29
closed trades
55%
win rate
+24.52
total pnl ($)
1.301
weight
7d window — n=14 wr=71% pnl=+20.31
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:29:11 (18.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_agp
n: 57
· wr: 52.6%
· total_bps: -903.4
· mean_bps: -15.85
· sharpe: -0.24
· max_dd_bps: -1380.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 29 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 04:41 | BTC | Buy | 63623.2→63953.8 | +2.14 | timeout |
| 06-22 03:34 | BTC | Buy | 63739.2→64232.8 | +3.40 | timeout |
| 06-22 02:29 | BTC | Buy | 64085.2→64539.8 | +3.07 | timeout |
| 06-21 00:41 | BTC | Buy | 63826.2→64263.8 | +2.97 | timeout |
| 06-20 23:38 | BTC | Buy | 63832.2→64251.8 | +2.83 | timeout |
| 06-19 19:02 | BTC | Buy | 62760.1→63044.8 | +1.81 | timeout |
| 06-18 21:59 | BTC | Buy | 62341.1→62946.9 | +4.43 | timeout |
| 06-18 08:14 | BTC | Buy | 64499.2→64492.8 | -0.50 | timeout |
| 06-17 15:22 | BTC | Buy | 64918.2→65280.7 | +2.34 | timeout |
| 06-17 14:13 | BTC | Buy | 65354.3→65294.7 | -0.91 | timeout |
| 06-16 21:39 | BTC | Buy | 65822.3→65618.7 | -2.02 | timeout |
| 06-16 20:39 | BTC | Buy | 65641.3→65783.7 | +0.61 | timeout |
| 06-15 19:31 | BTC | Buy | 66733.3→66530.7 | -1.99 | timeout |
| 06-15 11:04 | BTC | Buy | 65602.3→65938.7 | +2.11 | timeout |
| 06-15 07:22 | BTC | Buy | 65394.3→65848.7 | +3.02 | timeout |
| 06-12 14:22 | BTC | Buy | 63555.2→63317.8 | -2.33 | timeout |
| 06-12 13:22 | BTC | Buy | 62987.1→63421.8 | +2.98 | timeout |
| 06-12 05:41 | BTC | Buy | 63658.2→63343.8 | -2.93 | timeout |
| 06-11 04:17 | BTC | Buy | 61119.1→62601.9 | +11.65 | timeout |
| 06-10 14:15 | BTC | Buy | 61602.1→61969.9 | +2.53 | timeout |
| 06-09 06:24 | BTC | Buy | 62912.1→63485.8 | +4.10 | timeout |
| 06-06 17:06 | BTC | Buy | 60673→60702 | -0.20 | timeout |
| 06-04 15:38 | BTC | Buy | 62916.1→63868.8 | +7.09 | timeout |
| 06-02 08:43 | BTC | Buy | 70582.5→69851.5 | -5.66 | timeout |
| 05-31 15:35 | BTC | Buy | 73938.7→73718.3 | -1.95 | timeout |
| 05-31 07:01 | BTC | Buy | 74054.7→73989.3 | -0.90 | timeout |
| 05-28 14:49 | BTC | Buy | 73340.7→72757.4 | -4.46 | timeout |
| 05-26 03:28 | BTC | Buy | 77311.9→76460.2 | -5.96 | timeout |
| 05-26 00:05 | BTC | Buy | 77575.9→77217.1 | -2.75 | timeout |
Paper vs Live
Paper (trades.jsonl)
29
closed
55%
win rate
+24.52
total pnl ($)
+17.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 29 | 55% | +17.1 | +24.52 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-21 23:06 | BTC | Buy | stale_intent |
| 06-21 23:06 | BTC | Buy | stale_intent |
| 06-21 21:49 | BTC | Buy | stale_intent |
| 06-21 21:49 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||