99
closed trades
47%
win rate
-25.30
total pnl ($)
1.060
weight
7d window — n=8 wr=38% pnl=-25.92
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:19:44 (23.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_recovered_007
n: 463
· wr: 45.4%
· total_bps: -411.5
· mean_bps: -0.89
· sharpe: -0.01
· max_dd_bps: -1930.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 99 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 21:39 | BTC | Sell | 60182→59887 | +2.32 | timeout |
| 06-26 15:40 | BTC | Sell | 59386→60493.3 | -11.23 | stop_loss |
| 06-26 11:30 | BTC | Sell | 59935→59419 | +4.45 | timeout |
| 06-26 06:24 | BTC | Sell | 59457→60010 | -5.87 | timeout |
| 06-26 01:21 | BTC | Sell | 59586→59589 | -0.55 | timeout |
| 06-25 20:20 | BTC | Sell | 59200→59577 | -4.18 | timeout |
| 06-25 04:25 | BTC | Sell | 60966→60868 | +0.40 | timeout |
| 06-24 20:47 | BTC | Sell | 59860→60977.5 | -11.28 | stop_loss |
| 06-12 00:24 | BTC | Sell | 63653.8→63562.2 | +0.34 | timeout |
| 06-11 19:22 | BTC | Sell | 62816.9→63645.2 | -8.07 | timeout |
| 06-11 14:20 | BTC | Sell | 62776.9→62781.1 | -0.53 | timeout |
| 06-11 09:18 | BTC | Sell | 62576.9→62812.1 | -2.65 | timeout |
| 06-11 03:33 | BTC | Sell | 61287.9→62434.3 | -11.25 | stop_loss |
| 06-10 23:00 | BTC | Sell | 61981.9→61316.1 | +5.66 | timeout |
| 06-10 15:54 | BTC | Sell | 61641.9→62789.5 | -11.24 | stop_loss |
| 06-10 12:51 | BTC | Sell | 61651.9→61689.1 | -0.87 | timeout |
| 06-09 20:47 | BTC | Sell | 61265.9→62023.1 | -7.64 | timeout |
| 06-09 15:44 | BTC | Sell | 62677.9→61287.1 | +12.25 | timeout |
| 06-09 10:43 | BTC | Sell | 63347.8→62685.1 | +5.49 | timeout |
| 06-09 05:39 | BTC | Sell | 62588.9→63400.2 | -7.97 | timeout |
| 06-09 00:33 | BTC | Sell | 63480.8→62618.1 | +7.31 | timeout |
| 06-08 19:29 | BTC | Sell | 63741.8→63501.2 | +1.67 | timeout |
| 06-08 14:26 | BTC | Sell | 63376.8→63728.2 | -3.70 | timeout |
| 06-08 09:20 | BTC | Sell | 62886.9→63473.2 | -5.87 | timeout |
| 06-08 04:14 | BTC | Sell | 62963.9→62949.1 | -0.38 | timeout |
| 06-07 22:14 | BTC | Sell | 62222.9→63382.8 | -11.24 | stop_loss |
| 06-07 18:11 | BTC | Sell | 61731.9→62206.1 | -4.94 | timeout |
| 06-07 13:05 | BTC | Sell | 62347.9→61767.1 | +4.84 | timeout |
| 06-07 07:59 | BTC | Sell | 61477.9→62379.1 | -8.96 | timeout |
| 06-07 02:59 | BTC | Sell | 60711→61483.1 | -7.81 | timeout |
| 06-06 21:55 | BTC | Sell | 60721→60798 | -1.27 | timeout |
| 06-06 16:42 | BTC | Sell | 60833→60667 | +1.04 | timeout |
| 06-06 11:40 | BTC | Sell | 60998.9→60827 | +1.09 | timeout |
| 06-06 06:37 | BTC | Sell | 61173.9→61104.1 | +0.14 | timeout |
| 06-06 01:37 | BTC | Sell | 61150.9→61178.1 | -0.77 | timeout |
| 06-05 20:34 | BTC | Sell | 60559→61023.1 | -4.92 | timeout |
| 06-05 14:26 | BTC | Sell | 62398.9→60408 | +17.83 | take_profit |
| 06-05 06:24 | BTC | Sell | 63144.8→61129.1 | +17.84 | take_profit |
| 06-05 05:38 | BTC | Sell | 63690.8→63126.2 | +4.57 | timeout |
| 06-05 00:28 | BTC | Sell | 64023.8→63819.2 | +1.33 | timeout |
| 06-04 18:54 | BTC | Sell | 63763.8→63942.2 | -2.12 | timeout |
| 06-04 12:28 | BTC | Sell | 63552.8→63273.2 | +1.99 | timeout |
| 06-04 08:19 | BTC | Sell | 63954.8→63502.2 | +3.55 | timeout |
| 06-04 00:38 | BTC | Sell | 65308.7→63225.2 | +17.82 | take_profit |
| 06-04 00:11 | BTC | Sell | 65893.7→64326.2 | +13.16 | timeout |
| 06-03 17:25 | BTC | Sell | 66885.7→65862.3 | +8.30 | timeout |
| 06-03 09:33 | BTC | Sell | 66379.7→66807.3 | -4.19 | timeout |
| 06-03 08:23 | BTC | Sell | 66416.7→67030.4 | -5.80 | timeout |
| 06-03 01:46 | BTC | Sell | 67317.6→66501.3 | +6.46 | timeout |
| 06-02 19:48 | BTC | Sell | 68220.6→67054.4 | +9.29 | timeout |
| 06-02 12:09 | BTC | Sell | 69955.5→69465.5 | +3.55 | timeout |
| 06-02 07:27 | BTC | Sell | 70641.5→69839.5 | +6.05 | timeout |
| 06-02 01:15 | BTC | Sell | 71578.4→71352.6 | +1.33 | timeout |
| 05-24 05:43 | BTC | Sell | 76726.2→76622.8 | +0.28 | timeout |
| 05-23 20:59 | BTC | Sell | 75869.2→77284.5 | -11.24 | stop_loss |
| 05-23 19:43 | BTC | Sell | 75417.2→75886.8 | -4.08 | timeout |
| 05-23 14:43 | BTC | Sell | 74689.3→75423.8 | -6.17 | timeout |
| 05-23 09:42 | BTC | Sell | 75476.2→74697.7 | +5.40 | timeout |
| 05-23 04:41 | BTC | Sell | 75735.2→75483.8 | +1.39 | timeout |
| 05-22 23:42 | BTC | Sell | 76632.2→75776.8 | +5.92 | timeout |
| 05-22 18:41 | BTC | Sell | 77254.1→76631.8 | +4.14 | timeout |
| 05-22 13:41 | BTC | Sell | 77285.1→77261.9 | -0.32 | timeout |
| 05-22 08:40 | BTC | Sell | 77749.1→77267.9 | +3.07 | timeout |
| 05-22 03:41 | BTC | Sell | 77577.1→77756.9 | -1.84 | timeout |
| 05-21 22:41 | BTC | Sell | 77915.1→77565.9 | +2.08 | timeout |
| 05-21 17:40 | BTC | Sell | 77261.1→77922.9 | -5.42 | timeout |
| 05-21 12:40 | BTC | Sell | 77641.1→77269.9 | +2.26 | timeout |
| 05-21 07:40 | BTC | Sell | 78021.1→77647.9 | +2.25 | timeout |
| 05-21 02:40 | BTC | Sell | 77613.1→78029.9 | -3.59 | timeout |
| 05-20 21:39 | BTC | Sell | 77223.1→77617.9 | -3.44 | timeout |
| 05-20 16:39 | BTC | Sell | 77393.1→77231.9 | +0.70 | timeout |
| 05-20 11:39 | BTC | Sell | 77253.1→77396.9 | -1.56 | timeout |
| 05-20 06:38 | BTC | Sell | 76538.2→77268.9 | -5.97 | timeout |
| 05-20 01:38 | BTC | Sell | 76938.2→76536.8 | +2.52 | timeout |
| 05-19 20:38 | BTC | Sell | 76563.2→76945.8 | -3.36 | timeout |
| 05-19 15:38 | BTC | Sell | 76833.2→76575.8 | +1.43 | timeout |
| 05-19 10:37 | BTC | Sell | 76856.2→76923.8 | -1.01 | timeout |
| 05-19 05:37 | BTC | Sell | 77225.1→76871.8 | +2.13 | timeout |
| 05-19 00:37 | BTC | Sell | 76703.2→77232.9 | -4.50 | timeout |
| 05-18 16:38 | BTC | Sell | 76859.2→76461.8 | +2.45 | timeout |
| 05-12 03:14 | BTC | Sell | 81801.9→81724.1 | +0.03 | timeout |
| 05-11 22:14 | BTC | Sell | 81470.9→81806.1 | -2.88 | timeout |
| 05-11 07:12 | BTC | Sell | 81409.9→80758 | +4.11 | timeout |
| 05-10 22:55 | BTC | Sell | 80662→82159.2 | -11.19 | stop_loss |
| 05-10 21:11 | BTC | Sell | 81413.9→80670 | +4.74 | timeout |
| 05-10 16:09 | BTC | Sell | 80865→81422.1 | -4.47 | timeout |
| 05-10 11:09 | BTC | Sell | 80694→80873 | -1.79 | timeout |
| 05-10 06:10 | BTC | Sell | 80606→80665 | -0.93 | timeout |
| 05-10 01:10 | BTC | Sell | 80825→80592 | +1.12 | timeout |
| 05-09 20:07 | BTC | Sell | 80248→80833 | -4.71 | timeout |
| 05-09 15:05 | BTC | Sell | 80186→80256 | -1.01 | timeout |
| 05-09 10:04 | BTC | Sell | 80340→80194 | +0.52 | timeout |
| 05-09 05:04 | BTC | Sell | 80118→80348 | -2.17 | timeout |
| 05-09 00:04 | BTC | Sell | 79976→80126 | -1.62 | timeout |
| 05-08 19:03 | BTC | Sell | 79748→79984 | -2.20 | timeout |
| 05-08 14:04 | BTC | Sell | 79834→79790 | -0.19 | timeout |
| 05-08 09:02 | BTC | Sell | 79575→79842 | -2.44 | timeout |
| 05-08 04:01 | BTC | Sell | 79865→79583 | +1.53 | timeout |
| 05-02 03:24 | BTC | Sell | 75876→78308.9 | +0.00 | take_profit |
Paper vs Live
Paper (trades.jsonl)
99
closed
47%
win rate
-25.30
total pnl ($)
-4.7 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 | 99 | 47% | -4.6 | -25.30 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:09 | BTC | Sell | -1.79 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without a price move, resulting in a small loss from the timeout close reason. |
| 05-10 06:10 | BTC | Sell | -0.93 | The market was in a mild uptrend with BTC up 2.30% over 24 hours and positive funding, indicating bullish sentiment. The short thesis failed because the trade expired before a pullback materialized, as the timeout close_reason captured the inability to capt… |
| 05-10 01:10 | BTC | Sell | +1.12 | The market was in a mild uptrend with BTC gaining 1.16% in the hour and 2.18% over 24 hours, while funding remained low. The short thesis failed because the trade was closed due to a timeout before the expected bearish move could materialize. |
| 05-09 20:07 | BTC | Sell | -4.71 | The market was in a low-funding, stable regime with no clear directional momentum. The thesis failed because the trade expired without reaching the target or stop, resulting in a small loss from funding costs. |
| 05-09 15:05 | BTC | Sell | -1.01 | The market was in a neutral range with low funding and moderate open interest, lacking directional conviction. The thesis failed because the timeout closed the trade before any significant move materialized, resulting in a small loss from fees or slippage. |
| 05-09 10:04 | BTC | Sell | +0.52 | BTC traded in a tight range near $79,770 with low volatility and mixed short-term momentum across majors. The short thesis failed because the position was closed by timeout before the anticipated move materialized in the sideways market. |
| 05-09 05:04 | BTC | Sell | -2.17 | The market was in a low-funding, sideways consolidation with moderate open interest, offering no clear directional edge. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable exit w… |
| 05-09 00:04 | BTC | Sell | -1.62 | BTC was trading in a narrow range with a slight hourly uptick but remained weak over the daily and weekly timeframes. The sell thesis failed because the trade was closed by timeout before the expected downside materialized, as the market did not move decisi… |
| 05-08 19:03 | BTC | Sell | -2.20 | BTC was in a mild intraday uptick but remained in a broader 24-hour and weekly downtrend. The sell thesis failed because the timeout closed the trade before the expected continuation lower materialized, capturing a small loss instead of a larger profit. |
| 05-08 14:04 | BTC | Sell | -0.19 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any meaningful price mo… |