97
closed trades
40%
win rate
-84.72
total pnl ($)
1.172
weight
7d window — n=14 wr=36% pnl=-12.19
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:16:44 (38.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
id__restored_72f5e237
n: 52
· wr: 32.7%
· total_bps: -1438.3
· mean_bps: -27.66
· sharpe: -0.47
· max_dd_bps: -1438.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 97 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 20:55 | BTC | Buy | 60571→60243 | -3.15 | timeout |
| 06-27 10:54 | BTC | Sell | 60468→60355 | +0.49 | timeout |
| 06-25 18:20 | BTC | Buy | 59210→59644 | +3.22 | timeout |
| 06-25 08:21 | BTC | Sell | 61473.9→61711.1 | -2.38 | timeout |
| 06-24 23:46 | BTC | Sell | 60899→61002 | -1.29 | timeout |
| 06-24 15:56 | BTC | Buy | 61157.1→60263.8 | -7.75 | stop_loss |
| 06-24 11:52 | BTC | Sell | 62769.9→62902.1 | -1.50 | timeout |
| 06-23 13:50 | BTC | Buy | 62243.1→62378.9 | +0.65 | timeout |
| 06-23 06:20 | BTC | Sell | 64015.8→62850.1 | +8.66 | timeout |
| 06-23 00:08 | BTC | Buy | 64395.2→63945.8 | -3.94 | timeout |
| 06-22 17:48 | BTC | Buy | 64862.2→64426.8 | -3.81 | timeout |
| 06-22 11:41 | BTC | Buy | 64135.2→64598.8 | +3.15 | timeout |
| 06-22 05:24 | BTC | Buy | 64523.2→64207.8 | -2.90 | timeout |
| 06-21 09:50 | BTC | Buy | 64269.2→64118.8 | -1.63 | timeout |
| 06-20 17:19 | BTC | Buy | 63281.2→63892.8 | +4.38 | timeout |
| 06-19 23:24 | BTC | Sell | 62966.9→63273.2 | -2.88 | timeout |
| 06-19 14:23 | BTC | Buy | 62635.1→63019.8 | +2.63 | timeout |
| 06-19 08:19 | BTC | Buy | 62591.1→62614.9 | -0.24 | timeout |
| 06-18 12:19 | BTC | Buy | 64442.2→64036.8 | -3.60 | timeout |
| 06-17 22:42 | BTC | Buy | 64173.2→64349.8 | +0.93 | timeout |
| 06-17 16:27 | BTC | Sell | 65274.7→66231.4 | -7.77 | stop_loss |
| 06-16 05:05 | BTC | Sell | 66290.7→65949.3 | +2.12 | timeout |
| 06-15 22:51 | BTC | Sell | 66552.7→66241.3 | +1.89 | timeout |
| 06-15 15:48 | BTC | Sell | 66471.7→67147.4 | -5.53 | timeout |
| 06-14 17:49 | BTC | Sell | 63853.8→63779.2 | +0.14 | timeout |
| 06-14 10:51 | BTC | Buy | 64397.2→64511.8 | +0.44 | timeout |
| 06-13 11:18 | BTC | Sell | 63778.8→63940.2 | -1.70 | timeout |
| 06-12 19:19 | BTC | Buy | 63806.2→63727.8 | -1.07 | timeout |
| 06-12 12:52 | BTC | Sell | 63757.8→63497.2 | +1.60 | timeout |
| 06-12 02:52 | BTC | Buy | 63514.2→63568.8 | -0.03 | timeout |
| 06-11 17:19 | BTC | Buy | 62710.1→62366.9 | -3.20 | timeout |
| 06-10 12:19 | BTC | Sell | 61022.9→61051.1 | -0.69 | timeout |
| 06-09 21:24 | BTC | Sell | 61773.9→62023.1 | -2.48 | timeout |
| 06-09 14:46 | BTC | Sell | 62599.9→61228.1 | +10.51 | take_profit |
| 06-09 03:00 | BTC | Buy | 63075.2→62861.9 | -2.14 | timeout |
| 06-08 17:59 | BTC | Sell | 63929.8→63527.2 | +2.71 | timeout |
| 06-08 11:01 | BTC | Sell | 63165.8→63056.2 | +0.42 | timeout |
| 06-08 00:40 | BTC | Sell | 62932.9→63853.1 | -7.75 | stop_loss |
| 06-07 13:59 | BTC | Buy | 62342.1→61720.9 | -5.43 | timeout |
| 06-06 15:30 | BTC | Buy | 60623→60633 | -0.37 | timeout |
| 06-05 01:18 | BTC | Buy | 63352.2→63385.8 | -0.18 | timeout |
| 06-04 02:03 | BTC | Buy | 62479.1→61567.1 | -7.75 | stop_loss |
| 06-03 16:01 | BTC | Buy | 66928.3→65951.7 | -7.75 | stop_loss |
| 06-02 13:22 | BTC | Buy | 69550.5→69066.5 | -3.95 | timeout |
| 05-31 17:16 | BTC | Buy | 73662.7→73529.3 | -1.36 | timeout |
| 05-31 06:49 | BTC | Sell | 74150.3→74046.7 | +0.25 | timeout |
| 05-30 15:48 | BTC | Sell | 73632.3→73881.7 | -2.12 | timeout |
| 05-30 12:18 | BTC | Sell | 73516.3→73584.7 | -0.91 | timeout |
| 05-29 13:46 | BTC | Buy | 73574.7→73231.3 | -2.79 | timeout |
| 05-28 18:11 | BTC | Buy | 72890.6→73654.3 | +4.77 | timeout |
| 05-28 06:37 | BTC | Sell | 73446.3→72773.6 | +4.13 | timeout |
| 05-27 17:37 | BTC | Sell | 74900.3→74935.7 | -0.68 | timeout |
| 05-26 16:06 | BTC | Sell | 77027.1→76383.8 | +3.71 | timeout |
| 05-25 19:07 | BTC | Buy | 77553.9→77444.1 | -1.18 | timeout |
| 05-25 11:36 | BTC | Sell | 77304.1→77421.9 | -1.20 | timeout |
| 05-25 03:37 | BTC | Sell | 77116.1→77038.9 | +0.06 | timeout |
| 05-24 16:37 | BTC | Sell | 76857.2→76434.8 | +2.29 | timeout |
| 05-24 03:06 | BTC | Buy | 76629.8→76904.2 | +1.33 | timeout |
| 05-23 20:36 | BTC | Buy | 75404.8→76290.2 | +5.42 | timeout |
| 05-23 07:50 | BTC | Buy | 75439.8→74280.1 | -8.14 | stop_loss |
| 05-22 21:35 | BTC | Sell | 76686.2→76016.8 | +3.92 | timeout |
| 05-22 15:06 | BTC | Sell | 77392.1→76819.8 | +3.26 | timeout |
| 05-21 11:35 | BTC | Sell | 77928.1→77272.9 | +3.77 | timeout |
| 05-20 18:04 | BTC | Sell | 77360.1→77522.9 | -1.48 | timeout |
| 05-20 02:35 | BTC | Buy | 76921.8→76646.2 | -2.26 | timeout |
| 05-19 17:34 | BTC | Buy | 76346.8→76768.2 | +2.29 | timeout |
| 05-19 06:36 | BTC | Sell | 76746.2→76970.8 | -1.91 | timeout |
| 05-18 18:37 | BTC | Buy | 76259.8→76370.2 | +0.26 | timeout |
| 05-18 12:36 | BTC | Sell | 76946.2→77527.9 | -4.22 | timeout |
| 05-15 17:34 | BTC | Sell | 79098→79415 | -2.45 | timeout |
| 05-11 22:03 | BTC | Buy | 81750.1→81906.9 | +0.51 | timeout |
| 05-11 06:05 | BTC | Buy | 81092.1→80829 | -2.08 | timeout |
| 05-10 22:33 | BTC | Sell | 80793→81970.1 | -7.73 | stop_loss |
| 05-10 18:04 | BTC | Buy | 81038.1→81436.9 | +2.00 | timeout |
| 05-10 12:03 | BTC | Sell | 80878→80770 | +0.22 | timeout |
| 05-09 18:35 | BTC | Sell | 80395→80968 | -4.02 | timeout |
| 05-09 10:04 | BTC | Buy | 80189→80169 | -0.57 | timeout |
| 05-07 18:31 | BTC | Buy | 79914→80191 | +1.27 | timeout |
| 05-07 11:32 | BTC | Buy | 81413.1→80897 | -3.63 | timeout |
| 05-06 22:03 | BTC | Buy | 81341.1→81470.9 | +0.35 | timeout |
| 05-06 06:38 | BTC | Sell | 80302→81471.8 | -7.67 | stop_loss |
| 05-04 17:53 | BTC | Sell | 79623→80782.4 | -7.74 | stop_loss |
| 05-04 12:02 | BTC | Sell | 79676→78764.9 | +5.27 | timeout |
| 05-04 06:02 | BTC | Sell | 80084→79960 | +0.34 | timeout |
| 05-03 12:01 | BTC | Sell | 78339.1→78646.9 | -2.41 | timeout |
| 05-02 11:05 | BTC | Sell | 78159.1→78162.9 | -0.47 | timeout |
| 05-01 20:36 | BTC | Sell | 78198.1→78084.9 | +0.26 | timeout |
| 05-01 13:12 | BTC | Sell | 77310.1→78436.1 | -7.73 | stop_loss |
| 05-01 08:35 | BTC | Buy | 77063.9→77360.1 | +1.46 | timeout |
| 04-29 20:33 | BTC | Sell | 75937→75604 | +1.74 | timeout |
| 04-29 03:33 | BTC | Sell | 76333→76761 | -3.25 | timeout |
| 04-28 10:02 | BTC | Sell | 76660→76602 | -0.07 | timeout |
| 04-27 20:59 | BTC | Sell | 76681→76957 | -2.25 | timeout |
| 04-27 14:59 | BTC | Buy | 77811→77789 | -0.59 | timeout |
| 04-27 04:58 | BTC | Buy | 79154→78848 | -2.38 | timeout |
| 04-25 20:26 | BTC | Buy | 77348→77390 | -0.18 | timeout |
| 04-25 11:25 | BTC | Sell | 77526→77646 | -1.22 | timeout |
Paper vs Live
Paper (trades.jsonl)
97
closed
40%
win rate
-84.72
total pnl ($)
-17.5 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 | 97 | 40% | -17.5 | -84.72 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:03 | BTC | Sell | +0.22 | The market was in a mild uptrend with BTC up 2.20% over 24 hours and low funding rates indicating neutral sentiment. The short thesis failed because the trade was closed by timeout before the expected downward move materialized in the sideways-to-slightly-p… |
| 05-09 18:35 | BTC | Sell | -4.02 | The market was in a mild downtrend with BTC declining 1.48% over 24 hours and negative momentum across major coins. The thesis failed because the trade was closed due to timeout, meaning the expected price movement did not materialize within the allotted ti… |
| 05-09 10:04 | BTC | Buy | -0.57 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but negative daily and weekly trends. The thesis failed because the trade did not trigger an entry before the timeout, resulting in a small negative PnL from fees or slippage. |
| 05-07 18:31 | BTC | Buy | +1.27 | The market was in a mild downtrend with BTC declining 1.72% over 24 hours and 2.79% over 7 days. The thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the persistent bearish momentum prevented the entry f… |
| 05-07 11:32 | BTC | Buy | -3.63 | BTC traded in a narrow range with low volatility, showing a slight 1-hour gain but remaining in a broader downtrend. The thesis failed because the trade was closed by timeout without reaching any target or stop, as the market lacked the directional momentum… |
| 05-06 22:03 | BTC | Buy | +0.35 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade expired via timeout without reaching target or stop, as the sideways chop prevented any decisive move. |
| 05-06 06:38 | BTC | Sell | -7.67 | The market was exhibiting a short-term pullback within a broader bullish trend, characterized by a slight 1-hour dip against a positive weekly performance. The thesis failed because the anticipated continuation of the uptrend did not materialize immediately… |
| 05-04 17:53 | BTC | Sell | -7.74 | The market was in a short-term pullback within a broader weekly uptrend, characterized by neutral funding rates and high open interest. The thesis failed because the anticipated immediate reversal did not materialize, triggering the stop loss as price conti… |
| 05-02 11:05 | BTC | Sell | -0.47 | The market was exhibiting extreme strength in high-liquidity equities (HLP z-score +3.63) concurrent with mild BTC weakness (-0.14% 1h), creating a divergence signal that prompted a short Bitcoin bet. The trade's thesis failed because BTC stabilized intrada… |
| 05-01 20:36 | BTC | Sell | +0.26 | # Trade Analysis: hlp-eq-vel (BTC Short) Market was consolidating with mild downward pressure as BTC declined 0.28% in the final hour and 0.03% over the 3-hour trade window, while equity indices (the HLP signal source) showed sustained strength with a +4.6… |