44
closed trades
23%
win rate
-134.77
total pnl ($)
1.052
weight
7d window — n=7 wr=29% pnl=-19.16
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:22:51 (35.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aav__restored_59343fbf
n: 53
· wr: 43.4%
· total_bps: +277.6
· mean_bps: +5.24
· sharpe: +0.07
· max_dd_bps: -849.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 44 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 23:07 | BTC | Buy | 64682.2→63946.8 | -8.59 | timeout |
| 06-22 15:32 | BTC | Buy | 64160.2→65002.7 | +8.54 | timeout |
| 06-22 10:14 | BTC | Buy | 64266.2→64181.8 | -1.58 | timeout |
| 06-19 10:30 | BTC | Buy | 62629.1→62465.9 | -2.43 | timeout |
| 06-19 05:14 | BTC | Buy | 62837.1→62640.9 | -2.80 | timeout |
| 06-18 23:38 | BTC | Buy | 62700.1→62869.9 | +1.27 | timeout |
| 06-18 15:37 | BTC | Buy | 64036.2→62843.4 | -13.58 | stop_loss |
| 06-08 03:41 | BTC | Buy | 63090.2→63140.8 | -0.07 | timeout |
| 06-03 23:03 | BTC | Buy | 65752.3→64529.5 | -13.66 | stop_loss |
| 06-03 15:00 | BTC | Buy | 67063.4→66834.7 | -3.04 | timeout |
| 06-02 12:46 | BTC | Buy | 70101.5→69173.5 | -9.94 | timeout |
| 06-02 09:04 | BTC | Buy | 70826.5→69506.8 | -13.71 | stop_loss |
| 06-02 03:55 | BTC | Buy | 71387.6→70960.5 | -4.86 | timeout |
| 05-31 17:46 | BTC | Buy | 73941.7→73705.3 | -2.89 | timeout |
| 05-29 13:50 | BTC | Buy | 73707.7→73170.3 | -5.74 | timeout |
| 05-29 08:18 | BTC | Buy | 73396.7→73693.3 | +2.20 | timeout |
| 05-28 09:43 | BTC | Buy | 73148.7→73411.3 | +1.89 | timeout |
| 05-28 04:02 | BTC | Buy | 74315.7→72933.9 | -13.65 | stop_loss |
| 05-26 02:16 | BTC | Buy | 77305.9→76710.2 | -6.02 | timeout |
| 05-24 02:06 | BTC | Buy | 76972.8→76831.2 | -1.94 | timeout |
| 05-22 17:09 | BTC | Buy | 77421.9→76928.2 | -5.13 | timeout |
| 05-22 11:58 | BTC | Buy | 77390.9→77365.1 | -0.89 | timeout |
| 05-22 02:47 | BTC | Buy | 77678.9→77629.1 | -1.09 | timeout |
| 05-21 20:21 | BTC | Buy | 77214.9→77669.1 | +3.45 | timeout |
| 05-21 10:55 | BTC | Buy | 77772.9→77252.1 | -5.35 | timeout |
| 05-20 11:26 | BTC | Buy | 77257.9→77456.1 | +1.13 | timeout |
| 05-19 23:00 | BTC | Buy | 76832.8→76685.2 | -2.02 | timeout |
| 05-19 17:45 | BTC | Buy | 76881.8→76866.2 | -0.82 | timeout |
| 05-19 10:38 | BTC | Buy | 76900.8→76832.2 | -1.28 | timeout |
| 05-19 05:22 | BTC | Buy | 77293.9→76711.2 | -5.93 | timeout |
| 05-18 12:43 | BTC | Buy | 76914.8→77682.1 | +6.32 | timeout |
| 05-16 09:10 | BTC | Buy | 79068→78340.1 | -7.09 | timeout |
| 05-16 03:55 | BTC | Buy | 79048→79043 | -0.67 | timeout |
| 05-15 22:40 | BTC | Buy | 79446→79060 | -4.01 | timeout |
| 05-15 13:46 | BTC | Buy | 80440→78948.6 | -13.61 | stop_loss |
| 05-12 03:43 | BTC | Buy | 81724.1→81715.9 | -0.69 | timeout |
| 05-11 23:38 | BTC | Buy | 81961.1→81715.9 | -2.73 | timeout |
| 05-11 07:39 | BTC | Buy | 81154.1→80696 | -4.60 | timeout |
| 05-11 02:23 | BTC | Buy | 80675→81131.9 | +3.30 | timeout |
| 05-10 21:08 | BTC | Buy | 81362.1→80788 | -5.58 | timeout |
| 05-06 11:17 | BTC | Buy | 79953→82507.9 | +21.63 | take_profit |
| 05-04 20:17 | BTC | Buy | 80022→80099 | +0.07 | timeout |
| 05-04 10:20 | BTC | Buy | 79747→78267.9 | -13.61 | stop_loss |
| 04-30 07:14 | BTC | Buy | 76250→75774.8 | -4.98 | timeout |
Paper vs Live
Paper (trades.jsonl)
44
closed
23%
win rate
-134.77
total pnl ($)
-43.6 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 | 44 | 23% | -43.6 | -134.77 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-23 00:28 | BTC | Buy | stale_intent |
| 06-22 18:34 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 11:17 | BTC | Buy | +21.63 | The market exhibited a bullish trend with low funding and high open interest, supporting long positions. The thesis succeeded as the price reached the predetermined take-profit level, capitalizing on the upward momentum. |
| 05-04 20:17 | BTC | Buy | +0.07 | The market was in a tight consolidation phase with neutral funding rates and minimal momentum across both hourly and daily timeframes. The trade thesis failed because the lack of directional catalysts caused the position to expire via timeout before any sig… |
| 04-30 07:14 | BTC | BUY | -4.98 | BTC was consolidating with a slight 0.25% hourly gain but remained in a downtrend context (-1.61% over 24h, -3.11% over 7d), while negative funding rates (-0.0032%) signaled weakening bullish conviction and potential mean reversion pullback. The kimchi prem… |