202
closed trades
33%
win rate
-145.51
total pnl ($)
1.234
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:01:35 (19.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_amb
n: 5122
· wr: 38.9%
· total_bps: -39543.2
· mean_bps: -7.72
· sharpe: -0.22
· max_dd_bps: -40168.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-01 03:14 | BTC | Buy | 73545.7→73843.3 | +1.57 | timeout |
| 06-01 00:37 | BTC | Buy | 73624.7→73878.3 | +1.27 | timeout |
| 05-31 20:52 | BTC | Buy | 73517.7→73697.3 | +0.77 | timeout |
| 05-31 18:36 | BTC | Buy | 73658.7→73634.3 | -0.62 | timeout |
| 05-31 15:54 | BTC | Buy | 73673.7→73627.3 | -0.77 | timeout |
| 05-31 14:29 | BTC | Buy | 73932.7→73574.3 | -2.87 | timeout |
| 05-31 12:42 | BTC | Buy | 73909.7→73936.3 | -0.28 | timeout |
| 05-31 11:38 | BTC | Buy | 73791.7→73892.3 | +0.23 | timeout |
| 05-31 10:14 | BTC | Buy | 73889.7→73821.3 | -0.92 | timeout |
| 05-31 09:29 | BTC | Buy | 73944.7→73925.3 | -0.59 | timeout |
| 05-31 08:26 | BTC | Buy | 73868.7→73939.3 | +0.02 | timeout |
| 05-31 07:48 | BTC | Buy | 74045.7→73847.3 | -1.80 | timeout |
| 05-31 07:04 | BTC | Buy | 73975.7→73948.3 | -0.64 | timeout |
| 05-31 06:33 | BTC | Buy | 74123.7→74060.3 | -0.88 | timeout |
| 05-31 03:42 | BTC | Buy | 73897.7→74119.3 | +1.05 | timeout |
| 05-31 02:40 | BTC | Buy | 74069.7→73908.3 | -1.54 | timeout |
| 05-31 01:14 | BTC | Buy | 73865.7→74102.3 | +1.15 | timeout |
| 05-31 00:43 | BTC | Buy | 73778.7→73922.3 | +0.52 | timeout |
| 05-30 18:17 | BTC | Buy | 73892.7→73985.3 | +0.17 | timeout |
| 05-30 16:20 | BTC | Buy | 73908.7→73904.3 | -0.48 | timeout |
| 05-30 13:41 | BTC | Buy | 73651.7→73710.3 | -0.05 | timeout |
| 05-30 12:36 | BTC | Buy | 73573.7→73641.3 | +0.01 | timeout |
| 05-30 11:13 | BTC | Buy | 73608.7→73597.3 | -0.53 | timeout |
| 05-30 10:40 | BTC | Buy | 73528.7→73595.3 | +0.00 | timeout |
| 05-29 11:25 | BTC | Buy | 73615.7→73636.3 | -0.31 | timeout |
| 05-29 10:51 | BTC | Buy | 73711.7→73602.3 | -1.19 | timeout |
| 05-29 10:17 | BTC | Buy | 73815.7→73622.3 | -1.76 | timeout |
| 05-29 09:45 | BTC | Buy | 73778.7→73790.3 | -0.37 | timeout |
| 05-29 09:10 | BTC | Buy | 73680.7→73715.3 | -0.22 | timeout |
| 05-29 08:39 | BTC | Buy | 73449.7→73767.3 | +1.71 | timeout |
| 05-29 08:08 | BTC | Buy | 73745.7→73625.3 | -1.27 | timeout |
| 05-29 07:34 | BTC | Buy | 73685.7→73518.3 | -1.59 | timeout |
| 05-29 04:39 | BTC | Buy | 73292.7→73380.3 | +0.14 | timeout |
| 05-29 04:03 | BTC | Buy | 73236.7→73330.3 | +0.18 | timeout |
| 05-29 03:32 | BTC | Buy | 73329.7→73368.3 | -0.19 | timeout |
| 05-29 02:58 | BTC | Buy | 73579.7→73204.3 | -3.01 | timeout |
| 05-29 02:27 | BTC | Buy | 73581.7→73386.3 | -1.78 | timeout |
| 05-29 01:57 | BTC | Buy | 73676.7→73561.3 | -1.24 | timeout |
| 05-29 01:26 | BTC | Buy | 73803.7→73574.3 | -2.01 | timeout |
| 05-29 00:51 | BTC | Buy | 73543.7→73747.3 | +0.93 | timeout |
| 05-29 00:16 | BTC | Buy | 73579.7→73677.3 | +0.21 | timeout |
| 05-28 23:44 | BTC | Buy | 73482.7→73580.3 | +0.21 | timeout |
| 05-28 23:11 | BTC | Buy | 73704.7→73529.3 | -1.65 | timeout |
| 05-28 22:39 | BTC | Buy | 73759.7→73533.3 | -1.99 | timeout |
| 05-28 22:04 | BTC | Buy | 73546.7→73766.3 | +1.04 | timeout |
| 05-28 21:29 | BTC | Buy | 73641.7→73707.3 | -0.01 | timeout |
| 05-28 20:54 | BTC | Buy | 73435.7→73649.3 | +1.00 | timeout |
| 05-28 20:16 | BTC | Buy | 73443.7→73435.3 | -0.51 | timeout |
| 05-28 19:43 | BTC | Buy | 73581.7→73408.3 | -1.63 | timeout |
| 05-28 19:10 | BTC | Buy | 73664.7→73479.3 | -1.71 | timeout |
| 05-28 18:38 | BTC | Buy | 73454.7→73569.3 | +0.32 | timeout |
| 05-28 18:08 | BTC | Buy | 73458.7→73697.3 | +1.17 | timeout |
| 05-28 17:38 | BTC | Buy | 73202.7→73447.3 | +1.21 | timeout |
| 05-28 17:07 | BTC | Buy | 72737.6→73375.3 | +3.93 | timeout |
| 05-28 16:33 | BTC | Buy | 72831.6→73191.3 | +2.01 | timeout |
| 05-28 15:59 | BTC | Buy | 73017.7→72911.4 | -1.18 | timeout |
| 05-28 15:26 | BTC | Buy | 73059.7→72865.4 | -1.79 | timeout |
| 05-28 14:55 | BTC | Buy | 72950.6→72978.4 | -0.27 | timeout |
| 05-28 14:22 | BTC | Buy | 73156.7→73173.3 | -0.34 | timeout |
| 05-28 13:36 | BTC | Buy | 73526.7→72815.9 | -5.29 | stop_loss |
| 05-28 13:19 | BTC | Buy | 73326.7→73221.3 | -1.17 | timeout |
| 05-28 12:47 | BTC | Buy | 73408.7→73493.3 | +0.12 | timeout |
| 05-28 12:17 | BTC | Buy | 73371.7→73347.3 | -0.62 | timeout |
| 05-28 11:46 | BTC | Buy | 73524.7→73402.3 | -1.28 | timeout |
| 05-28 11:13 | BTC | Buy | 73559.7→73387.3 | -1.62 | timeout |
| 05-28 10:40 | BTC | Buy | 73419.7→73462.3 | -0.16 | timeout |
| 05-28 10:08 | BTC | Buy | 73337.7→73498.3 | +0.65 | timeout |
| 05-28 09:35 | BTC | Buy | 73242.7→73397.3 | +0.61 | timeout |
| 05-28 09:02 | BTC | Buy | 73329.7→73301.3 | -0.64 | timeout |
| 05-28 08:30 | BTC | Buy | 73254.7→73196.3 | -0.85 | timeout |
| 05-28 07:57 | BTC | Buy | 73106.7→73386.3 | +1.46 | timeout |
| 05-28 07:25 | BTC | Buy | 72903.6→73277.3 | +2.11 | timeout |
| 05-28 06:54 | BTC | Buy | 73003.7→73068.3 | -0.01 | timeout |
| 05-28 06:24 | BTC | Buy | 72993.6→72902.4 | -1.08 | timeout |
| 05-28 05:52 | BTC | Buy | 73105.7→72977.4 | -1.33 | timeout |
| 05-28 05:22 | BTC | Buy | 72909.6→72906.4 | -0.47 | timeout |
| 05-28 04:02 | BTC | Buy | 73422.7→72709 | -5.31 | stop_loss |
| 05-28 04:02 | BTC | Buy | 73699.7→72989.8 | -5.27 | stop_loss |
| 05-28 03:18 | BTC | Buy | 74289.7→73576.5 | -5.25 | stop_loss |
| 05-28 03:18 | BTC | Buy | 74281.7→73826.3 | -3.52 | timeout |
| 05-28 02:47 | BTC | Buy | 74289.7→74255.3 | -0.68 | timeout |
| 05-28 02:17 | BTC | Buy | 74328.7→74320.3 | -0.51 | timeout |
| 05-28 01:46 | BTC | Buy | 74528.7→74338.3 | -1.73 | timeout |
| 05-28 01:15 | BTC | Buy | 74432.7→74382.3 | -0.79 | timeout |
| 05-28 00:45 | BTC | Buy | 74390.7→74522.3 | +0.43 | timeout |
| 05-28 00:15 | BTC | Buy | 74442.7→74421.3 | -0.59 | timeout |
| 05-27 23:44 | BTC | Buy | 74619.7→74311.3 | -2.52 | timeout |
| 05-27 23:14 | BTC | Buy | 74366.7→74395.3 | -0.26 | timeout |
| 05-27 22:44 | BTC | Buy | 74516.7→74592.3 | +0.05 | timeout |
| 05-27 21:44 | BTC | Buy | 75117.8→74374.1 | -5.40 | stop_loss |
| 05-27 21:40 | BTC | Buy | 75215.8→74489 | -5.28 | stop_loss |
| 05-27 21:13 | BTC | Buy | 75238.8→75158.2 | -0.99 | timeout |
| 05-27 20:42 | BTC | Buy | 74956.7→75207.2 | +1.22 | timeout |
| 05-27 20:11 | BTC | Buy | 74942.7→75232.2 | +1.48 | timeout |
| 05-27 19:41 | BTC | Buy | 74918.7→75004.2 | +0.12 | timeout |
| 05-27 19:10 | BTC | Buy | 74798.7→74935.3 | +0.46 | timeout |
| 05-27 18:40 | BTC | Buy | 74949.7→74891.3 | -0.84 | timeout |
| 05-27 18:09 | BTC | Buy | 75082.8→74811.3 | -2.26 | timeout |
| 05-27 17:39 | BTC | Buy | 75031.8→74980.3 | -0.79 | timeout |
| 05-27 17:07 | BTC | Buy | 75240.8→75176.2 | -0.88 | timeout |
Paper vs Live
Paper (trades.jsonl)
202
closed
33%
win rate
-145.51
total pnl ($)
-14.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 202 | 33% | -14.4 | -145.51 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||