41
closed trades
41%
win rate
-28.10
total pnl ($)
1.090
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:54:00 (33.0d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
te
n: 74
· wr: 48.6%
· total_bps: +211.5
· mean_bps: +2.86
· sharpe: +0.04
· max_dd_bps: -305.4
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 |
|---|---|---|---|---|---|
| 05-29 09:46 | BTC | Sell | 73741.3→73797.7 | -0.83 | timeout |
| 05-28 08:34 | BTC | Sell | 73292.3→73247.7 | -0.15 | timeout |
| 05-28 05:19 | BTC | Buy | 72990.6→72938.4 | -0.81 | timeout |
| 05-28 04:02 | BTC | Buy | 73695.7→72985.8 | -5.27 | stop_loss |
| 05-27 05:33 | BTC | Buy | 75276.8→75606.2 | +1.74 | timeout |
| 05-26 01:46 | BTC | Buy | 76888.8→76630.2 | -2.13 | timeout |
| 05-25 06:19 | BTC | Sell | 77405.1→77254.9 | +0.53 | timeout |
| 05-23 08:56 | BTC | Buy | 74478.7→74631.3 | +0.58 | timeout |
| 05-23 01:39 | BTC | Buy | 75253.8→75440.2 | +0.79 | timeout |
| 05-21 09:09 | BTC | Sell | 78083.1→77891.9 | +0.78 | timeout |
| 05-21 01:53 | BTC | Sell | 77989.1→77797.9 | +0.78 | timeout |
| 05-20 06:15 | BTC | Sell | 77129.1→77249.9 | -1.23 | timeout |
| 05-19 02:23 | BTC | Buy | 76880.8→76791.2 | -1.04 | timeout |
| 05-16 08:02 | BTC | Buy | 78562.9→78559 | -0.48 | timeout |
| 05-15 08:25 | BTC | Sell | 80868→80602 | +1.20 | timeout |
| 05-11 23:43 | BTC | Buy | 81724.1→81715.9 | -0.50 | timeout |
| 05-11 04:23 | BTC | Buy | 80568→80725 | +0.52 | timeout |
| 05-11 03:22 | BTC | Buy | 81187.1→80560 | -4.32 | timeout |
| 05-11 01:17 | BTC | Buy | 81816.1→81575.9 | -1.92 | timeout |
| 05-08 09:19 | BTC | Sell | 79717→79948 | -1.90 | timeout |
| 05-07 08:07 | BTC | Sell | 81380.9→81526.1 | -1.34 | timeout |
| 05-07 02:01 | BTC | Buy | 80944→81081.9 | +0.40 | timeout |
| 05-04 07:29 | BTC | Buy | 79603→79809 | +0.84 | timeout |
| 05-04 06:19 | BTC | Buy | 80080→79796 | -2.23 | timeout |
| 05-04 03:35 | BTC | Sell | 79709→80017 | -2.38 | timeout |
| 05-04 01:55 | BTC | Sell | 78912.1→79666.8 | -5.23 | stop_loss |
| 05-04 01:01 | BTC | Buy | 78444.9→78463.1 | -0.33 | timeout |
| 05-03 02:35 | BTC | Buy | 78198.9→78099.1 | -1.09 | timeout |
| 05-01 09:27 | BTC | Sell | 77396.1→77314.9 | +0.08 | timeout |
| 05-01 04:21 | BTC | Sell | 77201.1→77086.9 | +0.28 | timeout |
| 04-30 05:38 | BTC | Buy | 75440→75658 | +0.99 | timeout |
| 04-30 03:33 | BTC | Buy | 75650→75840 | +0.81 | timeout |
| 04-30 01:51 | BTC | Sell | 76202→76314 | -1.18 | timeout |
| 04-29 04:27 | BTC | Sell | 76816→77002 | -1.66 | timeout |
| 04-28 09:20 | BTC | Sell | 76879→76790 | +0.13 | timeout |
| 04-28 08:13 | BTC | Buy | 76558→76758 | +0.86 | timeout |
| 04-28 03:43 | BTC | Buy | 76706→76760 | -0.10 | timeout |
| 04-27 07:16 | BTC | Buy | 77676→77640 | -0.68 | timeout |
| 04-27 05:16 | BTC | Buy | 78460→78067 | -2.95 | stop_loss |
| 04-27 01:27 | BTC | Sell | 79386→78790 | +3.30 | take_profit |
| 04-27 00:55 | BTC | Sell | 78803→79198 | -2.96 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
41
closed
41%
win rate
-28.10
total pnl ($)
-13.7 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 | 41% | -13.7 | -28.10 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 09:19 | BTC | Sell | -1.90 | The market was in a mild downtrend with BTC declining 2% over 24 hours and negative funding rates. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the slow grind lower did not trigger the intended exit. |
| 05-07 08:07 | BTC | Sell | -1.34 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-07 02:01 | BTC | Buy | +0.40 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The trade closed on timeout with a small profit, as the thesis lacked directional conviction and the market failed to trigger the intended entry. |
| 05-03 02:35 | BTC | Buy | -1.09 | Bitcoin consolidated near $78,767 with modest positive momentum (+0.32% in the hour prior to close), showing no follow-through on the bottom-of-range fade entry at $78,199 that the strategy expected. The thesis failed because the -0.53% 1-hour decline that … |
| 05-01 09:27 | BTC | Sell | +0.08 | # Trade Analysis: BTC Short at Top-of-Range Fade BTC was trading sideways to slightly down over the 1-hour window (−0.14% 1h change) after a modest 24-hour rally (+1.40%), with funding rates elevated at 0.3972% bps, indicating persistent long bias despite … |
| 05-01 04:21 | BTC | Sell | +0.28 | BTC was consolidating near its range top with a modest 1-hour decline of -0.28% and neutral funding rates (-0.011532%), failing to sustain the intraday strength that characterized the prior 24h rally (+1.95%). The fade thesis underperformed because the 0.71… |
| 04-30 05:38 | BTC | Buy | +0.99 | At close, Bitcoin was consolidating near $75,650 after a -2.09% 24-hour decline, with positive 1-hour momentum (+0.26%) suggesting intraday bounce recovery from the session lows. The trade's thesis worked partially: the "bottom_of_range_fade" signal correct… |
| 04-30 03:33 | BTC | Buy | +0.81 | Bitcoin was consolidating near session lows after a mild 1-hour bounce (+0.13%) within a broader 24-hour downtrend (-1.26%), creating a low-volatility environment where range-bound mean reversion signals typically attract algorithmic participation. The bott… |
| 04-30 01:51 | BTC | Sell | -1.18 | The market was consolidating with minimal directional conviction—BTC moved just +0.06% in the hour before close while showing slight weakness over 24h (−0.32%) and a 7-day downtrend (−2.67%), exactly the choppy, range-bound conditions the fade was designed … |
| 04-27 07:16 | BTC | Buy | -0.68 | BTC was consolidating near session lows with minimal directional momentum (−0.19% hourly, −0.41% daily) and elevated open interest ($3.9B), indicating market indecision rather than sustained selling pressure. The bottom-of-range fade thesis failed because t… |