70
closed trades
46%
win rate
+12.83
total pnl ($)
1.340
weight
7d window — n=10 wr=50% pnl=+19.29
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:46:27 (39.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abg__restored_49883924
n: 221
· wr: 46.2%
· total_bps: -1397.5
· mean_bps: -6.32
· sharpe: -0.04
· max_dd_bps: -2771.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 70 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 07:52 | ETH | Sell | 1574.54→1583.96 | -4.15 | timeout |
| 06-27 01:37 | ETH | Sell | 1577.54→1575.36 | +0.30 | timeout |
| 06-26 13:55 | ETH | Sell | 1528.85→1557.73 | -11.88 | stop_loss |
| 06-26 12:43 | ETH | Sell | 1577.74→1527.45 | +18.57 | take_profit |
| 06-26 03:02 | ETH | Sell | 1563.04→1513.25 | +18.56 | take_profit |
| 06-26 00:45 | ETH | Sell | 1561.64→1568.16 | -3.06 | timeout |
| 06-25 13:46 | ETH | Sell | 1637.14→1584.96 | +18.58 | take_profit |
| 06-25 12:59 | ETH | Sell | 1653.23→1634.46 | +6.25 | timeout |
| 06-25 05:07 | ETH | Sell | 1619.14→1649.89 | -11.92 | stop_loss |
| 06-24 20:06 | ETH | Sell | 1578.54→1608.56 | -11.96 | stop_loss |
| 06-11 08:04 | ETH | Sell | 1642.54→1655.37 | -5.19 | timeout |
| 06-11 01:56 | ETH | Sell | 1629.34→1642.06 | -5.18 | timeout |
| 06-10 19:57 | ETH | Sell | 1652.53→1631.66 | +7.00 | timeout |
| 06-10 13:50 | ETH | Sell | 1638.84→1663.97 | -9.74 | timeout |
| 06-09 21:51 | ETH | Sell | 1638.34→1655.97 | -7.02 | timeout |
| 06-09 16:10 | ETH | Sell | 1668.83→1626.66 | +14.58 | timeout |
| 06-09 04:50 | ETH | Sell | 1665.33→1696.72 | -11.86 | stop_loss |
| 06-09 03:55 | ETH | Sell | 1704.73→1664.87 | +13.41 | timeout |
| 06-08 21:47 | ETH | Sell | 1692.13→1707.97 | -6.20 | timeout |
| 06-08 11:21 | ETH | Sell | 1660.33→1691.81 | -11.91 | stop_loss |
| 06-08 09:36 | ETH | Sell | 1679.63→1657.97 | +7.20 | timeout |
| 06-07 22:13 | ETH | Sell | 1628.54→1659.2 | -11.84 | stop_loss |
| 06-07 21:23 | ETH | Sell | 1627.64→1628.56 | -0.94 | timeout |
| 06-07 15:23 | ETH | Sell | 1638.94→1627.26 | +3.69 | timeout |
| 06-07 06:29 | ETH | Sell | 1592.14→1621.97 | -11.80 | stop_loss |
| 06-07 01:13 | ETH | Sell | 1558.24→1587.45 | -11.78 | stop_loss |
| 06-06 21:04 | ETH | Sell | 1553.24→1557.76 | -2.31 | timeout |
| 06-06 15:04 | ETH | Sell | 1579.44→1554.66 | +8.87 | timeout |
| 06-06 04:31 | ETH | Sell | 1574.14→1524.05 | +18.53 | take_profit |
| 06-06 03:00 | ETH | Sell | 1603.64→1574.26 | +10.42 | timeout |
| 06-05 16:59 | ETH | Sell | 1583.04→1612.77 | -11.79 | stop_loss |
| 06-05 13:57 | ETH | Sell | 1666.83→1613.76 | +18.54 | take_profit |
| 06-05 06:00 | ETH | Sell | 1734.53→1679.07 | +18.63 | take_profit |
| 06-05 02:57 | ETH | Sell | 1771.32→1733.47 | +12.24 | timeout |
| 06-04 21:17 | ETH | Sell | 1782.22→1776.78 | +1.29 | timeout |
| 06-04 15:11 | ETH | Sell | 1762.82→1787.08 | -8.75 | timeout |
| 06-04 09:22 | ETH | Sell | 1811.02→1753.38 | +18.54 | take_profit |
| 06-03 21:43 | ETH | Sell | 1798.42→1832.7 | -11.98 | stop_loss |
| 06-03 16:27 | ETH | Sell | 1870.81→1811.28 | +18.55 | take_profit |
| 06-03 05:16 | ETH | Sell | 1839.82→1874.32 | -11.79 | stop_loss |
| 06-03 05:11 | ETH | Sell | 1869.01→1872.79 | -1.74 | timeout |
| 06-02 16:18 | ETH | Sell | 1907.01→1942.77 | -11.79 | stop_loss |
| 06-02 13:07 | ETH | Sell | 1977→1976.7 | -0.44 | timeout |
| 06-02 10:05 | ETH | Sell | 2003→1974.8 | +7.92 | timeout |
| 06-02 03:01 | ETH | Sell | 2005.2→1996.9 | +1.95 | timeout |
| 06-01 19:49 | ETH | Sell | 1975.1→2003.6 | -9.19 | timeout |
| 05-24 03:06 | ETH | Sell | 2130.69→2125.81 | +0.85 | timeout |
| 05-23 20:37 | ETH | Sell | 2062.09→2100.56 | -11.69 | stop_loss |
| 05-23 14:56 | ETH | Sell | 2027.4→2065.24 | -11.72 | stop_loss |
| 05-23 09:03 | ETH | Sell | 2068.39→2028.5 | +11.04 | timeout |
| 05-23 03:04 | ETH | Sell | 2071.69→2068.81 | +0.31 | timeout |
| 05-22 21:03 | ETH | Sell | 2119.89→2072.21 | +12.98 | timeout |
| 05-22 15:03 | ETH | Sell | 2121.79→2120.41 | -0.11 | timeout |
| 05-22 09:02 | ETH | Sell | 2137.59→2120.91 | +4.17 | timeout |
| 05-22 03:02 | ETH | Sell | 2138.89→2138.11 | -0.29 | timeout |
| 05-21 20:04 | ETH | Sell | 2123.99→2142.01 | -5.60 | timeout |
| 05-21 14:03 | ETH | Sell | 2136.39→2124.51 | +2.81 | timeout |
| 05-21 08:03 | ETH | Sell | 2141.39→2135.81 | +1.04 | timeout |
| 05-21 02:02 | ETH | Sell | 2135.49→2141.41 | -2.16 | timeout |
| 05-20 20:02 | ETH | Sell | 2120.39→2136.51 | -5.09 | timeout |
| 05-20 14:03 | ETH | Sell | 2128.09→2120.81 | +1.54 | timeout |
| 05-20 07:38 | ETH | Sell | 2105.09→2132.91 | -8.45 | timeout |
| 05-20 01:37 | ETH | Sell | 2113.79→2104.81 | +2.02 | timeout |
| 05-19 19:38 | ETH | Sell | 2120.79→2114.21 | +1.37 | timeout |
| 05-19 13:38 | ETH | Sell | 2137.79→2121.21 | +4.11 | timeout |
| 05-19 07:37 | ETH | Sell | 2129.89→2138.21 | -2.88 | timeout |
| 05-19 01:37 | ETH | Sell | 2109.49→2130.31 | -6.44 | timeout |
| 05-18 12:44 | ETH | Sell | 2116.19→2155.59 | -11.71 | stop_loss |
| 05-12 04:43 | ETH | Sell | 2339.37→2339.83 | -0.66 | timeout |
| 04-30 02:38 | ETH | Sell | 2275.4→2234.4 | +0.00 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
70
closed
46%
win rate
+12.83
total pnl ($)
+2.9 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 | 70 | 46% | +3.1 | +12.83 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 13:32 | ETH | Sell | circuit_breaker |
| 06-27 13:32 | ETH | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-30 02:38 | ETH | SELL | -11.35 | ETH declined 1.52% in the hour before the stop-loss triggered at $2234.40, with broader crypto weakness evident across the 24h (-2.07%) and 7d (-5.60%) timeframes, though BTC's more modest declines suggested selective Ethereum underperformance rather than s… |