35
closed trades
51%
win rate
+24.47
total pnl ($)
1.330
weight
7d window — n=5 wr=80% pnl=+12.18
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:56:13 (23.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bh
n: 108
· wr: 42.6%
· total_bps: -260.1
· mean_bps: -2.41
· sharpe: -0.01
· max_dd_bps: -2667.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 35 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 20:31 | BTC | Sell | 60412→60246 | +0.89 | timeout |
| 06-27 00:05 | BTC | Sell | 59466→60072 | -5.53 | timeout |
| 06-26 01:44 | BTC | Sell | 60171→59295 | +6.82 | timeout |
| 06-25 01:45 | BTC | Sell | 61480.9→60791 | +5.16 | timeout |
| 06-23 19:02 | BTC | Sell | 62904.9→62239.1 | +4.85 | timeout |
| 06-17 22:32 | BTC | Buy | 64944.2→64341.8 | -5.08 | timeout |
| 06-17 02:09 | BTC | Buy | 66072.3→65843.7 | -2.19 | timeout |
| 06-16 06:08 | BTC | Buy | 66808.3→66076.7 | -5.90 | timeout |
| 06-15 09:45 | BTC | Buy | 65443.3→65528.7 | +0.20 | timeout |
| 06-13 23:05 | BTC | Buy | 63833.2→64427.8 | +4.20 | timeout |
| 06-13 03:02 | BTC | Buy | 64142.2→63649.8 | -4.29 | timeout |
| 06-10 19:50 | BTC | Sell | 61673.9→61914.1 | -2.36 | timeout |
| 06-09 21:08 | BTC | Sell | 62705.9→62023.1 | +4.96 | timeout |
| 06-09 01:02 | BTC | Sell | 63748.8→62677.1 | +7.96 | timeout |
| 06-07 22:14 | BTC | Sell | 62029.9→63556.9 | -12.76 | stop_loss |
| 06-07 06:36 | BTC | Sell | 60709→62207.2 | -12.81 | stop_loss |
| 06-06 12:50 | BTC | Sell | 61230.9→60963 | +1.71 | timeout |
| 06-05 15:39 | BTC | Sell | 62860.9→60099 | +21.50 | take_profit |
| 06-04 19:49 | BTC | Sell | 63833.8→63752.2 | +0.20 | timeout |
| 06-04 00:29 | BTC | Sell | 66405.7→63490.2 | +21.49 | take_profit |
| 06-03 06:42 | BTC | Sell | 67196.6→67386.4 | -1.83 | timeout |
| 06-02 19:00 | BTC | Sell | 70098.5→67382.4 | +18.93 | timeout |
| 05-29 11:53 | BTC | Sell | 73526.3→73386.7 | +0.52 | timeout |
| 05-28 15:19 | BTC | Sell | 73692.3→72748.6 | +6.02 | timeout |
| 05-23 19:50 | BTC | Sell | 74457.3→75913.8 | -10.20 | timeout |
| 05-22 04:01 | BTC | Sell | 77255.1→77766.9 | -3.75 | timeout |
| 05-20 14:23 | BTC | Sell | 76819.2→77406.9 | -4.22 | timeout |
| 05-19 18:23 | BTC | Sell | 76979.2→76803.8 | +0.76 | timeout |
| 05-18 22:23 | BTC | Sell | 76691.2→77161.9 | -3.48 | timeout |
| 05-07 21:18 | BTC | Buy | 81177.1→79838 | -8.74 | timeout |
| 05-07 01:18 | BTC | Buy | 82097.1→81071.9 | -6.67 | timeout |
| 05-06 13:16 | BTC | Buy | 80396→82088.9 | +9.99 | timeout |
| 04-27 10:03 | BTC | Buy | 78411→77864 | -3.94 | timeout |
| 04-24 03:01 | BTC | Buy | 78112→78136 | -0.20 | timeout |
| 04-22 17:25 | BTC | Buy | 78268→78677 | +2.26 | timeout |
Paper vs Live
Paper (trades.jsonl)
35
closed
51%
win rate
+24.47
total pnl ($)
+13.9 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 | 35 | 51% | +13.9 | +24.47 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 21:18 | BTC | Buy | -8.74 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable exit within the time limit. |
| 05-07 01:18 | BTC | Buy | -6.67 | BTC was trading in a narrow range with slight hourly gains but negative daily and weekly momentum. The thesis failed because the trade was closed by timeout before reaching a profitable exit, as the market lacked the directional conviction needed to trigger… |
| 05-06 13:16 | BTC | Buy | +9.99 | BTC was in a persistent downtrend across all timeframes with negative funding and declining open interest. The trade thesis failed because the short-term bounce never materialized within the timeout window, as bearish momentum continued to suppress price. |
| 04-27 10:03 | BTC | Buy | -3.94 | BTC was consolidating near $77.8k with minimal intraday momentum (−0.02% 1h) but remained up 4.11% over 7 days, suggesting the broader uptrend was intact at the time of exit. The trade's thesis failed because the 7-day momentum signal (+5.04% at entry) that… |
| 04-24 03:01 | BTC | Buy | -0.20 | BTC was consolidating near $77,556 with minimal intraday movement (0.04% in 1h) while the 7-day momentum had decelerated significantly to +2.40% from the +6.08% that triggered the buy signal. The thesis failed because the 7-day momentum collapsed by 3.68 pe… |
| 04-22 17:25 | BTC | Buy | +2.26 | At close, Bitcoin had stalled around $77,848 with minimal 1-hour movement (+0.15%) despite a positive 7-day trend of +3.74%, showing consolidation after the initial momentum push. The trade's thesis failed because the 7-day momentum signal that triggered th… |