124
closed trades
40%
win rate
-28.90
total pnl ($)
1.202
weight
7d window — n=18 wr=33% pnl=-8.43
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:47:56 (24.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
adz
n: 326
· wr: 46.3%
· total_bps: -257.9
· mean_bps: -0.79
· sharpe: -0.01
· max_dd_bps: -1686.0
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 |
|---|---|---|---|---|---|
| 06-28 05:11 | ETH | Sell | 1570.24→1571.66 | -0.37 | timeout |
| 06-27 20:04 | BTC | Sell | 60786→60222 | +1.67 | timeout |
| 06-27 07:00 | ETH | Buy | 1581.36→1582.04 | -0.09 | timeout |
| 06-26 18:35 | ETH | Buy | 1563.96→1575.74 | +1.32 | timeout |
| 06-26 09:51 | BTC | Buy | 60497→59672.2 | -2.91 | stop_loss |
| 06-26 02:13 | ETH | Sell | 1568.94→1534.65 | +4.19 | take_profit |
| 06-25 12:09 | BTC | Buy | 61768.1→61216.9 | -1.96 | timeout |
| 06-25 10:45 | ETH | Buy | 1656.17→1633.42 | -2.92 | stop_loss |
| 06-24 17:20 | BTC | Buy | 60283→59463.3 | -2.90 | stop_loss |
| 06-24 16:51 | ETH | Buy | 1620.16→1597.34 | -2.99 | stop_loss |
| 06-24 04:01 | BTC | Buy | 62767.1→62703.9 | -0.39 | timeout |
| 06-24 04:01 | ETH | Buy | 1669.17→1665.93 | -0.56 | timeout |
| 06-23 08:27 | BTC | Buy | 62808.1→61944.9 | -2.93 | stop_loss |
| 06-23 08:17 | ETH | Buy | 1682.37→1659.2 | -2.93 | stop_loss |
| 06-22 20:03 | BTC | Sell | 64688.8→64566.2 | +0.20 | timeout |
| 06-22 20:03 | ETH | Sell | 1737.13→1737.87 | -0.27 | timeout |
| 06-22 04:22 | BTC | Buy | 63513.2→63955.8 | +1.21 | timeout |
| 06-22 01:26 | ETH | Buy | 1709.77→1747.13 | +4.19 | take_profit |
| 06-21 12:53 | BTC | Sell | 63916.8→64101.2 | -0.76 | timeout |
| 06-21 12:04 | ETH | Sell | 1731.13→1724.87 | +0.54 | timeout |
| 06-20 20:13 | BTC | Sell | 63948.8→63956.2 | -0.20 | timeout |
| 06-20 20:06 | ETH | Buy | 1736.57→1729.03 | -1.06 | timeout |
| 06-20 04:06 | ETH | Sell | 1709.33→1708.27 | -0.05 | timeout |
| 06-20 04:06 | BTC | Sell | 63481.8→63420.2 | +0.01 | timeout |
| 06-19 12:02 | ETH | Buy | 1695.27→1692.23 | -0.54 | timeout |
| 06-19 12:01 | BTC | Buy | 62606.1→62599.9 | -0.19 | timeout |
| 06-18 20:06 | BTC | Sell | 62597.9→63155.2 | -1.97 | timeout |
| 06-18 20:00 | ETH | Sell | 1687.23→1710.63 | -2.95 | stop_loss |
| 06-18 04:02 | BTC | Buy | 64519.2→64280.8 | -0.92 | timeout |
| 06-18 04:02 | ETH | Buy | 1751.08→1744.53 | -0.93 | timeout |
| 06-17 12:13 | ETH | Sell | 1779.62→1762.18 | +1.78 | timeout |
| 06-17 12:12 | BTC | Sell | 65387.7→64837.2 | +1.51 | timeout |
| 06-16 20:05 | ETH | Buy | 1782.18→1792.62 | +0.98 | timeout |
| 06-16 20:05 | BTC | Buy | 65861.3→65601.7 | -0.97 | timeout |
| 06-16 04:08 | BTC | Buy | 66341.3→66166.7 | -0.70 | timeout |
| 06-16 02:34 | ETH | Buy | 1795.18→1770.54 | -2.92 | stop_loss |
| 06-15 12:03 | BTC | Sell | 65724.7→66182.3 | -1.57 | timeout |
| 06-15 10:54 | ETH | Sell | 1719.33→1742.95 | -2.93 | stop_loss |
| 06-14 20:11 | BTC | Buy | 64065.2→63795.8 | -1.02 | timeout |
| 06-14 20:05 | ETH | Buy | 1663.87→1663.63 | -0.21 | timeout |
| 06-14 04:51 | ETH | Buy | 1681.37→1677.03 | -0.70 | timeout |
| 06-14 04:04 | BTC | Sell | 64379.8→64505.2 | -0.57 | timeout |
| 06-13 12:03 | BTC | Buy | 63778.2→63931.8 | +0.30 | timeout |
| 06-13 12:03 | ETH | Buy | 1673.27→1677.13 | +0.27 | timeout |
| 06-12 20:02 | BTC | Sell | 63580.8→63612.2 | -0.28 | timeout |
| 06-12 12:08 | ETH | Buy | 1664.97→1669.53 | +0.37 | timeout |
| 06-12 04:26 | BTC | Sell | 63564.8→63705.2 | -0.62 | timeout |
| 06-11 17:32 | ETH | Sell | 1647.44→1671 | -3.04 | stop_loss |
| 06-11 12:02 | BTC | Sell | 62714.9→63022.2 | -1.15 | timeout |
| 06-11 04:07 | ETH | Buy | 1624.56→1651.43 | +3.12 | timeout |
| 06-10 12:20 | ETH | Sell | 1636.34→1621.16 | +1.67 | timeout |
| 06-10 09:21 | BTC | Buy | 61602.1→60752.6 | -2.94 | stop_loss |
| 06-09 18:18 | BTC | Sell | 61121.9→61954.1 | -2.90 | stop_loss |
| 06-09 12:12 | ETH | Sell | 1672.93→1676.17 | -0.57 | timeout |
| 06-09 04:03 | BTC | Sell | 63088.8→62835.1 | +0.62 | timeout |
| 06-08 20:08 | ETH | Sell | 1694.03→1685.27 | +0.84 | timeout |
| 06-08 12:01 | BTC | Buy | 63172.2→63419.8 | +0.60 | timeout |
| 06-08 00:36 | ETH | Sell | 1683.13→1706.22 | -2.92 | stop_loss |
| 06-07 20:14 | BTC | Sell | 62122.9→61546.1 | +1.68 | timeout |
| 06-07 06:23 | BTC | Buy | 61235.1→61823.9 | +1.75 | timeout |
| 06-07 06:22 | ETH | Buy | 1584.26→1604.14 | +2.34 | timeout |
| 06-06 18:15 | ETH | Sell | 1560.04→1551.26 | +0.93 | timeout |
| 06-06 10:05 | BTC | Sell | 61158.9→60812 | +0.96 | timeout |
| 06-05 18:52 | BTC | Sell | 60751→59420 | +4.20 | take_profit |
| 06-05 07:37 | BTC | Buy | 61399.1→62745.9 | +4.21 | take_profit |
| 06-05 06:20 | ETH | Buy | 1677.77→1654.71 | -2.93 | stop_loss |
| 06-04 20:00 | ETH | Buy | 1776.58→1774.72 | -0.39 | timeout |
| 06-04 17:34 | BTC | Buy | 63858.2→62978.3 | -2.94 | stop_loss |
| 06-04 01:16 | ETH | Buy | 1799.38→1773.84 | -3.02 | stop_loss |
| 06-04 01:16 | BTC | Sell | 64375.8→62965.1 | +4.20 | take_profit |
| 06-03 12:02 | ETH | Buy | 1877.99→1873.61 | -0.64 | timeout |
| 06-03 12:01 | BTC | Buy | 67206.4→66947.7 | -0.96 | timeout |
| 06-02 19:35 | BTC | Buy | 67792.4→66509.4 | -3.96 | stop_loss |
| 06-02 18:53 | ETH | Buy | 1930.49→1903.96 | -2.93 | stop_loss |
| 06-02 10:06 | BTC | Sell | 70398.5→69506.5 | +2.36 | timeout |
| 06-01 20:05 | ETH | Buy | 1969.6→2002.1 | +3.12 | timeout |
| 05-31 12:08 | BTC | Sell | 73859.3→73883.7 | -0.24 | timeout |
| 05-31 12:01 | ETH | Sell | 2024.9→2022.3 | +0.08 | timeout |
| 05-30 20:02 | ETH | Buy | 2024.8→2028.3 | +0.16 | timeout |
| 05-30 20:02 | BTC | Buy | 73850.7→73975.3 | +0.15 | timeout |
| 05-30 12:04 | ETH | Buy | 2014.6→2016.4 | -0.01 | timeout |
| 05-29 20:06 | BTC | Buy | 73820.7→73571.3 | -0.86 | timeout |
| 05-29 11:49 | ETH | Buy | 2005.1→2005.6 | -0.14 | timeout |
| 05-29 04:03 | BTC | Buy | 73628.7→73324.3 | -1.01 | timeout |
| 05-29 04:03 | BTC | Buy | 73628.7→73327.3 | -1.01 | timeout |
| 05-28 16:46 | ETH | Sell | 1984.8→2012.11 | -2.93 | stop_loss |
| 05-28 12:01 | BTC | Buy | 73371.7→73462.3 | +0.06 | timeout |
| 05-28 03:18 | ETH | Sell | 2023.7→1978.2 | +4.31 | take_profit |
| 05-27 16:02 | BTC | Sell | 75704.2→75331.8 | +0.81 | timeout |
| 05-27 16:02 | ETH | Sell | 2078.89→2072.21 | +0.47 | timeout |
| 05-27 04:01 | ETH | Buy | 2076.11→2068.79 | -0.88 | timeout |
| 05-27 04:01 | BTC | Buy | 75914.8→75624.2 | -0.94 | timeout |
| 05-26 12:02 | BTC | Buy | 76644.8→77186.1 | +1.23 | timeout |
| 05-26 12:00 | ETH | Buy | 2095.21→2119.99 | +2.18 | timeout |
| 05-25 20:01 | ETH | Buy | 2126.11→2120.59 | -0.71 | timeout |
| 05-25 04:03 | ETH | Buy | 2101.21→2095.09 | -0.77 | timeout |
| 05-25 04:00 | BTC | Buy | 77065.9→76989.2 | -0.38 | timeout |
| 05-24 12:01 | ETH | Buy | 2120.11→2124.19 | +0.20 | timeout |
| 05-24 12:01 | BTC | Sell | 76751.2→77258.9 | -1.50 | timeout |
| 05-23 20:02 | BTC | Buy | 75547.8→75938.2 | +0.85 | timeout |
Paper vs Live
Paper (trades.jsonl)
124
closed
40%
win rate
-28.90
total pnl ($)
-11.6 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 | 63 | 40% | -8.6 | -10.98 |
| BTC | 61 | 39% | -14.7 | -17.91 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 01:15 | ETH | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||