159
closed trades
37%
win rate
-28.92
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:19:09 (39.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aft__restored_6690d061
n: 322
· wr: 47.5%
· total_bps: -1378.2
· mean_bps: -4.28
· sharpe: -0.06
· max_dd_bps: -1441.9
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 |
|---|---|---|---|---|---|
| 06-01 04:37 | BTC | Buy | 73617.7→73427.3 | -0.40 | timeout |
| 06-01 02:12 | BTC | Buy | 73923.7→73495.3 | -0.77 | timeout |
| 05-31 23:00 | BTC | Buy | 73587.7→73964.3 | +0.49 | timeout |
| 05-31 19:33 | BTC | Buy | 73458.7→73426.3 | -0.15 | timeout |
| 05-31 16:34 | BTC | Buy | 73932.7→73431.3 | -0.89 | timeout |
| 05-31 13:51 | BTC | Buy | 73813.7→73829.3 | -0.08 | timeout |
| 05-31 11:08 | BTC | Buy | 73890.7→73889.3 | -0.11 | timeout |
| 05-31 08:33 | BTC | Buy | 74123.7→73883.3 | -0.48 | timeout |
| 05-31 06:44 | BTC | Buy | 74144.7→74033.3 | -0.28 | timeout |
| 05-31 02:43 | BTC | Buy | 73778.7→73918.3 | +0.11 | timeout |
| 05-31 00:17 | BTC | Buy | 73961.7→73857.3 | -0.27 | timeout |
| 05-30 20:19 | BTC | Buy | 73880.7→73926.3 | -0.04 | timeout |
| 05-30 16:36 | BTC | Buy | 73663.7→73904.3 | +0.27 | timeout |
| 05-30 12:40 | BTC | Buy | 73534.7→73640.3 | +0.06 | timeout |
| 05-29 02:16 | BTC | Buy | 73589.7→73596.3 | -0.10 | timeout |
| 05-28 23:51 | BTC | Buy | 73670.7→73518.3 | -0.35 | timeout |
| 05-28 22:36 | BTC | Buy | 73418.7→73527.3 | +0.06 | timeout |
| 05-28 20:14 | BTC | Buy | 73463.7→73407.3 | -0.20 | timeout |
| 05-28 17:58 | BTC | Buy | 72992.6→73540.3 | +0.76 | timeout |
| 05-28 15:40 | BTC | Buy | 73483.7→72873.4 | -1.06 | timeout |
| 05-28 13:41 | BTC | Buy | 73471.7→72862.4 | -1.06 | timeout |
| 05-28 11:36 | BTC | Buy | 73251.7→73359.3 | +0.06 | timeout |
| 05-28 09:32 | BTC | Buy | 72876.6→73360.3 | +0.66 | timeout |
| 05-28 07:31 | BTC | Buy | 72992.6→73258.3 | +0.31 | timeout |
| 05-28 03:54 | BTC | Buy | 74162.7→73149.7 | -1.67 | stop_loss |
| 05-28 03:18 | BTC | Buy | 74450.7→73430.6 | -1.68 | stop_loss |
| 05-28 01:31 | BTC | Buy | 74501.7→74337.3 | -0.36 | timeout |
| 05-27 22:13 | BTC | Buy | 75255.8→74222.2 | -1.68 | stop_loss |
| 05-27 21:30 | BTC | Buy | 74875.7→75028.2 | +0.13 | timeout |
| 05-27 19:29 | BTC | Buy | 75062.8→74996.2 | -0.21 | timeout |
| 05-27 17:29 | BTC | Buy | 74777.7→74965.3 | +0.18 | timeout |
| 05-27 13:43 | BTC | Buy | 75842.8→74811.8 | -1.67 | stop_loss |
| 05-27 13:28 | BTC | Buy | 75981.8→75154.2 | -1.35 | timeout |
| 05-27 11:28 | BTC | Buy | 76018.8→75941.2 | -0.22 | timeout |
| 05-27 09:27 | BTC | Buy | 75681.8→75800.2 | +0.08 | timeout |
| 05-27 07:26 | BTC | Buy | 75487.8→75804.2 | +0.38 | timeout |
| 05-27 05:26 | BTC | Buy | 75716.8→75607.2 | -0.27 | timeout |
| 05-27 03:27 | BTC | Buy | 75867.8→75822.2 | -0.17 | timeout |
| 05-27 01:27 | BTC | Buy | 75744.8→75819.2 | +0.01 | timeout |
| 05-26 23:25 | BTC | Buy | 76018.8→75849.2 | -0.36 | timeout |
| 05-26 21:25 | BTC | Buy | 76216.8→75990.2 | -0.45 | timeout |
| 05-26 19:23 | BTC | Sell | 76476.2→75832.8 | +0.87 | timeout |
| 05-26 17:23 | BTC | Sell | 77696.1→76234.8 | +2.06 | timeout |
| 05-26 14:26 | BTC | Sell | 77008.1→78053.9 | -1.66 | stop_loss |
| 05-26 13:22 | BTC | Sell | 76904.2→76782.8 | +0.08 | timeout |
| 05-26 11:21 | BTC | Sell | 76727.2→77226.9 | -0.85 | timeout |
| 05-26 09:22 | BTC | Sell | 76801.2→76714.8 | +0.02 | timeout |
| 05-26 07:22 | BTC | Sell | 76586.2→76612.8 | -0.14 | timeout |
| 05-26 05:21 | BTC | Sell | 76688.2→76839.8 | -0.33 | timeout |
| 05-26 03:20 | BTC | Sell | 77074.1→76547.8 | +0.68 | timeout |
| 05-26 01:19 | BTC | Buy | 77309.9→76806.2 | -0.85 | timeout |
| 05-25 23:19 | BTC | Buy | 77448.9→77230.1 | -0.43 | timeout |
| 05-25 21:19 | BTC | Buy | 77601.9→77286.1 | -0.57 | timeout |
| 05-25 19:19 | BTC | Buy | 77492.9→77416.1 | -0.22 | timeout |
| 05-25 17:19 | BTC | Buy | 77522.9→77593.1 | -0.00 | timeout |
| 05-25 15:18 | BTC | Buy | 77286.9→77647.1 | +0.43 | timeout |
| 05-25 13:19 | BTC | Buy | 77640.9→77265.1 | -0.66 | timeout |
| 05-25 11:17 | BTC | Buy | 77262.9→77386.1 | +0.08 | timeout |
| 05-25 09:18 | BTC | Buy | 77272.9→77386.1 | +0.06 | timeout |
| 05-25 07:18 | BTC | Buy | 76997.8→77236.1 | +0.25 | timeout |
| 05-25 05:18 | BTC | Buy | 77252.9→77409.1 | +0.13 | timeout |
| 05-25 03:18 | BTC | Buy | 77149.9→77074.1 | -0.22 | timeout |
| 05-25 01:17 | BTC | Buy | 76878.8→77172.1 | +0.33 | timeout |
| 05-24 23:17 | BTC | Buy | 76652.8→76876.2 | +0.23 | timeout |
| 05-24 21:16 | BTC | Buy | 76690.8→76657.2 | -0.15 | timeout |
| 05-24 19:16 | BTC | Buy | 76635.8→76583.2 | -0.18 | timeout |
| 05-24 17:15 | BTC | Buy | 76488.8→76600.2 | +0.06 | timeout |
| 05-24 14:16 | BTC | Buy | 77161.9→76110.1 | -1.67 | stop_loss |
| 05-24 13:14 | BTC | Buy | 76893.8→76996.1 | +0.05 | timeout |
| 05-24 11:14 | BTC | Buy | 76701.8→77268.1 | +0.74 | timeout |
| 05-24 09:14 | BTC | Buy | 76777.8→76861.2 | +0.02 | timeout |
| 05-24 07:14 | BTC | Buy | 76802.8→76855.2 | -0.03 | timeout |
| 05-24 05:14 | BTC | Buy | 76876.8→76688.2 | -0.39 | timeout |
| 05-24 03:14 | BTC | Buy | 76653.8→76896.2 | +0.26 | timeout |
| 05-24 01:15 | BTC | Buy | 76631.8→76745.2 | +0.06 | timeout |
| 05-23 23:14 | BTC | Buy | 76033.8→76635.2 | +0.80 | timeout |
| 05-23 21:00 | BTC | Buy | 75691.8→77358.1 | +2.43 | take_profit |
| 05-23 19:13 | BTC | Buy | 75512.8→75751.2 | +0.26 | timeout |
| 05-23 17:13 | BTC | Buy | 75193.8→75396.2 | +0.20 | timeout |
| 05-23 15:13 | BTC | Buy | 74688.7→75588.2 | +1.28 | timeout |
| 05-23 13:12 | BTC | Buy | 74697.7→74893.3 | +0.20 | timeout |
| 05-23 11:12 | BTC | Buy | 74613.7→74753.3 | +0.11 | timeout |
| 05-23 07:50 | BTC | Buy | 75447.8→74418 | -1.67 | stop_loss |
| 05-23 07:11 | BTC | Buy | 75607.8→75296.2 | -0.58 | timeout |
| 05-23 05:11 | BTC | Buy | 75446.8→75477.2 | -0.06 | timeout |
| 05-23 03:11 | BTC | Buy | 75514.8→75557.2 | -0.04 | timeout |
| 05-23 01:11 | BTC | Buy | 75831.8→75443.2 | -0.70 | timeout |
| 05-22 23:10 | BTC | Buy | 75969.8→75816.2 | -0.34 | timeout |
| 05-22 19:30 | BTC | Buy | 76755.8→75696.3 | -1.69 | stop_loss |
| 05-22 19:10 | BTC | Buy | 76812.8→76230.2 | -0.98 | timeout |
| 05-22 17:10 | BTC | Buy | 77047.9→76926.2 | -0.29 | timeout |
| 05-22 15:10 | BTC | Buy | 77419.9→76853.2 | -0.95 | timeout |
| 05-22 13:09 | BTC | Buy | 77317.9→77444.1 | +0.08 | timeout |
| 05-22 11:09 | BTC | Buy | 77362.9→77285.1 | -0.22 | timeout |
| 05-22 09:09 | BTC | Buy | 77412.9→77201.1 | -0.42 | timeout |
| 05-22 07:09 | BTC | Buy | 77829.9→77265.1 | -0.94 | timeout |
| 05-22 05:09 | BTC | Buy | 77638.9→77655.1 | -0.08 | timeout |
| 05-22 03:08 | BTC | Buy | 77528.9→77692.1 | +0.14 | timeout |
| 05-22 01:08 | BTC | Buy | 77710.9→77360.1 | -0.62 | timeout |
| 05-21 23:07 | BTC | Buy | 77690.9→77666.1 | -0.14 | timeout |
Paper vs Live
Paper (trades.jsonl)
159
closed
37%
win rate
-28.92
total pnl ($)
-15.7 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 | 159 | 37% | -15.7 | -28.92 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 10:01 | BTC | Sell | -0.21 | BTC traded in a narrow range near $81,210 with low volatility and slightly negative funding. The short thesis failed because the market lacked directional momentum, and the trade was closed by timeout without reaching a target or stop. |
| 05-10 06:01 | BTC | Sell | -0.02 | BTC was trading in a narrow range with low volatility, showing slight hourly weakness but holding weekly gains. The thesis failed because the trade expired via timeout without reaching the target or stop, as the market lacked directional momentum to trigger… |
| 05-10 02:01 | BTC | Buy | -0.25 | BTC was trading in a narrow range with low volatility, showing modest gains across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed holding period. |
| 05-09 22:02 | BTC | Buy | -0.31 | BTC was trading in a narrow, low-volatility range with mixed short-term momentum and neutral funding. The trade failed because the timeout closed the position before the thesis could play out, resulting in a small loss from fees or slippage. |
| 05-09 18:00 | BTC | Buy | +0.60 | The market exhibited low volatility and neutral funding, with open interest remaining stable. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 14:02 | BTC | Buy | +0.08 | The market was in a mild downtrend with BTC consolidating near $79,557, showing slight hourly weakness and negative daily and weekly performance. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did n… |
| 05-09 10:01 | BTC | Buy | -0.13 | BTC traded in a narrow range near $79,770 with low volatility and mixed short-term momentum. The trade failed because the position was closed by timeout before the expected directional move materialized, as the market remained range-bound without triggering… |