→61123.9 | +12.66 | take_profit |
| 06-24 13:12 | BTC | Buy | 62835.1→61980.9 | -8.70 | stop_loss |
| 06-24 12:40 | BTC | Buy | 62688.1→62856.9 | +1.07 | timeout |
| 06-24 08:39 | BTC | Buy | 62683.1→62699.9 | -0.40 | timeout |
| 06-24 04:36 | BTC | Buy | 62877.1→62683.9 | -2.40 | timeout |
| 06-24 00:31 | BTC | Buy | 62455.1→62777.9 | +2.57 | timeout |
| 06-23 20:34 | BTC | Buy | 62623.1→62442.9 | -2.27 | timeout |
| 06-23 16:29 | BTC | Buy | 62364.1→62576.9 | +1.51 | timeout |
| 06-23 12:27 | BTC | Buy | 62048.1→62353.9 | +2.45 | timeout |
| 06-23 06:08 | BTC | Buy | 64028.2→63155.2 | -8.72 | stop_loss |
| 06-23 04:11 | BTC | Buy | 63913.2→64031.8 | +0.57 | timeout |
| 06-23 00:10 | BTC | Buy | 64495.2→63917.8 | -5.90 | timeout |
| 06-22 19:51 | BTC | Buy | 64840.2→64397.8 | -4.64 | timeout |
| 06-22 15:40 | BTC | Buy | 64621.2→65033.7 | +3.27 | timeout |
| 06-22 11:35 | BTC | Buy | 64272.2→64570.8 | +2.22 | timeout |
| 06-22 07:35 | BTC | Buy | 64212.2→64265.8 | -0.04 | timeout |
| 06-22 03:28 | BTC | Buy | 63623.2→64220.8 | +5.08 | timeout |
| 06-21 23:25 | BTC | Buy | 64193.2→63732.8 | -4.84 | timeout |
| 06-21 19:16 | BTC | Buy | 64191.2→64172.8 | -0.70 | timeout |
| 06-21 15:14 | BTC | Buy | 64396.2→64175.8 | -2.58 | timeout |
| 06-21 11:11 | BTC | Buy | 64240.2→64412.8 | +1.07 | timeout |
| 06-21 07:07 | BTC | Buy | 64231.2→64226.8 | -0.58 | timeout |
| 06-21 01:59 | BTC | Buy | 63985.2→64235.8 | +1.80 | timeout |
| 06-20 21:57 | BTC | Buy | 63821.2→63976.8 | +0.92 | timeout |
| 06-20 17:42 | BTC | Buy | 63443.2→63820.8 | +3.03 | timeout |
| 06-20 13:41 | BTC | Buy | 63636.2→63436.8 | -2.43 | timeout |
| 06-20 09:42 | BTC | Buy | 63633.2→63629.8 | -0.59 | timeout |
| 06-20 05:41 | BTC | Buy | 63554.2→63634.8 | +0.22 | timeout |
| 06-20 01:36 | BTC | Buy | 63096.2→63547.8 | +3.75 | timeout |
| 06-19 21:33 | BTC | Buy | 62972.1→63115.8 | +0.82 | timeout |
| 06-19 16:55 | BTC | Buy | 62708.1→63019.8 | +2.45 | timeout |
| 06-19 12:40 | BTC | Buy | 62655.1→62520.9 | -1.81 | timeout |
| 06-19 08:52 | BTC | Buy | 62544.1→62639.9 | +0.41 | timeout |
| 06-19 04:43 | BTC | Buy | 63026.2→62577.9 | -4.80 | timeout |
| 06-19 00:09 | BTC | Buy | 63104.2→62834.9 | -3.09 | timeout |
| 06-18 19:58 | BTC | Buy | 62298.1→62960.9 | +5.88 | timeout |
| 06-18 15:23 | BTC | Buy | 63885.2→63319.8 | -5.84 | timeout |
| 06-18 11:23 | BTC | Buy | 64203.2→63884.8 | -3.53 | timeout |
| 06-18 07:16 | BTC | Buy | 64480.2→64128.8 | -3.81 | timeout |
| 06-18 03:02 | BTC | Buy | 64338.2→64524.8 | +1.19 | timeout |
| 06-17 19:20 | BTC | Buy | 65569.3→64676.4 | -8.71 | stop_loss |
| 06-17 17:40 | BTC | Buy | 65176.3→65878.7 | +5.91 | timeout |
| 06-17 13:31 | BTC | Buy | 65024.3→64938.8 | -1.34 | timeout |
| 06-17 08:39 | BTC | Buy | 65839.3→64940.3 | -8.73 | stop_loss |
| 06-17 05:29 | BTC | Buy | 65556.3→65825.7 | +1.92 | timeout |
| 06-17 01:23 | BTC | Buy | 65719.3→65482.7 | -2.71 | timeout |
| 06-16 21:22 | BTC | Buy | 65724.3→65713.7 | -0.65 | timeout |
| 06-16 14:32 | BTC | Buy | 66227.3→65327.1 | -8.70 | stop_loss |
| 06-16 13:09 | BTC | Buy | 66756.3→66126.7 | -6.21 | timeout |
| 06-16 09:08 | BTC | Buy | 65934.3→66747.7 | +6.87 | timeout |
| 06-16 05:07 | BTC | Buy | 66289.3→65895.7 | -4.09 | timeout |
| 06-16 01:03 | BTC | Buy | 66484.3→66286.7 | -2.32 | timeout |
| 06-15 20:58 | BTC | Buy | 67168.4→66484.7 | -6.66 | timeout |
| 06-15 16:11 | BTC | Buy | 66261.3→67209.6 | +8.04 | timeout |
| 06-15 12:11 | BTC | Buy | 65706.3→66254.7 | +4.47 | timeout |
| 06-15 08:03 | BTC | Buy | 65821.3→65704.7 | -1.62 | timeout |
| 06-15 03:40 | BTC | Buy | 65595.3→65760.7 | +0.97 | timeout |
| 06-14 21:40 | BTC | Buy | 63799.2→65196.7 | +12.60 | take_profit |
| 06-14 19:33 | BTC | Buy | 64003.2→63784.8 | -2.60 | timeout |
| 06-14 15:28 | BTC | Buy | 64553.2→64026.8 | -5.44 | timeout |
| 06-14 10:27 | BTC | Buy | 64323.2→64572.8 | +1.78 | timeout |
| 06-14 06:26 | BTC | Buy | 64537.2→64296.8 | -2.77 | timeout |
| 06-14 02:24 | BTC | Buy | 64425.2→64550.8 | +0.63 | timeout |
| 06-13 21:53 | BTC | Buy | 63977.2→64491.8 | +4.28 | timeout |
| 06-13 13:53 | BTC | Buy | 63736.2→64073.8 | +2.63 | timeout |
| 06-13 09:48 | BTC | Buy | 63522.2→63756.8 | +1.66 | timeout |
| 06-13 05:27 | BTC | Buy | 63633.2→63552.8 | -1.30 | timeout |
| 06-13 01:21 | BTC | Buy | 63563.2→63593.8 | -0.27 | timeout |
| 06-12 21:05 | BTC | Buy | 64034.2→63446.8 | -6.05 | timeout |
| 06-12 16:33 | BTC | Buy | 63489.2→63885.8 | +3.20 | timeout |
| 06-12 12:30 | BTC | Buy | 63467.2→63429.8 | -0.91 | timeout |
| 06-12 06:33 | BTC | Buy | 63699.2→62832.4 | -8.71 | stop_loss |
| 06-12 04:45 | BTC | Buy | 63651.2→63714.8 | +0.05 | timeout |
| 06-11 19:51 | BTC | Buy | 62607.1→63662.8 | +9.55 | timeout |
| 06-11 14:20 | BTC | Buy | 62817.1→62794.9 | -0.77 | timeout |
| 06-11 10:21 | BTC | Buy | 62853.1→62807.9 | -1.00 | timeout |
| 06-11 05:59 | BTC | Buy | 62207.1→62565.9 | +2.89 | timeout |
| 06-11 01:49 | BTC | Buy | 61554.1→62212.9 | +5.88 | timeout |
| 06-10 20:41 | BTC | Buy | 62291.1→61825.9 | -5.03 | timeout |
| 06-10 13:49 | BTC | Buy | 61077.1→62414.9 | +12.60 | take_profit |
| 06-10 09:21 | BTC | Buy | 61586.1→60721.6 | -8.96 | stop_loss |
| 06-09 19:57 | BTC | Buy | 61015.1→62016.9 | +9.33 | timeout |
| 06-09 14:20 | BTC | Buy | 62557.1→61705 | -8.71 | stop_loss |
| 06-09 11:52 | BTC | Buy | 63177.2→62610.9 | -5.91 | timeout |
| 06-09 07:39 | BTC | Buy | 62726.1→63123.8 | +3.25 | timeout |
Paper vs Live
Paper (trades.jsonl)
229
closed
41%
win rate
-260.16
total pnl ($)
-18.8 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 | 229 | 41% | -18.8 | -260.16 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 10:45 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 09:38 | BTC | Buy | -2.12 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allowed time. |
| 05-08 18:27 | BTC | Buy | -0.30 | The market was in a mild intraday uptick within a broader 24-hour and weekly downtrend, with low funding and declining open interest. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, likely due to a lack of favora… |
| 05-08 08:26 | BTC | Buy | -0.07 | BTC was trading in a tight range with low volatility, showing a slight intraday uptick but remaining in a broader downtrend over the past week. The thesis failed because the trade was closed by timeout without reaching the target or stop, as the market lack… |
| 05-08 02:56 | BTC | Buy | -3.85 | The market was in a mild intraday uptick but remained in a broader downtrend over the past week, with low volatility and neutral funding. The thesis failed because the trade was closed by timeout before the expected move materialized, as the sideways regime… |
| 05-06 20:25 | BTC | Buy | -0.28 | The market was in a mild short-term uptick within a broader weekly downtrend, with BTC gaining 0.39% on the hour but still down 2.88% over seven days. The thesis failed because the trade was closed due to timeout, likely as the anticipated directional move … |
| 05-03 06:12 | BTC | Buy | -0.77 | # Trade Analysis: tick-1777774286 Bitcoin was consolidating in a tight 0.13% hourly range with minimal directional conviction, lacking the sustained momentum needed to justify a leverage-long entry into a congested mempool environment. The gas_mempool_vsiz… |
| 05-02 20:51 | BTC | Buy | -0.86 | # Trade Analysis: BTC Gas Mempool Strategy Bitcoin was trading sideways near $78,400 with minimal funding rate (-0.0011%) and elevated open interest ($4.07B), indicating balanced long/short positioning without aggressive leverage flowing into the market. T… |
| 05-02 14:01 | BTC | Buy | -0.23 | At close, Bitcoin was consolidating near $78,352 with minimal hourly momentum (0.08%), negative 24h performance (-0.41%), and slightly negative funding rates (-0.0035%), suggesting market participants were reducing leverage after the 240-minute hold. The tr… |
| 05-01 23:09 | BTC | Buy | -3.57 | # Trade Analysis Bitcoin was consolidating within a modest intraday range, down 0.39% in the last hour but maintaining modest gains over 24h (+2.37%) and 7d (+0.93%), while funding rates remained slightly negative at -0.0078%, indicating mild bearish senti… |
| 05-01 18:59 | BTC | Buy | +0.09 | BTC was consolidating near session highs around $78,507 with positive 24-hour momentum (+2.81%) and a slightly negative funding rate (-0.0026%), suggesting balanced leverage positioning without excessive bullish positioning into the close. The trade's thesi… |