160
closed trades
48%
win rate
+32.14
total pnl ($)
1.087
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:07:31 (33.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tz
n: 674
· wr: 46.3%
· total_bps: -5179.6
· mean_bps: -7.68
· sharpe: -0.07
· max_dd_bps: -5864.4
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 |
|---|---|---|---|---|---|
| 06-09 22:11 | ETH | Sell | 1648.24→1655.97 | -2.80 | timeout |
| 06-09 20:12 | ETH | Sell | 1638.64→1655.97 | -5.75 | timeout |
| 06-09 16:39 | ETH | Sell | 1646.44→1609.96 | +10.61 | take_profit |
| 06-09 14:20 | ETH | Sell | 1679.13→1642.46 | +10.47 | take_profit |
| 06-09 14:04 | ETH | Sell | 1669.73→1665.87 | +0.71 | timeout |
| 06-09 12:01 | ETH | Sell | 1674.23→1672.67 | +0.00 | timeout |
| 06-09 09:54 | ETH | Sell | 1683.93→1670.07 | +3.64 | timeout |
| 06-09 07:49 | ETH | Sell | 1691.63→1679.57 | +3.12 | timeout |
| 06-09 04:37 | ETH | Sell | 1662.83→1685.71 | -7.35 | stop_loss |
| 06-09 03:44 | ETH | Sell | 1669.93→1667.07 | +0.37 | timeout |
| 06-09 01:08 | ETH | Sell | 1695.53→1658.47 | +10.43 | take_profit |
| 06-08 21:07 | ETH | Sell | 1684.33→1708.02 | -7.49 | stop_loss |
| 06-08 21:07 | ETH | Sell | 1682.43→1705.52 | -7.34 | stop_loss |
| 06-08 19:30 | ETH | Sell | 1696.03→1687.47 | +2.06 | timeout |
| 06-08 17:33 | ETH | Sell | 1687.83→1680.67 | +1.66 | timeout |
| 06-08 12:43 | ETH | Sell | 1673.33→1696.32 | -7.32 | stop_loss |
| 06-08 11:19 | ETH | Sell | 1666.73→1689.61 | -7.31 | stop_loss |
| 06-08 11:13 | ETH | Sell | 1667.43→1678.67 | -3.81 | timeout |
| 06-08 09:08 | ETH | Sell | 1660.13→1661.47 | -0.84 | timeout |
| 06-08 07:08 | ETH | Sell | 1668.63→1664.67 | +0.72 | timeout |
| 06-08 05:03 | ETH | Sell | 1685.93→1657.57 | +7.94 | timeout |
| 06-08 00:39 | ETH | Sell | 1689.13→1712.33 | -7.31 | stop_loss |
| 06-07 22:13 | ETH | Sell | 1631.74→1654.69 | -7.48 | stop_loss |
| 06-07 22:00 | ETH | Sell | 1614.74→1636.88 | -7.32 | stop_loss |
| 06-07 20:59 | ETH | Sell | 1630.24→1627.26 | +0.44 | timeout |
| 06-07 19:00 | ETH | Sell | 1629.94→1629.36 | -0.30 | timeout |
| 06-07 14:55 | ETH | Sell | 1629.74→1626.46 | +0.54 | timeout |
| 06-07 14:31 | ETH | Sell | 1617.84→1640.08 | -7.33 | stop_loss |
| 06-07 12:51 | ETH | Sell | 1634.14→1618.06 | +4.45 | timeout |
| 06-07 08:46 | ETH | Sell | 1610.64→1632.88 | -7.35 | stop_loss |
| 06-07 08:40 | ETH | Sell | 1605.84→1618.96 | -4.54 | timeout |
| 06-07 06:28 | ETH | Sell | 1593.74→1615.77 | -7.38 | stop_loss |
| 06-07 04:38 | ETH | Sell | 1586.74→1592.86 | -2.40 | timeout |
| 06-07 01:08 | ETH | Sell | 1559.64→1581.45 | -7.44 | stop_loss |
| 06-07 00:25 | ETH | Sell | 1562.14→1564.26 | -1.12 | timeout |
| 06-06 22:25 | ETH | Sell | 1556.74→1553.06 | +0.72 | timeout |
| 06-06 20:22 | ETH | Sell | 1559.34→1552.36 | +1.78 | timeout |
| 06-06 18:20 | ETH | Sell | 1548.25→1552.16 | -1.74 | timeout |
| 06-06 16:18 | ETH | Sell | 1566.64→1560.76 | +1.42 | timeout |
| 06-06 12:52 | ETH | Sell | 1552.84→1574.24 | -7.35 | stop_loss |
| 06-06 10:30 | ETH | Sell | 1581.44→1546.45 | +10.61 | take_profit |
| 06-06 08:32 | ETH | Sell | 1571.64→1593.26 | -7.32 | stop_loss |
| 06-06 05:21 | ETH | Sell | 1519.95→1541.22 | -7.45 | stop_loss |
| 06-06 04:15 | ETH | Sell | 1569.54→1535.25 | +10.46 | take_profit |
| 06-06 03:32 | ETH | Sell | 1594.74→1559.86 | +10.47 | take_profit |
| 06-05 23:31 | ETH | Sell | 1601.44→1566.46 | +10.47 | take_profit |
| 06-05 23:30 | ETH | Sell | 1603.44→1568.46 | +10.46 | take_profit |
| 06-05 19:48 | ETH | Sell | 1554.94→1576.35 | -7.34 | stop_loss |
| 06-05 18:26 | ETH | Sell | 1604.64→1569.16 | +10.61 | take_profit |
| 06-05 16:10 | ETH | Sell | 1591.24→1556.46 | +10.47 | take_profit |
| 06-05 13:57 | ETH | Sell | 1656.73→1620.16 | +10.58 | take_profit |
| 06-05 13:49 | ETH | Sell | 1675.23→1638.66 | +10.45 | take_profit |
| 06-05 09:13 | ETH | Sell | 1663.63→1686.51 | -7.33 | stop_loss |
| 06-05 09:13 | ETH | Sell | 1658.03→1681.11 | -7.42 | stop_loss |
| 06-05 05:47 | ETH | Sell | 1728.93→1690.97 | +10.52 | take_profit |
| 06-05 04:59 | ETH | Sell | 1722.53→1746.65 | -7.46 | stop_loss |
| 06-05 02:43 | ETH | Sell | 1769.32→1730.67 | +10.46 | take_profit |
| 06-05 01:54 | ETH | Sell | 1762.12→1752.78 | +2.19 | timeout |
| 06-04 23:21 | ETH | Sell | 1773.22→1759.38 | +3.45 | timeout |
| 06-04 21:36 | ETH | Sell | 1773.62→1765.08 | +1.96 | timeout |
| 06-04 19:11 | ETH | Sell | 1772.12→1770.98 | -0.12 | timeout |
| 06-04 16:54 | ETH | Sell | 1777.52→1772.98 | +0.84 | timeout |
| 06-04 16:07 | ETH | Sell | 1773.52→1773.88 | -0.54 | timeout |
| 06-04 12:32 | ETH | Sell | 1753.82→1777.97 | -7.34 | stop_loss |
| 06-04 10:12 | ETH | Sell | 1778.92→1755.48 | +6.13 | timeout |
| 06-04 07:35 | ETH | Sell | 1805.72→1780.58 | +6.51 | timeout |
| 06-04 02:24 | ETH | Sell | 1746.43→1770.56 | -7.36 | stop_loss |
| 06-04 00:39 | ETH | Sell | 1821.62→1781.88 | +10.46 | take_profit |
| 06-03 21:33 | ETH | Sell | 1797.82→1822.99 | -7.45 | stop_loss |
| 06-03 20:48 | ETH | Sell | 1823.82→1783.68 | +10.55 | take_profit |
| 06-03 19:55 | ETH | Sell | 1829.82→1800.08 | +7.67 | timeout |
| 06-03 16:22 | ETH | Sell | 1862.71→1821.88 | +10.51 | take_profit |
| 06-03 13:59 | ETH | Sell | 1883.41→1866.59 | +4.02 | timeout |
| 06-03 10:31 | ETH | Sell | 1877.61→1885.69 | -2.59 | timeout |
| 06-03 05:04 | ETH | Sell | 1839.42→1864.72 | -7.33 | stop_loss |
| 06-03 03:49 | ETH | Sell | 1860.91→1820.28 | +10.47 | take_profit |
| 06-03 00:14 | ETH | Sell | 1843.92→1869.22 | -7.31 | stop_loss |
| 06-02 23:00 | ETH | Sell | 1899.01→1857.59 | +10.45 | take_profit |
| 06-02 21:12 | ETH | Sell | 1923.41→1902.09 | +5.10 | timeout |
| 06-02 16:13 | ETH | Sell | 1908.31→1934.56 | -7.33 | stop_loss |
| 06-02 14:27 | ETH | Sell | 1975.2→1931.89 | +10.51 | take_profit |
| 06-02 12:58 | ETH | Sell | 1974.1→1976.2 | -0.98 | timeout |
| 06-02 10:09 | ETH | Sell | 1978.5→1978.9 | -0.55 | timeout |
| 06-02 09:28 | ETH | Sell | 1984.4→1968.5 | +3.56 | timeout |
| 06-02 07:07 | ETH | Sell | 2002.2→1976.8 | +5.90 | timeout |
| 06-02 04:45 | ETH | Sell | 1985.5→2000.7 | -4.27 | timeout |
| 06-02 01:07 | ETH | Sell | 1986.4→1995.6 | -2.76 | timeout |
| 06-01 22:45 | ETH | Sell | 2006.1→1996.3 | +2.00 | timeout |
| 05-25 03:17 | ETH | Sell | 2103.49→2095.21 | +1.52 | timeout |
| 05-25 01:17 | ETH | Sell | 2093.59→2105.01 | -3.17 | timeout |
| 05-24 23:17 | ETH | Sell | 2094.49→2094.41 | -0.42 | timeout |
| 05-24 21:17 | ETH | Sell | 2103.29→2096.31 | +1.22 | timeout |
| 05-24 19:17 | ETH | Sell | 2106.09→2098.11 | +1.46 | timeout |
| 05-24 17:16 | ETH | Sell | 2088.89→2103.31 | -3.89 | timeout |
| 05-24 15:15 | ETH | Sell | 2122.79→2098.51 | +5.28 | timeout |
| 05-24 13:15 | ETH | Sell | 2118.69→2119.11 | -0.53 | timeout |
| 05-24 11:14 | ETH | Sell | 2118.59→2124.71 | -1.88 | timeout |
| 05-24 09:14 | ETH | Sell | 2120.49→2121.11 | -0.58 | timeout |
| 05-24 07:14 | ETH | Sell | 2121.19→2124.21 | -1.15 | timeout |
| 05-24 05:13 | ETH | Sell | 2122.09→2118.11 | +0.50 | timeout |
Paper vs Live
Paper (trades.jsonl)
160
closed
48%
win rate
+32.14
total pnl ($)
+4.0 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 160 | 48% | +4.0 | +32.14 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-26 22:15 | ETH | Sell | -3.45 | ETH was consolidating with modest intraday strength (+0.35% 1h) while maintaining a positive weekly trend (+4.07% 7d) as the market closed. The short thesis failed because accelerating L2 capital flight to ETH mainnet didn't materialize into the expected do… |
| 04-26 18:12 | ETH | Sell | -3.45 | ETH was grinding higher with modest hourly momentum (+0.73%) and steady 24-hour gains (+2.27%) when the position closed, while BTC's stronger 7-day performance (+3.59% vs ETH's +2.19%) suggested macro risk-on sentiment was offsetting L2 exodus concerns. The… |
| 04-26 18:12 | ETH | Sell | -3.46 | ETH was consolidating with modest upward momentum, up 0.73% in the hour and 2.27% over 24 hours as Bitcoin held steady gains. The thesis failed because the anticipated L2 capital flight acceleration didn't materialize into selling pressure—instead, ETH rall… |
| 04-26 14:20 | ETH | Sell | -3.45 | ETH was relatively flat to slightly positive at close ($2346.41, +0.66% in the last hour), while Bitcoin showed modest strength with a +2.90% weekly gain, indicating cautious risk-on sentiment in the broader market. The thesis failed because accelerating L2… |
| 04-26 14:20 | ETH | Sell | -3.45 | ETH was trading sideways near $2,346 with minimal momentum across the 1-hour and 24-hour timeframes, while Bitcoin showed slightly stronger gains over the week at +2.90%. The trade thesis failed because the accelerating L2 capital flight signal didn't trans… |