21
closed trades
33%
win rate
-18.22
total pnl ($)
1.075
weight
7d window — n=2 wr=0% pnl=-3.40
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 14:37:05 (34.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afc
n: 20
· wr: 35.0%
· total_bps: -295.0
· mean_bps: -14.75
· sharpe: -0.45
· max_dd_bps: -307.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 21 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 15:17 | BTC | Buy | 64036.2→63286.2 | -2.65 | stop_loss |
| 06-17 22:02 | BTC | Buy | 64287.2→64115.8 | -0.75 | timeout |
| 06-09 17:27 | BTC | Buy | 61403.1→61711.9 | +0.87 | timeout |
| 06-05 18:26 | BTC | Buy | 60935→60227.9 | -2.63 | stop_loss |
| 06-05 13:51 | BTC | Buy | 61832.1→61114.4 | -2.63 | stop_loss |
| 06-03 19:39 | BTC | Buy | 66170.3→65758.7 | -1.50 | timeout |
| 06-03 15:19 | BTC | Buy | 67122.4→66343.5 | -2.63 | stop_loss |
| 05-23 22:46 | BTC | Buy | 76833.8→76503.2 | -1.09 | timeout |
| 05-22 16:23 | BTC | Buy | 76805.8→76876.2 | -0.00 | timeout |
| 05-19 09:37 | BTC | Buy | 77140.9→76788.2 | -1.15 | timeout |
| 05-19 06:37 | BTC | Buy | 76849.8→76963.2 | +0.12 | timeout |
| 05-19 03:36 | BTC | Buy | 76860.8→76761.2 | -0.47 | timeout |
| 05-19 00:36 | BTC | Buy | 77121.9→77210.1 | +0.05 | timeout |
| 05-18 21:36 | BTC | Buy | 76742.8→77023.1 | +0.57 | timeout |
| 05-18 18:35 | BTC | Buy | 76384.8→76388.2 | -0.18 | timeout |
| 05-18 15:02 | BTC | Buy | 77025.9→76127.1 | -2.64 | stop_loss |
| 05-15 17:25 | BTC | Buy | 79128→79306 | +0.28 | timeout |
| 05-12 06:05 | BTC | Buy | 81945.1→81715.9 | -1.10 | timeout |
| 05-12 00:22 | BTC | Sell | 81802.9→81724.1 | +0.01 | timeout |
| 05-11 21:23 | BTC | Sell | 81802.9→81656.1 | +0.19 | timeout |
| 05-09 02:05 | BTC | Sell | 80103→80375 | -0.90 | timeout |
Paper vs Live
Paper (trades.jsonl)
21
closed
33%
win rate
-18.22
total pnl ($)
-40.5 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 | 21 | 33% | -40.5 | -18.22 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 02:05 | BTC | Sell | -0.90 | BTC was in a mild downtrend across timeframes with low funding, indicating bearish but subdued momentum. The short thesis failed because the trade expired via timeout without reaching target, as the market lacked the volatility to push price lower within th… |