29
closed trades
41%
win rate
-28.51
total pnl ($)
1.254
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:18:53 (39.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
kj__restored_6f349143
n: 75
· wr: 44.0%
· total_bps: -982.0
· mean_bps: -13.09
· sharpe: -0.17
· max_dd_bps: -1770.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 29 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-26 15:31 | ETH | Buy | 2127.91→2088.35 | -9.76 | stop_loss |
| 05-26 11:37 | ETH | Buy | 2093.01→2119.29 | +5.78 | timeout |
| 05-26 07:36 | ETH | Buy | 2109.71→2093.49 | -4.29 | timeout |
| 05-25 22:37 | ETH | Buy | 2124.51→2103.09 | -5.54 | timeout |
| 05-15 23:05 | ETH | Buy | 2209.72→2221.88 | +2.26 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.54 | timeout |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.59 | timeout |
| 05-09 10:34 | ETH | Buy | 2319.23→2311.77 | -2.07 | timeout |
| 05-09 10:34 | BTC | Buy | 80427→80200 | -1.85 | timeout |
| 05-09 06:04 | ETH | Buy | 2316.23→2316.67 | -0.40 | timeout |
| 05-09 06:03 | BTC | Buy | 80263→80364 | +0.18 | timeout |
| 05-08 21:33 | BTC | Buy | 79705→80148 | +2.31 | timeout |
| 05-08 20:03 | ETH | Buy | 2295.83→2314.27 | +3.52 | timeout |
| 05-08 15:32 | ETH | Buy | 2273.23→2279.77 | +0.99 | timeout |
| 05-08 15:32 | BTC | Buy | 79442→79746 | +1.45 | timeout |
| 05-08 11:32 | ETH | Buy | 2279.43→2291.47 | +2.21 | timeout |
| 05-08 10:33 | BTC | Buy | 79612→79936 | +1.59 | timeout |
| 05-08 07:04 | ETH | Buy | 2288.03→2271.27 | -4.16 | timeout |
| 05-08 06:33 | BTC | Buy | 79925→79447 | -3.46 | timeout |
| 05-08 03:03 | ETH | Buy | 2293.73→2270.67 | -5.49 | timeout |
| 05-08 02:03 | BTC | Buy | 80133→79617 | -3.69 | timeout |
| 05-07 23:02 | ETH | Buy | 2296.93→2287.57 | -2.51 | timeout |
| 05-07 22:03 | BTC | Buy | 80475→79641 | -5.66 | timeout |
| 05-07 14:33 | ETH | Buy | 2328.13→2297.67 | -7.00 | timeout |
| 05-07 14:33 | BTC | Buy | 81107.1→80212 | -5.99 | timeout |
| 05-07 10:32 | ETH | Buy | 2317.83→2320.17 | +0.04 | timeout |
| 05-07 10:32 | BTC | Buy | 80904→80683 | -1.83 | timeout |
| 05-04 06:02 | BTC | Buy | 78893.9→79952 | +6.22 | timeout |
| 05-04 06:00 | ETH | Buy | 2329.13→2376.76 | +9.75 | timeout |
Paper vs Live
Paper (trades.jsonl)
29
closed
41%
win rate
-28.51
total pnl ($)
-19.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 17 | 41% | -19.8 | -17.24 |
| BTC | 12 | 42% | -18.5 | -11.27 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 10:34 | ETH | Buy | -2.07 | ETH was declining across all timeframes with negative funding and falling open interest, indicating persistent bearish pressure. The thesis failed because the timeout close captured a small loss in a downtrend where no entry was executed, leaving no opportu… |
| 05-09 10:34 | BTC | Buy | -1.85 | The market was in a mild downtrend over the past 24 hours and week, with BTC consolidating near $79,770 and showing low volatility. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from holding cost… |
| 05-09 06:04 | ETH | Buy | -0.40 | The market was in a mild downtrend with ETH declining 1.56% over 24 hours and 3.35% over 7 days, while funding remained slightly positive. The thesis failed because the trade did not trigger an entry before the timeout, resulting in a small negative PnL fro… |
| 05-09 06:03 | BTC | Buy | +0.18 | The market was in a mild downtrend with BTC down 1.56% over 24 hours and negative momentum across the week. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 21:33 | BTC | Buy | +2.31 | BTC was trading in a narrow range with a slight hourly uptick but remained down over the past day and week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-08 20:03 | ETH | Buy | +3.52 | The market was in a mild short-term uptrend with ETH gaining 0.44% on the hour, but the broader 24-hour and weekly trends remained negative. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not material… |
| 05-08 15:32 | ETH | Buy | +0.99 | ETH was declining across all timeframes in a bearish trend with negative funding and falling open interest. The thesis failed because the trade was closed by timeout before the expected reversal materialized in the persistent downtrend. |
| 05-08 15:32 | BTC | Buy | +1.45 | BTC was in a persistent downtrend across all timeframes with negative funding and declining open interest. The thesis failed because the timeout close_reason indicates the trade was held too long in a bearish regime without a catalyst for reversal. |
| 05-08 11:32 | ETH | Buy | +2.21 | The market was in a mild downtrend with ETH losing value across all timeframes and negative correlation to BTC's slight hourly gain. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize with… |
| 05-08 10:33 | BTC | Buy | +1.59 | The market was in a low-volatility, range-bound regime with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout without reaching the target, as the sideways market lacked the directional momentum needed for a … |