16
closed trades
69%
win rate
-3.04
total pnl ($)
1.270
weight
7d window — n=3 wr=67% pnl=+7.68
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:03:18 (38.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ts
n: 10
· wr: 40.0%
· total_bps: -205.3
· mean_bps: -20.53
· sharpe: -0.25
· max_dd_bps: -263.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 16 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 05:40 | BTC | Buy | 59612→59933 | +2.25 | timeout |
| 06-25 06:14 | BTC | Buy | 59498→61713.9 | +18.19 | timeout |
| 06-23 06:18 | BTC | Buy | 64623.2→63034.3 | -12.76 | stop_loss |
| 06-19 04:03 | BTC | Buy | 62526.1→62631.9 | +0.42 | timeout |
| 06-12 03:47 | BTC | Buy | 62673.1→63467.8 | +5.84 | timeout |
| 06-10 07:36 | BTC | Buy | 61952.1→62016.9 | +0.11 | timeout |
| 06-06 06:31 | BTC | Buy | 60140→60973 | +6.47 | timeout |
| 06-04 00:25 | BTC | Buy | 65425.3→63815.9 | -12.75 | stop_loss |
| 05-24 12:44 | BTC | Buy | 76729.8→77071.1 | +1.76 | timeout |
| 05-19 21:59 | BTC | Buy | 76796.8→76972.2 | +0.62 | timeout |
| 05-19 05:29 | BTC | Buy | 76625.8→76786.2 | +0.56 | timeout |
| 05-12 10:43 | BTC | Sell | 81715.9→81724.1 | -0.44 | timeout |
| 05-09 10:20 | BTC | Sell | 80302→80174 | +0.32 | timeout |
| 05-02 09:02 | BTC | Sell | 77838.1→78267.9 | -3.18 | timeout |
| 04-30 12:36 | BTC | Buy | 75928→76301.2 | +2.01 | timeout |
| 04-29 18:09 | BTC | Buy | 76947→75100 | -12.45 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
16
closed
69%
win rate
-3.04
total pnl ($)
-3.7 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 | 16 | 69% | -3.7 | -3.04 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 10:20 | BTC | Sell | +0.32 | BTC was trading in a narrow range with low volatility, showing a slight hourly uptick but remaining in a weekly downtrend. The trade's small profit from a timeout close suggests the thesis of mean reversion or range-bound decay worked as price failed to bre… |
| 05-02 09:02 | BTC | Sell | -3.18 | # Trade Analysis: MSTR Premium Convergence Bitcoin was consolidating near $78,283 with minimal 1-hour momentum (0.11%) but modest 24-hour strength (1.28%), while funding rates remained elevated at 0.309% and open interest was substantial at $4.1B. The trad… |
| 04-29 18:09 | BTC | Buy | -12.45 | Bitcoin was experiencing sustained weakness across multiple timeframes, with a 1-hour decline of -1.16% and a 7-day loss of -4.69% that signaled broader downward momentum despite historically low funding rates. The trade's thesis failed because the z-score … |