80
closed trades
51%
win rate
+57.91
total pnl ($)
1.123
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 03:55:35 (44.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
zg
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 80 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-16 21:53 | BTC | Buy | 66018.3→65742.7 | -2.57 | timeout |
| 06-16 10:36 | BTC | Buy | 65812.3→66616.7 | +5.65 | timeout |
| 06-16 10:01 | BTC | Buy | 66280.3→66476.7 | +1.03 | timeout |
| 06-16 09:24 | BTC | Buy | 66334.3→66619.7 | +1.70 | timeout |
| 06-16 08:49 | BTC | Buy | 66376.3→66603.7 | +1.27 | timeout |
| 06-16 08:07 | BTC | Buy | 66344.3→66312.7 | -0.68 | timeout |
| 06-16 02:30 | BTC | Buy | 66763.3→65787.7 | -7.76 | timeout |
| 06-16 01:51 | BTC | Buy | 66879.3→66385.7 | -4.14 | timeout |
| 06-16 01:18 | BTC | Buy | 66910.3→66242.7 | -5.44 | timeout |
| 06-16 00:38 | BTC | Buy | 67172.4→66351.7 | -6.55 | timeout |
| 06-16 00:02 | BTC | Buy | 67146.4→66273.7 | -6.95 | timeout |
| 06-15 18:20 | BTC | Buy | 65693.3→66811.7 | +8.02 | timeout |
| 06-15 17:45 | BTC | Buy | 65524.3→66837.7 | +9.53 | timeout |
| 06-15 17:12 | BTC | Buy | 65670.3→66825.7 | +8.31 | timeout |
| 06-15 16:30 | BTC | Buy | 65650.3→67195.6 | +11.30 | timeout |
| 06-15 15:56 | BTC | Buy | 65655.3→67149.6 | +10.94 | timeout |
| 06-15 10:06 | BTC | Buy | 65585.3→65668.7 | +0.19 | timeout |
| 06-15 09:36 | BTC | Buy | 65474.3→65528.7 | -0.03 | timeout |
| 06-15 08:59 | BTC | Buy | 65596.3→65664.7 | +0.08 | timeout |
| 06-15 08:23 | BTC | Buy | 65645.3→65617.7 | -0.66 | timeout |
| 06-15 07:47 | BTC | Buy | 65608.3→65704.7 | +0.28 | timeout |
| 06-15 01:21 | BTC | Buy | 63903.2→65395.7 | +11.22 | timeout |
| 06-15 00:45 | BTC | Buy | 64116.2→65510.7 | +10.42 | timeout |
| 06-15 00:11 | BTC | Buy | 64065.2→65715.7 | +12.43 | timeout |
| 06-14 23:55 | BTC | Buy | 63725.2→65758.7 | +15.51 | take_profit |
| 06-14 23:37 | BTC | Buy | 64037.2→65635.7 | +12.02 | timeout |
| 06-14 17:46 | BTC | Buy | 64553.2→63815.8 | -6.19 | timeout |
| 06-14 17:12 | BTC | Buy | 64432.2→63924.8 | -4.41 | timeout |
| 06-14 16:36 | BTC | Buy | 64462.2→64151.8 | -2.87 | timeout |
| 06-14 15:58 | BTC | Buy | 64436.2→63996.8 | -3.87 | timeout |
| 06-14 15:28 | BTC | Buy | 64351.2→64036.8 | -2.90 | timeout |
| 06-14 09:39 | BTC | Buy | 64551.2→64468.8 | -1.11 | timeout |
| 06-14 09:03 | BTC | Buy | 64504.2→64414.8 | -1.16 | timeout |
| 06-14 08:27 | BTC | Buy | 64513.2→64452.8 | -0.92 | timeout |
| 06-14 07:53 | BTC | Buy | 64367.2→64394.8 | -0.24 | timeout |
| 06-14 07:19 | BTC | Buy | 64549.2→64271.8 | -2.60 | timeout |
| 06-14 01:32 | BTC | Buy | 64071.2→64580.8 | +3.54 | timeout |
| 06-14 00:53 | BTC | Buy | 63956.2→64522.8 | +3.99 | timeout |
| 06-14 00:20 | BTC | Buy | 64059.2→64379.8 | +2.06 | timeout |
| 06-13 23:48 | BTC | Buy | 64214.2→64405.8 | +1.04 | timeout |
| 06-13 23:10 | BTC | Buy | 64224.2→64418.8 | +1.06 | timeout |
| 06-13 17:23 | BTC | Buy | 63805.2→64012.8 | +1.18 | timeout |
| 06-13 16:47 | BTC | Buy | 63853.2→64098.8 | +1.47 | timeout |
| 06-13 16:08 | BTC | Buy | 63768.2→64090.8 | +2.08 | timeout |
| 06-13 15:37 | BTC | Buy | 63799.2→64284.8 | +3.35 | timeout |
| 06-13 14:59 | BTC | Buy | 63720.2→64204.8 | +3.34 | timeout |
| 06-13 09:14 | BTC | Buy | 63633.2→63776.8 | +0.65 | timeout |
| 06-13 08:40 | BTC | Buy | 63604.2→63839.8 | +1.37 | timeout |
| 06-13 08:00 | BTC | Buy | 63563.2→63824.8 | +1.57 | timeout |
| 06-13 07:27 | BTC | Buy | 63446.2→63752.8 | +1.96 | timeout |
| 06-13 06:47 | BTC | Buy | 63500.2→63665.8 | +0.85 | timeout |
| 06-13 01:05 | BTC | Buy | 64015.2→63604.8 | -3.69 | timeout |
| 06-13 00:33 | BTC | Buy | 63903.2→63540.8 | -3.32 | timeout |
| 06-12 23:45 | BTC | Buy | 63837.2→63508.8 | -3.04 | timeout |
| 06-12 23:15 | BTC | Buy | 64365.2→63453.8 | -7.55 | timeout |
| 06-12 22:37 | BTC | Buy | 63678.2→63506.8 | -1.81 | timeout |
| 05-22 01:57 | BTC | Buy | 77964.9→77546.1 | -3.15 | timeout |
| 05-22 01:11 | BTC | Buy | 77497.9→77382.1 | -1.20 | timeout |
| 05-22 00:01 | BTC | Buy | 77262.9→77533.1 | +1.30 | timeout |
| 05-21 01:37 | BTC | Buy | 77657.9→77850.1 | +0.77 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.41 | timeout |
| 05-08 14:34 | BTC | Buy | 79445→80097 | +3.65 | timeout |
| 05-08 14:05 | BTC | Buy | 79518→79835 | +1.54 | timeout |
| 05-08 11:05 | BTC | Buy | 79256→80213 | +5.58 | timeout |
| 05-08 10:33 | BTC | Buy | 79612→79936 | +1.59 | timeout |
| 05-07 22:33 | BTC | Buy | 80220→79918 | -2.36 | timeout |
| 05-07 22:01 | BTC | Buy | 80471→79711 | -5.20 | timeout |
| 05-07 00:20 | BTC | Buy | 81681.1→81260.9 | -3.00 | timeout |
| 05-06 23:04 | BTC | Buy | 81523.1→81060.9 | -3.26 | timeout |
| 05-06 22:33 | BTC | Buy | 81715.1→81266.9 | -3.17 | timeout |
| 05-06 21:51 | BTC | Buy | 81692.1→81557.9 | -1.26 | timeout |
| 05-06 21:21 | BTC | Buy | 82008.1→81367.9 | -4.34 | timeout |
| 05-02 00:04 | BTC | Buy | 78534.9→78240.1 | -2.26 | timeout |
| 05-01 23:33 | BTC | Buy | 78517.9→78015.1 | -3.61 | timeout |
| 05-01 22:49 | BTC | Buy | 78250.9→78121.1 | -1.24 | timeout |
| 05-01 22:18 | BTC | Buy | 78625.9→78273.1 | -2.66 | timeout |
| 05-01 21:47 | BTC | Buy | 78234.9→78073.1 | -1.45 | timeout |
| 05-01 07:45 | BTC | Buy | 76267.8→76983.2 | +4.26 | timeout |
| 05-01 07:15 | BTC | Buy | 76255.8→76984.2 | +4.35 | timeout |
| 05-01 06:45 | BTC | Buy | 76271.8→77023.1 | +4.50 | timeout |
Paper vs Live
Paper (trades.jsonl)
80
closed
51%
win rate
+57.91
total pnl ($)
+14.5 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 | 80 | 51% | +14.5 | +57.91 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 14:34 | BTC | Buy | +3.65 | The market was in a mild downtrend with BTC down across all timeframes and negative funding. The thesis failed because the trade was closed by timeout, likely due to insufficient directional conviction or a lack of a clear entry trigger in the prevailing be… |
| 05-08 14:05 | BTC | Buy | +1.54 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 11:05 | BTC | Buy | +5.58 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a weekly decline. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-08 10:33 | BTC | Buy | +1.59 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, as the expected directional move did not materialize within the holding period. |
| 05-07 22:33 | BTC | Buy | -2.36 | The market was in a mild intraday uptick within a broader weekly downtrend, with low funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, likely from a lack of sufficient directional movement or liquidity to t… |
| 05-07 22:01 | BTC | Buy | -5.20 | The market was in a mild intraday uptick against a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted… |
| 05-07 00:20 | BTC | Buy | -3.00 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC up 0.50% on the hour but down over 2% on the week. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, resulting in a small negativ… |
| 05-06 23:04 | BTC | Buy | -3.26 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-06 22:33 | BTC | Buy | -3.17 | The market was in a low-funding, neutral regime with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching entry or exit conditions, resulting in a small negative PnL from fees or slippage. |
| 05-06 21:51 | BTC | Buy | -1.26 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a broader weekly decline. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |