11
closed trades
45%
win rate
-2.18
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:05:44 (38.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
oe
n: 16
· wr: 50.0%
· total_bps: -14.1
· mean_bps: -0.88
· sharpe: -0.01
· max_dd_bps: -349.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 11 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-26 15:49 | BTC | Buy | 76615.8→76422.2 | -2.06 | timeout |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.68 | timeout |
| 05-12 03:37 | BTC | Buy | 81244.1→81715.9 | +2.96 | timeout |
| 05-11 19:37 | BTC | Buy | 80693→81847.9 | +8.04 | timeout |
| 05-11 08:53 | BTC | Buy | 80598→80800 | +0.89 | timeout |
| 05-07 12:48 | BTC | Buy | 81059.1→80990 | -1.10 | timeout |
| 05-02 22:32 | BTC | Buy | 78210.9→78655.1 | +2.86 | timeout |
| 05-02 14:31 | BTC | Buy | 78221.9→78382.1 | +0.72 | timeout |
| 04-28 09:20 | BTC | Buy | 76888→76790 | -1.30 | timeout |
| 04-28 01:20 | BTC | Buy | 77737→77191 | -4.75 | timeout |
| 04-27 15:18 | BTC | Buy | 78001→77064 | -7.75 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
11
closed
45%
win rate
-2.18
total pnl ($)
-3.0 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 | 11 | 45% | -3.0 | -2.18 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 12:48 | BTC | Buy | -1.10 | The market was in a low-funding, high-open-interest environment with no clear directional momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the holding period. |
| 05-02 22:32 | BTC | Buy | +2.86 | # Trade Analysis: MSTR Premium Acceleration Fear Recovery BTC was consolidating near $78,655 after a modest intraday rally, with funding rates tightening from +0.0013% to +0.0157% and open interest holding firm at $3.99B, indicating balanced institutional … |
| 05-02 14:31 | BTC | Buy | +0.72 | BTC drifted sideways in a low-volatility regime, gaining just +0.33% over 24h and +1.07% over 7d, while funding rates remained deeply negative (–0.0080% at entry, –0.0037% at close), indicating persistent short-side congestion and lack of follow-through bul… |
| 04-27 15:18 | BTC | Buy | -7.75 | Bitcoin was declining sharply in the final hour of the trade (-1.37% 1h), breaking below the $77,064 exit level as funding rates flipped negative (-0.001851%), signaling capitulation of leveraged longs that had supported the recovery. The thesis failed beca… |