16
closed trades
44%
win rate
-6.61
total pnl ($)
1.233
weight
7d window — n=5 wr=40% pnl=+1.86
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-22 13:13:40 (35.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
auk
n: 16
· wr: 25.0%
· total_bps: -485.5
· mean_bps: -30.34
· sharpe: -0.64
· max_dd_bps: -519.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 16 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 19:54 | BTC | Buy | 60225→59826 | -3.78 | timeout |
| 06-26 07:47 | BTC | Buy | 59652→60497 | +6.63 | timeout |
| 06-25 19:21 | BTC | Buy | 59178→59221 | -0.09 | timeout |
| 06-22 16:39 | BTC | Buy | 65076.3→64608.8 | -4.05 | timeout |
| 06-22 01:20 | BTC | Buy | 63607.2→64065.8 | +3.15 | timeout |
| 06-18 19:39 | BTC | Buy | 62856.1→62822.9 | -0.69 | timeout |
| 06-18 05:04 | BTC | Buy | 64548.2→63665 | -7.29 | stop_loss |
| 06-16 18:41 | BTC | Buy | 65700.3→65802.7 | +0.31 | timeout |
| 06-11 21:30 | BTC | Buy | 63092.2→63466.8 | +2.50 | timeout |
| 06-11 09:20 | BTC | Buy | 62621.1→62781.9 | +0.81 | timeout |
| 05-31 16:40 | BTC | Buy | 73904.3→73485.7 | -3.29 | timeout |
| 05-30 23:13 | BTC | Buy | 73972.3→73817.7 | -1.51 | timeout |
| 05-30 01:39 | BTC | Buy | 73551.3→73616.7 | -0.01 | timeout |
| 05-29 06:18 | BTC | Buy | 73591.3→73387.7 | -1.85 | timeout |
| 05-28 17:31 | BTC | Buy | 73054.3→73336.7 | +1.46 | timeout |
| 05-26 12:08 | BTC | Buy | 76659.2→76898.8 | +1.11 | timeout |
Paper vs Live
Paper (trades.jsonl)
16
closed
44%
win rate
-6.61
total pnl ($)
-8.1 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 | 16 | 44% | -8.1 | -6.61 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 03:51 | BTC | Buy | below_min_notional_skip |
| 06-25 15:32 | BTC | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||