98
closed trades
36%
win rate
-162.89
total pnl ($)
1.061
weight
7d window — n=10 wr=20% pnl=-26.07
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:57:02 (22.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bi
n: 244
· wr: 41.0%
· total_bps: -3002.1
· mean_bps: -12.30
· sharpe: -0.12
· max_dd_bps: -4386.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 98 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 10:39 | BTC | Buy | 60644→59516.2 | -9.75 | stop_loss |
| 06-26 02:13 | BTC | Buy | 59919→58804.6 | -9.74 | stop_loss |
| 06-25 14:10 | BTC | Sell | 58590.1→59682.8 | -9.78 | stop_loss |
| 06-25 03:51 | BTC | Buy | 61036.1→60757 | -2.73 | timeout |
| 06-24 15:47 | BTC | Sell | 62365.9→60376 | +15.49 | take_profit |
| 06-24 00:30 | BTC | Buy | 62310.1→62835.9 | +3.78 | timeout |
| 06-22 19:45 | BTC | Buy | 65412.3→64321.8 | -8.80 | timeout |
| 06-22 08:26 | BTC | Buy | 64539.2→64233.8 | -2.84 | timeout |
| 06-21 18:22 | BTC | Sell | 63973.8→63996.2 | -0.65 | timeout |
| 06-19 20:54 | BTC | Buy | 63246.2→63171.8 | -1.05 | timeout |
| 06-19 11:51 | BTC | Sell | 62711.9→62635.1 | +0.14 | timeout |
| 06-18 18:02 | BTC | Sell | 63993.8→62579.1 | +10.54 | timeout |
| 06-17 18:05 | BTC | Buy | 65921.3→64657.4 | -10.04 | stop_loss |
| 06-17 11:05 | BTC | Buy | 65794.3→64544.5 | -9.97 | stop_loss |
| 06-16 14:32 | BTC | Buy | 66606.3→65368 | -9.76 | stop_loss |
| 06-16 05:34 | BTC | Sell | 66190.7→66049.3 | +0.61 | timeout |
| 06-15 04:34 | BTC | Buy | 65255.3→65691.7 | +2.89 | timeout |
| 06-14 20:32 | BTC | Sell | 64079.8→63902.2 | +0.95 | timeout |
| 06-13 15:48 | BTC | Buy | 63771.2→64207.8 | +2.97 | timeout |
| 06-13 07:48 | BTC | Buy | 63815.2→63792.8 | -0.63 | timeout |
| 06-12 21:24 | BTC | Buy | 64253.2→63535.8 | -6.04 | timeout |
| 06-12 12:49 | BTC | Sell | 62944.9→63479.2 | -4.68 | timeout |
| 06-11 18:02 | BTC | Sell | 62611.9→63779.1 | -9.76 | stop_loss |
| 06-11 02:22 | BTC | Sell | 61750.9→62082.1 | -3.12 | timeout |
| 06-10 13:43 | BTC | Sell | 61132.9→62296.2 | -9.96 | stop_loss |
| 06-09 14:21 | BTC | Buy | 62818.1→61642.1 | -9.81 | stop_loss |
| 06-09 05:22 | BTC | Sell | 63176.8→63317.2 | -1.56 | timeout |
| 06-08 14:13 | BTC | Sell | 63123.8→63836.2 | -6.08 | timeout |
| 06-08 04:52 | BTC | Buy | 63129.2→62829.9 | -2.82 | timeout |
| 06-07 20:48 | BTC | Sell | 61844.9→61794.1 | -0.05 | timeout |
| 06-07 00:05 | BTC | Sell | 60552→60904 | -3.33 | timeout |
| 06-06 10:30 | BTC | Buy | 61348.1→60196.9 | -9.83 | stop_loss |
| 06-05 20:08 | BTC | Sell | 59535→60643.3 | -9.76 | stop_loss |
| 06-05 12:01 | BTC | Buy | 62837.1→61668.1 | -9.76 | stop_loss |
| 06-05 06:24 | BTC | Sell | 63205.8→61189.1 | +15.49 | take_profit |
| 06-04 18:30 | BTC | Sell | 62960.9→64135.3 | -9.78 | stop_loss |
| 06-04 14:28 | BTC | Sell | 63436.8→64095.2 | -5.65 | timeout |
| 06-04 00:29 | BTC | Sell | 65523.7→63433.2 | +15.50 | take_profit |
| 06-03 12:42 | BTC | Buy | 67386.4→66891.7 | -4.11 | timeout |
| 06-03 03:05 | BTC | Sell | 67740.6→66587.3 | +8.07 | timeout |
| 06-02 15:30 | BTC | Sell | 69426.5→67201.4 | +15.58 | take_profit |
| 05-31 16:18 | BTC | Sell | 73778.3→73591.7 | +0.83 | timeout |
| 05-30 20:47 | BTC | Buy | 73937.7→73887.3 | -0.82 | timeout |
| 05-29 22:51 | BTC | Sell | 73985.3→73386.7 | +3.60 | timeout |
| 05-29 12:34 | BTC | Buy | 73685.7→73241.3 | -3.47 | timeout |
| 05-28 20:58 | BTC | Sell | 72985.4→73562.7 | -4.37 | timeout |
| 05-27 17:24 | BTC | Buy | 75993.8→74987.3 | -7.08 | timeout |
| 05-26 18:40 | BTC | Buy | 77038.9→76031.2 | -7.01 | timeout |
| 05-26 04:10 | BTC | Sell | 77291.1→76580.8 | +4.15 | timeout |
| 05-25 07:07 | BTC | Buy | 77077.9→77388.1 | +1.53 | timeout |
| 05-24 21:48 | BTC | Sell | 76396.2→76140.8 | +1.22 | timeout |
| 05-23 22:42 | BTC | Buy | 75495.8→76514.2 | +6.28 | timeout |
| 05-22 14:32 | BTC | Sell | 77438.1→76806.8 | +3.65 | timeout |
| 05-22 02:38 | BTC | Buy | 77687.9→77601.1 | -1.02 | timeout |
| 05-21 16:39 | BTC | Sell | 77231.1→77070.9 | +0.60 | timeout |
| 05-21 03:16 | BTC | Buy | 77734.9→77926.1 | +0.76 | timeout |
| 05-20 06:06 | BTC | Sell | 76732.2→77182.9 | -3.35 | timeout |
| 05-19 22:04 | BTC | Sell | 76510.2→76824.8 | -2.47 | timeout |
| 05-19 12:03 | BTC | Sell | 76917.2→76730.8 | +0.77 | timeout |
| 05-19 03:13 | BTC | Buy | 76906.8→76744.2 | -1.53 | timeout |
| 05-18 16:24 | BTC | Sell | 76729.2→76400.8 | +1.69 | timeout |
| 05-16 12:00 | BTC | Sell | 78984.1→78988 | -0.45 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.47 | timeout |
| 05-11 20:02 | BTC | Buy | 81153.1→81949.9 | +4.46 | timeout |
| 05-11 03:12 | BTC | Buy | 82281.1→80755.6 | -9.74 | stop_loss |
| 05-09 19:14 | BTC | Sell | 80336→80852 | -3.67 | timeout |
| 05-09 00:57 | BTC | Buy | 80114→80188 | +0.04 | timeout |
| 05-08 16:52 | BTC | Buy | 80204→79764 | -3.21 | timeout |
| 05-08 05:27 | BTC | Sell | 79920→79611 | +1.50 | timeout |
| 05-07 14:10 | BTC | Buy | 81555.1→80471 | -7.12 | timeout |
| 05-07 05:05 | BTC | Sell | 81060.9→81062.1 | -0.44 | timeout |
| 05-06 21:04 | BTC | Sell | 81514.9→81418.1 | +0.13 | timeout |
| 05-06 06:37 | BTC | Sell | 79870→81448.8 | -10.26 | stop_loss |
| 05-04 14:54 | BTC | Sell | 79641→80399 | -5.22 | timeout |
| 05-04 01:56 | BTC | Sell | 78369.1→79823.9 | -9.73 | stop_loss |
| 05-03 17:20 | BTC | Buy | 78472.9→78684.1 | +0.87 | timeout |
| 05-03 09:19 | BTC | Sell | 78094.1→78383.9 | -2.32 | timeout |
| 05-02 20:54 | BTC | Buy | 78411.9→78418.1 | -0.41 | timeout |
| 05-02 11:11 | BTC | Sell | 78062.1→78144.9 | -0.98 | timeout |
| 05-02 03:08 | BTC | Sell | 77860.1→78267.9 | -3.10 | timeout |
| 05-01 09:41 | BTC | Buy | 77036.9→77228.1 | +0.78 | timeout |
| 04-30 05:19 | BTC | Buy | 75875→75519 | -2.80 | timeout |
| 04-29 21:04 | BTC | Sell | 76442→75645 | +4.76 | timeout |
| 04-29 04:06 | BTC | Buy | 76377→76900 | +2.97 | timeout |
| 04-28 15:47 | BTC | Sell | 76546→75922 | +3.63 | timeout |
| 04-28 07:41 | BTC | Buy | 77143→76833 | -2.46 | timeout |
| 04-27 21:24 | BTC | Sell | 76652→76853 | -1.76 | timeout |
| 04-27 06:32 | BTC | Buy | 78422→77572 | -5.87 | timeout |
| 04-26 07:48 | BTC | Buy | 77486→77943 | +2.50 | timeout |
| 04-25 23:42 | BTC | Sell | 77297→77595 | -2.38 | timeout |
| 04-25 15:41 | BTC | Buy | 77675→77678 | -0.43 | timeout |
| 04-24 19:26 | BTC | Buy | 78146→77523 | -4.44 | timeout |
| 04-24 11:25 | BTC | Sell | 77534→78291 | -5.33 | timeout |
| 04-24 02:10 | BTC | Sell | 77826→78317 | -3.50 | timeout |
| 04-23 15:23 | BTC | Sell | 77635→78470 | -5.73 | timeout |
| 04-23 00:15 | BTC | Buy | 78742→77797 | -6.35 | stop_loss |
| 04-22 19:51 | BTC | Buy | 78599→78785 | +0.83 | timeout |
| 04-22 02:17 | BTC | Buy | 75757→77121 | +8.65 | take_profit |
Paper vs Live
Paper (trades.jsonl)
98
closed
36%
win rate
-162.89
total pnl ($)
-33.2 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 | 98 | 36% | -33.2 | -162.89 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-24 21:54 | BTC | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 19:14 | BTC | Sell | -3.67 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a broader weekly decline. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs. |
| 05-09 00:57 | BTC | Buy | +0.04 | BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed by timeout before a meaningful move materialized, as the market lacked directional conviction within the given timeframe. |
| 05-08 16:52 | BTC | Buy | -3.21 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired via timeout without reaching an exit trigger, as the lack of volatility prevented the expected mo… |
| 05-08 05:27 | BTC | Sell | +1.50 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade was closed by timeout before the downtrend could resume, missing the anticipated move. |
| 05-07 14:10 | BTC | Buy | -7.12 | The market was in a mild downtrend with BTC declining across all timeframes and negative momentum in both BTC and ETH. The thesis failed because the trade was never entered and closed due to a timeout, likely from insufficient liquidity or order execution d… |
| 05-07 05:05 | BTC | Sell | -0.44 | The market was in a mild downtrend across the board, with BTC and ETH both declining over multiple timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the allowed window. |
| 05-06 21:04 | BTC | Sell | +0.13 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a 0.39% hourly gain but still down 2.88% over seven days. The thesis failed because the trade was closed by timeout, indicating the expected short-term move did not… |
| 05-06 06:37 | BTC | Sell | -10.26 | The market was in a low-funding, high-open-interest environment where BTC price action remained range-bound without a clear directional break. The thesis failed because the anticipated volatility expansion never materialized, triggering the stop loss as the… |
| 05-04 14:54 | BTC | Sell | -5.22 | The market was in a low-volatility consolidation phase with minimal funding rates and stable order flow. The thesis failed because the trade was closed due to a timeout before any significant price movement occurred to validate the directional bias. |
| 05-02 20:54 | BTC | Buy | -0.41 | # Trade Analysis: MA(5h) Cross MA(20h) Buy Signal **Market Context at Close:** Bitcoin was trading in a low-funding environment (-0.001144%), indicating weak demand for leveraged longs despite substantial open interest of $4.07B, suggesting consolidation o… |