13
closed trades
15%
win rate
-57.38
total pnl ($)
1.254
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 20:11:00 (40.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acf__restored_061fcd5c
n: 49
· wr: 38.8%
· total_bps: -701.4
· mean_bps: -14.31
· sharpe: -0.13
· max_dd_bps: -862.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 13 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-06 21:18 | ETH | Sell | 2391.06→2349.23 | +9.93 | timeout |
| 05-06 09:39 | ETH | Sell | 2367.56→2411.65 | -11.54 | stop_loss |
| 05-04 14:52 | ETH | Sell | 2334.07→2377.53 | -11.74 | stop_loss |
| 05-04 04:19 | ETH | Sell | 2352.56→2396.44 | -11.72 | stop_loss |
| 05-04 02:07 | ETH | Sell | 2329.57→2353.04 | -6.56 | timeout |
| 05-03 18:06 | ETH | Sell | 2311.77→2330.03 | -5.30 | timeout |
| 05-03 10:06 | ETH | Sell | 2304.47→2312.23 | -2.55 | timeout |
| 05-03 02:05 | ETH | Sell | 2304.17→2304.93 | -0.75 | timeout |
| 05-02 18:04 | ETH | Sell | 2303.67→2304.63 | -0.83 | timeout |
| 05-02 10:04 | ETH | Sell | 2297.87→2304.13 | -2.15 | timeout |
| 05-02 02:04 | ETH | Sell | 2309.17→2298.33 | +2.31 | timeout |
| 05-01 13:55 | ETH | Sell | 2280.17→2322.69 | -11.73 | stop_loss |
| 05-01 10:03 | ETH | Sell | 2264.77→2280.63 | -4.76 | timeout |
Paper vs Live
Paper (trades.jsonl)
13
closed
15%
win rate
-57.38
total pnl ($)
-73.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 13 | 15% | -73.7 | -57.38 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 21:18 | ETH | Sell | +9.93 | The market was in a mild short-term uptick within a broader weekly downtrend, with ETH showing a slight hourly gain against a negative 24-hour and 7-day performance. The thesis failed because the trade was closed due to a timeout, likely not reaching the in… |
| 05-06 09:39 | ETH | Sell | -11.54 | ETH was declining across all timeframes with negative funding and falling open interest, indicating persistent bearish pressure. The short thesis failed because the stop-loss was triggered by a sharp intraday reversal, catching the trade before the broader … |
| 05-04 14:52 | ETH | Sell | -11.74 | The market was exhibiting a strong bullish trend with ETH up 2.83% over the past week and funding rates indicating persistent long positioning. The thesis failed because the anticipated reversal did not materialize, forcing an exit via stop loss as price co… |
| 05-03 02:05 | ETH | Sell | -0.75 | # Trade Analysis: ETH Lending Utilization Exhaustion Short ETH was trading flat to marginally positive during the 8-hour hold window ($2304→$2313, +0.04%), with no directional conviction despite the initial exhaustion signal, while funding rates remained d… |
| 05-02 18:04 | ETH | Sell | -0.83 | ETH traded sideways near close ($2304.65) with minimal intraday momentum (-0.16% 1h), failing to deliver the directional conviction needed to hit the 320bps take-profit target before the 480-minute timeout. The Aave WETH utilization exhaustion signal correc… |
| 05-02 10:04 | ETH | Sell | -2.15 | # Trade Analysis: aave-util-exhaust-WETH Ethereum was essentially flat over the hour preceding exit ($2303.93, -0.02% 1h) after a modest 1.03% gain over 24h, providing no directional catalyst to accelerate the mean-reversion thesis. The short thesis failed… |
| 05-02 02:04 | ETH | Sell | +2.31 | Ethereum was flat to slightly positive at close ($2298.64, +0.09% 1h), with Bitcoin outperforming (+2.18% 24h), suggesting modest risk-on sentiment that limited further ETH downside. The short thesis failed to capture mean reversion despite Aave WETH utiliz… |
| 05-01 13:55 | ETH | Sell | -11.73 | At close, ETH was consolidating with modest intraday gains (+0.40% 1h, +2.31% 24h) while maintaining negative funding rates (-0.0022%), indicating weak long positioning and absence of euphoric leverage that would validate mean-reversion logic. The trade's t… |
| 05-01 10:03 | ETH | Sell | -4.76 | At close, ETH was range-bound in a weak 24-hour session (+0.76%) with negative 7-day momentum (-1.56%), while BTC held slightly firmer gains, creating a modest tailwind against the short thesis. The trade's thesis failed because Aave WETH utilization exhaus… |