88
closed trades
39%
win rate
-91.99
total pnl ($)
1.223
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:16:57 (38.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
qq
n: 25
· wr: 44.0%
· total_bps: +166.2
· mean_bps: +6.65
· sharpe: +0.14
· max_dd_bps: -134.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 88 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-06 13:58 | ETH | Buy | 1545.45→1556.94 | +3.27 | timeout |
| 06-06 13:57 | BTC | Buy | 60527→60772 | +1.58 | timeout |
| 06-05 11:44 | BTC | Buy | 62960.1→62102.8 | -7.26 | stop_loss |
| 06-05 09:44 | BTC | Buy | 62114.1→62796.9 | +5.05 | timeout |
| 06-05 07:46 | BTC | Buy | 61599.1→62948.9 | +10.51 | take_profit |
| 06-05 07:05 | ETH | Buy | 1664.17→1641.31 | -7.31 | stop_loss |
| 06-05 06:16 | BTC | Buy | 62773.1→61918.9 | -7.25 | stop_loss |
| 06-05 06:03 | BTC | Buy | 62871.1→62015.9 | -7.25 | stop_loss |
| 06-05 05:37 | ETH | Buy | 1733.17→1709.37 | -7.31 | stop_loss |
| 06-04 12:48 | BTC | Buy | 62404.1→63773.8 | +10.53 | take_profit |
| 06-04 09:23 | ETH | Buy | 1775.68→1751.35 | -7.29 | stop_loss |
| 06-04 09:18 | ETH | Buy | 1779.48→1754.95 | -7.34 | stop_loss |
| 06-03 23:08 | BTC | Buy | 65284.3→64385.6 | -7.34 | stop_loss |
| 06-03 23:02 | BTC | Buy | 65596.3→64701.4 | -7.27 | stop_loss |
| 06-03 20:55 | ETH | Buy | 1798.18→1773.54 | -7.30 | stop_loss |
| 06-03 19:49 | BTC | Buy | 65936.3→65750.7 | -1.87 | timeout |
| 06-03 16:20 | ETH | Buy | 1853.99→1828.5 | -7.32 | stop_loss |
| 06-03 07:32 | BTC | Buy | 66306.3→67177.6 | +6.10 | timeout |
| 06-03 01:50 | BTC | Buy | 66771.3→66579.7 | -1.89 | timeout |
| 06-02 10:09 | BTC | Buy | 69986.5→69535.5 | -3.69 | timeout |
| 06-02 07:02 | BTC | Buy | 70752.5→69786.6 | -7.29 | stop_loss |
| 06-02 02:05 | ETH | Buy | 1997.5→1970.12 | -7.31 | stop_loss |
| 06-01 13:55 | ETH | Buy | 1980.7→1953.43 | -7.35 | stop_loss |
| 06-01 04:52 | ETH | Buy | 2001.7→1999.4 | -1.04 | timeout |
| 05-30 17:49 | BTC | Sell | 73989.3→73967.7 | -0.29 | timeout |
| 05-30 15:51 | ETH | Sell | 2016.5→2024.6 | -2.44 | timeout |
| 05-29 18:51 | BTC | Sell | 73770.3→73472.7 | +1.57 | timeout |
| 05-28 23:46 | ETH | Buy | 2016.9→2007.4 | -2.82 | timeout |
| 05-28 23:46 | BTC | Buy | 73627.7→73551.3 | -0.99 | timeout |
| 05-28 15:35 | ETH | Buy | 1988.8→1989.3 | -0.33 | timeout |
| 05-28 15:35 | BTC | Buy | 73453.7→72851.4 | -4.57 | timeout |
| 05-28 10:07 | BTC | Buy | 73150.7→73493.3 | +1.89 | timeout |
| 05-28 09:42 | ETH | Buy | 1972.7→1991.9 | +4.43 | timeout |
| 05-28 09:32 | BTC | Buy | 72876.6→73360.3 | +2.87 | timeout |
| 05-28 03:53 | BTC | Buy | 74238.7→73227.7 | -7.26 | stop_loss |
| 05-27 21:40 | BTC | Buy | 74902.7→74781.3 | -1.27 | timeout |
| 05-27 13:39 | ETH | Buy | 2081.91→2059.29 | -5.88 | timeout |
| 05-27 13:39 | BTC | Buy | 75854.8→74917.3 | -6.62 | timeout |
| 05-27 04:39 | BTC | Buy | 75833.8→75318.2 | -3.84 | timeout |
| 05-26 20:39 | BTC | Buy | 75968.8→75996.2 | -0.28 | timeout |
| 05-26 12:38 | BTC | Buy | 76654.8→76996.1 | +1.77 | timeout |
| 05-25 17:39 | BTC | Sell | 77542.1→77566.9 | -0.59 | timeout |
| 05-25 05:38 | ETH | Buy | 2097.41→2108.09 | +2.09 | timeout |
| 05-24 17:39 | ETH | Sell | 2094.99→2103.91 | -2.57 | timeout |
| 05-24 16:39 | BTC | Sell | 76852.2→76439.8 | +2.22 | timeout |
| 05-24 08:38 | BTC | Sell | 76645.2→76786.8 | -1.36 | timeout |
| 05-24 00:38 | BTC | Sell | 76767.2→76745.8 | -0.30 | timeout |
| 05-23 13:38 | BTC | Buy | 74742.7→74890.3 | +0.54 | timeout |
| 05-23 05:38 | BTC | Buy | 75455.8→75455.2 | -0.45 | timeout |
| 05-22 21:38 | BTC | Buy | 76586.8→76000.2 | -4.29 | timeout |
| 05-22 19:30 | ETH | Buy | 2108.41→2079.75 | -7.25 | stop_loss |
| 05-19 01:37 | BTC | Buy | 77132.9→76848.2 | -2.30 | timeout |
| 05-16 09:03 | BTC | Buy | 78965.9→78962 | -0.49 | timeout |
| 05-16 01:03 | BTC | Buy | 78971.9→79048 | +0.04 | timeout |
| 05-15 17:00 | BTC | Sell | 78647.1→79231 | -4.16 | timeout |
| 05-15 13:51 | BTC | Sell | 80587→78817.9 | +10.52 | take_profit |
| 05-15 13:37 | BTC | Sell | 80456→79560 | +5.11 | timeout |
| 05-15 13:03 | BTC | Sell | 80416→80105 | +1.48 | timeout |
| 05-15 10:34 | BTC | Sell | 80749→80540 | +0.84 | timeout |
| 05-12 01:43 | BTC | Buy | 81724.1→81715.9 | -0.50 | timeout |
| 05-12 01:43 | ETH | Buy | 2339.83→2339.37 | -0.55 | timeout |
| 05-11 05:49 | BTC | Sell | 81163.9→80831 | +1.61 | timeout |
| 05-11 05:02 | BTC | Sell | 81440.9→80838 | +3.26 | timeout |
| 05-11 02:51 | BTC | Sell | 82272.9→81221.1 | +5.96 | timeout |
| 05-11 02:03 | BTC | Sell | 82243.9→81510.1 | +4.03 | timeout |
| 05-10 00:02 | ETH | Sell | 2328.77→2325.23 | +0.30 | timeout |
| 05-09 21:25 | ETH | Sell | 2329.47→2328.13 | -0.15 | timeout |
| 05-09 20:03 | ETH | Sell | 2319.57→2330.03 | -2.69 | timeout |
| 05-09 16:04 | ETH | Sell | 2315.67→2316.23 | -0.57 | timeout |
| 05-09 09:03 | BTC | Sell | 80353→80374 | -0.59 | timeout |
| 05-09 06:45 | BTC | Sell | 80310→80188 | +0.31 | timeout |
| 05-09 06:01 | BTC | Sell | 80372→80361 | -0.38 | timeout |
| 05-09 01:41 | ETH | Sell | 2312.77→2314.73 | -0.86 | timeout |
| 05-09 01:01 | ETH | Sell | 2317.27→2309.23 | +1.30 | timeout |
| 05-08 11:02 | BTC | Buy | 79659→80192 | +2.89 | timeout |
| 05-08 05:02 | ETH | Buy | 2275.33→2279.47 | +0.44 | timeout |
| 05-07 21:02 | ETH | Buy | 2301.43→2288.57 | -3.25 | timeout |
| 05-07 21:02 | BTC | Buy | 80136→79790 | -2.62 | timeout |
| 05-07 06:04 | ETH | Buy | 2319.93→2329.77 | +1.67 | timeout |
| 05-06 22:03 | ETH | Buy | 2344.83→2352.76 | +1.25 | timeout |
| 05-06 16:18 | BTC | Sell | 82098.9→81681.1 | +2.10 | timeout |
| 05-05 15:12 | ETH | Sell | 2356.16→2388.23 | -7.20 | stop_loss |
| 05-04 21:03 | ETH | Sell | 2368.46→2353.04 | +2.80 | timeout |
| 05-04 13:02 | ETH | Sell | 2360.36→2327.93 | +6.40 | timeout |
| 05-04 02:40 | ETH | Sell | 2348.97→2381.03 | -7.27 | stop_loss |
| 05-03 21:02 | ETH | Sell | 2330.77→2325.23 | +0.73 | timeout |
| 05-01 15:36 | ETH | Sell | 2304.87→2310.23 | -1.62 | timeout |
| 05-01 06:36 | ETH | Sell | 2285.87→2284.83 | -0.21 | timeout |
Paper vs Live
Paper (trades.jsonl)
88
closed
39%
win rate
-91.99
total pnl ($)
-20.9 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 | 52 | 44% | -4.4 | -11.46 |
| ETH | 36 | 31% | -44.8 | -80.53 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 00:02 | ETH | Sell | +0.30 | ETH traded in a narrow range with low volatility, showing slight hourly gains but flat daily movement. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the market lacked directional conviction to trigger an exit. |
| 05-09 21:25 | ETH | Sell | -0.15 | ETH was trading in a narrow range with low volatility, showing a slight hourly gain but remaining weak over the week. The trade failed because the timeout close_reason indicates the expected directional move did not materialize within the allowed time, like… |
| 05-09 20:03 | ETH | Sell | -2.69 | ETH was in a mild downtrend over 24h and 7d with low volatility and neutral funding. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without triggering the exit. |
| 05-09 16:04 | ETH | Sell | -0.57 | The market was in a persistent downtrend across both ETH and BTC, with negative hourly, daily, and weekly performance. The thesis failed because the trade was closed due to timeout, likely as the short position did not reach its target or stop within the al… |
| 05-09 09:03 | BTC | Sell | -0.59 | 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 profitable exit. |
| 05-09 06:45 | BTC | Sell | +0.31 | The market was in a mild downtrend with BTC down over 1% in 24 hours and 2% in a week, showing persistent bearish pressure. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the price remained range-bo… |
| 05-09 06:01 | BTC | Sell | -0.38 | The market was in a mild downtrend with BTC consolidating near $79,703, showing slight negative momentum across timeframes. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within th… |
| 05-09 01:41 | ETH | Sell | -0.86 | The market was in a mild downtrend with ETH losing 1.54% over 24 hours and 2.65% over 7 days, while funding remained neutral. The thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small negative PnL … |
| 05-09 01:01 | ETH | Sell | +1.30 | The market was in a mild short-term uptrend with ETH gaining 0.55% in the hour, but still down over the past day and week. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the allotted … |
| 05-08 11:02 | BTC | Buy | +2.89 | BTC was trading in a narrow range with slight hourly gains but remained down over the past 24 hours and week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotted time. |