70
closed trades
47%
win rate
+73.82
total pnl ($)
1.260
weight
7d window — n=9 wr=44% pnl=+4.20
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:14:43 (26.6d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
ac
n: 59
· wr: 54.2%
· total_bps: +867.7
· mean_bps: +14.71
· sharpe: +0.19
· max_dd_bps: -287.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 70 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-30 04:34 | BTC | Sell | 60374→59624 | +5.74 | timeout |
| 06-29 09:37 | BTC | Buy | 59918→59868 | -0.89 | timeout |
| 06-28 15:21 | BTC | Buy | 60288→60017 | -2.71 | timeout |
| 06-27 21:12 | BTC | Buy | 60874→60332 | -4.89 | timeout |
| 06-27 03:49 | BTC | Sell | 59909→60328 | -3.95 | timeout |
| 06-26 09:43 | BTC | Buy | 59381→60017 | +4.90 | timeout |
| 06-25 13:40 | BTC | Buy | 61707.1→60554.7 | -9.78 | stop_loss |
| 06-24 17:47 | BTC | Sell | 61058.9→59104 | +15.54 | take_profit |
| 06-24 03:29 | BTC | Buy | 62538.1→62625.9 | +0.23 | timeout |
| 06-23 06:20 | BTC | Buy | 64001.2→62811.4 | -9.75 | stop_loss |
| 06-22 15:02 | BTC | Buy | 64156.2→65047.7 | +6.48 | timeout |
| 06-21 20:50 | BTC | Sell | 64014.8→63709.2 | +1.94 | timeout |
| 06-21 02:41 | BTC | Sell | 63843.8→64225.2 | -3.43 | timeout |
| 06-20 08:33 | BTC | Buy | 63463.2→63437.8 | -0.67 | timeout |
| 06-19 14:31 | BTC | Buy | 62686.1→63215.8 | +3.80 | timeout |
| 06-18 21:34 | BTC | Buy | 63247.2→62952.9 | -2.75 | timeout |
| 06-18 03:06 | BTC | Buy | 64284.2→64575.8 | +1.81 | timeout |
| 06-17 09:00 | BTC | Buy | 65878.3→64889.8 | -7.97 | timeout |
| 06-16 15:05 | BTC | Sell | 66794.7→65657.3 | +8.08 | timeout |
| 06-15 20:34 | BTC | Sell | 66479.7→66632.3 | -1.58 | timeout |
| 06-15 02:25 | BTC | Buy | 63898.2→65684.7 | +13.52 | timeout |
| 06-14 08:04 | BTC | Sell | 64568.8→64385.2 | +0.98 | timeout |
| 06-13 14:04 | BTC | Sell | 63780.8→64137.2 | -3.23 | timeout |
| 06-12 20:00 | BTC | Sell | 63385.8→63575.2 | -1.94 | timeout |
| 06-12 02:02 | BTC | Sell | 63610.8→63473.2 | +0.66 | timeout |
| 06-11 07:59 | BTC | Buy | 62209.1→62689.9 | +3.39 | timeout |
| 06-10 13:50 | BTC | Buy | 61680.1→62353.9 | +5.01 | timeout |
| 06-09 12:10 | BTC | Buy | 63316.2→62783.9 | -4.64 | timeout |
| 06-08 18:07 | BTC | Buy | 62947.1→63591.8 | +4.65 | timeout |
| 06-07 22:15 | BTC | Buy | 62163.1→64146.8 | +15.51 | take_profit |
| 06-07 05:13 | BTC | Sell | 60844→61981.1 | -9.80 | stop_loss |
| 06-06 11:56 | BTC | Sell | 60913→60881 | -0.20 | timeout |
| 06-05 15:39 | BTC | Sell | 62149.9→60166 | +15.50 | take_profit |
| 06-05 00:16 | BTC | Buy | 63281.2→63614.8 | +2.18 | timeout |
| 06-04 03:32 | BTC | Sell | 63189.8→64366.4 | -9.76 | stop_loss |
| 06-03 12:14 | BTC | Buy | 67123.4→66922.7 | -1.97 | timeout |
| 06-02 19:31 | BTC | Sell | 68802.6→66604.3 | +15.53 | take_profit |
| 06-02 11:01 | BTC | Sell | 70818.5→69617.5 | +8.07 | timeout |
| 05-31 11:33 | BTC | Buy | 74123.7→73885.3 | -2.09 | timeout |
| 05-30 18:16 | BTC | Buy | 73572.7→73986.3 | +2.33 | timeout |
| 05-30 02:03 | BTC | Sell | 73505.3→73682.7 | -1.65 | timeout |
| 05-29 05:01 | BTC | Buy | 73504.7→73387.3 | -1.28 | timeout |
| 05-29 05:01 | BTC | Buy | 73504.7→73218.3 | -2.43 | timeout |
| 05-28 10:39 | BTC | Sell | 73067.3→73447.7 | -3.05 | timeout |
| 05-27 16:39 | BTC | Sell | 75848.2→75031.8 | +4.94 | timeout |
| 05-26 22:39 | BTC | Sell | 76646.2→75779.8 | +5.21 | timeout |
| 05-11 19:33 | BTC | Sell | 81012.9→81866.1 | -5.71 | timeout |
| 05-11 01:35 | BTC | Sell | 81381.9→81483.1 | -1.04 | timeout |
| 05-10 07:33 | BTC | Buy | 80592→80738 | +0.45 | timeout |
| 05-09 13:33 | BTC | Buy | 80245→80327 | +0.06 | timeout |
| 05-08 19:33 | BTC | Sell | 79697→80014 | -2.42 | timeout |
| 05-08 01:20 | BTC | Buy | 79955→79735 | -1.84 | timeout |
| 05-07 07:18 | BTC | Sell | 81071.9→81663.1 | -4.09 | timeout |
| 05-06 11:17 | BTC | Buy | 79929→82482.9 | +15.45 | take_profit |
| 05-04 08:37 | BTC | Buy | 79758→79660 | -1.06 | timeout |
| 05-03 14:36 | BTC | Buy | 78350.9→78665.1 | +1.53 | timeout |
| 05-02 20:35 | BTC | Sell | 78393.1→78406.9 | -0.54 | timeout |
| 05-02 02:35 | BTC | Sell | 78092.1→78246.9 | -1.47 | timeout |
| 05-01 08:34 | BTC | Buy | 76518.8→77383.1 | +5.17 | timeout |
| 04-29 20:32 | BTC | Sell | 76633→75600 | +6.29 | timeout |
| 04-29 02:31 | BTC | Sell | 76334→76377 | -0.73 | timeout |
| 04-28 08:32 | BTC | Sell | 76956→76898 | -0.07 | timeout |
| 04-27 14:30 | BTC | Buy | 77521→77854 | +1.70 | timeout |
| 04-26 20:29 | BTC | Sell | 78010→78198 | -1.65 | timeout |
| 04-26 02:29 | BTC | Buy | 77354→77515 | +0.59 | timeout |
| 04-25 02:51 | BTC | Buy | 77606→77580 | -0.62 | timeout |
| 04-24 08:51 | BTC | Buy | 78262→77845 | -3.11 | timeout |
| 04-23 14:51 | BTC | Sell | 77816→77874 | -0.72 | timeout |
| 04-22 20:51 | BTC | Sell | 78897→78426 | +2.63 | timeout |
| 04-22 02:50 | BTC | Buy | 75706→77191 | +9.46 | timeout |
Paper vs Live
Paper (trades.jsonl)
70
closed
47%
win rate
+73.82
total pnl ($)
+21.2 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 | 70 | 47% | +21.2 | +73.82 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 07:33 | BTC | Buy | +0.45 | The market was in a neutral to slightly bearish regime with negative funding and moderate open interest, but no clear directional catalyst emerged. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize w… |
| 05-09 13:33 | BTC | Buy | +0.06 | The market was in a mild downtrend with BTC down 1.66% over 24 hours and negative weekly momentum. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed timeframe. |
| 05-08 19:33 | BTC | Sell | -2.42 | The market was in a short-term uptrend with BTC gaining 0.54% in the hour, while the broader 24-hour and 7-day trends remained negative. The short thesis failed because the trade was closed due to a timeout before the anticipated bearish move could material… |
| 05-08 01:20 | BTC | Buy | -1.84 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable exit… |
| 05-07 07:18 | BTC | Sell | -4.09 | The market was in a mild downtrend with BTC down across all timeframes and low funding, suggesting persistent bearish pressure. The thesis failed because the trade was closed by timeout before the expected move materialized, indicating the short entry was m… |
| 05-06 11:17 | BTC | Buy | +15.45 | The market was in a mild uptrend with low funding and stable open interest, allowing the long to drift higher. The thesis worked because the position reached the predefined take-profit level as the trend continued without major volatility or liquidation pre… |
| 05-02 20:35 | BTC | Sell | -0.54 | Bitcoin was essentially flat over the 1-hour period into close ($78,447, -0.00% 1h) with modest gains over 24h (+0.47%), offering no directional momentum to support the short thesis. The trade's delta-follow signal triggered on a large HLP position reductio… |
| 05-02 02:35 | BTC | Sell | -1.47 | At close, Bitcoin had rallied 2.22% over 24 hours to $78,293, erasing the intraday decline while maintaining elevated open interest ($4.19B) with slightly negative funding (-0.008%), signaling modest long positioning but no extreme leverage buildup. The sho… |
| 05-01 08:34 | BTC | Buy | +5.17 | BTC was consolidating with modest intraday strength (+0.52% in the hour before close) after a +1.71% 24-hour move, with positive funding rates (0.545%) signaling sustained long bias. The trade's delta-following thesis captured the continued mild bullish mom… |
| 04-29 20:32 | BTC | Sell | +6.29 | # Trade Analysis: HLP BTC Delta Follow (Sell) At close, Bitcoin was trading at $75,641 with mild hourly momentum (+0.30%) but entrenched weakness over the week (-4.28% 7d), while funding rates remained elevated at 0.0775 bps, indicating persistent leverage… |