47
closed trades
51%
win rate
+6.42
total pnl ($)
1.235
weight
7d window — n=7 wr=71% pnl=+1.72
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:10:08 (38.4d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
pj
n: 6
· wr: 50.0%
· total_bps: +165.8
· mean_bps: +27.63
· sharpe: +0.34
· max_dd_bps: -114.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 47 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 12:10 | BTC | Sell | 59725→59367 | +2.56 | timeout |
| 06-25 20:24 | BTC | Buy | 59282→59590 | +2.14 | timeout |
| 06-24 17:21 | BTC | Buy | 60484→59356.3 | -9.77 | stop_loss |
| 06-23 16:50 | BTC | Buy | 62247.1→62500.9 | +1.60 | timeout |
| 06-23 05:23 | BTC | Buy | 64000.2→63503.8 | -4.34 | timeout |
| 06-22 21:20 | BTC | Sell | 64923.8→64336.2 | +4.08 | timeout |
| 06-22 03:19 | BTC | Buy | 63544.2→64294.8 | +5.44 | timeout |
| 06-19 10:06 | BTC | Buy | 62690.1→62366.9 | -3.00 | timeout |
| 06-18 22:25 | BTC | Buy | 62631.1→62812.9 | +1.02 | timeout |
| 06-18 14:24 | BTC | Sell | 64525.8→64142.2 | +2.52 | timeout |
| 06-17 23:19 | BTC | Sell | 65898.7→64421.2 | +10.76 | timeout |
| 06-15 21:19 | BTC | Sell | 66673.7→66501.3 | +0.86 | timeout |
| 06-15 00:14 | BTC | Sell | 64657.8→65864.2 | -9.78 | stop_loss |
| 06-13 00:55 | BTC | Buy | 63773.2→63579.8 | -1.99 | timeout |
| 06-12 16:19 | BTC | Sell | 63727.8→63781.2 | -0.85 | timeout |
| 06-12 03:20 | BTC | Sell | 63504.8→63459.2 | -0.07 | timeout |
| 06-10 18:22 | BTC | Buy | 61054.1→61847.9 | +6.04 | timeout |
| 06-09 21:54 | BTC | Buy | 61204.1→62016.9 | +6.21 | timeout |
| 06-09 07:59 | BTC | Buy | 62766.1→63173.8 | +2.79 | timeout |
| 06-08 04:57 | BTC | Sell | 62952.9→62759.1 | +1.09 | timeout |
| 06-07 19:59 | BTC | Buy | 61729.1→61269.9 | -4.16 | timeout |
| 06-05 12:51 | BTC | Buy | 61913.1→61829.9 | -1.13 | timeout |
| 06-04 22:11 | BTC | Sell | 63770.8→63279.2 | +3.40 | timeout |
| 06-04 10:49 | BTC | Sell | 64335.8→62283.1 | +15.48 | take_profit |
| 06-03 20:55 | BTC | Buy | 66028.3→64799.3 | -9.76 | stop_loss |
| 06-03 11:53 | BTC | Sell | 67271.6→67055.4 | +1.19 | timeout |
| 06-02 19:33 | BTC | Buy | 67609.4→66350.5 | -9.76 | stop_loss |
| 06-02 13:09 | BTC | Buy | 69986.5→68982.6 | -7.66 | timeout |
| 06-02 00:56 | BTC | Buy | 71497.6→71251.4 | -2.21 | timeout |
| 05-28 23:44 | BTC | Sell | 73445.3→73586.7 | -1.37 | timeout |
| 05-28 10:39 | BTC | Buy | 73082.7→73439.3 | +1.99 | timeout |
| 05-27 19:38 | BTC | Buy | 75009.8→75003.2 | -0.51 | timeout |
| 05-26 23:38 | BTC | Buy | 75970.8→75938.2 | -0.67 | timeout |
| 05-24 20:38 | BTC | Buy | 76439.8→76659.2 | +0.98 | timeout |
| 05-24 04:38 | BTC | Sell | 76392.2→76702.8 | -2.46 | timeout |
| 05-23 20:38 | BTC | Sell | 75391.2→76792.2 | -9.73 | stop_loss |
| 05-23 01:37 | BTC | Buy | 75876.8→75464.2 | -3.19 | timeout |
| 05-21 18:08 | BTC | Buy | 77172.9→77661.1 | +2.69 | timeout |
| 05-15 20:02 | BTC | Buy | 78883.9→79148 | +1.24 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-11 05:02 | BTC | Sell | 82243.9→80838 | +8.12 | timeout |
| 05-06 21:32 | BTC | Buy | 81659.1→81436.9 | -1.80 | timeout |
| 05-04 08:32 | BTC | Sell | 79755→79746 | -0.40 | timeout |
| 05-01 19:07 | BTC | Sell | 78155.1→78499.9 | -2.67 | timeout |
| 04-28 20:36 | BTC | Buy | 75772→76372 | +3.51 | timeout |
| 04-27 22:34 | BTC | Buy | 76758→76970 | +0.93 | timeout |
| 04-27 05:22 | BTC | Sell | 79079→77813 | +7.55 | take_profit |
Paper vs Live
Paper (trades.jsonl)
47
closed
51%
win rate
+6.42
total pnl ($)
+2.7 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 | 47 | 51% | +2.7 | +6.42 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 21:32 | BTC | Buy | -1.80 | BTC was in a mild intraday uptick but remained in a broader weekly downtrend with low funding. The thesis failed because the trade expired via timeout without reaching target or stop, likely due to insufficient directional conviction in a range-bound or slo… |
| 05-01 19:07 | BTC | Sell | -2.67 | Bitcoin was consolidating near $78,500 after a modest 2.81% 24-hour rally, with funding rates turning slightly negative and open interest holding firm at $4.25B. The short exhaustion signal failed because the 4-hour OI decline (-1.96%) was insufficient to a… |
| 04-27 05:22 | BTC | Sell | +7.55 | BTC was declining in the final hour of the trade, dropping 1.73% over the preceding hour while maintaining a slight positive weekly trend of 4.11%. The short thesis succeeded because open interest fell 2.54% on the 4-hour timeframe while price initially ros… |