59
closed trades
27%
win rate
-241.61
total pnl ($)
1.133
weight
7d window — n=2 wr=0% pnl=-14.75
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:53:16 (37.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ze
n: 18
· wr: 22.2%
· total_bps: -817.3
· mean_bps: -45.41
· sharpe: -1.02
· max_dd_bps: -817.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 59 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-25 13:51 | BTC | Buy | 60242→59118.5 | -9.77 | stop_loss |
| 06-22 22:27 | BTC | Buy | 64645.2→64059.8 | -4.98 | timeout |
| 06-19 00:06 | BTC | Buy | 62625.1→62945.9 | +2.13 | timeout |
| 06-18 23:34 | BTC | Buy | 62715.1→62880.9 | +0.89 | timeout |
| 06-18 23:04 | BTC | Buy | 62509.1→62865.9 | +2.42 | timeout |
| 06-18 21:50 | BTC | Buy | 62773.1→62915.9 | +0.71 | timeout |
| 06-18 21:17 | BTC | Buy | 63359.2→62993.9 | -3.30 | timeout |
| 06-18 15:51 | BTC | Buy | 63781.2→62590.6 | -9.76 | stop_loss |
| 06-18 15:40 | BTC | Buy | 63884.2→62696.5 | -9.73 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64036.2→62845.4 | -9.72 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60484→59359.3 | -9.75 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60539→59413.3 | -9.76 | stop_loss |
| 06-05 18:51 | BTC | Buy | 60672→59543.2 | -9.76 | stop_loss |
| 06-05 18:44 | BTC | Buy | 60738→59608.2 | -9.76 | stop_loss |
| 06-05 18:37 | BTC | Buy | 61173.1→60035 | -9.76 | stop_loss |
| 06-04 18:50 | BTC | Buy | 63922.2→64014.8 | +0.27 | timeout |
| 06-04 18:19 | BTC | Buy | 62656.1→63353.8 | +5.11 | timeout |
| 06-04 16:40 | BTC | Buy | 62747.1→63688.8 | +7.03 | timeout |
| 06-04 16:03 | BTC | Buy | 63156.2→63774.8 | +4.41 | timeout |
| 06-04 14:01 | BTC | Buy | 62263.1→64249.8 | +15.51 | take_profit |
| 06-04 11:10 | BTC | Buy | 63353.2→62174.8 | -9.74 | stop_loss |
| 06-04 10:49 | BTC | Buy | 63415.2→62235.8 | -9.74 | stop_loss |
| 06-04 09:26 | BTC | Buy | 64070.2→62878.4 | -9.74 | stop_loss |
| 06-04 09:12 | BTC | Buy | 64369.2→63172.2 | -9.74 | stop_loss |
| 06-04 09:07 | BTC | Buy | 63878.2→63306.8 | -4.92 | timeout |
| 06-04 08:35 | BTC | Buy | 63091.2→63522.8 | +2.97 | timeout |
| 06-04 08:09 | BTC | Buy | 64593.2→63391.1 | -9.75 | stop_loss |
| 06-04 03:07 | BTC | Buy | 61953.1→63931.8 | +15.52 | take_profit |
| 06-04 02:03 | BTC | Buy | 62703.1→61537.1 | -9.75 | stop_loss |
| 06-04 01:55 | BTC | Buy | 63320.2→62142.8 | -9.75 | stop_loss |
| 06-04 00:38 | BTC | Buy | 64277.2→63082.3 | -9.74 | stop_loss |
| 06-04 00:38 | BTC | Buy | 64403.2→63205.2 | -9.75 | stop_loss |
| 06-04 00:25 | BTC | Buy | 65060.3→63849.9 | -9.75 | stop_loss |
| 06-03 23:48 | BTC | Buy | 65376.3→64160.7 | -9.75 | stop_loss |
| 06-03 23:38 | BTC | Buy | 65454.3→64235.7 | -9.76 | stop_loss |
| 06-03 23:10 | BTC | Buy | 65581.3→64361.6 | -9.75 | stop_loss |
| 06-03 20:55 | BTC | Buy | 66169.3→64910.3 | -9.98 | stop_loss |
| 06-03 20:43 | BTC | Buy | 66387.3→65148.2 | -9.80 | stop_loss |
| 06-03 16:27 | BTC | Buy | 66754.3→65512.9 | -9.75 | stop_loss |
| 06-03 16:27 | BTC | Buy | 66768.3→65517.9 | -9.82 | stop_loss |
| 06-03 16:21 | BTC | Buy | 67122.4→65873.8 | -9.76 | stop_loss |
| 05-24 03:17 | BTC | Buy | 76838.8→76862.2 | -0.32 | timeout |
| 05-24 02:47 | BTC | Buy | 76740.8→76790.2 | -0.15 | timeout |
| 05-22 20:23 | BTC | Buy | 76815.8→75889.2 | -6.50 | timeout |
| 05-19 04:07 | BTC | Buy | 77146.9→76759.2 | -2.99 | timeout |
| 05-19 03:36 | BTC | Buy | 77044.9→76746.2 | -2.41 | timeout |
| 05-19 03:06 | BTC | Buy | 76831.8→76616.2 | -1.88 | timeout |
| 05-19 02:35 | BTC | Buy | 77077.9→76760.2 | -2.54 | timeout |
| 05-19 02:05 | BTC | Buy | 76900.8→76511.2 | -3.00 | timeout |
| 05-15 21:37 | BTC | Buy | 79101→79063 | -0.67 | timeout |
| 05-09 03:07 | BTC | Sell | 80152→80400 | -2.01 | timeout |
| 05-09 02:36 | BTC | Sell | 80210→80392 | -1.59 | timeout |
| 05-09 02:05 | BTC | Sell | 80133→80375 | -1.98 | timeout |
| 05-02 03:18 | BTC | Sell | 77902.1→78252.9 | -2.73 | timeout |
| 05-02 00:48 | BTC | Sell | 78393.1→78273.9 | +0.27 | timeout |
| 05-02 00:17 | BTC | Sell | 78444.1→78139.9 | +1.42 | timeout |
| 05-01 23:47 | BTC | Sell | 78396.1→78094.9 | +1.44 | timeout |
| 05-01 23:16 | BTC | Sell | 78293.1→78098.9 | +0.76 | timeout |
| 05-01 21:17 | BTC | Sell | 78468.1→77909.9 | +3.09 | timeout |
Paper vs Live
Paper (trades.jsonl)
59
closed
27%
win rate
-241.61
total pnl ($)
-81.8 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 | 59 | 27% | -81.8 | -241.61 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 03:07 | BTC | Sell | -2.01 | BTC was drifting lower in a mild downtrend with declining volatility across the 1h and 24h frames. The sell thesis failed because the trade expired via timeout without reaching a target or stop, as the market lacked the momentum to trigger a decisive move w… |
| 05-09 02:36 | BTC | Sell | -1.59 | The market was in a mild downtrend with BTC declining 1.51% over 24 hours and negative momentum across the board. The short thesis failed because the trade was closed by timeout before the anticipated move materialized, resulting in a small loss from fundin… |
| 05-09 02:05 | BTC | Sell | -1.98 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and 7 days. The short thesis failed because the trade was closed by timeout before the expected continuation of the downtrend materialized. |
| 05-02 03:18 | BTC | Sell | -2.73 | BTC was grinding sideways to slightly positive on the 1-hour through the close ($78282, -0.03% 1h), with modest 24-hour gains (1.21%) and stable macro conditions (VIX=16.99, funding=-0.0076% suggesting no leverage panic). The thesis failed because MSTR's pr… |
| 05-02 00:48 | BTC | Sell | +0.27 | At close, BTC was trading with slightly negative funding (-0.011%) and massive open interest ($4.2B), indicating a moderately leveraged market without acute short-squeeze pressure. The trade's thesis worked because the MSTR premium compression signal (z=1.9… |
| 05-02 00:17 | BTC | Sell | +1.42 | BTC traded sideways in a low-volatility regime, closing at $78,208 with minimal 1-hour movement (0.17%) and modest 24-hour gains (2.30%), consistent with the stable macro environment (VIX=16.89) that triggered the trade. The MSTR premium fade signal worked … |
| 05-01 23:47 | BTC | Sell | +1.44 | # Trade Analysis: MSTR Premium Fade (BTC Short) BTC was trading in a stable, low-volatility regime with negative funding (-0.007933%) and elevated open interest ($4.2B), reflecting crowded long positioning typical of low-VIX environments where traders were… |
| 05-01 23:16 | BTC | Sell | +0.76 | Bitcoin was consolidating lower within a tight range, down 0.39% in the hour preceding close with modest positive drift over 24h (2.37%), while funding rates remained slightly negative and open interest stabilized near $4.2B. The trade's thesis partially wo… |
| 05-01 21:17 | BTC | Sell | +3.09 | # Trade Analysis: MSTR Premium Fade (Low-VIX Mean Reversion) At close, Bitcoin was consolidating near $77,947 with minimal 1-hour momentum (-0.25%) after a modest 24-hour rally (+2.10%), consistent with the calm macro regime (VIX=16.72) that the strategy r… |