51
closed trades
49%
win rate
+23.38
total pnl ($)
1.184
weight
7d window — n=6 wr=33% pnl=-3.26
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:05:56 (33.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
db__restored_9da6c461
n: 28
· wr: 39.3%
· total_bps: -1255.5
· mean_bps: -44.84
· sharpe: -0.43
· max_dd_bps: -1266.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 51 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 13:24 | BTC | Sell | 64295.8→65065.3 | -6.40 | timeout |
| 06-20 21:49 | BTC | Sell | 63725.8→64018.2 | -2.72 | timeout |
| 06-19 18:53 | BTC | Sell | 62635.9→63002.1 | -3.36 | timeout |
| 06-18 15:22 | BTC | Sell | 63916.8→63355.2 | +3.81 | timeout |
| 06-17 10:51 | BTC | Sell | 65768.7→64845.2 | +6.60 | timeout |
| 06-16 08:23 | BTC | Sell | 66272.7→66371.3 | -1.19 | timeout |
| 06-14 21:50 | BTC | Sell | 64008.8→65597.1 | -12.85 | stop_loss |
| 06-14 05:20 | BTC | Buy | 64154.2→64318.8 | +0.84 | timeout |
| 06-13 04:24 | BTC | Buy | 63685.2→63524.8 | -1.71 | timeout |
| 06-12 03:52 | BTC | Sell | 63523.8→63477.2 | -0.05 | timeout |
| 06-11 03:48 | BTC | Sell | 61951.9→62378.1 | -3.84 | timeout |
| 06-10 03:00 | BTC | Sell | 61404.9→62023.1 | -5.51 | timeout |
| 06-09 03:05 | BTC | Buy | 63515.2→62793.9 | -6.12 | timeout |
| 06-08 02:31 | BTC | Buy | 62192.1→63095.8 | +6.79 | timeout |
| 06-06 21:30 | BTC | Buy | 60749→60898 | +0.81 | timeout |
| 06-04 22:48 | BTC | Sell | 63612.8→63508.2 | +0.35 | timeout |
| 06-03 23:17 | BTC | Sell | 67205.6→64520.2 | +19.54 | timeout |
| 06-02 15:31 | BTC | Sell | 70236.5→67152.4 | +21.52 | take_profit |
| 06-01 15:49 | BTC | Sell | 73435.3→71159.6 | +15.11 | timeout |
| 05-31 09:55 | BTC | Sell | 73819.3→73873.7 | -0.76 | timeout |
| 05-30 05:19 | BTC | Sell | 73255.3→73502.7 | -2.12 | timeout |
| 05-29 02:38 | BTC | Sell | 73205.3→73429.7 | -1.93 | timeout |
| 05-28 02:07 | BTC | Buy | 75240.8→74273.3 | -6.89 | timeout |
| 05-27 01:37 | BTC | Sell | 76424.2→75803.8 | +3.58 | timeout |
| 05-26 00:36 | BTC | Sell | 77547.1→77049.9 | +2.75 | timeout |
| 05-24 06:36 | BTC | Sell | 76291.2→76718.8 | -3.21 | timeout |
| 05-23 02:05 | BTC | Buy | 76783.8→75412.2 | -9.40 | timeout |
| 05-22 01:36 | BTC | Buy | 77112.9→77349.1 | +1.07 | timeout |
| 05-21 00:05 | BTC | Sell | 77179.1→77601.9 | -3.18 | timeout |
| 05-20 00:04 | BTC | Sell | 76932.2→76850.8 | +0.14 | timeout |
| 05-18 22:36 | BTC | Sell | 77530.1→77111.9 | +2.28 | timeout |
| 05-15 21:35 | BTC | Sell | 80574→79081 | +8.79 | timeout |
| 05-12 08:43 | BTC | Buy | 81724.1→81715.9 | -0.53 | timeout |
| 05-12 08:43 | BTC | Sell | 81715.9→81724.1 | -0.44 | timeout |
| 05-12 08:05 | BTC | Sell | 81899.9→81724.1 | +0.61 | timeout |
| 05-11 01:35 | BTC | Buy | 80961→81474.9 | +2.67 | timeout |
| 05-10 01:04 | BTC | Sell | 80313→80586 | -2.18 | timeout |
| 05-09 00:34 | BTC | Buy | 79943→80174 | +1.04 | timeout |
| 05-08 00:03 | BTC | Sell | 80467→80010 | +2.43 | timeout |
| 05-06 23:32 | BTC | Sell | 82018.9→81355.1 | +3.58 | timeout |
| 05-04 21:02 | BTC | Sell | 78962.1→80003 | -7.09 | timeout |
| 05-03 19:02 | BTC | Sell | 78339.1→78698.9 | -2.71 | timeout |
| 05-02 18:05 | BTC | Buy | 78166.9→78294.1 | +0.38 | timeout |
| 05-01 13:55 | BTC | Sell | 76972.2→78863.4 | -12.74 | stop_loss |
| 04-29 17:02 | BTC | Sell | 76979→75952 | +6.22 | timeout |
| 04-28 16:31 | BTC | Sell | 76876→75942 | +5.62 | timeout |
| 04-27 15:58 | BTC | Sell | 77786→76765 | +6.11 | timeout |
| 04-26 15:26 | BTC | Buy | 78012→78014 | -0.44 | timeout |
| 04-25 15:25 | BTC | Buy | 77490→77683 | +0.80 | timeout |
| 04-24 13:53 | BTC | Sell | 77702→78011 | -2.44 | timeout |
| 04-23 13:50 | BTC | Sell | 77564→77547 | -0.24 | timeout |
Paper vs Live
Paper (trades.jsonl)
51
closed
49%
win rate
+23.38
total pnl ($)
+9.1 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 | 51 | 49% | +9.1 | +23.38 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 03:45 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 01:04 | BTC | Sell | -2.18 | BTC was trending upward with positive momentum across multiple timeframes. The short thesis failed because the market continued its bullish move, and the trade was closed by timeout without reaching a profitable exit. |
| 05-09 00:34 | BTC | Buy | +1.04 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1h gain but negative 7d performance. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not mate… |
| 05-08 00:03 | BTC | Sell | +2.43 | BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The short thesis worked as the market continued its gradual selloff, but the trade was closed by timeout before capturing the full move. |
| 05-06 23:32 | BTC | Sell | +3.58 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade was closed by timeout before the expected continuation lower materialized. |
| 05-04 21:02 | BTC | Sell | -7.09 | The market was exhibiting low volatility with minimal funding rates and stable order book depth during a quiet trading session. The trade failed because the anticipated move never materialized, resulting in a forced exit due to the timeout limit rather than… |
| 05-02 18:05 | BTC | Buy | +0.38 | BTC was consolidating around $78,300 with minimal intraday momentum (−0.09% 1h, −0.23% 24h) and neutral funding conditions (−0.0019%) when the position timed out after 10 hours. The HLP position-sign-flip strategy's buy signal (+9741 BTC cumulative) capture… |
| 05-01 13:55 | BTC | Sell | -12.74 | Bitcoin rallied 2.80% over the prior 24 hours and continued higher by 0.57% in the hour before the stop-loss execution at $78,863, driven by sustained positive momentum in the broader market. The HLP position sign-flip strategy's sell signal at $76,972 was … |
| 04-27 15:58 | BTC | Sell | +6.11 | At close, BTC was in a mild downtrend at $76,804 (down 1.59% over 24h and -0.86% in the final hour), with elevated open interest of $3.89B signaling sustained bearish positioning. The trade's thesis worked because the HLP model's detection of a major positi… |
| 04-26 15:26 | BTC | Buy | -0.44 | Bitcoin was trading in a tight range near $78,062 with minimal volatility across all timeframes (1h, 24h, 7d all under 3%), showing no directional momentum at the time of close. The trade's thesis failed because the HLP position sign flip signal (from -647 … |
| 04-25 15:25 | BTC | Buy | +0.80 | Bitcoin was consolidating near $77,705 with minimal intraday movement (-0.06% in the 1h) and slightly negative 24-hour performance (-0.19%), showing reluctance to extend higher after a modest weekly gain of 1.91%. The trade's thesis worked partially—the HLP… |