27
closed trades
48%
win rate
+3.06
total pnl ($)
1.204
weight
7d window — n=4 wr=25% pnl=-6.06
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:13:23 (19.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_amh
n: 11
· wr: 36.4%
· total_bps: -113.9
· mean_bps: -10.35
· sharpe: -0.20
· max_dd_bps: -232.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 27 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 06:38 | BTC | Buy | 64504.2→64274.8 | -1.78 | timeout |
| 06-20 16:46 | BTC | Buy | 63849.2→63931.8 | +0.15 | timeout |
| 06-19 15:47 | BTC | Buy | 63187.2→63207.8 | -0.22 | timeout |
| 06-17 18:00 | BTC | Buy | 66336.3→65699.8 | -4.20 | stop_loss |
| 06-14 21:40 | BTC | Buy | 64425.2→65395.7 | +5.67 | take_profit |
| 06-11 19:36 | BTC | Buy | 63164.2→63723.8 | +3.18 | timeout |
| 06-11 12:30 | BTC | Buy | 63156.2→62546.6 | -4.22 | stop_loss |
| 06-10 16:25 | BTC | Buy | 62690.1→62087.8 | -4.20 | stop_loss |
| 06-10 15:39 | BTC | Buy | 62077.1→62222.9 | +0.58 | timeout |
| 06-09 20:19 | BTC | Buy | 61912.1→62016.9 | +0.32 | timeout |
| 06-07 22:15 | BTC | Buy | 62933.1→63870.8 | +5.60 | take_profit |
| 06-07 10:51 | BTC | Buy | 62807.1→62335.9 | -3.36 | timeout |
| 06-07 03:31 | BTC | Buy | 61508.1→61607.9 | +0.29 | timeout |
| 06-06 07:24 | BTC | Buy | 60816→60865 | -0.04 | timeout |
| 06-06 02:02 | BTC | Buy | 61210.1→61000.9 | -1.73 | timeout |
| 06-05 20:50 | BTC | Buy | 60714→61618.9 | +5.60 | take_profit |
| 06-05 18:15 | BTC | Buy | 60770→60595 | -1.52 | timeout |
| 06-05 10:36 | BTC | Buy | 63002.1→62397.7 | -4.20 | stop_loss |
| 06-05 07:33 | BTC | Buy | 61504.1→62420.9 | +5.60 | take_profit |
| 06-04 14:08 | BTC | Buy | 63398.2→64342.8 | +5.60 | take_profit |
| 06-04 03:32 | BTC | Buy | 63347.2→64292.8 | +5.61 | take_profit |
| 06-03 07:05 | BTC | Buy | 66920.3→66986.7 | +0.03 | timeout |
| 06-03 01:43 | BTC | Buy | 67073.4→66415.5 | -4.28 | stop_loss |
| 06-02 04:27 | BTC | Buy | 70628.5→70937.5 | +1.38 | timeout |
| 05-26 14:37 | BTC | Buy | 77999.9→77238.5 | -4.26 | stop_loss |
| 05-26 12:38 | BTC | Buy | 77369.9→76995.2 | -2.30 | timeout |
| 05-25 17:06 | BTC | Buy | 77679.9→77709.1 | -0.22 | timeout |
Paper vs Live
Paper (trades.jsonl)
27
closed
48%
win rate
+3.06
total pnl ($)
+2.9 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 | 27 | 48% | +2.9 | +3.06 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||