46
closed trades
30%
win rate
-36.08
total pnl ($)
1.155
weight
7d window — n=10 wr=30% pnl=-11.28
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-23 07:01 (35.0d ago) · src: backtest-gate-results.jsonl
verdict: ERROR
· strict: STRICT-FAIL
· batch:
strategies_batch_avx
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=231.292
Cumulative P&L (last 46 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 23:03 | BTC | Buy | 59883→59987 | +0.42 | timeout |
| 06-26 09:06 | BTC | Buy | 60328→60094 | -2.39 | timeout |
| 06-26 01:59 | BTC | Buy | 59644→59353 | -2.89 | timeout |
| 06-25 23:00 | BTC | Buy | 60087→59844 | -2.47 | timeout |
| 06-24 22:03 | BTC | Buy | 60774→61087.9 | +2.14 | timeout |
| 06-24 19:02 | BTC | Buy | 59344→59583 | +1.57 | timeout |
| 06-24 13:01 | BTC | Buy | 62812.1→62479.9 | -3.10 | timeout |
| 06-24 07:03 | BTC | Buy | 62789.1→62712.9 | -1.06 | timeout |
| 06-23 18:59 | BTC | Buy | 62347.1→62194.9 | -1.67 | timeout |
| 06-21 09:00 | BTC | Buy | 64164.2→63987.8 | -1.83 | timeout |
| 06-20 04:59 | BTC | Buy | 63447.2→63547.8 | +0.34 | timeout |
| 06-18 19:59 | BTC | Buy | 62680.1→62941.9 | +1.64 | timeout |
| 06-18 10:02 | BTC | Buy | 64298.2→64146.8 | -1.63 | timeout |
| 06-17 18:04 | BTC | Buy | 65885.3→65411.7 | -4.05 | timeout |
| 06-17 05:01 | BTC | Buy | 65817.3→65866.7 | -0.08 | timeout |
| 06-15 20:00 | BTC | Buy | 66721.3→66566.7 | -1.61 | timeout |
| 06-14 21:34 | BTC | Buy | 63999.2→64959.8 | +7.05 | take_profit |
| 06-14 13:06 | BTC | Buy | 64504.2→64331.8 | -1.79 | timeout |
| 06-14 12:02 | BTC | Buy | 64477.2→64516.8 | -0.14 | timeout |
| 06-12 13:01 | BTC | Buy | 63661.2→63404.8 | -2.47 | timeout |
| 06-11 21:02 | BTC | Buy | 63563.2→63397.8 | -1.76 | timeout |
| 06-08 23:00 | BTC | Buy | 63623.2→63393.8 | -2.25 | timeout |
| 06-08 12:02 | BTC | Buy | 63029.2→63215.8 | +1.03 | timeout |
| 06-06 16:59 | BTC | Buy | 60762→60729 | -0.72 | timeout |
| 06-06 16:05 | BTC | Buy | 60581→60917 | +2.32 | timeout |
| 06-05 16:11 | BTC | Buy | 60434→59829.1 | -5.45 | stop_loss |
| 06-05 06:18 | BTC | Buy | 62395.1→61796 | -5.25 | stop_loss |
| 06-05 04:01 | BTC | Buy | 62582.1→62654.9 | +0.13 | timeout |
| 06-04 21:04 | BTC | Buy | 63394.2→63710.8 | +2.05 | timeout |
| 06-04 05:08 | BTC | Buy | 64367.2→63748.9 | -5.25 | stop_loss |
| 05-31 03:08 | BTC | Buy | 74066.3→74053.7 | -0.54 | timeout |
| 05-28 08:04 | BTC | Buy | 73145.3→73345.7 | +0.92 | timeout |
| 05-28 07:00 | BTC | Buy | 72934.4→73201.7 | +1.38 | timeout |
| 05-28 04:59 | BTC | Buy | 73254.3→73157.7 | -1.11 | timeout |
| 05-27 18:59 | BTC | Buy | 74826.3→74983.7 | +0.60 | timeout |
| 05-27 15:59 | BTC | Buy | 75014.2→75322.8 | +1.60 | timeout |
| 05-27 10:00 | BTC | Buy | 75818.2→75874.8 | -0.07 | timeout |
| 05-27 05:00 | BTC | Buy | 75600.2→75530.8 | -0.91 | timeout |
| 05-26 21:59 | BTC | Buy | 76045.2→75841.8 | -1.79 | timeout |
| 05-26 18:59 | BTC | Buy | 75903.2→75798.8 | -1.14 | timeout |
| 05-26 09:00 | BTC | Buy | 76667.2→76681.8 | -0.35 | timeout |
| 05-26 02:59 | BTC | Buy | 76707.2→76577.8 | -1.29 | timeout |
| 05-25 22:59 | BTC | Buy | 77321.1→77088.9 | -1.96 | timeout |
| 05-25 20:00 | BTC | Buy | 77507.9→77393.1 | -1.20 | timeout |
| 05-25 13:59 | BTC | Buy | 77346.9→77291.1 | -0.82 | timeout |
| 05-25 12:59 | BTC | Buy | 77308.9→77339.1 | -0.26 | timeout |
Paper vs Live
Paper (trades.jsonl)
46
closed
30%
win rate
-36.08
total pnl ($)
-15.7 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 | 46 | 30% | -15.7 | -36.08 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 08:21 | BTC | Buy | stale_intent |
| 06-24 18:11 | BTC | Buy | below_min_notional_skip |
| 06-24 12:17 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||