5
closed trades
40%
win rate
-9.47
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 13:02:49 (39.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acq
n: 35
· wr: 40.0%
· total_bps: -770.2
· mean_bps: -22.01
· sharpe: -0.31
· max_dd_bps: -770.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-02 05:24 | ETH | Sell | 2296.17→2297.53 | -0.81 | timeout |
| 05-01 23:24 | ETH | Sell | 2303.97→2290.13 | +2.80 | timeout |
| 05-01 17:22 | ETH | Sell | 2308.37→2303.13 | +0.76 | timeout |
| 05-01 11:21 | ETH | Sell | 2277.37→2292.83 | -4.23 | timeout |
| 05-01 03:20 | ETH | Sell | 2263.17→2293.98 | -7.98 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
5
closed
40%
win rate
-9.47
total pnl ($)
-34.4 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 | 5 | 40% | -34.4 | -9.47 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 05:24 | ETH | Sell | -0.81 | When ETH closed, the market was consolidating with minimal hourly momentum (-0.13%) despite modest 24-hour gains, indicating a lack of directional conviction rather than the panic selling the deleveraging thesis anticipated. The trade's thesis failed becaus… |
| 05-01 23:24 | ETH | Sell | +2.80 | At 16:44 UTC on 2/28, ETH was consolidating flat with mild weakness on the 1h (-0.20%) while BTC held stronger momentum (+2.28% 24h), creating a mixed risk-off backdrop where short-duration longs were losing conviction. The thesis failed because AAVE WETH u… |
| 05-01 17:22 | ETH | Sell | +0.76 | ETH was consolidating in a narrow range at $2304 with modest positive momentum (24h +2.23%), showing no urgency to move sharply lower despite elevated funding rates. The thesis partially worked on the deleveraging signal—AAVE WETH utilization at 100% on Arb… |
| 05-01 11:21 | ETH | Sell | -4.23 | # Trade Closeout Analysis **Market Context:** ETH traded sideways at $2,285–$2,293 over the 4-hour window with minimal directional bias (1h=+0.08%, 24h=+0.88%), and funding rates were deeply negative (-0.089%) signaling overbought leveraged longs—condition… |
| 05-01 03:20 | ETH | Sell | -7.98 | # Trade Analysis: ETH Short (AAVE Utilization Spike) 1. **Market Context at Close**: ETH was trading at $2282.19 with mild positive momentum (0.78% 1h, 1.69% 24h) while maintaining a weekly downtrend (-2.19% 7d), and negative funding (-0.000676%) suggested… |