41
closed trades
46%
win rate
-9.63
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:28:57 (38.5d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
qb__restored_56c030af
n: 36
· wr: 55.6%
· total_bps: +1283.5
· mean_bps: +35.65
· sharpe: +0.26
· max_dd_bps: -464.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 41 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-17 23:43 | BTC | Buy | 64770.2→64391.8 | -3.41 | timeout |
| 06-17 19:29 | BTC | Buy | 66042.3→64414.6 | -12.77 | stop_loss |
| 06-17 17:50 | BTC | Buy | 65837.3→65812.7 | -0.67 | timeout |
| 06-17 11:39 | BTC | Buy | 65740.3→64737.8 | -8.10 | timeout |
| 06-17 05:20 | BTC | Buy | 65770.3→65741.7 | -0.68 | timeout |
| 06-16 23:06 | BTC | Buy | 66513.3→65766.7 | -6.10 | timeout |
| 06-16 17:03 | BTC | Buy | 65944.3→65735.7 | -2.07 | timeout |
| 06-16 10:54 | BTC | Buy | 66208.3→66558.7 | +2.15 | timeout |
| 06-16 04:29 | BTC | Buy | 67123.4→65994.7 | -8.83 | timeout |
| 06-15 22:16 | BTC | Buy | 65710.3→66332.7 | +4.26 | timeout |
| 06-15 16:06 | BTC | Buy | 65782.3→67130.6 | +9.77 | timeout |
| 06-15 10:04 | BTC | Buy | 65334.3→65612.7 | +1.68 | timeout |
| 06-15 03:59 | BTC | Buy | 64000.2→65882.7 | +14.24 | timeout |
| 06-14 21:53 | BTC | Buy | 64596.2→65422.7 | +5.92 | timeout |
| 06-14 15:45 | BTC | Buy | 64464.2→63973.8 | -4.29 | timeout |
| 06-14 09:38 | BTC | Buy | 64295.2→64435.8 | +0.62 | timeout |
| 06-14 03:24 | BTC | Buy | 64278.2→64508.8 | +1.36 | timeout |
| 06-13 21:19 | BTC | Buy | 63804.2→64233.8 | +2.90 | timeout |
| 06-13 15:10 | BTC | Buy | 63696.2→64205.8 | +3.53 | timeout |
| 06-13 09:09 | BTC | Buy | 63540.2→63787.8 | +1.45 | timeout |
| 06-13 03:04 | BTC | Buy | 63933.2→63656.8 | -2.61 | timeout |
| 06-12 20:58 | BTC | Buy | 63443.2→63434.8 | -0.53 | timeout |
| 06-12 15:07 | BTC | Buy | 63570.2→64118.8 | +3.82 | timeout |
| 06-12 09:16 | BTC | Buy | 63508.2→63544.8 | -0.20 | timeout |
| 06-12 03:17 | BTC | Buy | 62659.1→63484.8 | +6.09 | timeout |
| 06-11 21:07 | BTC | Buy | 62831.1→63448.8 | +4.39 | timeout |
| 05-26 23:44 | BTC | Buy | 77195.9→75919.2 | -8.73 | timeout |
| 05-26 17:43 | BTC | Buy | 76859.8→75983.2 | -6.18 | timeout |
| 05-26 11:43 | BTC | Buy | 77314.9→77194.1 | -1.24 | timeout |
| 05-26 05:43 | BTC | Buy | 77539.9→76834.2 | -5.00 | timeout |
| 05-25 23:43 | BTC | Buy | 77447.9→77307.1 | -1.39 | timeout |
| 05-25 17:41 | BTC | Buy | 77411.9→77541.1 | +0.31 | timeout |
| 05-25 11:42 | BTC | Buy | 77100.9→77439.1 | +1.69 | timeout |
| 05-25 04:50 | BTC | Buy | 76541.8→77233.1 | +4.03 | timeout |
| 05-24 21:15 | BTC | Buy | 76871.8→76657.2 | -1.86 | timeout |
| 05-24 15:14 | BTC | Buy | 76876.8→76442.2 | -3.29 | timeout |
| 05-24 09:14 | BTC | Buy | 76941.8→76866.2 | -1.02 | timeout |
| 05-02 18:03 | BTC | Buy | 78202.9→78316.1 | +0.29 | timeout |
| 05-02 12:02 | BTC | Buy | 78212.9→78087.1 | -1.24 | timeout |
| 05-02 06:01 | BTC | Buy | 78519.9→78177.1 | -2.59 | timeout |
| 05-02 00:00 | BTC | Buy | 77428.9→78202.1 | +4.64 | timeout |
Paper vs Live
Paper (trades.jsonl)
41
closed
46%
win rate
-9.63
total pnl ($)
-4.3 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 | 41 | 46% | -4.3 | -9.63 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 18:03 | BTC | Buy | +0.29 | # Trade Analysis: implied_volatility_momentum_confirmation (BTC, 12h hold) At close, Bitcoin was consolidating near $78,331 with negligible intraday momentum (1h=-0.09%, 24h=-0.23%) and neutral funding rates (-0.001878%), reflecting a low-conviction market… |
| 05-02 12:02 | BTC | Buy | -1.24 | At close, Bitcoin was in a choppy consolidation phase with minimal directional momentum (1h=-0.05%, 24h=+0.91%), while funding rates had turned slightly negative (-0.002153%), signaling weakening leverage demand. The thesis failed because the IV calm signal… |
| 05-02 06:01 | BTC | Buy | -2.59 | # Trade Analysis: BTC IV Momentum Confirmation BTC was consolidating sideways with minimal intraday momentum (1h=+0.11%, 24h=+1.47%) when the position timed out after 12 hours, while funding rates remained negative (-0.005556%), indicating persistent short… |
| 05-02 00:00 | BTC | Buy | +4.64 | Bitcoin drifted sideways in low-volatility consolidation, gaining 2.37% over 24 hours and 1.02% over 7 days, while funding rates turned slightly negative (-0.014%) and IV remained suppressed at 38.2% despite the 7-day average at 40.2%. The thesis—that a del… |