61
closed trades
38%
win rate
-43.53
total pnl ($)
1.187
weight
7d window — n=10 wr=50% pnl=-6.56
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 22:19:41 (39.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ahr__restored_1f3cec5e
n: 28
· wr: 39.3%
· total_bps: -682.5
· mean_bps: -24.38
· sharpe: -0.39
· max_dd_bps: -888.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 61 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 10:42 | BTC | Buy | 60275→60401 | +0.29 | timeout |
| 06-26 19:13 | BTC | Buy | 59465→59978 | +1.91 | timeout |
| 06-26 02:02 | BTC | Buy | 59571→59346 | -1.16 | timeout |
| 06-25 11:03 | BTC | Buy | 60773→61201.9 | +1.54 | timeout |
| 06-24 13:22 | BTC | Buy | 62935.1→61753 | -4.92 | stop_loss |
| 06-24 03:00 | BTC | Buy | 62212.1→62640.9 | +1.49 | timeout |
| 06-23 06:20 | BTC | Buy | 63980.2→62790.4 | -4.86 | stop_loss |
| 06-22 19:31 | BTC | Buy | 64420.2→64356.8 | -0.47 | timeout |
| 06-22 03:15 | BTC | Buy | 64172.2→64069.8 | -0.63 | timeout |
| 06-21 11:14 | BTC | Buy | 64274.2→64389.8 | +0.24 | timeout |
| 06-20 18:13 | BTC | Buy | 63665.2→63810.8 | +0.35 | timeout |
| 06-20 01:19 | BTC | Buy | 63075.2→63429.8 | +1.18 | timeout |
| 06-19 08:24 | BTC | Buy | 62923.1→62674.9 | -1.19 | timeout |
| 06-18 15:17 | BTC | Buy | 64524.2→63305.2 | -4.95 | stop_loss |
| 06-17 19:20 | BTC | Buy | 65848.3→64623.4 | -4.88 | stop_loss |
| 06-17 08:12 | BTC | Buy | 65743.3→65372.7 | -1.63 | timeout |
| 06-16 16:08 | BTC | Buy | 66339.3→65805.7 | -2.23 | timeout |
| 06-16 00:01 | BTC | Buy | 67152.4→66276.7 | -3.49 | timeout |
| 06-15 08:01 | BTC | Buy | 65727.3→65616.7 | -0.66 | timeout |
| 06-14 15:58 | BTC | Buy | 64429.2→63996.8 | -1.93 | timeout |
| 06-13 23:54 | BTC | Buy | 64289.2→64386.8 | +0.15 | timeout |
| 06-13 07:55 | BTC | Buy | 63573.2→63794.8 | +0.64 | timeout |
| 06-12 15:53 | BTC | Buy | 62992.1→63803.8 | +2.98 | timeout |
| 06-12 00:13 | BTC | Buy | 62747.1→63660.8 | +3.39 | timeout |
| 06-11 07:58 | BTC | Buy | 61478.1→62693.9 | +4.70 | timeout |
| 06-10 15:50 | BTC | Buy | 61681.1→62271.9 | +2.16 | timeout |
| 06-09 13:36 | BTC | Buy | 63356.2→62173.8 | -4.89 | stop_loss |
| 06-08 22:06 | BTC | Buy | 63656.2→63517.8 | -0.77 | timeout |
| 06-07 22:14 | BTC | Buy | 61742.1→63711.8 | +7.75 | take_profit |
| 06-07 13:59 | BTC | Buy | 61732.1→61722.9 | -0.27 | timeout |
| 06-06 21:57 | BTC | Buy | 60778→60726 | -0.43 | timeout |
| 06-05 23:33 | BTC | Buy | 61717.1→60567.7 | -4.88 | stop_loss |
| 06-05 06:24 | BTC | Buy | 62305.1→61146.4 | -4.87 | stop_loss |
| 06-04 21:53 | BTC | Buy | 63763.2→63337.8 | -1.89 | timeout |
| 06-03 23:54 | BTC | Buy | 65305.3→64090.7 | -4.87 | stop_loss |
| 06-03 12:31 | BTC | Buy | 66349.3→67063.6 | +2.45 | timeout |
| 06-02 14:01 | BTC | Buy | 69914.5→68599.3 | -4.94 | stop_loss |
| 06-02 02:07 | BTC | Buy | 71419.6→70088.4 | -4.91 | stop_loss |
| 05-31 11:36 | BTC | Buy | 74165.7→73885.3 | -1.19 | timeout |
| 05-30 17:40 | BTC | Buy | 73528.7→73888.3 | +0.98 | timeout |
| 05-29 08:24 | BTC | Buy | 73821.7→73763.3 | -0.42 | timeout |
| 05-28 15:51 | BTC | Buy | 73363.7→72946.4 | -1.67 | timeout |
| 05-27 23:47 | BTC | Buy | 75256.8→74423.3 | -3.00 | timeout |
| 05-27 07:47 | BTC | Buy | 75912.8→75872.2 | -0.34 | timeout |
| 05-26 15:46 | BTC | Buy | 76612.8→76409.2 | -0.89 | timeout |
| 05-25 23:45 | BTC | Buy | 77619.9→77281.1 | -1.33 | timeout |
| 05-25 07:45 | BTC | Buy | 77130.9→77282.1 | +0.25 | timeout |
| 05-24 15:45 | BTC | Buy | 76833.8→76397.2 | -1.65 | timeout |
| 05-23 23:44 | BTC | Buy | 75456.8→76676.2 | +3.80 | timeout |
| 05-23 07:44 | BTC | Buy | 75783.8→75239.2 | -2.02 | timeout |
| 05-22 15:44 | BTC | Buy | 77445.9→76671.2 | -2.74 | timeout |
| 05-21 23:43 | BTC | Buy | 77199.9→77681.1 | +1.32 | timeout |
| 05-21 07:44 | BTC | Buy | 77477.9→77673.1 | +0.39 | timeout |
| 05-20 15:43 | BTC | Buy | 77356.9→77428.1 | -0.02 | timeout |
| 05-19 23:43 | BTC | Buy | 76496.8→76888.2 | +1.03 | timeout |
| 05-19 07:42 | BTC | Buy | 77073.9→77169.1 | +0.07 | timeout |
| 05-18 15:43 | BTC | Buy | 76922.8→76317.2 | -2.21 | timeout |
| 05-16 07:14 | BTC | Buy | 79068→78247.1 | -2.82 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.25 | timeout |
| 05-10 23:14 | BTC | Buy | 80998→82315.9 | +3.84 | timeout |
| 05-10 07:14 | BTC | Buy | 80699→80712 | -0.19 | timeout |
Paper vs Live
Paper (trades.jsonl)
61
closed
38%
win rate
-43.53
total pnl ($)
-28.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 61 | 38% | -28.3 | -43.53 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 17:12 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 07:14 | BTC | Buy | -0.19 | The market was in a mild uptrend over 24h and 7d but showed short-term weakness with a negative 1h candle and negative funding. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, likely due to a missed fill or order… |