940
closed trades
41%
win rate
-774.56
total pnl ($)
0.862
weight
7d window — n=151 wr=40% pnl=-60.30
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 00:24:37 (39.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abr
n: 525
· wr: 43.8%
· total_bps: -3686.8
· mean_bps: -7.02
· sharpe: -0.07
· max_dd_bps: -5154.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 19:25 | OP | Sell | 0.103204→0.099865 | +19.63 | take_profit |
| 06-27 19:25 | SOL | Buy | 72.7409→71.3566 | -12.45 | stop_loss |
| 06-27 19:20 | ETH | Sell | 1592.54→1589.56 | +0.61 | timeout |
| 06-27 17:26 | BNB | Sell | 562.909→564.241 | -2.03 | timeout |
| 06-27 16:35 | OP | Sell | 0.103144→0.103366 | -1.92 | timeout |
| 06-27 13:58 | INJ | Sell | 4.85129→4.94651 | -12.83 | stop_loss |
| 06-27 13:24 | ETH | Sell | 1582.64→1585.86 | -1.84 | timeout |
| 06-27 11:50 | LINK | Buy | 7.39395→7.35176 | -4.13 | timeout |
| 06-27 11:23 | OP | Sell | 0.104314→0.103056 | +6.88 | timeout |
| 06-27 10:21 | LTC | Sell | 42.2244→42.6257 | -6.54 | timeout |
| 06-27 09:14 | SUI | Buy | 0.715349→0.701703 | -12.48 | stop_loss |
| 06-27 07:16 | BNB | Sell | 566.448→565.121 | +0.94 | timeout |
| 06-27 05:25 | APT | Sell | 0.59785→0.602851 | -5.75 | timeout |
| 06-27 05:19 | ETH | Sell | 1578.24→1578.86 | -0.81 | timeout |
| 06-27 03:53 | AVAX | Buy | 6.53773→6.54566 | +0.16 | timeout |
| 06-27 02:23 | BNB | Sell | 565.659→567.362 | -2.41 | timeout |
| 06-27 01:25 | OP | Sell | 0.106053→0.104706 | +7.33 | timeout |
| 06-26 23:27 | ETH | Sell | 1577.44→1576.46 | -0.18 | timeout |
| 06-26 23:21 | BTC | Sell | 60005→60000 | -0.50 | timeout |
| 06-26 21:30 | BNB | Sell | 565.009→565.971 | -1.59 | timeout |
| 06-26 19:22 | LTC | Buy | 41.2863→41.7376 | +6.23 | timeout |
| 06-26 19:09 | SUI | Sell | 0.689298→0.702517 | -12.53 | stop_loss |
| 06-26 17:12 | ARB | Buy | 0.072138→0.0744214 | +19.20 | take_profit |
| 06-26 16:24 | BNB | Sell | 564.119→563.511 | +0.15 | timeout |
| 06-26 15:26 | APT | Sell | 0.586553→0.598048 | -12.79 | stop_loss |
| 06-26 13:55 | ETH | Sell | 1532.35→1561.64 | -12.51 | stop_loss |
| 06-26 13:22 | BTC | Sell | 60269→58958.9 | +13.04 | timeout |
| 06-26 12:40 | ARB | Sell | 0.0733717→0.0710578 | +19.18 | take_profit |
| 06-26 11:53 | SOL | Buy | 69.6955→68.3855 | -12.35 | stop_loss |
| 06-26 11:01 | BNB | Sell | 560.3→564.321 | -5.01 | timeout |
| 06-26 09:59 | APT | Buy | 0.59965→0.588159 | -12.54 | stop_loss |
| 06-26 07:16 | SUI | Buy | 0.674349→0.695596 | +19.10 | take_profit |
| 06-26 07:16 | ETH | Sell | 1550.54→1579.65 | -12.30 | stop_loss |
| 06-26 05:43 | BNB | Sell | 563.709→560.54 | +2.99 | timeout |
| 06-26 04:55 | BTC | Sell | 59787→59836 | -1.08 | timeout |
| 06-26 03:01 | ETH | Sell | 1566.34→1516.45 | +19.32 | take_profit |
| 06-26 02:24 | LINK | Sell | 7.25559→7.02666 | +19.17 | take_profit |
| 06-26 02:13 | APT | Sell | 0.591652→0.572743 | +19.38 | take_profit |
| 06-25 23:37 | ETH | Sell | 1562.74→1575.76 | -5.78 | timeout |
| 06-25 23:27 | BTC | Sell | 59576→60114 | -6.20 | timeout |
| 06-25 21:54 | OP | Sell | 0.102574→0.104638 | -13.14 | stop_loss |
| 06-25 21:36 | APT | Sell | 0.591152→0.602452 | -12.53 | stop_loss |
| 06-25 21:20 | ARB | Sell | 0.0737216→0.0725681 | +9.25 | timeout |
| 06-25 19:49 | SUI | Buy | 0.672158→0.670882 | -1.74 | timeout |
| 06-25 18:50 | BTC | Sell | 59504→59449 | +0.01 | timeout |
| 06-25 17:57 | APT | Sell | 0.593951→0.605554 | -12.79 | stop_loss |
| 06-25 16:06 | OP | Sell | 0.102154→0.104238 | -13.30 | stop_loss |
| 06-25 14:33 | BNB | Sell | 548.943→559.439 | -12.51 | stop_loss |
| 06-25 14:33 | DOGE | Sell | 0.0730667→0.0744668 | -12.54 | stop_loss |
| 06-25 13:48 | AVAX | Sell | 6.35661→6.15154 | +19.60 | take_profit |
| 06-25 13:33 | SOL | Sell | 69.0136→67.7502 | +10.87 | timeout |
| 06-25 13:25 | ETH | Sell | 1650.03→1634.26 | +5.39 | timeout |
| 06-25 13:20 | BTC | Sell | 61708.9→61287.1 | +3.70 | timeout |
| 06-25 11:16 | SUI | Buy | 0.695524→0.692117 | -3.64 | timeout |
| 06-25 10:16 | OP | Sell | 0.107633→0.106757 | +4.56 | timeout |
| 06-25 06:12 | LINK | Sell | 7.39705→7.53825 | -12.50 | stop_loss |
| 06-25 05:21 | ETH | Sell | 1620.24→1641.76 | -8.85 | timeout |
| 06-25 05:10 | ARB | Sell | 0.0756111→0.0770678 | -12.60 | stop_loss |
| 06-25 04:50 | OP | Buy | 0.104356→0.105944 | +8.91 | timeout |
| 06-25 02:40 | APT | Sell | 0.632842→0.626257 | +5.96 | timeout |
| 06-25 02:25 | INJ | Sell | 4.25564→4.19695 | +8.10 | timeout |
| 06-25 00:51 | BTC | Buy | 59854→60867 | +10.01 | timeout |
| 06-24 20:06 | BNB | Sell | 550.932→561.671 | -12.79 | stop_loss |
| 06-24 20:01 | ETH | Sell | 1567.84→1597.26 | -12.30 | stop_loss |
| 06-24 20:01 | SOL | Sell | 65.6811→66.9185 | -12.34 | stop_loss |
| 06-24 18:20 | OP | Sell | 0.0955861→0.0975331 | -13.29 | stop_loss |
| 06-24 17:43 | LTC | Sell | 40.9168→39.6119 | +19.37 | take_profit |
| 06-24 17:25 | LINK | Sell | 7.36716→7.13488 | +19.13 | take_profit |
| 06-24 17:22 | INJ | Sell | 4.29773→4.16104 | +19.31 | take_profit |
| 06-24 16:51 | ETH | Sell | 1648.04→1595.56 | +19.32 | take_profit |
| 06-24 16:47 | OP | Sell | 0.101045→0.0976844 | +20.17 | take_profit |
| 06-24 16:06 | BNB | Sell | 576.396→558.17 | +19.17 | take_profit |
| 06-24 15:42 | INJ | Sell | 4.3943→4.25476 | +19.26 | take_profit |
| 06-24 15:41 | ARB | Sell | 0.0780505→0.076069 | +15.28 | timeout |
| 06-24 13:12 | SUI | Buy | 0.700575→0.687274 | -12.40 | stop_loss |
| 06-24 10:59 | OP | Sell | 0.101415→0.102036 | -4.39 | timeout |
| 06-24 10:53 | ARB | Buy | 0.0785996→0.0778805 | -6.30 | timeout |
| 06-24 10:20 | APT | Sell | 0.644539→0.637259 | +6.48 | timeout |
| 06-24 10:14 | SUI | Buy | 0.700765→0.699735 | -1.44 | timeout |
| 06-24 09:09 | LINK | Sell | 7.57151→7.6196 | -4.56 | timeout |
| 06-24 04:55 | APT | Buy | 0.646662→0.642639 | -4.44 | timeout |
| 06-24 04:24 | SUI | Buy | 0.706227→0.69228 | -12.90 | stop_loss |
| 06-24 03:53 | LINK | Buy | 7.6096→7.5828 | -2.75 | timeout |
| 06-24 03:29 | BTC | Buy | 62591.1→62642.9 | -0.06 | timeout |
| 06-24 03:24 | SOL | Buy | 69.3704→69.1996 | -2.03 | timeout |
| 06-23 21:03 | INJ | Sell | 4.52787→4.61446 | -12.55 | stop_loss |
| 06-23 20:53 | SOL | Sell | 68.5107→68.8793 | -3.98 | timeout |
| 06-23 20:28 | ETH | Sell | 1652.73→1663.37 | -4.59 | timeout |
| 06-23 20:23 | LTC | Sell | 42.1175→41.9625 | +1.71 | timeout |
| 06-23 18:45 | SUI | Buy | 0.706237→0.694296 | -11.10 | timeout |
| 06-23 15:24 | BTC | Sell | 62366.9→62241.1 | +0.69 | timeout |
| 06-23 14:20 | ETH | Sell | 1650.33→1666.67 | -6.77 | timeout |
| 06-23 14:14 | APT | Sell | 0.628243→0.64058 | -12.83 | stop_loss |
| 06-23 13:31 | DOGE | Sell | 0.0788503→0.0790798 | -2.42 | timeout |
| 06-23 13:23 | SOL | Sell | 68.4087→68.7683 | -3.93 | timeout |
| 06-23 10:45 | BTC | Sell | 63408.8→62230.1 | +11.01 | timeout |
| 06-23 10:18 | INJ | Sell | 4.64424→4.56664 | +9.77 | timeout |
| 06-23 09:11 | AVAX | Sell | 6.03959→6.15461 | -12.47 | stop_loss |
| 06-23 08:15 | LINK | Buy | 7.71993→7.57132 | -12.59 | stop_loss |
| 06-23 08:15 | APT | Buy | 0.64076→0.628029 | -12.99 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
940
closed
41%
win rate
-774.56
total pnl ($)
-13.1 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 | 134 | 40% | -17.2 | -143.73 |
| ETH | 120 | 34% | -23.9 | -179.28 |
| BNB | 117 | 44% | -10.4 | -75.62 |
| OP | 84 | 51% | +20.2 | +105.37 |
| INJ | 79 | 46% | +19.1 | +93.37 |
| SUI | 69 | 36% | -37.8 | -162.89 |
| SOL | 67 | 42% | -20.7 | -86.31 |
| APT | 60 | 42% | -26.6 | -100.33 |
| ARB | 51 | 57% | +19.9 | +63.13 |
| LTC | 48 | 42% | -22.6 | -68.00 |
| LINK | 39 | 31% | -38.9 | -95.40 |
| AVAX | 37 | 41% | -28.9 | -66.88 |
| DOGE | 35 | 31% | -26.4 | -58.00 |
Recent bounces (last 20 of 10)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 19:28 | ETH | Sell | circuit_breaker |
| 06-27 17:34 | AVAX | Sell | circuit_breaker |
| 06-27 14:56 | SOL | Buy | circuit_breaker |
| 06-27 12:35 | INJ | Sell | circuit_breaker |
| 06-27 12:34 | BNB | Sell | circuit_breaker |
| 06-27 12:34 | INJ | Sell | circuit_breaker |
| 06-27 12:34 | BNB | Sell | circuit_breaker |
| 06-27 11:46 | OP | Sell | circuit_breaker |
| 06-27 11:46 | OP | Sell | circuit_breaker |
| 06-27 08:38 | ETH | Sell | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 05:33 | ETH | Buy | -0.19 | The market was in a mild uptrend over 24 hours but showed short-term weakness, with ETH and BTC both down about 0.4% in the last hour. The thesis failed because the trade was not executed (entry=None) and was closed due to timeout, resulting in a negligible… |
| 05-10 05:04 | BTC | Sell | -1.38 | The market was in a low-funding, sideways consolidation with declining open interest, offering no clear directional edge. The thesis failed because the trade was closed by timeout without a trigger, resulting in a small negative PnL from fees or slippage. |
| 05-09 21:05 | BTC | Sell | -3.24 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but flat daily and weekly performance. The short thesis failed because the market lacked directional momentum, and the trade was closed by timeout without reaching a profitab… |
| 05-09 21:04 | ETH | Sell | -3.85 | The market was in a mild downtrend over the past week with ETH losing 3.12%, though short-term momentum was slightly positive. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the allot… |
| 05-09 15:34 | BTC | Sell | -2.14 | The market was in a mild downtrend with BTC down 1.40% over 24 hours and low funding, indicating weak bearish momentum. The sell thesis failed because the trade was closed by timeout before the anticipated move materialized, as the market lacked the volatil… |
| 05-09 10:34 | BTC | Buy | -2.54 | The market was in a mild downtrend over 24 hours and 7 days, with BTC showing slight hourly recovery but weak momentum. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, likely due to a lack of favorable entry cond… |
| 05-09 07:35 | ETH | Buy | -1.44 | The market was in a mild downtrend with ETH losing 1.62% over 24 hours and 3.35% over 7 days, while funding remained slightly positive. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize w… |
| 05-09 05:02 | BTC | Sell | -2.17 | The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize within the holding period. |
| 05-08 22:34 | ETH | Buy | -0.02 | ETH was trading in a narrow range with a slight hourly uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed due to a timeout, likely indicating the expected move did not materialize within the allowed… |
| 05-08 21:04 | BTC | Sell | -2.04 | The market was in a short-term uptrend (1h +0.32%) within a broader daily and weekly downtrend, with low funding and stable open interest. The short thesis failed because the trade expired via timeout before the anticipated continuation of the daily bearish… |