363
closed trades
45%
win rate
-59.83
total pnl ($)
0.879
weight
7d window — n=37 wr=32% pnl=-57.49
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 00:09:49 (38.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acc__restored_1dbcf0d3
n: 1097
· wr: 47.5%
· total_bps: -2414.1
· mean_bps: -2.20
· sharpe: -0.02
· max_dd_bps: -12196.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 03:19 | ETH | Sell | 1578.24→1581.96 | -1.63 | timeout |
| 06-27 02:19 | ETH | Sell | 1575.84→1581.26 | -2.17 | timeout |
| 06-27 01:19 | ETH | Sell | 1574.34→1575.06 | -0.68 | timeout |
| 06-27 00:20 | ETH | Sell | 1570.94→1577.56 | -2.57 | timeout |
| 06-26 23:21 | ETH | Sell | 1575.84→1576.16 | -0.55 | timeout |
| 06-26 20:33 | ETH | Sell | 1586.84→1569.36 | +5.07 | timeout |
| 06-26 19:32 | ETH | Sell | 1578.24→1580.26 | -1.07 | timeout |
| 06-26 18:29 | ETH | Sell | 1580.54→1575.96 | +1.01 | timeout |
| 06-26 16:00 | ETH | Sell | 1570.24→1591.95 | -7.35 | stop_loss |
| 06-26 13:57 | ETH | Sell | 1549.65→1570.94 | -7.32 | stop_loss |
| 06-26 13:55 | ETH | Sell | 1546.45→1567.84 | -7.37 | stop_loss |
| 06-26 13:53 | ETH | Sell | 1531.95→1553.33 | -7.43 | stop_loss |
| 06-26 13:31 | ETH | Sell | 1552.04→1537.05 | +4.38 | timeout |
| 06-26 12:02 | ETH | Sell | 1561.44→1544.25 | +5.05 | timeout |
| 06-26 10:39 | ETH | Sell | 1579.54→1545.05 | +10.46 | take_profit |
| 06-26 09:46 | ETH | Sell | 1571.44→1563.06 | +2.21 | timeout |
| 06-26 07:07 | ETH | Sell | 1553.44→1574.74 | -7.30 | stop_loss |
| 06-26 06:44 | ETH | Sell | 1551.24→1572.54 | -7.31 | stop_loss |
| 06-26 03:49 | ETH | Sell | 1529.45→1550.43 | -7.31 | stop_loss |
| 06-26 03:45 | ETH | Sell | 1523.85→1544.83 | -7.34 | stop_loss |
| 06-24 05:14 | ETH | Sell | 1670.03→1668.77 | -0.08 | timeout |
| 06-24 04:13 | ETH | Sell | 1670.73→1664.47 | +1.42 | timeout |
| 06-24 03:11 | ETH | Sell | 1668.83→1662.67 | +1.40 | timeout |
| 06-24 02:03 | ETH | Sell | 1662.23→1670.17 | -2.83 | timeout |
| 06-24 01:03 | ETH | Sell | 1666.13→1670.17 | -1.66 | timeout |
| 06-23 23:55 | ETH | Sell | 1661.53→1665.87 | -1.76 | timeout |
| 06-23 22:53 | ETH | Sell | 1659.93→1662.47 | -1.22 | timeout |
| 06-23 21:53 | ETH | Sell | 1653.43→1666.27 | -4.33 | timeout |
| 06-23 20:53 | ETH | Sell | 1655.63→1661.27 | -2.15 | timeout |
| 06-23 19:45 | ETH | Sell | 1661.93→1657.47 | +0.89 | timeout |
| 06-23 18:34 | ETH | Sell | 1659.63→1654.27 | +1.16 | timeout |
| 06-23 17:32 | ETH | Sell | 1658.93→1657.47 | -0.01 | timeout |
| 06-23 15:26 | ETH | Sell | 1656.03→1652.87 | +0.50 | timeout |
| 06-23 14:22 | ETH | Sell | 1660.63→1661.97 | -0.86 | timeout |
| 06-23 14:18 | ETH | Sell | 1647.54→1670.2 | -7.33 | stop_loss |
| 06-23 13:23 | ETH | Sell | 1654.63→1648.26 | +1.46 | timeout |
| 06-23 12:20 | ETH | Sell | 1649.44→1657.37 | -2.87 | timeout |
| 06-11 21:44 | ETH | Sell | 1685.33→1679.67 | +1.24 | timeout |
| 06-11 20:39 | ETH | Sell | 1672.93→1667.87 | +1.07 | timeout |
| 06-11 17:32 | ETH | Sell | 1646.14→1669 | -7.39 | stop_loss |
| 06-11 17:32 | ETH | Sell | 1644.64→1667.4 | -7.36 | stop_loss |
| 06-11 17:23 | ETH | Sell | 1645.74→1633.96 | +3.13 | timeout |
| 06-11 14:40 | ETH | Sell | 1661.33→1649.06 | +3.25 | timeout |
| 06-11 13:28 | ETH | Sell | 1655.53→1648.76 | +1.60 | timeout |
| 06-11 12:22 | ETH | Sell | 1656.23→1649.96 | +1.45 | timeout |
| 06-11 11:21 | ETH | Sell | 1656.03→1660.27 | -1.72 | timeout |
| 06-11 10:16 | ETH | Sell | 1653.33→1657.57 | -1.71 | timeout |
| 06-11 09:11 | ETH | Sell | 1649.64→1657.67 | -2.87 | timeout |
| 06-11 08:06 | ETH | Sell | 1650.53→1656.17 | -2.14 | timeout |
| 06-11 07:01 | ETH | Sell | 1650.63→1654.07 | -1.47 | timeout |
| 06-11 05:56 | ETH | Sell | 1641.84→1648.96 | -2.60 | timeout |
| 06-11 04:51 | ETH | Sell | 1644.04→1657.97 | -4.67 | timeout |
| 06-11 03:33 | ETH | Sell | 1626.24→1648.89 | -7.40 | stop_loss |
| 06-11 01:32 | ETH | Sell | 1619.74→1641.98 | -7.31 | stop_loss |
| 06-11 01:13 | ETH | Sell | 1615.84→1638.08 | -7.32 | stop_loss |
| 06-11 00:32 | ETH | Sell | 1621.74→1629.86 | -2.94 | timeout |
| 06-10 23:31 | ETH | Sell | 1629.74→1619.66 | +2.63 | timeout |
| 06-10 22:30 | ETH | Sell | 1626.64→1609.76 | +4.72 | timeout |
| 06-10 21:24 | ETH | Sell | 1628.74→1618.36 | +2.72 | timeout |
| 06-10 20:20 | ETH | Sell | 1638.84→1624.06 | +4.04 | timeout |
| 06-10 19:19 | ETH | Sell | 1650.13→1625.06 | +7.13 | timeout |
| 06-10 17:17 | ETH | Sell | 1647.54→1641.86 | +1.28 | timeout |
| 06-10 15:54 | ETH | Sell | 1638.74→1661.9 | -7.52 | stop_loss |
| 06-10 13:37 | ETH | Sell | 1633.14→1655.59 | -7.33 | stop_loss |
| 06-10 13:35 | ETH | Sell | 1628.74→1651.19 | -7.35 | stop_loss |
| 06-10 12:33 | ETH | Sell | 1623.44→1645.79 | -7.34 | stop_loss |
| 06-10 12:33 | ETH | Sell | 1622.04→1644.29 | -7.31 | stop_loss |
| 06-10 11:53 | ETH | Sell | 1621.04→1621.26 | -0.53 | timeout |
| 06-10 10:51 | ETH | Sell | 1638.94→1626.76 | +3.25 | timeout |
| 06-09 21:59 | ETH | Sell | 1651.33→1655.97 | -1.86 | timeout |
| 06-09 20:56 | ETH | Sell | 1642.74→1655.97 | -4.48 | timeout |
| 06-09 18:51 | ETH | Sell | 1638.54→1650.37 | -4.05 | timeout |
| 06-09 17:48 | ETH | Sell | 1634.84→1640.86 | -2.29 | timeout |
| 06-09 17:17 | ETH | Sell | 1626.64→1648.99 | -7.32 | stop_loss |
| 06-09 14:45 | ETH | Sell | 1670.33→1637.96 | +9.24 | timeout |
| 06-09 14:30 | ETH | Sell | 1672.13→1635.66 | +10.45 | take_profit |
| 06-09 14:30 | ETH | Sell | 1673.13→1636.56 | +10.48 | take_profit |
| 06-09 13:45 | ETH | Sell | 1670.03→1672.37 | -1.15 | timeout |
| 06-09 12:43 | ETH | Sell | 1667.23→1673.77 | -2.42 | timeout |
| 06-09 11:38 | ETH | Sell | 1675.53→1668.17 | +1.73 | timeout |
| 06-09 10:32 | ETH | Sell | 1680.13→1671.17 | +2.19 | timeout |
| 06-09 09:36 | ETH | Sell | 1687.93→1669.17 | +5.09 | timeout |
| 06-09 08:30 | ETH | Sell | 1687.13→1673.47 | +3.58 | timeout |
| 06-09 04:40 | ETH | Sell | 1668.13→1691.01 | -7.32 | stop_loss |
| 06-09 04:38 | ETH | Sell | 1665.33→1688.21 | -7.32 | stop_loss |
| 06-09 04:37 | ETH | Sell | 1662.83→1685.71 | -7.35 | stop_loss |
| 06-09 04:25 | ETH | Sell | 1669.63→1667.77 | +0.08 | timeout |
| 06-09 03:24 | ETH | Sell | 1680.43→1666.67 | +3.61 | timeout |
| 06-09 00:49 | ETH | Sell | 1697.73→1660.67 | +10.43 | take_profit |
| 06-09 00:20 | ETH | Sell | 1707.73→1689.47 | +4.85 | timeout |
| 06-08 23:09 | ETH | Sell | 1690.63→1714.73 | -7.58 | stop_loss |
| 06-08 21:07 | ETH | Sell | 1681.23→1704.32 | -7.32 | stop_loss |
| 06-08 21:07 | ETH | Sell | 1681.23→1704.32 | -7.33 | stop_loss |
| 06-08 21:06 | ETH | Sell | 1690.93→1697.67 | -2.47 | timeout |
| 06-08 20:00 | ETH | Sell | 1681.43→1684.17 | -1.29 | timeout |
| 06-08 18:53 | ETH | Sell | 1698.83→1682.07 | +4.47 | timeout |
| 06-08 17:52 | ETH | Sell | 1687.53→1683.67 | +0.68 | timeout |
| 06-08 16:51 | ETH | Sell | 1684.53→1688.77 | -1.72 | timeout |
| 06-08 15:48 | ETH | Sell | 1690.23→1691.57 | -0.85 | timeout |
| 06-08 14:47 | ETH | Sell | 1682.23→1687.37 | -1.98 | timeout |
Paper vs Live
Paper (trades.jsonl)
363
closed
45%
win rate
-59.83
total pnl ($)
-3.3 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 | 363 | 45% | -3.3 | -59.83 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||