25
closed trades
28%
win rate
-103.02
total pnl ($)
0.955
weight
7d window — n=5 wr=0% pnl=-45.26
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:14:27 (41.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
hb
n: 32
· wr: 37.5%
· total_bps: -1008.1
· mean_bps: -31.50
· sharpe: -0.20
· max_dd_bps: -1963.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 25 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-25 14:33 | ETH | Sell | 1544.05→1582.75 | -12.99 | stop_loss |
| 06-25 14:33 | BTC | Sell | 58548.1→59990 | -12.77 | stop_loss |
| 06-24 13:57 | BTC | Buy | 62747.1→61204.3 | -12.74 | stop_loss |
| 06-23 02:30 | ETH | Buy | 1740.77→1730.43 | -3.45 | timeout |
| 06-23 02:02 | BTC | Buy | 64503.2→64130.8 | -3.32 | timeout |
| 06-11 12:38 | ETH | Sell | 1640.24→1648.86 | -3.01 | timeout |
| 06-11 10:55 | BTC | Sell | 61629.9→63184.7 | -12.93 | stop_loss |
| 06-10 09:43 | BTC | Sell | 62612.9→61270.1 | +10.17 | timeout |
| 06-02 15:20 | ETH | Buy | 1969.7→1920.95 | -12.84 | stop_loss |
| 06-02 14:23 | ETH | Buy | 1986.2→1937.04 | -12.83 | stop_loss |
| 06-02 14:08 | BTC | Buy | 70252.5→68525.3 | -12.76 | stop_loss |
| 06-02 12:56 | BTC | Buy | 70736.5→68997 | -12.87 | stop_loss |
| 06-01 15:31 | BTC | Buy | 73877.7→71235.8 | -18.42 | stop_loss |
| 06-01 13:55 | ETH | Buy | 2008.5→1958.92 | -12.88 | stop_loss |
| 05-12 22:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-12 22:43 | ETH | Buy | 2339.83→2339.37 | -0.58 | timeout |
| 05-12 19:38 | BTC | Buy | 81868.1→81715.9 | -1.40 | timeout |
| 05-12 18:08 | ETH | Buy | 2343.23→2339.37 | -1.27 | timeout |
| 05-12 07:38 | BTC | Buy | 80719→81715.9 | +5.76 | timeout |
| 05-12 05:53 | ETH | Buy | 2335.73→2339.37 | +0.44 | timeout |
| 05-11 18:52 | BTC | Buy | 81215.1→81969.9 | +4.19 | timeout |
| 05-08 14:49 | ETH | Sell | 2296.77→2286.03 | +1.87 | timeout |
| 05-08 14:49 | BTC | Sell | 80114→80198 | -0.94 | timeout |
| 05-07 17:34 | ETH | Sell | 2351.96→2289.53 | +12.93 | timeout |
| 05-07 17:34 | BTC | Sell | 81448.9→79742 | +10.10 | timeout |
Paper vs Live
Paper (trades.jsonl)
25
closed
28%
win rate
-103.02
total pnl ($)
-82.5 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 | 14 | 29% | -83.4 | -58.42 |
| ETH | 11 | 27% | -81.3 | -44.60 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 14:49 | ETH | Sell | +1.87 | The market was in a broad downtrend with ETH falling 2% in 24 hours and negative momentum across timeframes. The thesis failed because the trade was closed by timeout, likely missing a favorable move or exiting before the trend fully materialized. |
| 05-08 14:49 | BTC | Sell | -0.94 | The market was in a persistent downtrend across timeframes, with BTC falling 2.2% in 24 hours and 2.39% over the week. The short thesis failed because the trade expired via timeout before the anticipated continuation of the decline materialized within the a… |
| 05-07 17:34 | ETH | Sell | +12.93 | The market was in a mild downtrend with ETH declining 1.52% over 24 hours and 4.35% over the week, while funding remained slightly positive. The short thesis failed to capture additional downside because the trade was closed by timeout before a larger move … |
| 05-07 17:34 | BTC | Sell | +10.10 | The market was in a mild downtrend with BTC declining 1.73% over 24 hours and negative funding rates. The short thesis failed because the trade expired via timeout without hitting a target, as the gradual selloff lacked the momentum to trigger a profitable … |