197
closed trades
41%
win rate
-324.68
total pnl ($)
0.931
weight
7d window — n=28 wr=43% pnl=-48.36
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:43:07 (39.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abe__restored_d696c664
n: 545
· wr: 37.6%
· total_bps: -8758.1
· mean_bps: -16.07
· sharpe: -0.12
· max_dd_bps: -8979.0
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 |
|---|---|---|---|---|---|
| 06-27 11:01 | ETH | Buy | 1578.66→1582.74 | +1.03 | timeout |
| 06-27 04:59 | ETH | Buy | 1577.16→1577.94 | -0.23 | timeout |
| 06-26 22:56 | ETH | Buy | 1576.26→1576.84 | -0.33 | timeout |
| 06-26 16:52 | ETH | Buy | 1547.05→1575.84 | +10.58 | timeout |
| 06-26 10:47 | ETH | Buy | 1550.66→1546.95 | -1.96 | timeout |
| 06-26 02:12 | ETH | Buy | 1570.16→1540.68 | -11.78 | stop_loss |
| 06-25 22:43 | ETH | Buy | 1562.66→1569.04 | +1.90 | timeout |
| 06-25 13:40 | ETH | Buy | 1638.96→1608.13 | -11.82 | stop_loss |
| 06-25 10:40 | ETH | Buy | 1620.36→1639.84 | +6.65 | timeout |
| 06-25 04:38 | ETH | Buy | 1614.86→1619.34 | +1.11 | timeout |
| 06-24 16:51 | ETH | Buy | 1625.76→1594.74 | -11.99 | stop_loss |
| 06-24 15:33 | ETH | Buy | 1664.77→1633.52 | -11.81 | stop_loss |
| 06-24 10:33 | ETH | Buy | 1664.47→1666.03 | +0.02 | timeout |
| 06-24 04:27 | ETH | Buy | 1663.77→1658.93 | -2.27 | timeout |
| 06-23 22:29 | ETH | Buy | 1662.27→1664.33 | +0.21 | timeout |
| 06-23 16:22 | ETH | Buy | 1653.77→1661.83 | +2.38 | timeout |
| 06-23 06:20 | ETH | Buy | 1726.67→1694.28 | -11.79 | stop_loss |
| 06-23 04:20 | ETH | Buy | 1730.27→1725.13 | -2.34 | timeout |
| 06-22 22:19 | ETH | Buy | 1742.37→1731.53 | -4.27 | timeout |
| 06-22 16:12 | ETH | Buy | 1750.38→1740.13 | -4.02 | timeout |
| 06-22 10:07 | ETH | Buy | 1731.57→1750.42 | +5.95 | timeout |
| 06-22 04:07 | ETH | Buy | 1716.87→1731.73 | +4.63 | timeout |
| 06-21 22:02 | ETH | Buy | 1728.87→1715.83 | -5.05 | timeout |
| 06-21 16:02 | ETH | Buy | 1732.47→1728.23 | -2.06 | timeout |
| 06-21 10:01 | ETH | Buy | 1737.27→1731.73 | -2.44 | timeout |
| 06-21 03:59 | ETH | Buy | 1734.87→1737.33 | +0.30 | timeout |
| 06-20 21:55 | ETH | Buy | 1738.07→1734.83 | -1.68 | timeout |
| 06-20 15:53 | ETH | Buy | 1728.37→1737.83 | +2.71 | timeout |
| 06-20 09:47 | ETH | Buy | 1707.67→1728.23 | +6.65 | timeout |
| 06-20 03:47 | ETH | Buy | 1702.77→1707.43 | +1.09 | timeout |
| 06-19 21:43 | ETH | Buy | 1709.17→1703.43 | -2.56 | timeout |
| 06-19 15:38 | ETH | Buy | 1693.47→1703.73 | +3.10 | timeout |
| 06-19 10:00 | ETH | Buy | 1697.17→1688.83 | -3.50 | timeout |
| 06-19 03:45 | ETH | Buy | 1706.17→1695.83 | -4.19 | timeout |
| 06-18 21:58 | ETH | Buy | 1683.17→1708.53 | +8.47 | timeout |
| 06-18 15:36 | ETH | Buy | 1747.67→1714.97 | -11.67 | stop_loss |
| 06-18 09:49 | ETH | Buy | 1743.67→1747.23 | +0.64 | timeout |
| 06-18 03:36 | ETH | Buy | 1745.27→1745.13 | -0.61 | timeout |
| 06-17 21:21 | ETH | Buy | 1758.68→1742.73 | -5.98 | timeout |
| 06-17 15:14 | ETH | Buy | 1768.98→1756.02 | -4.93 | timeout |
| 06-17 09:16 | ETH | Buy | 1789.98→1768.22 | -7.81 | timeout |
| 06-17 03:10 | ETH | Buy | 1799.08→1792.32 | -2.83 | timeout |
| 06-16 21:04 | ETH | Buy | 1780.28→1795.42 | +4.52 | timeout |
| 06-16 14:31 | ETH | Buy | 1803.28→1769.54 | -11.78 | stop_loss |
| 06-16 09:01 | ETH | Buy | 1769.78→1800.92 | +10.00 | timeout |
| 06-15 23:37 | ETH | Buy | 1815.78→1781.53 | -11.86 | stop_loss |
| 06-15 20:53 | ETH | Buy | 1815.38→1817.52 | +0.15 | timeout |
| 06-15 12:44 | ETH | Buy | 1719.97→1774.82 | +18.58 | take_profit |
| 06-15 08:50 | ETH | Buy | 1718.07→1719.53 | -0.04 | timeout |
| 06-14 21:50 | ETH | Buy | 1671.37→1724.83 | +18.65 | take_profit |
| 06-14 20:42 | ETH | Buy | 1655.77→1670.73 | +4.87 | timeout |
| 06-14 14:42 | ETH | Buy | 1676.77→1655.03 | -8.32 | timeout |
| 06-14 08:38 | ETH | Buy | 1682.67→1677.43 | -2.38 | timeout |
| 06-14 02:34 | ETH | Buy | 1675.57→1682.83 | +2.04 | timeout |
| 06-13 20:33 | ETH | Buy | 1679.67→1674.83 | -2.24 | timeout |
| 06-13 14:29 | ETH | Buy | 1674.67→1678.73 | +0.89 | timeout |
| 06-13 08:28 | ETH | Buy | 1670.07→1674.33 | +0.96 | timeout |
| 06-13 02:24 | ETH | Buy | 1665.97→1670.23 | +0.96 | timeout |
| 06-12 20:24 | ETH | Buy | 1665.67→1665.63 | -0.54 | timeout |
| 06-12 14:23 | ETH | Buy | 1675.27→1661.73 | -5.39 | timeout |
| 06-12 08:40 | ETH | Buy | 1675.17→1671.23 | -1.96 | timeout |
| 06-12 02:33 | ETH | Buy | 1671.87→1672.73 | -0.24 | timeout |
| 06-11 20:24 | ETH | Buy | 1647.36→1677.13 | +10.28 | timeout |
| 06-11 14:18 | ETH | Buy | 1657.27→1639.84 | -6.87 | timeout |
| 06-11 08:14 | ETH | Buy | 1639.66→1658.53 | +6.33 | timeout |
| 06-11 02:01 | ETH | Buy | 1625.56→1642.04 | +5.50 | timeout |
| 06-10 17:32 | ETH | Buy | 1653.57→1622.63 | -11.77 | stop_loss |
| 06-10 09:20 | ETH | Buy | 1639.16→1608.23 | -11.85 | stop_loss |
| 06-09 16:39 | ETH | Buy | 1642.36→1610.33 | -12.23 | stop_loss |
| 06-09 14:29 | ETH | Buy | 1668.37→1637.12 | -11.78 | stop_loss |
| 06-09 09:39 | ETH | Buy | 1664.67→1666.53 | +0.19 | timeout |
| 06-09 00:23 | ETH | Buy | 1710.27→1678.09 | -11.78 | stop_loss |
| 06-08 21:36 | ETH | Buy | 1690.87→1710.23 | +6.39 | timeout |
| 06-08 15:31 | ETH | Buy | 1662.87→1691.83 | +9.91 | timeout |
| 06-08 05:13 | ETH | Buy | 1680.37→1648.71 | -11.83 | stop_loss |
| 06-07 22:14 | ETH | Buy | 1628.66→1680.83 | +18.69 | take_profit |
| 06-07 21:22 | ETH | Buy | 1627.66→1628.94 | -0.01 | timeout |
| 06-07 12:13 | ETH | Buy | 1639.46→1608.73 | -11.77 | stop_loss |
| 06-07 09:15 | ETH | Buy | 1592.46→1643.14 | +18.58 | take_profit |
| 06-07 03:10 | ETH | Buy | 1559.36→1591.04 | +11.68 | timeout |
| 06-06 21:04 | ETH | Buy | 1554.16→1556.94 | +0.57 | timeout |
| 06-06 10:30 | ETH | Buy | 1579.76→1550.17 | -11.78 | stop_loss |
| 06-06 04:09 | ETH | Buy | 1571.96→1542.57 | -11.74 | stop_loss |
| 06-05 23:22 | ETH | Buy | 1603.46→1573.46 | -11.77 | stop_loss |
| 06-05 16:09 | ETH | Buy | 1592.06→1562.26 | -11.76 | stop_loss |
| 06-05 13:52 | ETH | Buy | 1664.57→1633.42 | -11.74 | stop_loss |
| 06-05 05:43 | ETH | Buy | 1728.67→1696.18 | -11.81 | stop_loss |
| 06-05 02:20 | ETH | Buy | 1771.58→1738.46 | -11.72 | stop_loss |
| 06-04 17:39 | ETH | Buy | 1788.08→1754.65 | -11.76 | stop_loss |
| 06-04 10:54 | ETH | Buy | 1761.98→1728.76 | -11.84 | stop_loss |
| 06-04 07:20 | ETH | Buy | 1805.38→1771.54 | -11.79 | stop_loss |
| 06-04 01:23 | ETH | Buy | 1798.68→1765.04 | -11.77 | stop_loss |
| 06-03 16:20 | ETH | Buy | 1863.99→1829.1 | -11.77 | stop_loss |
| 06-03 10:31 | ETH | Buy | 1839.58→1885.31 | +14.34 | timeout |
| 06-03 05:36 | ETH | Buy | 1845.18→1862.11 | +4.95 | timeout |
| 06-02 21:56 | ETH | Buy | 1913.09→1899.51 | -4.81 | timeout |
| 06-02 13:08 | ETH | Buy | 1978.2→1976.1 | -1.19 | timeout |
| 06-02 10:57 | ETH | Buy | 1997.6→1983.1 | -4.92 | timeout |
| 06-02 03:46 | ETH | Buy | 1994.3→2003.2 | +2.13 | timeout |
| 06-01 20:24 | ETH | Buy | 1971.3→2004.3 | +9.50 | timeout |
Paper vs Live
Paper (trades.jsonl)
197
closed
41%
win rate
-324.68
total pnl ($)
-27.3 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 | 197 | 41% | -27.3 | -324.68 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 11:10 | ETH | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:27 | ETH | Buy | -0.75 | The market was in a low-volatility, sideways grind with ETH flat across all timeframes and neutral funding. The thesis failed because the trade was closed by timeout without reaching target or stop, likely due to a lack of directional conviction in a range-… |
| 05-10 07:26 | ETH | Buy | +1.71 | The market was in a mild uptrend over 24 hours but showed slight intraday weakness, with ETH consolidating near $2289. The thesis failed because the trade was closed by timeout before reaching a profitable exit, as the sideways price action did not trigger … |
| 05-10 01:26 | ETH | Buy | -2.73 | The market was in a short-term uptrend with ETH gaining 1.06% in the hour and 1.51% over 24 hours, while BTC also rose. The thesis failed because the trade was closed by timeout, likely due to the entry not being filled or the position not reaching a profit… |
| 05-09 19:25 | ETH | Buy | +3.30 | The market was in a mild downtrend with ETH declining 2% over 24 hours and 3.4% over the week, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before reaching a profitable exit, as the persistent bearish m… |
| 05-09 13:25 | ETH | Buy | -1.68 | The market was in a mild downtrend with ETH down 2% over 24 hours and 3% over 7 days, while funding remained slightly positive. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from holding costs or… |
| 05-09 07:24 | ETH | Buy | +1.16 | ETH traded in a narrow range with low volatility, showing slight hourly gains but remaining in a broader downtrend over the past week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materializ… |
| 05-09 01:23 | ETH | Buy | -2.76 | The market was in a mild short-term uptick within a broader weekly downtrend, with ETH showing a slight 1-hour gain but still negative over 24 hours and 7 days. The thesis failed because the trade was not executed before the timeout, resulting in a small ne… |
| 05-08 19:22 | ETH | Buy | +9.56 | The market was in a short-term uptrend with ETH gaining 0.70% in the hour, but the broader 24-hour and 7-day trends remained negative. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within t… |
| 05-08 13:21 | ETH | Buy | +1.25 | ETH traded in a narrow range with low volatility, showing slight hourly gains but remaining weak on longer timeframes. The thesis failed because the trade was closed by timeout without reaching target or stop, as the sideways regime lacked the directional m… |
| 05-08 07:21 | ETH | Buy | -4.48 | The market was in a mild downtrend over the past week with ETH losing 3.63%, though the short-term hourly and daily moves were nearly flat. The thesis failed because the trade was not executed (entry=None) and was closed due to timeout, resulting in a small… |