39
closed trades
36%
win rate
-39.21
total pnl ($)
1.308
weight
7d window — n=5 wr=60% pnl=+8.49
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 19:02:22 (41.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
s
n: 15
· wr: 20.0%
· total_bps: -214.8
· mean_bps: -14.32
· sharpe: -0.45
· max_dd_bps: -225.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 39 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 03:14 | BTC | Sell | 58839.1→58845.9 | -0.51 | timeout |
| 06-25 13:57 | BTC | Sell | 59159→58276.9 | +7.01 | take_profit |
| 06-24 17:37 | BTC | Sell | 59826→59510 | +2.19 | timeout |
| 06-24 14:43 | BTC | Sell | 61260.9→61064.1 | +1.16 | timeout |
| 06-23 09:10 | BTC | Sell | 62282.9→62393.1 | -1.34 | timeout |
| 06-15 16:37 | BTC | Buy | 67124.4→67175.6 | -0.07 | timeout |
| 06-14 22:07 | BTC | Buy | 65545.3→64887.3 | -5.47 | stop_loss |
| 06-10 14:30 | BTC | Buy | 62248.1→62001.9 | -2.43 | timeout |
| 06-07 01:59 | BTC | Buy | 61313.1→61466.9 | +0.80 | timeout |
| 06-06 00:05 | BTC | Sell | 61067.9→61280.1 | -2.19 | timeout |
| 06-05 19:25 | BTC | Sell | 59141→59709.8 | -5.26 | stop_loss |
| 06-05 16:14 | BTC | Sell | 60278→60857.5 | -5.26 | stop_loss |
| 06-05 15:00 | BTC | Sell | 60914→60735 | +1.02 | timeout |
| 06-05 12:11 | BTC | Sell | 61625.9→62229.2 | -5.34 | stop_loss |
| 06-05 08:21 | BTC | Buy | 62565.1→62611.9 | -0.08 | timeout |
| 06-05 05:43 | BTC | Buy | 63472.2→62859.4 | -5.28 | stop_loss |
| 06-04 19:54 | BTC | Buy | 63668.2→63634.8 | -0.71 | timeout |
| 06-04 05:11 | BTC | Buy | 64308.2→63690 | -5.26 | stop_loss |
| 06-04 02:22 | BTC | Sell | 62135.9→62735.5 | -5.27 | stop_loss |
| 06-03 23:46 | BTC | Sell | 64936.8→64251.2 | +4.83 | timeout |
| 06-03 06:10 | BTC | Buy | 67014.4→67166.6 | +0.69 | timeout |
| 06-02 20:29 | BTC | Buy | 66903.3→66928.7 | -0.26 | timeout |
| 06-02 18:13 | BTC | Sell | 67722.6→67589.4 | +0.53 | timeout |
| 05-28 04:02 | BTC | Sell | 73840.3→72739.6 | +7.00 | take_profit |
| 05-27 22:32 | BTC | Sell | 74447.3→74529.7 | -1.00 | timeout |
| 05-26 18:17 | BTC | Sell | 75906.2→76022.8 | -1.22 | timeout |
| 05-26 14:37 | BTC | Buy | 78030.9→77285.5 | -5.23 | stop_loss |
| 05-24 22:56 | BTC | Buy | 76894.8→76806.2 | -1.03 | timeout |
| 05-23 21:27 | BTC | Buy | 76834.8→76849.2 | -0.36 | timeout |
| 05-21 18:07 | BTC | Buy | 77930.9→77663.1 | -2.17 | timeout |
| 05-15 14:25 | BTC | Sell | 79269→79164 | +0.21 | timeout |
| 05-04 02:45 | BTC | Buy | 79848→80060 | +0.87 | timeout |
| 04-29 19:01 | BTC | Sell | 75160→75490 | -2.65 | timeout |
| 04-27 16:13 | BTC | Sell | 76597→76740 | -1.38 | timeout |
| 04-27 06:07 | BTC | Sell | 77839→77704 | +0.42 | timeout |
| 04-23 18:46 | BTC | Buy | 77782→77943 | +0.68 | timeout |
| 04-22 06:12 | BTC | Buy | 78321→77918 | -2.92 | timeout |
| 04-21 20:10 | BTC | Sell | 74837→75436 | -4.35 | stop_loss |
| 04-21 15:46 | BTC | Sell | 75753→75637 | +0.42 | timeout |
Paper vs Live
Paper (trades.jsonl)
39
closed
36%
win rate
-39.21
total pnl ($)
-20.1 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 | 39 | 36% | -20.1 | -39.21 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-29 19:01 | BTC | Sell | -2.65 | BTC was consolidating downward with modest 1-hour weakness (-0.67%) while broader 7-day momentum remained bearish (-4.52%), supported by elevated long funding rates (0.001424%) suggesting retail longs were still extended. The trade's thesis failed because t… |
| 04-27 16:13 | BTC | Sell | -1.38 | The market was consolidating around $76.7k with minimal hourly momentum (+0.08%) but sustained daily weakness (-1.63%), while funding rates remained positive at 0.46%—a bullish signal that conflicted with the downtrend context. The momentum cluster short th… |
| 04-27 06:07 | BTC | Sell | +0.42 | BTC was declining in the hourly timeframe, down 1.26% in the past hour with negative momentum across the day, though maintaining positive weekly gains of 4.65%. The short thesis worked partially as the trade captured 17.34 bps gross profit from the three co… |
| 04-22 06:12 | BTC | Buy | -2.92 | Bitcoin was trading sideways with minimal momentum, up just 0.14% in the hour and essentially flat over 24 hours, creating a lack of directional conviction. The trade's thesis failed because the 3x 5-minute same-direction cluster that justified the long ent… |
| 04-21 20:10 | BTC | Sell | -4.35 | Bitcoin was trading essentially flat on the hourly timeframe at $77,801 with minimal intraday directional momentum, while longer-term consolidation showed slight gains over a week. The short thesis failed because the initial -127 bps momentum cluster signal… |
| 04-21 15:46 | BTC | Sell | +0.42 | BTC was consolidating with minimal intraday momentum, rising just 0.21% in the hour before the position closed while maintaining a positive 3.72% weekly trend. The trade's thesis failed to materialize as the 3x same-direction 5m cluster sell signal proved p… |