67
closed trades
37%
win rate
-182.50
total pnl ($)
0.984
weight
7d window — n=12 wr=42% pnl=-27.26
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:33:34 (19.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aip
n: 311
· wr: 43.7%
· total_bps: -5347.2
· mean_bps: -17.19
· sharpe: -0.16
· max_dd_bps: -7088.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 67 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 23:07 | BTC | Buy | 64351.2→63963.8 | -3.46 | timeout |
| 06-22 04:50 | BTC | Buy | 64120.2→64030.8 | -1.16 | timeout |
| 06-21 12:56 | BTC | Buy | 64259.2→64111.8 | -1.57 | timeout |
| 06-20 23:32 | BTC | Buy | 63675.2→64254.8 | +4.10 | timeout |
| 06-20 11:23 | BTC | Buy | 63272.2→63696.8 | +2.88 | timeout |
| 06-19 19:02 | BTC | Buy | 62850.1→63008.8 | +0.80 | timeout |
| 06-19 05:22 | BTC | Buy | 62534.1→62613.9 | +0.21 | timeout |
| 06-18 15:51 | BTC | Buy | 64110.2→62529.6 | -12.72 | stop_loss |
| 06-18 09:03 | BTC | Buy | 64288.2→64357.8 | +0.08 | timeout |
| 06-17 19:29 | BTC | Buy | 65937.3→64312.6 | -12.77 | stop_loss |
| 06-17 15:57 | BTC | Buy | 65790.3→65705.7 | -1.05 | timeout |
| 06-16 17:28 | BTC | Buy | 66023.3→65745.7 | -2.60 | timeout |
| 06-16 00:52 | BTC | Buy | 66539.3→66302.7 | -2.20 | timeout |
| 06-15 10:54 | BTC | Buy | 65452.3→65739.7 | +1.75 | timeout |
| 06-14 19:03 | BTC | Buy | 64261.2→63781.8 | -4.22 | timeout |
| 06-14 06:37 | BTC | Buy | 64219.2→64224.8 | -0.40 | timeout |
| 06-13 17:56 | BTC | Buy | 63515.2→63931.8 | +2.82 | timeout |
| 06-13 05:24 | BTC | Buy | 63764.2→63518.8 | -2.37 | timeout |
| 06-12 15:48 | BTC | Buy | 63497.2→63700.8 | +1.11 | timeout |
| 06-12 02:16 | BTC | Buy | 62779.1→63613.8 | +6.14 | timeout |
| 06-11 12:55 | BTC | Buy | 61796.1→62913.9 | +8.54 | timeout |
| 06-10 21:48 | BTC | Buy | 61145.1→61660.9 | +3.76 | timeout |
| 06-09 15:56 | BTC | Buy | 62553.1→61010.4 | -12.79 | stop_loss |
| 06-09 11:09 | BTC | Buy | 63563.2→62628.9 | -7.77 | timeout |
| 06-08 22:43 | BTC | Buy | 63201.2→63255.8 | -0.03 | timeout |
| 06-08 09:43 | BTC | Buy | 61684.1→63277.8 | +12.46 | timeout |
| 06-07 19:10 | BTC | Buy | 62176.1→61546.9 | -5.48 | timeout |
| 06-07 05:06 | BTC | Buy | 60712→61826.9 | +8.74 | timeout |
| 06-05 13:56 | BTC | Buy | 62541.1→61003.4 | -12.75 | stop_loss |
| 06-05 01:53 | BTC | Buy | 63763.2→63264.8 | -4.35 | timeout |
| 06-04 00:29 | BTC | Buy | 64992.2→63394.1 | -12.74 | stop_loss |
| 06-03 20:44 | BTC | Buy | 66776.3→65134.2 | -12.76 | stop_loss |
| 06-03 03:50 | BTC | Buy | 67236.4→65581.9 | -12.76 | stop_loss |
| 06-02 14:21 | BTC | Buy | 69907.5→68263.5 | -12.22 | stop_loss |
| 06-02 01:11 | BTC | Buy | 71837.4→71251.6 | -4.60 | timeout |
| 06-01 01:47 | BTC | Buy | 73858.3→73462.7 | -3.17 | timeout |
| 05-31 22:49 | BTC | Buy | 73803.3→73932.7 | +0.44 | timeout |
| 05-31 20:07 | BTC | Buy | 73897.3→73642.7 | -2.17 | timeout |
| 05-31 17:33 | BTC | Buy | 74116.3→73641.7 | -3.68 | timeout |
| 05-31 15:30 | BTC | Buy | 74154.3→73712.7 | -3.45 | timeout |
| 05-31 11:43 | BTC | Buy | 73771.3→73908.7 | +0.41 | timeout |
| 05-31 01:44 | BTC | Buy | 73718.3→74044.7 | +1.72 | timeout |
| 05-29 11:04 | BTC | Buy | 73521.3→73604.7 | +0.10 | timeout |
| 05-29 08:46 | BTC | Buy | 73621.3→73752.7 | +0.43 | timeout |
| 05-29 06:39 | BTC | Buy | 73564.3→73649.7 | +0.07 | timeout |
| 05-29 04:19 | BTC | Buy | 73131.3→73234.7 | +0.20 | timeout |
| 05-29 04:19 | BTC | Buy | 73131.3→73225.7 | +0.13 | timeout |
| 05-28 20:26 | BTC | Buy | 73236.3→73583.7 | +1.85 | timeout |
| 05-28 17:23 | BTC | Buy | 72949.4→73388.7 | +2.49 | timeout |
| 05-28 03:54 | BTC | Buy | 75006.2→73247.3 | -12.18 | stop_loss |
| 05-28 03:37 | BTC | Buy | 75195.2→73432.4 | -12.17 | stop_loss |
| 05-28 02:24 | BTC | Buy | 74840.3→74197.7 | -4.75 | timeout |
| 05-28 00:23 | BTC | Buy | 75973.2→74509.7 | -10.09 | timeout |
| 05-27 22:23 | BTC | Buy | 75934.2→74512.7 | -9.84 | timeout |
| 05-27 16:23 | BTC | Buy | 75448.2→75043.8 | -3.14 | timeout |
| 05-27 10:22 | BTC | Buy | 75734.2→75929.8 | +0.91 | timeout |
| 05-27 08:23 | BTC | Buy | 75982.2→75917.8 | -0.78 | timeout |
| 05-27 01:23 | BTC | Buy | 76817.2→75823.8 | -6.88 | timeout |
| 05-26 17:54 | BTC | Buy | 76801.2→76051.8 | -5.35 | timeout |
| 05-26 15:53 | BTC | Buy | 76614.2→76266.8 | -2.72 | timeout |
| 05-26 13:52 | BTC | Buy | 76734.2→77221.9 | +2.72 | timeout |
| 05-26 11:16 | BTC | Buy | 77255.1→77271.9 | -0.35 | timeout |
| 05-26 07:16 | BTC | Buy | 77437.9→76631.2 | -5.65 | timeout |
| 05-26 05:15 | BTC | Buy | 77596.9→76777.2 | -5.73 | timeout |
| 05-26 03:15 | BTC | Buy | 77595.9→76524.2 | -7.36 | timeout |
| 05-26 01:15 | BTC | Buy | 77285.9→76794.2 | -3.62 | timeout |
| 05-25 23:15 | BTC | Buy | 77411.9→77258.1 | -1.48 | timeout |
Paper vs Live
Paper (trades.jsonl)
67
closed
37%
win rate
-182.50
total pnl ($)
-54.3 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 | 67 | 37% | -54.3 | -182.50 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 11:25 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||