70
closed trades
63%
win rate
+312.10
total pnl ($)
1.036
weight
7d window — n=15 wr=40% pnl=-29.21
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:16:58 (27.1d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
strategies_batch_ano
n: 110
· wr: 57.3%
· total_bps: +5790.4
· mean_bps: +52.64
· sharpe: +0.27
· max_dd_bps: -3082.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 70 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-30 09:24 | BTC | Sell | 59660→59295 | +2.63 | timeout |
| 06-30 08:51 | BTC | Sell | 59623→59217 | +2.92 | timeout |
| 06-30 08:16 | BTC | Sell | 59652→59399 | +1.62 | timeout |
| 06-29 17:13 | ETH | Sell | 1572.14→1611.77 | -12.92 | stop_loss |
| 06-29 17:13 | ETH | Sell | 1571.74→1610.67 | -12.70 | stop_loss |
| 06-27 04:35 | ETH | Sell | 1564.04→1582.26 | -6.30 | timeout |
| 06-27 04:04 | ETH | Sell | 1569.94→1581.86 | -4.24 | timeout |
| 06-25 23:27 | SOL | Sell | 66.2951→67.9952 | -13.26 | stop_loss |
| 06-25 23:25 | SOL | Sell | 66.1771→67.8211 | -12.86 | stop_loss |
| 06-25 23:17 | SOL | Sell | 65.8131→67.4478 | -12.87 | stop_loss |
| 06-25 13:58 | BTC | Sell | 60836→58155.9 | +21.53 | take_profit |
| 06-25 13:57 | BTC | Sell | 61000.9→58311.9 | +21.54 | take_profit |
| 06-25 13:53 | SOL | Sell | 68.0218→65.0398 | +21.46 | take_profit |
| 06-25 06:41 | ETH | Sell | 1612.84→1652.89 | -12.84 | stop_loss |
| 06-25 06:15 | SOL | Sell | 67.7418→69.4271 | -12.91 | stop_loss |
| 06-18 08:37 | BTC | Sell | 65770.7→64524.2 | +9.04 | timeout |
| 06-18 08:03 | BTC | Sell | 65627.7→64382.2 | +9.10 | timeout |
| 06-18 05:14 | BTC | Sell | 65787.7→63872.2 | +14.14 | timeout |
| 06-18 04:42 | BTC | Sell | 65820.7→63900.2 | +14.17 | timeout |
| 06-18 04:10 | BTC | Sell | 65803.7→64102.2 | +12.51 | timeout |
| 06-14 21:40 | ETH | Sell | 1673.63→1715.03 | -12.77 | stop_loss |
| 06-14 12:07 | ETH | Sell | 1666.13→1673.37 | -2.58 | timeout |
| 06-13 21:41 | SOL | Sell | 67.0839→68.7607 | -13.09 | stop_loss |
| 06-13 15:15 | SOL | Sell | 66.942→68.6046 | -12.91 | stop_loss |
| 06-13 15:06 | SOL | Sell | 66.819→68.4835 | -12.95 | stop_loss |
| 06-11 17:48 | ETH | Sell | 1642.54→1685.11 | -13.36 | stop_loss |
| 06-11 11:51 | ETH | Sell | 1630.84→1671.2 | -12.77 | stop_loss |
| 06-11 11:30 | ETH | Sell | 1624.74→1665 | -12.78 | stop_loss |
| 06-11 06:19 | BTC | Sell | 61904.9→62732.1 | -6.91 | timeout |
| 06-11 04:05 | ETH | Sell | 1631.34→1651.87 | -6.53 | timeout |
| 06-11 01:41 | SOL | Sell | 63.2365→64.8151 | -12.94 | stop_loss |
| 06-10 15:54 | BTC | Sell | 61248.9→62757.5 | -12.71 | stop_loss |
| 06-10 15:46 | BTC | Sell | 61003.9→62509.4 | -12.73 | stop_loss |
| 06-10 13:37 | ETH | Sell | 1619.34→1659.4 | -12.84 | stop_loss |
| 06-09 18:15 | BTC | Sell | 62875.9→61702.1 | +9.00 | timeout |
| 06-09 16:39 | BTC | Sell | 62765.9→60862 | +14.87 | timeout |
| 06-09 16:07 | BTC | Sell | 62880.9→61014.1 | +14.61 | timeout |
| 06-08 15:12 | BTC | Sell | 62616.9→64171.3 | -12.84 | stop_loss |
| 06-08 14:57 | BTC | Sell | 62475.9→64014.2 | -12.75 | stop_loss |
| 06-06 04:34 | ETH | Sell | 1586.84→1517.25 | +21.34 | take_profit |
| 06-05 21:15 | ETH | Sell | 1577.24→1616.47 | -12.89 | stop_loss |
| 06-05 16:11 | BTC | Sell | 62608.9→59860 | +21.49 | take_profit |
| 06-05 15:39 | BTC | Sell | 62881.9→60119 | +21.50 | take_profit |
| 06-05 15:38 | BTC | Sell | 63042.8→60274 | +21.49 | take_profit |
| 06-05 14:04 | BTC | Sell | 63333.8→60552 | +21.51 | take_profit |
| 06-04 00:25 | BTC | Sell | 66787.7→63855.2 | +21.49 | take_profit |
| 06-03 20:55 | ETH | Sell | 1857.11→1775.58 | +21.48 | take_profit |
| 06-03 20:48 | ETH | Sell | 1867.41→1785.58 | +21.44 | take_profit |
| 06-03 03:43 | ETH | Sell | 1909.31→1825.58 | +21.47 | take_profit |
| 06-02 23:25 | ETH | Sell | 1926.51→1841.98 | +21.48 | take_profit |
| 06-02 19:31 | SOL | Sell | 78.7872→75.3253 | +21.46 | take_profit |
| 06-02 19:31 | SOL | Sell | 78.7902→75.3453 | +21.36 | take_profit |
| 06-02 19:30 | SOL | Sell | 78.8822→75.4333 | +21.35 | take_profit |
| 06-02 15:31 | SOL | Sell | 79.0461→75.5193 | +21.84 | take_profit |
| 06-02 14:27 | BTC | Sell | 70632.5→67510.4 | +21.67 | take_profit |
| 06-02 04:04 | SOL | Sell | 81.9637→80.9091 | +5.87 | timeout |
| 06-02 04:04 | ETH | Sell | 2009.9→2002.8 | +1.35 | timeout |
| 06-01 20:41 | SOL | Sell | 82.6716→81.1522 | +8.63 | timeout |
| 06-01 16:12 | SOL | Sell | 82.7026→79.0799 | +21.58 | take_profit |
| 06-01 16:12 | SOL | Sell | 82.7136→79.0929 | +21.57 | take_profit |
| 05-29 09:04 | BTC | Sell | 75172.2→73660.7 | +9.71 | timeout |
| 05-29 08:34 | BTC | Sell | 75194.2→73715.7 | +9.40 | timeout |
| 05-29 08:03 | BTC | Sell | 75126.2→73643.7 | +9.48 | timeout |
| 05-29 07:33 | BTC | Sell | 75050.2→73536.7 | +9.82 | timeout |
| 05-29 07:01 | BTC | Sell | 74983.3→73738.7 | +8.03 | timeout |
| 05-27 21:03 | SOL | Sell | 84.3533→83.7026 | +3.60 | timeout |
| 05-27 20:33 | SOL | Sell | 84.3873→83.7886 | +3.24 | timeout |
| 05-27 20:03 | SOL | Sell | 84.2944→83.9526 | +1.67 | timeout |
| 05-27 19:31 | SOL | Sell | 84.2134→84.0246 | +0.74 | timeout |
| 05-27 19:00 | SOL | Sell | 84.5263→83.9286 | +3.18 | timeout |
Paper vs Live
Paper (trades.jsonl)
70
closed
63%
win rate
+312.10
total pnl ($)
+88.6 bps
avg bps net
Live (dry_run=0)
7
closed
14%
win rate
-23.82
total pnl ($)
-6.6 bps
avg bps net
Live WR is 23% of paper WR (14% vs 63%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 29 | 83% | +182.0 | +265.33 |
| SOL | 22 | 64% | +66.9 | +73.75 |
| ETH | 19 | 32% | -29.0 | -26.98 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||