106
closed trades
42%
win rate
-0.81
total pnl ($)
1.225
weight
7d window — n=8 wr=25% pnl=-0.13
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 19:13:50 (39.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
agg__restored_9f121688
n: 162
· wr: 44.4%
· total_bps: -1908.4
· mean_bps: -11.78
· sharpe: -0.20
· max_dd_bps: -2574.7
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 03:28 | BTC | Sell | 59983→60290 | -0.27 | timeout |
| 06-26 18:36 | BTC | Sell | 59790→59792 | -0.04 | timeout |
| 06-26 02:13 | BTC | Sell | 60102→58777.9 | +0.95 | take_profit |
| 06-25 03:22 | BTC | Sell | 60911→60757 | +0.07 | timeout |
| 06-24 03:21 | BTC | Sell | 62535.9→62496.1 | -0.01 | timeout |
| 06-23 03:36 | BTC | Sell | 63987.8→63978.2 | -0.03 | timeout |
| 06-22 01:23 | BTC | Sell | 63394.8→64263.3 | -0.66 | stop_loss |
| 06-21 03:29 | BTC | Sell | 64228.8→64373.2 | -0.14 | timeout |
| 06-20 03:28 | BTC | Sell | 63267.8→63412.2 | -0.14 | timeout |
| 06-19 03:26 | BTC | Sell | 62793.9→62796.1 | -0.04 | timeout |
| 06-18 03:26 | BTC | Sell | 64487.8→64336.2 | +0.07 | timeout |
| 06-17 03:25 | BTC | Sell | 65633.7→65705.3 | -0.09 | timeout |
| 06-16 03:28 | BTC | Sell | 66219.7→65948.3 | +0.14 | timeout |
| 06-15 03:33 | BTC | Sell | 65523.7→65700.3 | -0.16 | timeout |
| 06-14 03:26 | BTC | Sell | 64482.8→64514.2 | -0.06 | timeout |
| 06-13 03:22 | BTC | Sell | 63416.8→63554.2 | -0.14 | timeout |
| 06-12 03:31 | BTC | Sell | 63366.8→63423.2 | -0.08 | timeout |
| 06-11 01:41 | BTC | Sell | 61466.9→62304.3 | -0.65 | stop_loss |
| 06-08 03:30 | BTC | Sell | 63271.8→63187.2 | +0.02 | timeout |
| 06-07 01:17 | BTC | Sell | 60687→61512.8 | -0.65 | stop_loss |
| 06-06 03:30 | BTC | Sell | 60891→60735 | +0.07 | timeout |
| 06-05 03:36 | BTC | Sell | 63649.8→62728.1 | +0.61 | timeout |
| 06-04 01:16 | BTC | Sell | 64270.8→62862.1 | +0.95 | take_profit |
| 06-03 02:06 | BTC | Sell | 67372.6→66873.3 | +0.29 | timeout |
| 06-02 21:02 | BTC | Sell | 67529.6→67638.4 | -0.11 | timeout |
| 06-02 03:42 | BTC | Sell | 71564.4→70958.5 | +0.34 | timeout |
| 06-01 03:33 | BTC | Sell | 73627.3→73948.7 | -0.24 | timeout |
| 05-31 03:43 | BTC | Sell | 73771.3→74121.7 | -0.25 | timeout |
| 05-30 03:41 | BTC | Sell | 73334.3→73550.7 | -0.17 | timeout |
| 05-29 14:17 | BTC | Sell | 73622.3→72905.6 | +0.40 | timeout |
| 05-28 20:38 | BTC | Sell | 73205.3→73658.7 | -0.32 | timeout |
| 05-28 14:39 | BTC | Sell | 73440.3→72908.6 | +0.29 | timeout |
| 05-28 03:26 | BTC | Sell | 74239.3→73843.7 | +0.20 | timeout |
| 05-27 19:39 | BTC | Sell | 75394.2→75025.8 | +0.18 | timeout |
| 05-27 15:38 | BTC | Sell | 75823.2→75404.8 | +0.21 | timeout |
| 05-27 11:38 | BTC | Sell | 75896.2→75858.8 | -0.02 | timeout |
| 05-27 07:38 | BTC | Sell | 75706.2→75914.8 | -0.17 | timeout |
| 05-27 03:37 | BTC | Sell | 75871.2→75712.8 | +0.05 | timeout |
| 05-26 23:37 | BTC | Sell | 75880.2→75878.8 | -0.04 | timeout |
| 05-26 19:37 | BTC | Sell | 76421.2→75887.8 | +0.27 | timeout |
| 05-26 15:36 | BTC | Sell | 77154.1→76437.8 | +0.38 | timeout |
| 05-26 11:36 | BTC | Sell | 76603.2→77161.9 | -0.37 | timeout |
| 05-26 07:35 | BTC | Sell | 76610.2→76633.8 | -0.05 | timeout |
| 05-26 03:35 | BTC | Sell | 77277.1→76617.8 | +0.34 | timeout |
| 05-25 23:34 | BTC | Sell | 77407.1→77274.9 | +0.04 | timeout |
| 05-25 19:35 | BTC | Sell | 77607.1→77414.9 | +0.07 | timeout |
| 05-25 15:34 | BTC | Sell | 77435.1→77606.9 | -0.14 | timeout |
| 05-25 11:34 | BTC | Sell | 77260.1→77442.9 | -0.15 | timeout |
| 05-25 07:34 | BTC | Sell | 77024.1→77267.9 | -0.18 | timeout |
| 05-25 03:33 | BTC | Sell | 76913.2→76981.8 | -0.08 | timeout |
| 05-24 23:33 | BTC | Sell | 76606.2→76920.8 | -0.23 | timeout |
| 05-24 19:33 | BTC | Sell | 76425.2→76600.8 | -0.14 | timeout |
| 05-24 15:33 | BTC | Sell | 77241.1→76432.8 | +0.43 | timeout |
| 05-24 11:32 | BTC | Sell | 76820.2→77275.9 | -0.31 | timeout |
| 05-24 07:31 | BTC | Sell | 76870.2→76831.8 | -0.02 | timeout |
| 05-24 03:32 | BTC | Sell | 76703.2→76877.8 | -0.14 | timeout |
| 05-23 20:37 | BTC | Sell | 75488.2→76515.1 | -0.65 | stop_loss |
| 05-23 15:43 | BTC | Sell | 74763.3→75474.8 | -0.47 | timeout |
| 05-23 11:43 | BTC | Sell | 75218.2→74773.7 | +0.23 | timeout |
| 05-23 07:42 | BTC | Sell | 75615.2→75228.8 | +0.19 | timeout |
| 05-23 03:43 | BTC | Sell | 75757.2→75623.8 | +0.04 | timeout |
| 05-22 23:42 | BTC | Sell | 75683.2→75742.8 | -0.07 | timeout |
| 05-22 19:41 | BTC | Sell | 76626.2→75697.8 | +0.51 | timeout |
| 05-22 15:42 | BTC | Sell | 77292.1→76633.8 | +0.34 | timeout |
| 05-22 11:41 | BTC | Sell | 77466.1→77309.9 | +0.05 | timeout |
| 05-22 07:41 | BTC | Sell | 77749.1→77473.9 | +0.12 | timeout |
| 05-22 03:41 | BTC | Sell | 77720.1→77755.9 | -0.06 | timeout |
| 05-21 23:41 | BTC | Sell | 77601.1→77727.9 | -0.11 | timeout |
| 05-21 19:40 | BTC | Sell | 77146.1→77618.9 | -0.31 | timeout |
| 05-21 15:40 | BTC | Sell | 77224.1→77153.9 | +0.00 | timeout |
| 05-21 11:40 | BTC | Sell | 77641.1→77231.9 | +0.20 | timeout |
| 05-21 07:39 | BTC | Sell | 77976.1→77642.9 | +0.15 | timeout |
| 05-21 03:39 | BTC | Sell | 77459.1→77983.9 | -0.34 | timeout |
| 05-20 23:39 | BTC | Sell | 77572.1→77466.9 | +0.02 | timeout |
| 05-20 19:38 | BTC | Sell | 77571.1→77537.9 | -0.02 | timeout |
| 05-20 15:38 | BTC | Sell | 77398.1→77583.9 | -0.15 | timeout |
| 05-20 11:38 | BTC | Sell | 77329.1→77409.9 | -0.09 | timeout |
| 05-20 07:37 | BTC | Sell | 76756.2→77324.9 | -0.37 | timeout |
| 05-20 03:38 | BTC | Sell | 76916.2→76763.8 | +0.05 | timeout |
| 05-19 23:27 | BTC | Sell | 76791.2→76864.8 | -0.08 | timeout |
| 05-19 05:07 | BTC | Sell | 77077.1→76883.8 | +0.07 | timeout |
| 05-19 00:37 | BTC | Sell | 77090.1→77256.9 | -0.14 | timeout |
| 05-18 18:06 | BTC | Sell | 76785.2→76509.8 | +0.12 | timeout |
| 05-18 03:36 | BTC | Sell | 77742.1→76859.8 | +0.47 | timeout |
| 05-17 11:37 | BTC | Sell | 78158.1→78311.9 | -0.13 | timeout |
| 05-17 07:37 | BTC | Sell | 77995.1→78165.9 | -0.14 | timeout |
| 05-17 03:35 | BTC | Sell | 78199.1→78002.9 | +0.07 | timeout |
| 05-16 09:05 | BTC | Sell | 78954.1→78364.9 | +0.30 | timeout |
| 05-16 05:06 | BTC | Sell | 79074→78961.9 | +0.02 | timeout |
| 05-16 01:05 | BTC | Sell | 79059→79063 | -0.04 | timeout |
| 05-15 21:05 | BTC | Sell | 79228→79068 | +0.05 | timeout |
| 05-15 13:51 | BTC | Sell | 80610→78839.9 | +0.95 | take_profit |
| 05-12 02:43 | BTC | Sell | 81715.9→81724.1 | -0.05 | timeout |
| 05-12 02:05 | BTC | Sell | 81899.9→81724.1 | +0.06 | timeout |
| 05-11 10:21 | BTC | Sell | 80853→81084.1 | -0.17 | timeout |
| 05-11 06:20 | BTC | Sell | 81230.9→80861 | +0.17 | timeout |
| 05-10 23:02 | BTC | Sell | 81257.9→82360.3 | -0.65 | stop_loss |
| 05-10 22:20 | BTC | Sell | 81288.9→81266.1 | -0.03 | timeout |
| 05-10 18:19 | BTC | Sell | 80878→81297.1 | -0.27 | timeout |
| 05-10 14:20 | BTC | Sell | 80711→80884 | -0.14 | timeout |
Paper vs Live
Paper (trades.jsonl)
106
closed
42%
win rate
-0.81
total pnl ($)
-1.8 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 | 106 | 42% | -1.8 | -0.81 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 10:18 | BTC | Sell | -0.07 | The market was in a neutral to slightly bearish funding environment with low conviction, as BTC's funding rate was near zero and open interest was moderate. The thesis failed because the trade was closed due to a timeout, indicating the expected directional… |
| 05-10 06:18 | BTC | Sell | -0.07 | The market was in a low-volatility, sideways grind with negative funding, indicating bearish sentiment but no directional conviction. The thesis failed because the timeout close_reason reflects that the anticipated move did not materialize within the expect… |
| 05-10 02:17 | BTC | Sell | +0.01 | BTC was in a mild uptrend across all timeframes with negative funding, suggesting cautious bullish momentum. The short thesis failed because the market continued grinding higher, and the trade was closed by timeout without reaching a profitable exit. |
| 05-09 22:16 | BTC | Sell | -0.01 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum prevented any meaningful price movement. |
| 05-09 18:15 | BTC | Sell | -0.28 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout without reaching a target or stop, resulting in a small negative PnL from fees. |
| 05-09 14:14 | BTC | Sell | -0.17 | The market was in a mild downtrend with BTC down 1.62% over 24 hours, but the sell thesis failed because the trade expired without a significant move, as the timeout close_reason indicates the position was closed due to time rather than price action. |