27
closed trades
48%
win rate
-30.08
total pnl ($)
0.871
weight
7d window — n=6 wr=17% pnl=-23.32
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:47:29 (33.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
sj
n: 29
· wr: 48.3%
· total_bps: -218.4
· mean_bps: -7.53
· sharpe: -0.08
· max_dd_bps: -715.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 27 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-17 18:05 | BTC | Buy | 65884.3→64657.4 | -9.77 | stop_loss |
| 06-17 10:48 | BTC | Buy | 65973.3→64859.8 | -8.91 | timeout |
| 06-16 22:42 | BTC | Buy | 65826.3→65713.7 | -1.33 | timeout |
| 06-16 10:34 | BTC | Buy | 65876.3→66596.7 | +5.01 | timeout |
| 06-15 22:29 | BTC | Buy | 67124.4→66118.7 | -7.95 | timeout |
| 06-15 10:27 | BTC | Buy | 65695.3→65705.7 | -0.37 | timeout |
| 06-14 22:24 | BTC | Buy | 64151.2→65182.7 | +7.58 | timeout |
| 06-14 10:21 | BTC | Buy | 64485.2→64541.8 | -0.02 | timeout |
| 06-13 22:21 | BTC | Buy | 64015.2→64426.8 | +2.76 | timeout |
| 06-13 10:19 | BTC | Buy | 63509.2→63745.8 | +1.39 | timeout |
| 06-13 02:47 | BTC | Buy | 63491.2→63615.8 | +0.53 | timeout |
| 06-12 14:08 | BTC | Buy | 63257.2→63393.8 | +0.61 | timeout |
| 05-26 18:58 | BTC | Buy | 77154.9→75722.3 | -9.75 | stop_loss |
| 05-26 17:01 | BTC | Buy | 77398.9→76516.2 | -6.16 | timeout |
| 05-26 15:52 | BTC | Buy | 76632.8→76284.2 | -2.73 | timeout |
| 05-26 03:52 | BTC | Buy | 77275.9→76604.2 | -4.80 | timeout |
| 05-25 17:15 | BTC | Buy | 77411.9→77645.1 | +1.02 | timeout |
| 05-25 15:14 | BTC | Buy | 77427.9→77671.1 | +1.10 | timeout |
| 05-25 03:14 | BTC | Buy | 76638.8→77039.1 | +2.15 | timeout |
| 05-24 15:14 | BTC | Buy | 76864.8→76438.2 | -3.23 | timeout |
| 05-24 03:14 | BTC | Buy | 76944.8→76877.2 | -0.91 | timeout |
| 05-23 02:06 | BTC | Buy | 75907.8→75408.2 | -3.75 | timeout |
| 05-22 14:06 | BTC | Buy | 77353.9→77031.1 | -2.56 | timeout |
| 05-02 15:52 | BTC | Buy | 78267.9→78380.1 | +0.28 | timeout |
| 05-02 03:51 | BTC | Buy | 78079.9→78361.1 | +1.38 | timeout |
| 05-02 03:10 | BTC | Buy | 77896.9→78242.1 | +1.79 | timeout |
| 05-01 18:00 | BTC | Buy | 77428.9→78512.1 | +6.55 | timeout |
Paper vs Live
Paper (trades.jsonl)
27
closed
48%
win rate
-30.08
total pnl ($)
-22.1 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 | 27 | 48% | -22.1 | -30.08 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 15:52 | BTC | Buy | +0.28 | BTC was trading in a low-leverage, slightly negative-funding environment with $4.07B open interest when the position timed out, suggesting cautious positioning without acute short-squeeze pressure. The trade's thesis—that elevated fear (39 on fear-greed ind… |
| 05-02 03:51 | BTC | Buy | +1.38 | BTC was consolidating near $78,361 with minimal directional pressure (1h=-0.07%, 24h=+1.61%), reflecting the calm conditions that options markets had already priced in via compressed implied volatility 5% below the 7-day mean. The trade's thesis worked beca… |
| 05-02 03:10 | BTC | Buy | +1.79 | BTC traded sideways in the final hour at $78,282 (flat 1h, +1.21% on the day), with funding rates slightly negative and open interest stable above $4.18B, suggesting neither strong conviction nor capitulation. The trade's thesis partially worked—IV compress… |
| 05-01 18:00 | BTC | Buy | +6.55 | At close, Bitcoin had rallied 3% over 24 hours to $78,547 with stable funding rates (-0.22 bps) and elevated open interest ($4.24B), reflecting steady demand without leverage acceleration. The trade's thesis partially worked—IV had compressed 5% below its 7… |