589
closed trades
39%
win rate
-405.81
total pnl ($)
0.709
weight
7d window — n=67 wr=42% pnl=-85.77
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:19:32 (39.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gm1
n: 442
· wr: 42.3%
· total_bps: -4806.4
· mean_bps: -10.87
· sharpe: -0.14
· max_dd_bps: -5548.1
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 12:02 | SOL | Sell | 72.1602→71.7948 | +2.07 | timeout |
| 06-27 09:18 | BTC | Buy | 60234→60271 | -0.15 | timeout |
| 06-27 06:10 | BTC | Buy | 59994→60091 | +0.36 | timeout |
| 06-27 02:58 | BTC | Buy | 60037→60251 | +1.33 | timeout |
| 06-26 23:49 | BTC | Buy | 59861→60049 | +1.12 | timeout |
| 06-26 20:49 | BTC | Buy | 60138→59668 | -4.37 | timeout |
| 06-26 16:00 | SOL | Sell | 71.8432→72.8423 | -7.40 | stop_loss |
| 06-26 13:57 | BTC | Sell | 59226→60033 | -7.26 | stop_loss |
| 06-26 12:37 | BTC | Sell | 60184→59655 | +3.95 | timeout |
| 06-26 10:39 | SOL | Buy | 69.7015→68.7373 | -7.37 | stop_loss |
| 06-26 03:45 | BTC | Sell | 58732.1→59531.7 | -7.26 | stop_loss |
| 06-26 03:39 | SOL | Sell | 66.513→67.4368 | -7.39 | stop_loss |
| 06-26 02:16 | BTC | Sell | 59852→58520.9 | +10.66 | take_profit |
| 06-26 00:03 | ETH | Buy | 1566.16→1569.04 | +0.48 | timeout |
| 06-25 21:05 | ETH | Buy | 1557.66→1560.64 | +0.51 | timeout |
| 06-25 18:38 | BTC | Sell | 59598→59407 | +1.15 | timeout |
| 06-25 16:11 | SOL | Sell | 66.1351→67.0506 | -7.38 | stop_loss |
| 06-25 13:44 | SOL | Sell | 68.0228→66.536 | +10.48 | take_profit |
| 06-25 13:38 | ETH | Buy | 1637.06→1614.63 | -7.29 | stop_loss |
| 06-25 11:14 | SOL | Sell | 69.2876→68.3232 | +6.53 | timeout |
| 06-25 08:53 | ETH | Buy | 1629.56→1652.33 | +6.52 | timeout |
| 06-25 04:57 | SOL | Sell | 67.5819→68.5175 | -7.37 | stop_loss |
| 06-25 02:38 | ETH | Buy | 1615.26→1617.64 | +0.28 | timeout |
| 06-25 02:00 | SOL | Sell | 68.2018→67.8122 | +2.39 | timeout |
| 06-24 20:49 | BTC | Sell | 60231→61053.6 | -7.28 | stop_loss |
| 06-24 20:06 | SOL | Sell | 66.1571→67.0836 | -7.46 | stop_loss |
| 06-24 15:44 | ETH | Buy | 1645.76→1623.03 | -7.35 | stop_loss |
| 06-24 15:41 | SOL | Sell | 69.4596→67.9462 | +10.45 | take_profit |
| 06-24 13:10 | ETH | Buy | 1677.17→1654.11 | -7.33 | stop_loss |
| 06-24 11:11 | SOL | Sell | 69.5906→68.9463 | +4.17 | timeout |
| 06-24 10:12 | ETH | Buy | 1674.27→1663.13 | -3.78 | timeout |
| 06-24 05:39 | BTC | Buy | 63019.2→62961.9 | -0.91 | timeout |
| 06-24 04:56 | SOL | Sell | 69.8445→69.5464 | +1.64 | timeout |
| 06-24 00:50 | ETH | Buy | 1662.27→1672.33 | +2.58 | timeout |
| 06-23 23:24 | BTC | Buy | 62295.1→62607.9 | +2.06 | timeout |
| 06-23 20:07 | BTC | Buy | 62589.1→62452.9 | -1.54 | timeout |
| 06-23 18:23 | ETH | Buy | 1662.27→1658.23 | -1.66 | timeout |
| 06-23 15:14 | ETH | Buy | 1654.67→1654.73 | -0.42 | timeout |
| 06-23 12:54 | SOL | Sell | 68.6727→68.8843 | -2.05 | timeout |
| 06-23 08:27 | BTC | Buy | 62921.1→62065.8 | -7.24 | stop_loss |
| 06-23 08:17 | ETH | Buy | 1679.37→1655.01 | -7.70 | stop_loss |
| 06-23 06:21 | ETH | Buy | 1712.97→1689.49 | -7.30 | stop_loss |
| 06-23 06:07 | ETH | Buy | 1730.57→1706.58 | -7.37 | stop_loss |
| 06-23 04:50 | BTC | Buy | 64084.2→63789.8 | -2.75 | timeout |
| 06-23 01:50 | BTC | Buy | 64231.2→63878.8 | -3.19 | timeout |
| 06-23 00:21 | ETH | Buy | 1735.77→1722.23 | -4.34 | timeout |
| 06-22 21:18 | ETH | Buy | 1739.17→1734.33 | -1.84 | timeout |
| 06-22 19:36 | BTC | Buy | 65079.3→64400.8 | -5.67 | timeout |
| 06-22 16:32 | BTC | Buy | 64828.2→64639.8 | -1.90 | timeout |
| 06-22 13:33 | BTC | Buy | 64097.2→65060.7 | +7.04 | timeout |
| 06-22 10:22 | BTC | Buy | 64081.2→64145.8 | +0.04 | timeout |
| 06-22 07:17 | BTC | Buy | 64214.2→64177.8 | -0.74 | timeout |
| 06-22 04:09 | BTC | Buy | 63478.2→63919.8 | +3.02 | timeout |
| 06-22 01:26 | ETH | Buy | 1712.67→1750.82 | +10.68 | take_profit |
| 06-21 23:36 | BTC | Buy | 64130.2→63258.2 | -7.25 | stop_loss |
| 06-21 21:09 | ETH | Buy | 1727.77→1702.98 | -7.62 | stop_loss |
| 06-21 20:03 | BTC | Buy | 64200.2→64146.8 | -0.86 | timeout |
| 06-21 15:20 | ETH | Buy | 1723.27→1729.03 | +1.22 | timeout |
| 06-21 14:31 | BTC | Buy | 64275.2→63981.8 | -2.72 | timeout |
| 06-21 09:49 | SOL | Sell | 73.132→73.9881 | -6.28 | timeout |
| 06-21 08:25 | BTC | Buy | 64475.2→64043.8 | -3.82 | timeout |
| 06-21 05:22 | BTC | Buy | 64224.2→64198.8 | -0.65 | timeout |
| 06-21 02:20 | BTC | Buy | 64067.2→64207.8 | +0.64 | timeout |
| 06-20 23:17 | BTC | Buy | 63890.2→64247.8 | +2.35 | timeout |
| 06-20 20:10 | BTC | Buy | 64003.2→63920.8 | -1.09 | timeout |
| 06-20 18:01 | ETH | Buy | 1716.47→1726.43 | +2.45 | timeout |
| 06-20 14:58 | ETH | Buy | 1727.67→1734.23 | +1.43 | timeout |
| 06-20 13:59 | BTC | Buy | 63727.2→63402.8 | -3.00 | timeout |
| 06-20 10:55 | BTC | Buy | 63719.2→63647.8 | -1.02 | timeout |
| 06-20 07:54 | BTC | Buy | 63424.2→63661.8 | +1.42 | timeout |
| 06-20 04:53 | BTC | Buy | 63540.2→63549.8 | -0.37 | timeout |
| 06-20 01:48 | BTC | Buy | 63099.2→63543.8 | +3.07 | timeout |
| 06-19 22:47 | BTC | Buy | 63038.2→63272.8 | +1.40 | timeout |
| 06-19 21:16 | SOL | Sell | 68.8687→69.2664 | -3.35 | timeout |
| 06-19 18:17 | SOL | Sell | 68.8877→69.1874 | -2.63 | timeout |
| 06-19 16:38 | BTC | Buy | 62431.1→63275.8 | +6.32 | timeout |
| 06-19 13:33 | BTC | Buy | 62420.1→62727.9 | +2.03 | timeout |
| 06-19 10:29 | BTC | Buy | 62805.1→62463.9 | -3.15 | timeout |
| 06-19 07:21 | SOL | Buy | 68.8883→68.3847 | -4.12 | timeout |
| 06-19 04:27 | BTC | Buy | 62923.1→62720.9 | -2.05 | timeout |
| 06-19 01:14 | BTC | Buy | 62906.1→62908.9 | -0.41 | timeout |
| 06-18 23:40 | SOL | Buy | 69.1634→69.6026 | +2.71 | timeout |
| 06-18 19:51 | ETH | Sell | 1683.33→1706.62 | -7.37 | stop_loss |
| 06-18 15:25 | BTC | Buy | 63892.2→63302.8 | -5.00 | timeout |
| 06-18 15:18 | BTC | Buy | 63959.2→63089.3 | -7.24 | stop_loss |
| 06-18 13:31 | ETH | Sell | 1742.33→1748.57 | -2.24 | timeout |
| 06-18 09:10 | BTC | Buy | 63938.2→64310.8 | +2.45 | timeout |
| 06-18 07:36 | ETH | Sell | 1726.93→1750.75 | -7.34 | stop_loss |
| 06-18 04:11 | BTC | Buy | 64625.2→63742.9 | -7.28 | stop_loss |
| 06-18 03:01 | BTC | Buy | 64301.2→64591.8 | +1.81 | timeout |
| 06-18 00:02 | BTC | Buy | 64295.2→64506.8 | +1.19 | timeout |
| 06-17 22:03 | ETH | Sell | 1765.12→1726.47 | +10.50 | take_profit |
| 06-17 18:05 | BTC | Buy | 65867.3→64971.2 | -7.26 | stop_loss |
| 06-17 16:04 | ETH | Sell | 1761.72→1774.38 | -4.03 | timeout |
| 06-17 14:53 | BTC | Buy | 64847.2→65188.7 | +2.18 | timeout |
| 06-17 11:05 | BTC | Buy | 65497.3→64606.4 | -7.26 | stop_loss |
| 06-17 09:56 | ETH | Sell | 1792.02→1769.68 | +5.78 | timeout |
| 06-17 06:45 | ETH | Sell | 1794.32→1789.38 | +0.94 | timeout |
| 06-17 04:11 | SOL | Sell | 73.6799→73.8541 | -1.64 | timeout |
| 06-17 01:04 | SOL | Sell | 74.0909→73.459 | +3.81 | timeout |
Paper vs Live
Paper (trades.jsonl)
589
closed
39%
win rate
-405.81
total pnl ($)
-13.8 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 | 278 | 37% | -9.9 | -136.64 |
| ETH | 202 | 39% | -16.2 | -163.09 |
| SOL | 109 | 40% | -19.5 | -106.08 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 13:44 | BTC | Buy | circuit_breaker |
| 06-27 11:46 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:18 | ETH | Sell | +0.52 | The market was in a low-volatility, sideways grind with ETH flat on the hour and mixed across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move never materialized in the given window. |
| 05-10 12:18 | BTC | Sell | -1.05 | BTC was trading in a narrow range with low volatility, showing slight bearish pressure on the hourly timeframe. The short thesis failed because the timeout closed the trade before the expected move materialized, as the market remained range-bound without tr… |
| 05-10 09:17 | ETH | Sell | -0.73 | The market was in a mild uptrend with ETH up 2% over 24 hours and BTC showing similar strength, while funding rates remained neutral. The short thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the market… |
| 05-10 09:16 | BTC | Sell | -1.00 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over 24 hours. The sell thesis failed because the trade expired without reaching the target or stop, as the market remained range-bound and did not trigger the expected … |
| 05-10 06:15 | BTC | Sell | -0.95 | The market was in a neutral to slightly bearish regime with negative funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, preventing the expected price decline from materializing within the allowed timeframe. |
| 05-10 03:34 | ETH | Sell | -0.51 | The market was in a mild uptrend across both ETH and BTC, with positive funding and rising open interest. The short thesis failed because the trade was closed due to a timeout, not because the directional bet was invalidated by price action. |
| 05-10 03:15 | BTC | Sell | -0.89 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any meaningful price movement. |
| 05-10 00:32 | ETH | Sell | -0.39 | The market was in a short-term uptrend with ETH gaining 1.44% in the hour and 0.90% over 24 hours, while BTC also rose. The sell thesis failed because the trade was closed by timeout before the expected bearish move materialized, as the market continued to … |
| 05-10 00:13 | BTC | Sell | +0.46 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired without reaching the target or stop, resulting in a small positive PnL from time decay. |
| 05-09 21:31 | ETH | Sell | -0.17 | ETH traded in a narrow range with low volatility, showing slight hourly gains but remaining weak over the week. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market lacked directional conviction. |