8
closed trades
50%
win rate
-12.33
total pnl ($)
1.098
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:20:35 (34.2d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
kc
n: 9
· wr: 66.7%
· total_bps: +534.1
· mean_bps: +59.35
· sharpe: +0.51
· max_dd_bps: -203.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 8 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-24 04:47 | BTC | Buy | 76741.8→76722.2 | -0.61 | timeout |
| 05-22 22:23 | BTC | Buy | 76814.8→75777.2 | -7.23 | timeout |
| 05-19 03:36 | BTC | Buy | 76731.8→76768.2 | -0.25 | timeout |
| 05-18 21:36 | BTC | Buy | 76938.8→77050.1 | +0.24 | timeout |
| 04-30 02:59 | BTC | Buy | 75434→75693 | +1.27 | timeout |
| 04-29 18:09 | BTC | Buy | 76669→75288 | -9.46 | stop_loss |
| 04-28 23:40 | BTC | Buy | 76171→76256 | +0.11 | timeout |
| 04-28 22:37 | BTC | Buy | 75696→76307 | +3.59 | timeout |
Paper vs Live
Paper (trades.jsonl)
8
closed
50%
win rate
-12.33
total pnl ($)
-30.5 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 | 50% | -30.5 | -12.33 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-30 02:59 | BTC | Buy | +1.27 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over the 1-hour and 24-hour periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the a… |
| 04-30 02:59 | BTC | Buy | +1.27 | The market was in a low-volatility, sideways grind with BTC up 0.11% on the hour and minimal directional conviction. The thesis failed because the trade was closed by timeout, indicating the expected move never materialized in the given window. |
| 04-30 02:59 | BTC | Buy | +1.27 | BTC traded in a narrow range with low volatility, showing slight positive momentum over the past 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 04-30 02:59 | BTC | Buy | +1.27 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the trade expired without reaching target or stop, as the lack of directional momentum prevented any meaningful price movement. |
| 04-30 02:59 | BTC | Buy | +1.27 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over the past 24 hours and week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the a… |
| 04-30 02:59 | BTC | Buy | +1.27 | BTC was trading in a tight range with low volatility, showing minimal directional movement across timeframes. The thesis failed because the trade was closed by timeout without reaching target or stop, as the sideways market lacked the momentum needed to tri… |
| 04-30 02:59 | BTC | Buy | +1.27 | BTC traded in a narrow range with low volatility, showing minimal directional bias across timeframes. The thesis failed because the trade was closed by timeout without reaching target or stop, as the sideways market lacked the momentum needed to trigger an … |
| 04-30 02:59 | BTC | Buy | +1.27 | The market was in a low-volatility, sideways grind with neutral funding and moderate open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 04-30 02:59 | BTC | Buy | +1.27 | BTC was trading in a narrow, low-volatility range with neutral funding and flat price action across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move never materialized in the allotted window. |
| 04-30 02:59 | BTC | Buy | +1.27 | BTC was trading in a narrow, low-volatility range with minimal directional bias across timeframes. The thesis failed because the trade was closed by timeout, as the market lacked the momentum to trigger an exit before the predefined holding period expired. |