69
closed trades
42%
win rate
-15.37
total pnl ($)
1.229
weight
7d window — n=11 wr=36% pnl=+0.61
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:14:35 (39.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afo__restored_79176160
n: 54
· wr: 44.4%
· total_bps: -557.6
· mean_bps: -10.33
· sharpe: -0.17
· max_dd_bps: -1167.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 69 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 04:02 | BTC | Buy | 64347.2→64045.8 | -1.00 | timeout |
| 06-22 21:50 | BTC | Buy | 64887.2→64230.8 | -1.98 | timeout |
| 06-22 15:35 | BTC | Buy | 64093.2→65022.7 | +2.45 | timeout |
| 06-22 09:20 | BTC | Buy | 64308.2→64107.8 | -0.73 | timeout |
| 06-22 02:48 | BTC | Buy | 63697.2→64390.8 | +1.79 | timeout |
| 06-21 20:43 | BTC | Buy | 64014.2→63942.8 | -0.36 | timeout |
| 06-21 14:32 | BTC | Buy | 64002.2→63979.8 | -0.22 | timeout |
| 06-21 08:28 | BTC | Buy | 64207.2→64018.8 | -0.70 | timeout |
| 06-21 02:31 | BTC | Buy | 63882.2→64197.8 | +0.73 | timeout |
| 06-20 20:24 | BTC | Buy | 63316.2→63911.8 | +1.53 | timeout |
| 06-20 14:20 | BTC | Buy | 63524.2→63271.8 | -0.88 | timeout |
| 06-20 08:18 | BTC | Buy | 63365.2→63517.8 | +0.26 | timeout |
| 06-20 02:17 | BTC | Buy | 63025.2→63401.8 | +0.91 | timeout |
| 06-19 20:14 | BTC | Buy | 63069.2→63037.8 | -0.25 | timeout |
| 06-19 14:08 | BTC | Buy | 62593.1→63050.8 | +1.16 | timeout |
| 06-19 08:49 | BTC | Buy | 62899.1→62620.9 | -0.95 | timeout |
| 06-19 02:33 | BTC | Buy | 63119.2→62926.9 | -0.70 | timeout |
| 06-18 15:52 | BTC | Buy | 63687.2→62502.6 | -3.51 | stop_loss |
| 06-18 14:49 | BTC | Buy | 64472.2→63940.8 | -1.64 | timeout |
| 06-18 08:36 | BTC | Buy | 64671.2→64526.8 | -0.57 | timeout |
| 06-18 02:32 | BTC | Buy | 64384.2→64692.8 | +0.70 | timeout |
| 06-17 20:47 | BTC | Buy | 65124.3→64236.8 | -2.61 | timeout |
| 06-17 14:42 | BTC | Buy | 65026.3→65069.7 | -0.04 | timeout |
| 06-17 08:35 | BTC | Buy | 65870.3→65118.7 | -2.22 | timeout |
| 06-17 02:41 | BTC | Buy | 65791.3→65805.7 | -0.13 | timeout |
| 06-16 20:33 | BTC | Buy | 65328.3→65724.7 | +0.92 | timeout |
| 06-16 14:32 | BTC | Buy | 66562.3→65324.1 | -3.52 | stop_loss |
| 06-16 08:12 | BTC | Buy | 66130.3→66424.7 | +0.64 | timeout |
| 06-16 01:57 | BTC | Buy | 66585.3→66313.7 | -0.90 | timeout |
| 06-15 19:51 | BTC | Buy | 66587.3→66565.7 | -0.23 | timeout |
| 06-15 13:37 | BTC | Buy | 65741.3→66740.7 | +2.58 | timeout |
| 06-15 07:18 | BTC | Buy | 65486.3→65856.7 | +0.85 | timeout |
| 06-15 00:14 | BTC | Buy | 63784.2→65818.7 | +5.58 | take_profit |
| 06-14 19:14 | BTC | Buy | 64332.2→63778.8 | -1.72 | timeout |
| 06-14 13:08 | BTC | Buy | 64214.2→64340.8 | +0.19 | timeout |
| 06-14 07:02 | BTC | Buy | 64527.2→64257.8 | -0.91 | timeout |
| 06-14 00:56 | BTC | Buy | 64096.2→64526.8 | +1.05 | timeout |
| 06-13 18:53 | BTC | Buy | 64078.2→64079.8 | -0.16 | timeout |
| 06-13 12:57 | BTC | Buy | 63707.2→64173.8 | +1.15 | timeout |
| 06-13 07:42 | BTC | Buy | 63798.2→63794.8 | -0.17 | timeout |
| 06-13 01:44 | BTC | Buy | 63628.2→63735.8 | +0.14 | timeout |
| 06-12 19:22 | BTC | Buy | 63446.2→63662.8 | +0.45 | timeout |
| 05-31 05:43 | BTC | Buy | 73778.7→74063.3 | +0.53 | timeout |
| 05-31 03:17 | BTC | Buy | 73961.7→74094.3 | +0.15 | timeout |
| 05-30 15:53 | BTC | Buy | 73578.7→73934.3 | +0.70 | timeout |
| 05-28 03:54 | BTC | Buy | 74529.7→73143.8 | -3.51 | stop_loss |
| 05-27 23:07 | BTC | Buy | 75183.8→74407.3 | -2.03 | timeout |
| 05-27 17:06 | BTC | Buy | 75932.8→75294.2 | -1.68 | timeout |
| 05-27 11:06 | BTC | Buy | 75580.8→75926.2 | +0.67 | timeout |
| 05-27 05:05 | BTC | Buy | 75835.8→75578.2 | -0.76 | timeout |
| 05-26 23:05 | BTC | Buy | 76528.8→75828.2 | -1.81 | timeout |
| 05-26 17:04 | BTC | Buy | 77440.9→76601.2 | -2.12 | timeout |
| 05-26 11:03 | BTC | Buy | 76683.8→77428.1 | +1.58 | timeout |
| 05-26 05:03 | BTC | Buy | 77137.9→76676.2 | -1.24 | timeout |
| 05-25 21:03 | BTC | Buy | 77701.9→77277.1 | -1.16 | timeout |
| 05-25 15:03 | BTC | Buy | 77436.9→77694.1 | +0.43 | timeout |
| 05-25 07:03 | BTC | Buy | 77063.9→77415.1 | +0.65 | timeout |
| 05-18 13:43 | BTC | Buy | 76914.8→76775.2 | -0.50 | timeout |
| 05-16 13:00 | BTC | Buy | 78563.9→78560 | -0.18 | timeout |
| 05-16 05:00 | BTC | Buy | 79065→78986.1 | -0.34 | timeout |
| 05-15 21:01 | BTC | Buy | 79179→79070 | -0.40 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.18 | timeout |
| 05-11 21:00 | BTC | Buy | 80867→81771.9 | +1.85 | timeout |
| 05-11 03:13 | BTC | Buy | 82160.1→80636.6 | -3.51 | stop_loss |
| 05-10 21:01 | BTC | Buy | 80951→80763 | -0.58 | timeout |
| 05-10 13:02 | BTC | Buy | 80729→80904 | +0.22 | timeout |
| 05-10 05:00 | BTC | Buy | 80737→80706 | -0.24 | timeout |
| 05-09 21:01 | BTC | Buy | 80293→80770 | +0.91 | timeout |
| 05-09 13:02 | BTC | Buy | 80214→80365 | +0.18 | timeout |
Paper vs Live
Paper (trades.jsonl)
69
closed
42%
win rate
-15.37
total pnl ($)
-12.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 69 | 42% | -12.3 | -15.37 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:02 | BTC | Buy | +0.22 | BTC was in a mild uptrend across all timeframes with neutral funding and stable open interest. The trade closed on timeout with a small profit, as the thesis lacked a clear catalyst to trigger a decisive move within the allotted time. |
| 05-10 05:00 | BTC | Buy | -0.24 | BTC was consolidating in a tight range with low volatility and neutral funding. The thesis failed because the trade expired without reaching the target or stop, as the market remained range-bound and directionless. |
| 05-09 21:01 | BTC | Buy | +0.91 | BTC was in a mild intraday uptick but remained weak on higher timeframes, with negative weekly momentum and low funding. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market lacked directional convic… |
| 05-09 13:02 | BTC | Buy | +0.18 | The market was in a mild downtrend with BTC down 1.66% over 24 hours and negative weekly momentum. The thesis failed because the trade was closed by timeout without reaching its target, as the persistent bearish bias prevented a profitable exit within the a… |