57
closed trades
35%
win rate
-38.87
total pnl ($)
1.106
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:51:37 (33.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
sn
n: 129
· wr: 31.8%
· total_bps: -1061.8
· mean_bps: -8.23
· sharpe: -0.22
· max_dd_bps: -1204.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 57 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-20 21:45 | BTC | Buy | 77683.9→77609.1 | -0.93 | timeout |
| 05-20 21:14 | BTC | Buy | 77737.9→77746.1 | -0.40 | timeout |
| 05-20 20:44 | BTC | Buy | 77626.9→77723.1 | +0.17 | timeout |
| 05-20 20:12 | BTC | Buy | 77388.9→77679.1 | +1.42 | timeout |
| 05-20 19:38 | BTC | Buy | 77520.9→77557.1 | -0.22 | timeout |
| 05-20 19:07 | BTC | Buy | 77517.9→77347.1 | -1.56 | timeout |
| 05-20 18:23 | BTC | Buy | 77512.9→77504.1 | -0.51 | timeout |
| 05-20 17:50 | BTC | Buy | 77337.9→77605.1 | +1.27 | timeout |
| 05-20 17:19 | BTC | Buy | 77336.9→77454.1 | +0.30 | timeout |
| 05-20 16:48 | BTC | Buy | 77551.9→77326.1 | -1.91 | timeout |
| 05-20 16:17 | BTC | Buy | 77682.9→77361.1 | -2.53 | timeout |
| 05-18 21:08 | BTC | Buy | 76940.8→76824.2 | -1.21 | timeout |
| 05-18 20:02 | BTC | Buy | 76750.8→76965.2 | +0.94 | timeout |
| 05-18 18:55 | BTC | Buy | 76674.8→76212.2 | -3.47 | timeout |
| 05-18 18:23 | BTC | Buy | 76585.8→76272.2 | -2.50 | timeout |
| 05-18 17:53 | BTC | Buy | 76381.8→76711.2 | +1.70 | timeout |
| 05-18 17:06 | BTC | Buy | 76308.8→76565.2 | +1.23 | timeout |
| 05-18 16:35 | BTC | Buy | 76241.8→76367.2 | +0.37 | timeout |
| 05-18 15:52 | BTC | Buy | 76434.8→76285.2 | -1.43 | timeout |
| 05-18 15:16 | BTC | Buy | 76742.8→76187.2 | -4.07 | timeout |
| 05-18 14:43 | BTC | Buy | 76830.8→76523.2 | -2.46 | timeout |
| 05-18 13:38 | BTC | Buy | 77480.9→76663.8 | -5.72 | stop_loss |
| 05-18 13:36 | BTC | Buy | 77700.9→76877.7 | -5.75 | stop_loss |
| 05-18 13:11 | BTC | Buy | 77420.9→77451.1 | -0.26 | timeout |
| 05-18 12:41 | BTC | Buy | 77338.9→77648.1 | +1.54 | timeout |
| 05-10 22:46 | BTC | Buy | 80816→81827.9 | +5.81 | timeout |
| 05-10 22:16 | BTC | Buy | 80644→81195.9 | +2.97 | timeout |
| 05-10 21:45 | BTC | Buy | 80768→80814 | -0.17 | timeout |
| 05-10 20:49 | BTC | Buy | 81172.1→80315.8 | -5.73 | stop_loss |
| 05-10 20:44 | BTC | Buy | 81385.1→80760 | -4.29 | timeout |
| 05-10 20:14 | BTC | Buy | 81315.1→81163.9 | -1.38 | timeout |
| 05-10 19:44 | BTC | Buy | 81194.1→81376.9 | +0.67 | timeout |
| 05-10 19:13 | BTC | Buy | 81379.1→81306.9 | -0.90 | timeout |
| 05-10 18:43 | BTC | Buy | 81284.1→81185.9 | -1.06 | timeout |
| 05-10 18:12 | BTC | Buy | 81207.1→81370.9 | +0.56 | timeout |
| 05-10 17:42 | BTC | Buy | 81280.1→81275.9 | -0.48 | timeout |
| 05-10 17:10 | BTC | Buy | 81422.1→81194.9 | -1.85 | timeout |
| 05-10 16:39 | BTC | Buy | 81053.1→81254.9 | +0.79 | timeout |
| 05-10 16:08 | BTC | Buy | 80974→81359.9 | +1.93 | timeout |
| 05-10 15:37 | BTC | Buy | 80910→81035.9 | +0.33 | timeout |
| 05-10 14:22 | BTC | Buy | 80920→80864 | -0.80 | timeout |
| 05-10 12:37 | BTC | Buy | 80802→80868 | -0.04 | timeout |
| 05-10 12:05 | BTC | Buy | 80909→80777 | -1.27 | timeout |
| 05-10 11:20 | BTC | Buy | 80708→80793 | +0.08 | timeout |
| 05-10 10:06 | BTC | Buy | 80854→80703 | -1.38 | timeout |
| 05-09 22:50 | BTC | Buy | 80745→80731 | -0.54 | timeout |
| 05-09 20:22 | BTC | Buy | 80841→80743 | -1.06 | timeout |
| 05-09 19:51 | BTC | Buy | 80864→80829 | -0.67 | timeout |
| 05-09 18:35 | BTC | Buy | 80814→80927 | +0.25 | timeout |
| 05-09 09:05 | BTC | Buy | 80323→80369 | -0.16 | timeout |
| 05-09 06:35 | BTC | Buy | 80465→80305 | -1.44 | timeout |
| 05-08 23:35 | BTC | Buy | 80339→80125 | -1.78 | timeout |
| 05-08 22:51 | BTC | Buy | 80195→80280 | +0.08 | timeout |
| 05-08 21:35 | BTC | Buy | 80213→80173 | -0.70 | timeout |
| 05-08 09:28 | BTC | Buy | 79730→79972 | +1.07 | timeout |
| 05-01 17:17 | BTC | Buy | 78338.9→78275.1 | -0.86 | timeout |
| 05-01 14:31 | BTC | Buy | 78214.9→78148.1 | -0.88 | timeout |
Paper vs Live
Paper (trades.jsonl)
57
closed
35%
win rate
-38.87
total pnl ($)
-13.6 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 | 57 | 35% | -13.6 | -38.87 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:37 | BTC | Buy | -0.04 | The market was in a mild uptrend over 24h and 7d but showed short-term weakness with a negative 1h candle. The thesis failed because the trade timed out without entry, likely due to insufficient price action or liquidity to trigger the buy order. |
| 05-10 12:05 | BTC | Buy | -1.27 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time window. |
| 05-10 11:20 | BTC | Buy | +0.08 | BTC was in a mild uptrend across all timeframes with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout without reaching its target or stop, indicating the expected move did not materialize within the allotte… |
| 05-10 10:06 | BTC | Buy | -1.38 | BTC was trading in a narrow range with low volatility, showing slight intraday weakness despite positive weekly momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within th… |
| 05-09 22:50 | BTC | Buy | -0.54 | The market was in a low-funding, neutral regime with moderate open interest, showing no clear directional bias. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the allotted t… |
| 05-09 20:22 | BTC | Buy | -1.06 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout without reaching any target or stop, indicating the expected directional move never materialized with… |
| 05-09 19:51 | BTC | Buy | -0.67 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but a bearish weekly trend. The trade failed because the thesis lacked a clear directional catalyst, and the position was closed by timeout without reaching any profit or sto… |
| 05-09 18:35 | BTC | Buy | +0.25 | The market was in a mild downtrend across the board, with BTC and ETH both declining over multiple timeframes. The trade failed because the thesis did not trigger an entry before the timeout, leaving the small positive PnL from an unexecuted order unrealized. |
| 05-09 09:05 | BTC | Buy | -0.16 | The market was in a low-funding, high-open-interest environment, suggesting neutral positioning with no strong directional bias. The thesis failed because the trade timed out without reaching entry or exit conditions, resulting in a negligible loss from sli… |
| 05-09 06:35 | BTC | Buy | -1.44 | The market was in a mild downtrend with BTC down over 1% in 24 hours and negative funding, indicating persistent bearish pressure. The thesis failed because the trade was not entered (entry=None) and was closed by timeout, meaning no price action validated … |