8
closed trades
75%
win rate
+16.73
total pnl ($)
1.225
weight
7d window — n=1 wr=100% pnl=+2.33
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:20:35 (34.7d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
kc
n: 12
· wr: 58.3%
· total_bps: +66.2
· mean_bps: +5.52
· sharpe: +0.08
· max_dd_bps: -200.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 8 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 21:40 | BTC | Sell | 66777.7→66408.3 | +2.33 | timeout |
| 06-08 21:15 | BTC | Sell | 64157.8→63710.2 | +3.05 | timeout |
| 05-23 14:03 | BTC | Sell | 74547.3→75089.8 | -4.09 | timeout |
| 05-15 14:02 | BTC | Sell | 80669→78875.9 | +10.66 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.56 | timeout |
| 05-05 00:01 | BTC | Sell | 80245→79758 | +2.54 | timeout |
| 05-02 00:32 | BTC | Sell | 78458.1→78311.9 | +0.43 | timeout |
| 05-01 20:15 | BTC | Sell | 78663.1→78215.9 | +2.37 | timeout |
Paper vs Live
Paper (trades.jsonl)
8
closed
75%
win rate
+16.73
total pnl ($)
+42.2 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 | 8 | 75% | +42.2 | +16.73 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-05 00:01 | BTC | Sell | +2.54 | The market was in a tight consolidation phase with negligible momentum and neutral funding rates. The trade failed because the price never moved in the anticipated direction to trigger a profit or stop loss, resulting in an automatic exit due to the timeout… |
| 05-02 00:32 | BTC | Sell | +0.43 | The market was consolidating with mild upside drift (+2.40% over 24h) while BTC funding rates turned sharply negative (-0.014578%), signaling that leveraged longs were being liquidated as institutions reduced exposure. The trade's thesis failed because the … |
| 05-01 20:15 | BTC | Sell | +2.37 | Bitcoin drifted lower in the hour before close (-0.36% 1h), eroding the carry on the short position despite positive 24h momentum (+2.13%), while funding rates remained slightly negative at -0.49%. The trade's divergence thesis partially broke down: MSTR re… |