14
closed trades
14%
win rate
-91.37
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:41:03 (39.2d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
abj__restored_cfbb2527
n: 11
· wr: 63.6%
· total_bps: +420.8
· mean_bps: +38.25
· sharpe: +0.43
· max_dd_bps: -172.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 14 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 15:40 | BTC | Buy | 63862.2→62674.5 | -12.15 | stop_loss |
| 06-09 20:57 | BTC | Buy | 61015.1→62016.9 | +9.72 | timeout |
| 06-05 18:44 | BTC | Buy | 60821→59690.2 | -12.20 | stop_loss |
| 06-04 10:30 | BTC | Buy | 63552.2→62365.7 | -12.21 | stop_loss |
| 06-04 08:33 | BTC | Buy | 64364.2→63417.8 | -9.76 | timeout |
| 06-03 23:54 | BTC | Buy | 65306.3→64090.7 | -12.19 | stop_loss |
| 06-03 23:51 | BTC | Buy | 65363.3→64144.7 | -12.21 | stop_loss |
| 06-03 16:21 | BTC | Buy | 67034.4→65786.8 | -12.20 | stop_loss |
| 05-24 01:46 | BTC | Buy | 76833.8→76786.2 | -0.96 | timeout |
| 05-22 19:23 | BTC | Buy | 76805.8→76347.2 | -4.31 | timeout |
| 05-19 05:21 | BTC | Buy | 77322.9→76709.2 | -5.54 | timeout |
| 05-18 23:37 | BTC | Buy | 76377.8→76982.2 | +4.37 | timeout |
| 05-18 18:36 | BTC | Buy | 77025.9→76378.2 | -5.84 | timeout |
| 04-30 06:47 | BTC | Buy | 76333→75685 | -5.87 | timeout |
Paper vs Live
Paper (trades.jsonl)
14
closed
14%
win rate
-91.37
total pnl ($)
-104.4 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 | 14 | 14% | -104.4 | -91.37 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-30 06:47 | BTC | BUY | -5.87 | Bitcoin was consolidating near $75,700 with minimal intraday momentum (1h: +0.05%) but persistent weakness over 24h (-1.63%) and 7d (-2.99%), trapping the long position in a range-bound environment. The MSTR NAV discount arbitrage thesis failed because BTC'… |