68
closed trades
47%
win rate
+3.27
total pnl ($)
1.312
weight
7d window — n=6 wr=50% pnl=+16.77
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 00:31:58 (38.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acv__restored_beea5ea3
n: 130
· wr: 48.5%
· total_bps: -362.4
· mean_bps: -2.79
· sharpe: -0.02
· max_dd_bps: -1739.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 68 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 13:55 | ETH | Sell | 1532.45→1561.74 | -10.01 | stop_loss |
| 06-26 07:17 | ETH | Sell | 1551.04→1580.15 | -9.83 | stop_loss |
| 06-26 03:02 | ETH | Sell | 1562.74→1512.85 | +15.48 | take_profit |
| 06-25 13:48 | ETH | Sell | 1633.14→1581.16 | +15.46 | take_profit |
| 06-25 05:24 | ETH | Sell | 1620.44→1650.79 | -9.81 | stop_loss |
| 06-24 17:20 | ETH | Sell | 1628.64→1576.76 | +15.47 | take_profit |
| 06-11 17:32 | ETH | Sell | 1641.44→1672.6 | -9.94 | stop_loss |
| 06-11 14:40 | ETH | Sell | 1661.83→1649.06 | +3.41 | timeout |
| 06-11 03:55 | ETH | Sell | 1628.74→1659.3 | -9.81 | stop_loss |
| 06-10 22:21 | ETH | Sell | 1647.54→1608.16 | +11.47 | timeout |
| 06-10 13:43 | ETH | Sell | 1635.84→1666.8 | -9.92 | stop_loss |
| 06-09 21:47 | ETH | Sell | 1639.24→1655.97 | -5.57 | timeout |
| 06-09 13:44 | ETH | Sell | 1679.83→1672.27 | +1.80 | timeout |
| 06-08 20:59 | ETH | Sell | 1689.93→1687.67 | +0.16 | timeout |
| 06-08 11:39 | ETH | Sell | 1666.13→1697.32 | -9.79 | stop_loss |
| 06-08 04:17 | ETH | Sell | 1685.13→1668.37 | +4.47 | timeout |
| 06-07 20:15 | ETH | Sell | 1617.24→1618.66 | -0.95 | timeout |
| 06-07 08:46 | ETH | Sell | 1599.14→1629.28 | -9.87 | stop_loss |
| 06-07 01:08 | ETH | Sell | 1554.44→1583.65 | -9.84 | stop_loss |
| 06-06 20:01 | ETH | Sell | 1559.04→1553.56 | +1.29 | timeout |
| 06-06 12:00 | ETH | Sell | 1566.64→1558.36 | +2.16 | timeout |
| 06-06 03:32 | ETH | Sell | 1608.94→1557.76 | +15.42 | take_profit |
| 06-05 16:09 | ETH | Sell | 1608.04→1556.86 | +15.46 | take_profit |
| 06-05 06:24 | ETH | Sell | 1680.03→1626.46 | +15.49 | take_profit |
| 06-05 04:20 | ETH | Sell | 1760.02→1720.07 | +10.88 | timeout |
| 06-04 19:52 | ETH | Sell | 1778.72→1774.88 | +0.65 | timeout |
| 06-04 13:05 | ETH | Sell | 1783.02→1776.68 | +1.32 | timeout |
| 06-03 21:43 | ETH | Sell | 1798.12→1832 | -9.87 | stop_loss |
| 06-03 20:55 | ETH | Sell | 1836.12→1776.18 | +15.87 | take_profit |
| 06-03 05:11 | ETH | Sell | 1839.02→1873.52 | -9.83 | stop_loss |
| 06-02 22:59 | ETH | Sell | 1923.91→1862.69 | +15.46 | take_profit |
| 06-02 13:08 | ETH | Sell | 1977.8→1976.9 | -0.21 | timeout |
| 06-02 05:13 | ETH | Sell | 2005.2→1996.8 | +1.65 | timeout |
| 06-01 19:50 | ETH | Sell | 1976.4→2003.7 | -7.34 | timeout |
| 05-25 01:41 | ETH | Sell | 2097.39→2101.51 | -1.41 | timeout |
| 05-24 17:42 | ETH | Sell | 2124.39→2105.21 | +4.09 | timeout |
| 05-24 09:42 | ETH | Sell | 2117.69→2120.91 | -1.17 | timeout |
| 05-23 20:38 | ETH | Sell | 2075.39→2114.17 | -9.79 | stop_loss |
| 05-23 15:10 | ETH | Sell | 2030.2→2068.04 | -9.76 | stop_loss |
| 05-23 09:40 | ETH | Sell | 2069.89→2027.3 | +9.85 | timeout |
| 05-23 01:40 | ETH | Sell | 2065.09→2067.51 | -1.00 | timeout |
| 05-22 17:40 | ETH | Sell | 2126.69→2127.71 | -0.68 | timeout |
| 05-22 09:39 | ETH | Sell | 2137.69→2122.21 | +3.19 | timeout |
| 05-22 01:39 | ETH | Sell | 2137.19→2129.01 | +1.47 | timeout |
| 05-21 17:39 | ETH | Sell | 2114.99→2146.41 | -7.84 | timeout |
| 05-21 09:39 | ETH | Sell | 2144.79→2130.51 | +2.89 | timeout |
| 05-21 01:38 | ETH | Sell | 2138.09→2139.61 | -0.77 | timeout |
| 05-20 17:38 | ETH | Sell | 2127.79→2142.81 | -3.96 | timeout |
| 05-20 09:38 | ETH | Sell | 2113.29→2131.11 | -4.65 | timeout |
| 05-20 01:37 | ETH | Sell | 2113.79→2105.01 | +1.63 | timeout |
| 05-19 17:38 | ETH | Sell | 2112.79→2118.71 | -1.81 | timeout |
| 05-19 09:37 | ETH | Sell | 2129.59→2115.11 | +2.95 | timeout |
| 05-19 01:37 | ETH | Sell | 2109.29→2130.61 | -5.49 | timeout |
| 05-18 12:42 | ETH | Sell | 2115.99→2155.39 | -9.76 | stop_loss |
| 05-12 04:43 | ETH | Sell | 2339.37→2339.83 | -0.58 | timeout |
| 05-12 01:10 | ETH | Sell | 2337.37→2339.83 | -0.98 | timeout |
| 05-11 09:11 | ETH | Sell | 2337.57→2335.43 | +0.04 | timeout |
| 05-11 01:10 | ETH | Sell | 2354.86→2349.33 | +0.76 | timeout |
| 05-10 17:08 | ETH | Sell | 2325.07→2347.63 | -5.27 | timeout |
| 05-10 09:08 | ETH | Sell | 2328.07→2331.23 | -1.10 | timeout |
| 05-10 01:08 | ETH | Sell | 2328.87→2321.23 | +1.20 | timeout |
| 05-09 17:05 | ETH | Sell | 2312.67→2327.33 | -3.60 | timeout |
| 05-09 09:06 | ETH | Sell | 2316.67→2316.63 | -0.44 | timeout |
| 05-09 01:04 | ETH | Sell | 2313.87→2309.23 | +0.58 | timeout |
| 05-08 17:05 | ETH | Sell | 2289.57→2294.93 | -1.59 | timeout |
| 05-08 09:03 | ETH | Sell | 2270.67→2280.63 | -2.65 | timeout |
| 05-08 01:02 | ETH | Sell | 2294.97→2287.73 | +1.14 | timeout |
| 05-07 17:01 | ETH | Sell | 2325.77→2291.13 | +7.03 | timeout |
Paper vs Live
Paper (trades.jsonl)
68
closed
47%
win rate
+3.27
total pnl ($)
+0.9 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 | 68 | 47% | +0.9 | +3.27 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:08 | ETH | Sell | -1.10 | The market was in a mild uptrend with ETH up 2% over 24 hours and positive funding. The short thesis failed because the trade was closed by timeout before the expected pullback materialized, as the market continued to grind higher. |
| 05-10 01:08 | ETH | Sell | +1.20 | The market was in a short-term uptrend with ETH gaining 1.06% in the hour and 1.51% over 24 hours, while BTC also rose. The thesis failed because the trade was closed due to a timeout, likely missing a favorable move as the upward momentum continued. |
| 05-09 17:05 | ETH | Sell | -3.60 | The market was in a mild downtrend with ETH falling 2% over 24 hours and negative funding, indicating bearish sentiment. The thesis failed because the trade was closed due to a timeout, likely from insufficient price movement or liquidity to trigger an exit… |
| 05-09 09:06 | ETH | Sell | -0.44 | ETH was declining across multiple timeframes with bearish momentum and low funding. The thesis failed because the short was not triggered before the timeout, resulting in a small negative PnL from missed opportunity cost. |
| 05-09 01:04 | ETH | Sell | +0.58 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH showing a slight 1-hour gain but still negative over 24 hours and 7 days. The thesis failed because the trade was closed by timeout before the expected move materialized, l… |
| 05-08 17:05 | ETH | Sell | -1.59 | 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, indicating the expected directional move did not materialize within the holding period. |
| 05-08 09:03 | ETH | Sell | -2.65 | The market was in a mild downtrend with ETH losing 1.34% over 24 hours and 3.85% over the week, while funding remained neutral. The thesis failed because the short position did not reach its target or stop-loss before the timeout close, resulting in a small… |
| 05-08 01:02 | ETH | Sell | +1.14 | ETH traded in a narrow, low-volatility range with mild bearish bias across timeframes. The thesis failed because the trade was closed by timeout, not by price action, as the market lacked sufficient directional movement to trigger an exit. |
| 05-07 17:01 | ETH | Sell | +7.03 | The market was in a broad downtrend with ETH declining 1.52% over 24 hours and 4.35% over the week, showing persistent bearish momentum. The short thesis failed to capture further downside because the trade was closed by timeout before the expected move mat… |