24
closed trades
21%
win rate
-73.21
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:26:36 (42.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
iy
n: 40
· wr: 40.0%
· total_bps: -622.0
· mean_bps: -15.55
· sharpe: -0.15
· max_dd_bps: -1115.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 24 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-25 14:14 | BTC | Buy | 77347.9→77451.1 | +0.19 | timeout |
| 05-24 22:43 | BTC | Buy | 77150.9→76652.2 | -4.43 | timeout |
| 05-24 14:41 | BTC | Buy | 76796.8→76427.2 | -3.45 | timeout |
| 05-24 08:41 | BTC | Buy | 76894.8→76781.2 | -1.52 | timeout |
| 05-23 02:22 | BTC | Buy | 76832.8→75441.2 | -11.43 | timeout |
| 05-20 08:25 | BTC | Buy | 76899.8→77213.1 | +1.85 | timeout |
| 05-20 02:23 | BTC | Buy | 76403.8→76820.2 | +2.64 | timeout |
| 05-19 20:24 | BTC | Buy | 77017.9→76901.2 | -1.54 | timeout |
| 05-19 14:23 | BTC | Buy | 76793.8→76396.2 | -3.69 | timeout |
| 05-19 08:13 | BTC | Buy | 77021.9→77038.1 | -0.48 | timeout |
| 05-19 01:45 | BTC | Buy | 76768.8→76835.2 | -0.06 | timeout |
| 05-16 02:26 | BTC | Buy | 79055→79125 | +0.01 | timeout |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.62 | timeout |
| 05-12 10:37 | BTC | Sell | 81725.9→81724.1 | -0.45 | timeout |
| 05-12 04:37 | BTC | Sell | 81809.9→81724.1 | +0.07 | timeout |
| 05-09 20:02 | BTC | Sell | 80212→80877 | -5.52 | timeout |
| 05-09 13:37 | BTC | Sell | 80364→80349 | -0.41 | timeout |
| 05-09 07:15 | BTC | Sell | 80037→80171 | -1.56 | timeout |
| 05-06 08:53 | BTC | Sell | 79972→81937 | -15.19 | stop_loss |
| 05-06 06:37 | BTC | Sell | 78918.1→81448.8 | -19.68 | stop_loss |
| 05-02 21:04 | BTC | Sell | 78264.1→78458.9 | -2.04 | timeout |
| 05-02 15:03 | BTC | Sell | 78312.1→78385.9 | -1.14 | timeout |
| 05-02 09:03 | BTC | Sell | 77876.1→78271.9 | -3.55 | timeout |
| 05-02 03:01 | BTC | Sell | 78248.1→78328.9 | -1.22 | timeout |
Paper vs Live
Paper (trades.jsonl)
24
closed
21%
win rate
-73.21
total pnl ($)
-50.6 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 | 24 | 21% | -50.6 | -73.21 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 20:02 | BTC | Sell | -5.52 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but a weekly downtrend. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs. |
| 05-09 13:37 | BTC | Sell | -0.41 | The market was in a mild downtrend with BTC down 1.66% over 24 hours, but the short thesis failed because the trade expired via timeout without reaching a profitable exit. |
| 05-09 07:15 | BTC | Sell | -1.56 | The market was in a mild downtrend with BTC down 1.64% over 24 hours and negative momentum across the board. The thesis failed because the trade was closed by timeout, meaning the expected move did not materialize within the allotted time, likely due to low… |
| 05-06 08:53 | BTC | Sell | -15.19 | The market was in a broad downtrend across crypto, with BTC falling 1.39% in 24 hours and negative funding rates indicating persistent bearish pressure. The short thesis failed because the stop-loss was triggered by a sharp intraday reversal, catching the e… |
| 05-06 06:37 | BTC | Sell | -19.68 | The market was exhibiting a strong bullish trend with BTC up 3.36% over seven days and funding rates indicating long dominance. The short thesis failed immediately because the trade was stopped out by the stop_loss, as the prevailing upward momentum prevent… |
| 05-02 21:04 | BTC | Sell | -2.04 | # Trade Post-Mortem: MSTR Premium BTC Dominance Regime 1. **Market Context at Close:** Bitcoin was flat to slightly positive (0.07% 1h, 0.75% 24h) with neutral funding rates (-0.0011%), offering no directional catalyst to trigger a mean-reversion exit afte… |
| 05-02 15:03 | BTC | Sell | -1.14 | # Trade Analysis: MSTR Premium BTC Dominance Regime Bitcoin was consolidating around $78,422 with minimal directional momentum (1h: +0.09%, 24h: +0.27%), showing weak upside conviction in a narrow-range environment after a modest 7d rally of +0.92%. The sh… |
| 05-02 09:03 | BTC | Sell | -3.55 | # Trade Analysis: MSTR Premium BTC Dominance Regime Bitcoin was consolidating near $78,283 with minimal intraday momentum (1h: +0.11%), showing sideways price action in a low-volatility regime with positive but muted 24h returns (+1.28%). The short premium… |
| 05-02 03:01 | BTC | Sell | -1.22 | # Trade Analysis: MSTR Premium BTC Dominance Regime Bitcoin was consolidating near $78,326 with modest 24-hour gains of 2.23% and slightly negative funding rates (-0.007259%), indicating a lack of sustained upside momentum despite the recent rally. The sho… |