12
closed trades
25%
win rate
-50.52
total pnl ($)
0.960
weight
7d window — n=1 wr=0% pnl=-12.88
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:19:21 (18.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_cg
n: 8
· wr: 37.5%
· total_bps: -359.9
· mean_bps: -44.99
· sharpe: -0.69
· max_dd_bps: -359.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 12 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-17 19:29 | BTC | Buy | 65900.3→64262.6 | -12.88 | stop_loss |
| 06-13 18:23 | BTC | Buy | 63742.2→64082.8 | +2.21 | timeout |
| 06-06 22:30 | BTC | Buy | 60620→60398 | -2.25 | timeout |
| 06-05 06:24 | BTC | Buy | 62627.1→61082.4 | -12.77 | stop_loss |
| 06-03 19:55 | BTC | Buy | 66899.3→65251.1 | -12.79 | stop_loss |
| 06-02 00:50 | BTC | Buy | 71537.6→71179.4 | -3.02 | timeout |
| 05-25 13:37 | BTC | Buy | 77061.9→77280.1 | +0.92 | timeout |
| 05-21 18:36 | BTC | Buy | 77917.9→77732.1 | -1.69 | timeout |
| 05-20 00:34 | BTC | Buy | 76249.8→76643.2 | +2.07 | timeout |
| 05-07 18:31 | BTC | Buy | 81413.1→80191 | -7.99 | timeout |
| 04-28 06:00 | BTC | Buy | 76829→76883 | -0.10 | timeout |
| 04-25 18:25 | BTC | Buy | 77526→77250 | -2.23 | timeout |
Paper vs Live
Paper (trades.jsonl)
12
closed
25%
win rate
-50.52
total pnl ($)
-83.8 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 | 12 | 25% | -83.8 | -50.52 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 18:31 | BTC | Buy | -7.99 | The market was in a mild downtrend with BTC declining 1.72% over 24 hours and negative short-term momentum. The thesis failed because the trade was never entered (entry=None) and was closed due to timeout, likely missing the intended entry opportunity in a … |
| 04-25 18:25 | BTC | Buy | -2.23 | The market was essentially flat at close, with BTC up just 0.11% over the past hour and down 0.25% on the day, showing no directional momentum to support the long thesis. The trade failed because the HLP equity new low signal (362M vs. prior 363M minimum) t… |