38
closed trades
61%
win rate
+176.29
total pnl ($)
1.260
weight
7d window — n=11 wr=45% pnl=+0.87
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-23 11:46:36 (36.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
awg
n: 5
· wr: 0.0%
· total_bps: -1404.5
· mean_bps: -280.89
· sharpe: -28.70
· max_dd_bps: -1404.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 38 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 04:44 | ETH | Buy | 1549.75→1574.34 | +7.65 | timeout |
| 06-28 04:14 | ETH | Buy | 1553.36→1572.64 | +5.93 | timeout |
| 06-27 15:12 | ETH | Buy | 1538.35→1605.74 | +21.49 | take_profit |
| 06-27 15:11 | ETH | Buy | 1537.35→1604.74 | +21.51 | take_profit |
| 06-27 15:10 | ETH | Buy | 1535.45→1602.84 | +21.54 | take_profit |
| 06-26 12:39 | ETH | Buy | 1577.36→1538.38 | -12.80 | stop_loss |
| 06-26 03:01 | ETH | Buy | 1555.46→1516.89 | -12.84 | stop_loss |
| 06-26 02:14 | ETH | Buy | 1558.16→1519.39 | -12.89 | stop_loss |
| 06-26 02:13 | ETH | Buy | 1564.76→1525.68 | -12.93 | stop_loss |
| 06-26 02:13 | ETH | Buy | 1567.76→1528.68 | -12.90 | stop_loss |
| 06-26 02:13 | ETH | Buy | 1569.26→1530.18 | -12.89 | stop_loss |
| 06-14 06:30 | ETH | Buy | 1658.07→1678.33 | +5.63 | timeout |
| 06-14 05:55 | ETH | Buy | 1664.37→1677.63 | +3.49 | timeout |
| 06-14 01:39 | ETH | Buy | 1662.67→1684.03 | +5.86 | timeout |
| 06-13 16:02 | ETH | Buy | 1644.96→1680.43 | +10.03 | timeout |
| 06-12 07:50 | ETH | Buy | 1638.96→1658.73 | +5.69 | timeout |
| 06-11 17:32 | ETH | Buy | 1608.46→1678.93 | +21.43 | take_profit |
| 06-11 16:46 | ETH | Buy | 1628.06→1642.04 | +3.71 | timeout |
| 06-11 16:16 | ETH | Buy | 1627.06→1647.44 | +5.51 | timeout |
| 06-11 15:43 | ETH | Buy | 1642.86→1644.74 | -0.00 | timeout |
| 06-10 21:58 | ETH | Buy | 1644.66→1604.04 | -12.66 | stop_loss |
| 06-09 16:39 | ETH | Buy | 1650.47→1609.63 | -12.81 | stop_loss |
| 06-09 16:39 | ETH | Buy | 1652.17→1611.03 | -12.61 | stop_loss |
| 06-09 14:20 | ETH | Buy | 1682.17→1640.52 | -12.83 | stop_loss |
| 06-09 14:20 | ETH | Buy | 1682.77→1640.72 | -12.94 | stop_loss |
| 06-09 14:20 | ETH | Buy | 1683.47→1641.91 | -12.79 | stop_loss |
| 06-09 14:17 | ETH | Buy | 1687.57→1645.91 | -12.79 | stop_loss |
| 06-07 22:15 | ETH | Buy | 1639.86→1711.83 | +21.58 | take_profit |
| 06-07 22:14 | ETH | Buy | 1630.46→1705.73 | +22.71 | take_profit |
| 06-07 22:14 | ETH | Buy | 1629.76→1701.23 | +21.56 | take_profit |
| 06-07 22:14 | ETH | Buy | 1627.66→1699.83 | +21.79 | take_profit |
| 06-07 22:14 | ETH | Buy | 1626.26→1697.83 | +21.63 | take_profit |
| 06-07 08:57 | ETH | Buy | 1570.96→1639.84 | +21.46 | take_profit |
| 06-07 08:46 | ETH | Buy | 1563.96→1632.54 | +21.43 | take_profit |
| 06-07 08:46 | ETH | Buy | 1560.56→1629.34 | +21.55 | take_profit |
| 06-07 08:46 | ETH | Buy | 1560.26→1628.64 | +21.42 | take_profit |
| 06-07 08:46 | ETH | Buy | 1558.86→1627.14 | +21.41 | take_profit |
| 06-06 10:36 | ETH | Buy | 1576.26→1536.58 | -13.03 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
38
closed
61%
win rate
+176.29
total pnl ($)
+92.7 bps
avg bps net
Live (dry_run=0)
7
closed
43%
win rate
-52.46
total pnl ($)
-55.3 bps
avg bps net
Live WR is 71% of paper WR (43% vs 61%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 38 | 61% | +92.7 | +176.29 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 07:10 | ETH | Buy | circuit_breaker |
| 06-28 00:05 | ETH | Buy | circuit_breaker |
| 06-27 22:42 | ETH | Buy | circuit_breaker |
| 06-27 22:08 | ETH | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||