24
closed trades
42%
win rate
+0.85
total pnl ($)
1.257
weight
7d window — n=2 wr=50% pnl=+0.47
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 00:01:43 (40.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afx
n: 49
· wr: 44.9%
· total_bps: -121.0
· mean_bps: -2.47
· sharpe: -0.03
· max_dd_bps: -623.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 24 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 00:19 | BTC | Sell | 64475.8→63918.2 | +0.70 | timeout |
| 06-22 10:24 | BTC | Sell | 64061.8→64171.2 | -0.23 | timeout |
| 06-20 02:18 | BTC | Sell | 63132.8→63366.2 | -0.41 | timeout |
| 06-19 20:19 | BTC | Buy | 63290.2→62997.8 | -0.50 | timeout |
| 06-19 13:18 | BTC | Buy | 62397.1→62684.9 | +0.34 | timeout |
| 06-19 08:20 | BTC | Sell | 62725.9→62621.1 | +0.07 | timeout |
| 06-19 00:18 | BTC | Sell | 63096.8→62851.1 | +0.27 | timeout |
| 06-15 19:19 | BTC | Buy | 66632.3→66390.7 | -0.41 | timeout |
| 06-15 05:23 | BTC | Sell | 65375.7→65847.3 | -0.73 | timeout |
| 06-13 05:20 | BTC | Buy | 63603.2→63546.8 | -0.16 | timeout |
| 05-31 20:52 | BTC | Sell | 73490.3→73704.7 | -0.34 | timeout |
| 05-31 13:50 | BTC | Sell | 73952.3→73835.7 | +0.06 | timeout |
| 05-31 03:43 | BTC | Buy | 73778.7→74113.3 | +0.33 | timeout |
| 05-30 13:54 | BTC | Sell | 73574.3→73786.7 | -0.34 | timeout |
| 05-30 02:45 | BTC | Buy | 73473.7→73680.3 | +0.17 | timeout |
| 05-28 06:04 | BTC | Sell | 74221.3→72999.6 | +1.40 | timeout |
| 05-28 02:04 | BTC | Buy | 74668.7→74218.3 | -0.63 | timeout |
| 05-27 06:03 | BTC | Buy | 75785.8→75673.2 | -0.21 | timeout |
| 05-27 01:03 | BTC | Sell | 76038.2→76029.8 | -0.07 | timeout |
| 05-25 13:03 | BTC | Buy | 77435.9→77346.1 | -0.19 | timeout |
| 05-25 05:03 | BTC | Buy | 77050.9→77303.1 | +0.21 | timeout |
| 05-15 13:51 | BTC | Sell | 80705→78932.9 | +1.89 | take_profit |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.09 | timeout |
| 05-09 11:11 | BTC | Sell | 80106→80276 | -0.27 | timeout |
Paper vs Live
Paper (trades.jsonl)
24
closed
42%
win rate
+0.85
total pnl ($)
+4.0 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 | 24 | 42% | +4.0 | +0.85 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 11:11 | BTC | Sell | -0.27 | The market was in a broad downtrend with BTC declining 2% over 24 hours and negative momentum across major assets. The thesis failed because the trade was closed due to a timeout, not reaching a price target or stop, likely due to insufficient short-term vo… |