85
closed trades
36%
win rate
-174.53
total pnl ($)
0.880
weight
7d window — n=9 wr=11% pnl=-56.53
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 03:22:28 (40.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
wm
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 85 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 02:13 | BTC | Buy | 59383→58673.1 | -6.40 | timeout |
| 06-25 23:49 | BTC | Buy | 59294→59846 | +4.21 | timeout |
| 06-25 22:39 | BTC | Buy | 59743→59747 | -0.43 | timeout |
| 06-25 13:45 | BTC | Buy | 60952→59818.1 | -9.75 | stop_loss |
| 06-24 17:20 | BTC | Buy | 60535→59408.3 | -9.75 | stop_loss |
| 06-24 16:51 | BTC | Buy | 60964→59825.1 | -9.78 | stop_loss |
| 06-24 15:43 | BTC | Buy | 61677.1→60526.7 | -9.76 | stop_loss |
| 06-23 01:51 | BTC | Buy | 64497.2→63894.8 | -5.12 | timeout |
| 06-22 22:38 | BTC | Buy | 65034.3→63824.9 | -9.74 | stop_loss |
| 06-19 01:51 | BTC | Buy | 62638.1→62907.9 | +1.73 | timeout |
| 06-19 00:24 | BTC | Buy | 62724.1→62923.9 | +1.18 | timeout |
| 06-18 15:40 | BTC | Buy | 63855.2→62667.5 | -9.74 | stop_loss |
| 06-18 15:40 | BTC | Buy | 63925.2→62734.5 | -9.69 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64177.2→62982.3 | -9.72 | stop_loss |
| 06-18 15:17 | BTC | Buy | 64492.2→63288.2 | -9.69 | stop_loss |
| 06-18 13:57 | BTC | Buy | 63950.2→63926.8 | -0.62 | timeout |
| 06-18 11:54 | BTC | Buy | 64322.2→63928.8 | -3.51 | timeout |
| 06-18 09:49 | BTC | Buy | 64481.2→64233.8 | -2.39 | timeout |
| 06-18 07:41 | BTC | Buy | 64383.2→64418.8 | -0.18 | timeout |
| 06-18 05:43 | BTC | Buy | 64209.2→63937.8 | -2.57 | timeout |
| 06-18 03:52 | BTC | Buy | 64106.2→64317.8 | +1.19 | timeout |
| 06-11 23:55 | BTC | Buy | 62589.1→63600.8 | +7.59 | timeout |
| 06-11 21:43 | BTC | Buy | 62806.1→63466.8 | +4.76 | timeout |
| 06-10 19:55 | BTC | Buy | 61052.1→61928.9 | +6.71 | timeout |
| 06-10 17:53 | BTC | Buy | 61244.1→61847.9 | +4.47 | timeout |
| 06-10 15:51 | BTC | Buy | 61657.1→62346.9 | +5.13 | timeout |
| 06-10 03:32 | BTC | Buy | 62017.1→62016.9 | -0.43 | timeout |
| 06-10 01:29 | BTC | Buy | 61744.1→62016.9 | +1.78 | timeout |
| 06-09 23:27 | BTC | Buy | 61356.1→62016.9 | +4.96 | timeout |
| 06-05 18:52 | BTC | Buy | 60567→59440.3 | -9.76 | stop_loss |
| 06-05 18:44 | BTC | Buy | 60831→59700.1 | -9.75 | stop_loss |
| 06-05 14:04 | BTC | Buy | 61690.1→60542.7 | -9.75 | stop_loss |
| 06-04 21:19 | BTC | Buy | 63292.2→63557.8 | +1.65 | timeout |
| 06-04 18:25 | BTC | Buy | 62751.1→63529.8 | +5.74 | timeout |
| 06-04 10:30 | BTC | Buy | 63588.2→62405.7 | -9.73 | stop_loss |
| 06-04 08:15 | BTC | Buy | 64420.2→63220.2 | -9.76 | stop_loss |
| 06-04 04:15 | BTC | Buy | 62621.1→64618.8 | +15.50 | take_profit |
| 06-04 00:29 | BTC | Buy | 64491.2→63292.2 | -9.75 | stop_loss |
| 06-03 23:54 | BTC | Buy | 65291.3→64076.7 | -9.75 | stop_loss |
| 06-03 23:03 | BTC | Buy | 65706.3→64482.5 | -9.77 | stop_loss |
| 06-03 20:55 | BTC | Buy | 66031.3→64803.3 | -9.75 | stop_loss |
| 06-03 16:02 | BTC | Buy | 67047.4→65800.8 | -9.75 | stop_loss |
| 05-24 09:31 | BTC | Buy | 76837.8→76877.2 | -0.24 | timeout |
| 05-24 07:16 | BTC | Buy | 76685.8→76837.2 | +0.50 | timeout |
| 05-24 04:47 | BTC | Buy | 76741.8→76723.2 | -0.60 | timeout |
| 05-22 22:24 | BTC | Buy | 76734.8→75756.2 | -6.85 | timeout |
| 05-19 21:44 | BTC | Buy | 76788.8→77003.1 | +0.90 | timeout |
| 05-19 19:03 | BTC | Buy | 77037.9→76854.2 | -1.69 | timeout |
| 05-19 15:38 | BTC | Buy | 77146.9→76564.2 | -4.26 | timeout |
| 05-19 13:38 | BTC | Buy | 76901.8→76915.2 | -0.38 | timeout |
| 05-19 11:38 | BTC | Buy | 76805.8→76823.2 | -0.35 | timeout |
| 05-19 09:38 | BTC | Buy | 76835.8→76739.2 | -1.10 | timeout |
| 05-19 07:37 | BTC | Buy | 77017.9→77133.1 | +0.28 | timeout |
| 05-19 05:37 | BTC | Buy | 77052.9→76857.2 | -1.75 | timeout |
| 05-19 03:37 | BTC | Buy | 76735.8→76768.2 | -0.27 | timeout |
| 05-19 01:36 | BTC | Buy | 76583.8→76912.2 | +1.68 | timeout |
| 05-18 23:36 | BTC | Buy | 76318.8→76983.2 | +3.88 | timeout |
| 05-18 21:36 | BTC | Buy | 76935.8→77078.1 | +0.44 | timeout |
| 05-16 00:25 | BTC | Buy | 79231→79135 | -1.05 | timeout |
| 05-15 22:25 | BTC | Buy | 79065→79024 | -0.68 | timeout |
| 05-09 08:22 | BTC | Sell | 80138→80360 | -1.85 | timeout |
| 05-09 06:22 | BTC | Sell | 80286→80306 | -0.58 | timeout |
| 05-09 04:20 | BTC | Sell | 80181→80481 | -2.33 | timeout |
| 05-09 02:20 | BTC | Sell | 80210→80395 | -1.62 | timeout |
| 05-04 23:17 | BTC | Sell | 80158→79879 | +1.26 | timeout |
| 05-02 08:34 | BTC | Sell | 78304.1→78271.9 | -0.22 | timeout |
| 05-02 06:33 | BTC | Sell | 78291.1→78120.9 | +0.61 | timeout |
| 05-02 04:33 | BTC | Sell | 78088.1→78250.9 | -1.53 | timeout |
| 05-02 02:32 | BTC | Sell | 78458.1→78247.9 | +0.85 | timeout |
| 05-02 00:31 | BTC | Sell | 78256.1→78262.9 | -0.57 | timeout |
| 05-01 22:15 | BTC | Sell | 78663.1→78292.9 | +1.87 | timeout |
| 04-30 14:17 | BTC | Buy | 75581→76089.8 | +2.94 | timeout |
| 04-30 12:16 | BTC | Buy | 75748→76154.8 | +2.23 | timeout |
| 04-30 10:16 | BTC | Buy | 76251→76026.8 | -1.93 | timeout |
| 04-30 08:15 | BTC | Buy | 75674→76062.8 | +2.14 | timeout |
| 04-30 06:15 | BTC | Buy | 75901→75554 | -2.74 | timeout |
| 04-30 04:14 | BTC | Buy | 75546→75767 | +1.01 | timeout |
| 04-30 02:15 | BTC | Buy | 75156→76251 | +6.83 | timeout |
| 04-30 00:14 | BTC | Buy | 76045→75674 | -2.89 | timeout |
| 04-29 18:09 | BTC | Buy | 76541→75163 | -9.45 | stop_loss |
| 04-29 15:37 | BTC | Buy | 77411→76017 | -9.45 | stop_loss |
| 04-29 15:05 | BTC | Buy | 77757→76357 | -9.45 | stop_loss |
| 04-29 12:41 | BTC | Buy | 77300→77101 | -1.74 | timeout |
| 04-29 00:24 | BTC | Buy | 75961→76281 | +1.66 | timeout |
| 04-28 22:22 | BTC | Buy | 75918→76317 | +2.18 | timeout |
Paper vs Live
Paper (trades.jsonl)
85
closed
36%
win rate
-174.53
total pnl ($)
-41.0 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 | 85 | 36% | -41.0 | -174.53 |
Recent bounces (last 20 of 7)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 13:50 | BTC | Buy | below_min_notional_skip |
| 06-25 18:19 | BTC | Buy | below_min_notional_skip |
| 06-25 15:54 | BTC | Buy | below_min_notional_skip |
| 06-25 14:54 | BTC | Buy | below_min_notional_skip |
| 06-25 13:40 | BTC | Buy | below_min_notional_skip |
| 06-24 16:46 | BTC | Buy | below_min_notional_skip |
| 06-24 14:06 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 08:22 | BTC | Sell | -1.85 | The market was in a mild downtrend over 24h and 7d, with low hourly volatility and neutral funding. The sell thesis failed because the trade expired without reaching target or stop, as the sideways price action did not produce the expected directional move. |
| 05-09 06:22 | BTC | Sell | -0.58 | The market was in a mild downtrend with BTC declining 1.56% over 24 hours and negative weekly momentum. The short thesis failed because the trade expired without reaching a profitable exit, as the timeout closed the position at a small loss. |
| 05-09 04:20 | BTC | Sell | -2.33 | BTC was in a mild downtrend over 24h and 7d but showed short-term stabilization with low funding. The sell thesis failed because the market did not move decisively lower within the timeout period, resulting in a small loss from funding or price drift. |
| 05-09 02:20 | BTC | Sell | -1.62 | The market was in a mild downtrend with BTC down 1.45% over 24 hours and negative momentum across the board. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the allotted time. |
| 05-04 23:17 | BTC | Sell | +1.26 | The market exhibited a neutral regime with Bitcoin trading sideways near $80,374 and minimal funding rates indicating a lack of strong directional bias. The trade thesis failed because the position was closed due to a timeout, preventing any profit or loss … |
| 05-02 08:34 | BTC | Sell | -0.22 | BTC had flatlined around $78,300 with minimal intraday momentum (0.09% 1h), showing neither strong directional conviction nor panic selling despite elevated open interest of $4.1B. The short thesis failed because the mean-reversion signal (presumed from the… |
| 05-02 06:33 | BTC | Sell | +0.61 | At close, BTC was consolidating near $78,120 after a 1.45% gain over 24 hours with minimal 1-hour momentum (-0.01%), while funding rates had turned sharply negative (-0.505%) signaling elevated short positioning and mean reversion vulnerability. The thesis … |
| 05-02 04:33 | BTC | Sell | -1.53 | **Market Context:** Bitcoin was consolidating near $78,262 with mild weakness over the 1-hour (-0.21%) despite modest 24-hour and weekly gains, while negative funding rates (-0.007324%) suggested long positioning was being unwound in a fear-driven environme… |
| 05-02 02:32 | BTC | Sell | +0.85 | At close, Bitcoin was trading near $78,293 with mild consolidation (1h=-0.07%) while maintaining positive momentum over 24h (+2.22%), supported by moderate funding rates (-0.008%) indicating balanced leverage positioning. The trade's thesis failed to captur… |
| 05-02 00:31 | BTC | Sell | -0.57 | The market was in a modest uptrend at close with BTC up 2.40% over 24h and funding rates deeply negative (−0.0146%), signaling overlevered longs vulnerable to liquidation cascades. The short premium/fear regime mean-reversion thesis failed because BTC ralli… |