20
closed trades
55%
win rate
-14.43
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:19:44 (19.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_recovered_007
n: 68
· wr: 39.7%
· total_bps: -2255.1
· mean_bps: -33.16
· sharpe: -0.24
· max_dd_bps: -3376.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 20 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-15 20:57 | ETH | Buy | 2256.23→2217.98 | -10.75 | timeout |
| 05-15 13:51 | BTC | Buy | 80750→78768.7 | -15.25 | stop_loss |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.68 | timeout |
| 05-12 10:43 | ETH | Buy | 2339.83→2339.37 | -0.66 | timeout |
| 05-12 05:25 | ETH | Buy | 2328.33→2339.37 | +2.37 | timeout |
| 05-12 05:25 | BTC | Buy | 81565.1→81715.9 | +0.59 | timeout |
| 05-11 23:23 | ETH | Buy | 2333.83→2339.37 | +0.85 | timeout |
| 05-11 23:23 | BTC | Buy | 81114.1→81715.9 | +3.90 | timeout |
| 05-11 05:23 | ETH | Buy | 2353.84→2335.77 | -5.20 | timeout |
| 05-11 05:23 | BTC | Buy | 81359.1→80883 | -4.11 | timeout |
| 05-08 02:04 | ETH | Sell | 2311.57→2279.33 | +7.84 | timeout |
| 05-08 01:50 | BTC | Sell | 80318→79749 | +3.75 | timeout |
| 05-07 08:06 | ETH | Sell | 2351.66→2344.33 | +1.39 | timeout |
| 05-07 07:49 | BTC | Sell | 81386.9→81493.1 | -1.31 | timeout |
| 05-07 02:04 | ETH | Sell | 2365.66→2321.03 | +10.66 | timeout |
| 05-07 01:48 | BTC | Sell | 81654.9→81227.1 | +2.60 | timeout |
| 05-06 13:18 | ETH | Buy | 2356.24→2388.76 | +7.55 | timeout |
| 05-06 13:18 | BTC | Buy | 80274→82042.9 | +12.57 | timeout |
| 05-04 10:19 | BTC | Buy | 80315→78343.9 | -15.26 | stop_loss |
| 05-04 10:07 | ETH | Buy | 2380.44→2321.91 | -15.27 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
20
closed
55%
win rate
-14.43
total pnl ($)
-11.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 10 | 60% | -1.6 | -1.22 |
| BTC | 10 | 50% | -21.7 | -13.20 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 02:04 | ETH | Sell | +7.84 | The market was in a mild downtrend over the past week with low volatility, as ETH traded near $2263 with minimal hourly movement. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize w… |
| 05-08 01:50 | BTC | Sell | +3.75 | The market was in a low-funding, neutral regime with stable open interest, offering no clear directional edge. The thesis failed because the trade expired via timeout without reaching a target or stop, as the sideways price action never triggered an exit co… |
| 05-07 08:06 | ETH | Sell | +1.39 | The market was in a low-funding, sideways regime with stable open interest. The thesis worked because the timeout captured a small profit from a brief mean-reversion move before conditions shifted. |
| 05-07 07:49 | BTC | Sell | -1.31 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The short thesis failed because the trade expired without a directional move, as the timeout close_reason indicates no entry was triggered. |
| 05-07 02:04 | ETH | Sell | +10.66 | The market was in a short-term uptrend with ETH gaining 0.42% in the hour, but the broader weekly trend remained bearish at -3.63%. The thesis succeeded because the trade captured a small profit during the hourly bounce, and the timeout close prevented a re… |
| 05-07 01:48 | BTC | Sell | +2.60 | BTC was trading in a narrow range with low volatility, showing a slight hourly uptick but remaining down over the past week. The short thesis failed because the timeout close captured a small profit from a brief intraday dip, but the lack of sustained beari… |
| 05-06 13:18 | ETH | Buy | +7.55 | The market was in a broad downtrend with ETH falling over 5% in the past week and negative funding, indicating persistent bearish pressure. The thesis failed because the trade was closed by timeout before a favorable move materialized, as the short-term mom… |
| 05-06 13:18 | BTC | Buy | +12.57 | The market was in a broad downtrend with BTC falling 1% hourly and 1.84% daily, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before a directional move materialized, likely due to the persistent bearish … |