71
closed trades
37%
win rate
-75.71
total pnl ($)
1.124
weight
7d window — n=13 wr=38% pnl=-10.57
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 06:53:59 (34.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
dh
n: 32
· wr: 28.1%
· total_bps: -442.0
· mean_bps: -13.81
· sharpe: -0.20
· max_dd_bps: -694.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 71 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 13:49 | BTC | Buy | 64237.2→65436.7 | +8.85 | timeout |
| 06-21 15:23 | BTC | Buy | 63988.2→64159.8 | +0.91 | timeout |
| 06-21 05:17 | BTC | Buy | 64254.2→64202.8 | -0.85 | timeout |
| 06-20 21:15 | BTC | Buy | 64023.2→63953.8 | -0.99 | timeout |
| 06-20 13:11 | BTC | Buy | 63642.2→63588.8 | -0.88 | timeout |
| 06-20 05:11 | BTC | Buy | 63257.2→63800.8 | +3.85 | timeout |
| 06-19 21:08 | BTC | Buy | 63162.2→63179.8 | -0.32 | timeout |
| 06-19 12:29 | BTC | Buy | 62805.1→62530.9 | -2.61 | timeout |
| 06-19 03:01 | BTC | Buy | 63074.2→62985.9 | -1.13 | timeout |
| 06-18 15:37 | BTC | Buy | 64128.2→62935.4 | -9.75 | stop_loss |
| 06-17 19:40 | BTC | Buy | 65430.3→64213.7 | -9.75 | stop_loss |
| 06-16 21:16 | BTC | Buy | 65829.3→65894.7 | +0.02 | timeout |
| 06-16 12:18 | BTC | Buy | 66210.3→66547.7 | +2.08 | timeout |
| 06-15 23:09 | BTC | Buy | 66845.3→66209.7 | -5.22 | timeout |
| 06-15 15:06 | BTC | Buy | 65670.3→66604.7 | +6.67 | timeout |
| 06-15 07:01 | BTC | Buy | 65523.3→65712.7 | +0.99 | timeout |
| 06-14 22:58 | BTC | Buy | 63931.2→65396.7 | +11.00 | timeout |
| 06-14 14:55 | BTC | Buy | 64460.2→63884.8 | -4.92 | timeout |
| 06-14 06:52 | BTC | Buy | 64513.2→64236.8 | -2.59 | timeout |
| 06-13 22:48 | BTC | Buy | 64006.2→64460.8 | +3.09 | timeout |
| 06-13 14:16 | BTC | Buy | 63789.2→64162.8 | +2.47 | timeout |
| 06-12 20:25 | BTC | Buy | 63422.2→63504.8 | +0.20 | timeout |
| 06-12 00:18 | BTC | Buy | 63531.2→63609.8 | +0.14 | timeout |
| 06-11 09:58 | BTC | Buy | 62701.1→62886.9 | +1.00 | timeout |
| 06-05 00:33 | BTC | Buy | 63811.2→63807.8 | -0.48 | timeout |
| 06-03 15:57 | BTC | Buy | 67315.4→66063.6 | -9.76 | stop_loss |
| 06-02 14:00 | BTC | Buy | 69981.5→68679.2 | -9.77 | stop_loss |
| 06-02 09:04 | BTC | Buy | 70874.5→69539.7 | -9.90 | stop_loss |
| 06-02 01:05 | BTC | Buy | 71451.6→71290.4 | -1.62 | timeout |
| 06-01 01:52 | BTC | Buy | 73517.7→73420.3 | -1.13 | timeout |
| 05-31 14:29 | BTC | Buy | 73944.7→73574.3 | -2.96 | timeout |
| 05-31 05:56 | BTC | Buy | 73817.7→74028.3 | +0.96 | timeout |
| 05-30 21:58 | BTC | Buy | 73877.7→73926.3 | -0.15 | timeout |
| 05-30 09:57 | BTC | Buy | 73508.7→73566.3 | -0.06 | timeout |
| 05-29 19:37 | BTC | Buy | 73091.7→73591.3 | +2.95 | timeout |
| 05-29 08:04 | BTC | Buy | 73598.7→73646.3 | -0.14 | timeout |
| 05-28 23:44 | BTC | Buy | 73453.7→73580.3 | +0.37 | timeout |
| 05-27 22:00 | BTC | Buy | 75273.8→74379.3 | -6.41 | timeout |
| 05-25 09:39 | BTC | Sell | 77054.1→77612.9 | -4.04 | timeout |
| 05-23 19:15 | BTC | Sell | 74948.3→75785.8 | -6.02 | timeout |
| 05-23 06:59 | BTC | Buy | 75368.8→75356.2 | -0.53 | timeout |
| 05-22 22:01 | BTC | Buy | 76812.8→75940.2 | -6.15 | timeout |
| 05-22 14:02 | BTC | Buy | 77433.9→77167.1 | -2.20 | timeout |
| 05-22 04:43 | BTC | Buy | 77623.9→77657.1 | -0.24 | timeout |
| 05-21 20:43 | BTC | Buy | 76969.8→77617.1 | +3.72 | timeout |
| 05-21 12:42 | BTC | Buy | 77680.9→77199.1 | -3.58 | timeout |
| 05-21 04:42 | BTC | Buy | 77412.9→77964.1 | +3.09 | timeout |
| 05-20 20:41 | BTC | Buy | 77371.9→77635.1 | +1.23 | timeout |
| 05-20 11:43 | BTC | Buy | 77203.9→77338.1 | +0.39 | timeout |
| 05-20 03:43 | BTC | Buy | 77005.9→76722.2 | -2.32 | timeout |
| 05-19 19:42 | BTC | Buy | 76833.8→76851.2 | -0.37 | timeout |
| 05-19 10:23 | BTC | Buy | 76729.8→76774.2 | -0.18 | timeout |
| 05-19 02:23 | BTC | Buy | 77067.9→76786.2 | -2.30 | timeout |
| 05-18 15:06 | BTC | Buy | 77472.9→76036.2 | -9.73 | stop_loss |
| 05-15 22:59 | BTC | Buy | 79265→79066 | -1.69 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-11 08:58 | BTC | Buy | 81173.1→80743 | -3.13 | timeout |
| 05-10 16:08 | BTC | Buy | 80686→81359.9 | +3.73 | timeout |
| 05-10 08:07 | BTC | Buy | 80632→80694 | -0.08 | timeout |
| 05-09 21:16 | BTC | Buy | 80245→80813 | +3.09 | timeout |
| 05-09 08:51 | BTC | Buy | 80363→80392 | -0.25 | timeout |
| 05-09 00:51 | BTC | Buy | 80221→80190 | -0.62 | timeout |
| 05-07 21:03 | BTC | Buy | 80138→79810 | -2.52 | timeout |
| 05-07 11:11 | BTC | Buy | 81009.1→80911 | -1.07 | timeout |
| 05-06 19:31 | BTC | Buy | 81954.1→81271.9 | -4.60 | timeout |
| 05-03 01:52 | BTC | Buy | 78437.9→78217.1 | -1.86 | timeout |
| 04-30 02:08 | BTC | Buy | 75601→76251 | +3.85 | timeout |
| 04-29 02:05 | BTC | Buy | 76411→76501 | +0.14 | timeout |
| 04-28 13:01 | BTC | Sell | 76660→76304 | +1.87 | timeout |
| 04-28 03:43 | BTC | Sell | 76894→76760 | +0.42 | timeout |
| 04-27 05:16 | BTC | Buy | 79072→77964 | -7.46 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
71
closed
37%
win rate
-75.71
total pnl ($)
-21.1 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 | 71 | 37% | -21.1 | -75.71 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 08:07 | BTC | Buy | -0.08 | BTC was trading in a mild uptrend across timeframes with low funding and stable open interest. The thesis failed because the trade was not executed before the timeout, resulting in a negligible loss from an unfilled order. |
| 05-09 21:16 | BTC | Buy | +3.09 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but overall weekly weakness. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-09 08:51 | BTC | Buy | -0.25 | The market was in a low-funding, steady OI environment with no clear directional catalyst. The thesis failed because the trade expired without entry, resulting in a minimal loss from the timeout close reason. |
| 05-09 00:51 | BTC | Buy | -0.62 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade was closed by timeout, likely due to insufficient short-term momentum to trigger an exit before expiration. |
| 05-07 21:03 | BTC | Buy | -2.52 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching the target or stop, as the lack of volatility prevented any meaningful pr… |
| 05-07 11:11 | BTC | Buy | -1.07 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade was closed by timeout without reaching entry or exit, likely due to insufficient momentum to trigger the buy in a weak macro context. |
| 05-06 19:31 | BTC | Buy | -4.60 | The market was in a mild intraday uptick but remained in a broader weekly downtrend with low funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time window. |
| 05-03 01:52 | BTC | Buy | -1.86 | At close, Bitcoin was consolidating near $78,436 with minimal directional momentum (1h: -0.11%, 24h: +0.28%) while funding rates had turned slightly negative at -0.0002%, signaling weakening bull conviction despite elevated open interest of $4B. The trade's… |
| 04-30 02:08 | BTC | Buy | +3.85 | # Trade Analysis: majors-fund-cons-1777493271 BTC was consolidating with minimal intraday momentum (1h: +0.07%, 24h: -0.38%) at the time of close, while the funding rate had turned slightly negative (-0.000996%), signaling weakening bullish conviction amon… |
| 04-27 05:16 | BTC | Buy | -7.46 | Bitcoin was declining sharply in the hour leading up to the close, dropping 1.73%, while broader funding conditions remained positive at 0.0067%. The majors funding consensus signal failed because despite the bullish consensus setup across BTC/ETH/SOL, Bitc… |