66
closed trades
45%
win rate
-55.54
total pnl ($)
1.187
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:42:02 (33.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
rz
n: 30
· wr: 33.3%
· total_bps: -322.3
· mean_bps: -10.74
· sharpe: -0.15
· max_dd_bps: -836.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 66 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-27 07:30 | BTC | Buy | 75872.8→75827.2 | -0.71 | timeout |
| 05-27 03:31 | BTC | Buy | 75937.8→75799.2 | -1.34 | timeout |
| 05-26 23:30 | BTC | Buy | 76563.8→75864.2 | -5.03 | timeout |
| 05-26 18:58 | BTC | Buy | 77160.9→75727.3 | -9.75 | stop_loss |
| 05-26 17:53 | BTC | Buy | 76614.8→76020.2 | -4.34 | timeout |
| 05-26 17:26 | BTC | Buy | 77399.9→75964.2 | -9.74 | stop_loss |
| 05-26 13:52 | BTC | Buy | 76840.8→77200.1 | +1.88 | timeout |
| 05-26 09:52 | BTC | Buy | 76732.8→76626.2 | -1.14 | timeout |
| 05-26 05:52 | BTC | Buy | 77275.9→76833.2 | -3.31 | timeout |
| 05-26 03:16 | BTC | Buy | 77437.9→76536.2 | -6.27 | timeout |
| 05-25 23:15 | BTC | Buy | 77647.9→77258.1 | -2.98 | timeout |
| 05-25 19:15 | BTC | Buy | 77411.9→77452.1 | -0.24 | timeout |
| 05-25 16:24 | BTC | Buy | 77281.9→77541.1 | +1.18 | timeout |
| 05-25 12:24 | BTC | Buy | 77076.9→77307.1 | +1.01 | timeout |
| 05-25 08:24 | BTC | Buy | 77198.9→77273.1 | -0.02 | timeout |
| 05-25 04:23 | BTC | Buy | 76657.8→77073.1 | +2.24 | timeout |
| 05-25 00:23 | BTC | Buy | 76611.8→77105.1 | +2.75 | timeout |
| 05-24 19:07 | BTC | Buy | 77260.9→76650.2 | -4.42 | timeout |
| 05-24 15:07 | BTC | Buy | 76898.8→76396.2 | -3.73 | timeout |
| 05-24 11:06 | BTC | Buy | 76916.8→77260.1 | +1.75 | timeout |
| 05-24 07:07 | BTC | Buy | 76751.8→76900.2 | +0.48 | timeout |
| 05-24 03:05 | BTC | Buy | 75754.8→76910.2 | +7.15 | timeout |
| 05-23 23:05 | BTC | Buy | 75487.8→76588.2 | +6.82 | timeout |
| 05-23 05:48 | BTC | Buy | 76014.8→75453.2 | -4.14 | timeout |
| 05-22 23:45 | BTC | Buy | 76874.8→75448.5 | -9.74 | stop_loss |
| 05-22 19:30 | BTC | Buy | 77160.9→75697.3 | -9.95 | stop_loss |
| 05-22 10:57 | BTC | Buy | 77613.9→77274.1 | -2.67 | timeout |
| 05-22 06:57 | BTC | Buy | 77595.9→77388.1 | -1.79 | timeout |
| 05-22 02:56 | BTC | Buy | 77310.9→77596.1 | +1.38 | timeout |
| 05-21 22:16 | BTC | Buy | 76956.8→77609.1 | +3.76 | timeout |
| 05-21 16:05 | BTC | Buy | 77994.9→77229.1 | -5.36 | timeout |
| 05-21 10:57 | BTC | Buy | 77966.9→77221.1 | -5.27 | timeout |
| 05-21 06:57 | BTC | Buy | 77460.9→77547.1 | +0.08 | timeout |
| 05-21 02:57 | BTC | Buy | 77437.9→77959.1 | +2.89 | timeout |
| 05-20 21:32 | BTC | Buy | 77242.9→77593.1 | +1.79 | timeout |
| 05-20 01:39 | BTC | Buy | 76915.8→76576.2 | -2.71 | timeout |
| 05-19 21:38 | BTC | Buy | 76917.8→76998.1 | +0.02 | timeout |
| 05-16 14:03 | BTC | Buy | 78991.9→78988 | -0.51 | timeout |
| 05-16 10:02 | BTC | Buy | 79104→79100 | -0.51 | timeout |
| 05-16 06:01 | BTC | Buy | 78987.9→78995.1 | -0.39 | timeout |
| 05-16 02:02 | BTC | Buy | 79472→79106 | -2.74 | timeout |
| 05-15 21:40 | BTC | Buy | 79278→79043 | -1.91 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.51 | timeout |
| 05-01 20:32 | BTC | Buy | 77797.9→78088.1 | +1.44 | timeout |
| 05-01 20:31 | BTC | Buy | 77787→78092.5 | +0.09 | — |
| 05-01 16:31 | BTC | Buy | 77380→78191.5 | +0.28 | — |
| 05-01 16:31 | BTC | Buy | 77398.9→78256.1 | +5.10 | timeout |
| 05-01 11:31 | BTC | Buy | 77157.9→77381.1 | +0.99 | timeout |
| 05-01 11:30 | BTC | Buy | 77158→77376.5 | +0.02 | — |
| 04-29 17:11 | BTC | Buy | 76930→75923 | -6.99 | timeout |
| 04-29 15:54 | BTC | Buy | 77057→75669 | -9.46 | stop_loss |
| 04-29 13:10 | BTC | Buy | 77255→77057 | -1.73 | timeout |
| 04-29 09:10 | BTC | Buy | 76301→76930 | +3.67 | timeout |
| 04-28 21:38 | BTC | Buy | 76223→76340 | +0.32 | timeout |
| 04-27 05:16 | BTC | Buy | 78583→77954 | -4.45 | stop_loss |
| 04-27 00:55 | BTC | Buy | 78134→79072 | +5.55 | take_profit |
| 04-26 23:40 | BTC | Buy | 78015→78420 | +2.15 | timeout |
| 04-26 23:05 | BTC | Buy | 78060→78285 | +0.99 | timeout |
| 04-26 21:55 | BTC | Buy | 77984→78920 | +5.55 | take_profit |
| 04-26 21:55 | BTC | Buy | 77978→78914 | +5.55 | take_profit |
| 04-26 21:55 | BTC | Buy | 77989→78925 | +5.55 | take_profit |
| 04-26 15:19 | BTC | Buy | 77989→78077 | +0.11 | timeout |
| 04-26 14:48 | BTC | Buy | 77959→77982 | -0.30 | timeout |
| 04-26 14:17 | BTC | Buy | 77965→77901 | -0.86 | timeout |
| 04-26 13:47 | BTC | Buy | 78012→77899 | -1.17 | timeout |
| 04-26 13:16 | BTC | Buy | 78105→77880 | -1.89 | timeout |
Paper vs Live
Paper (trades.jsonl)
66
closed
45%
win rate
-55.54
total pnl ($)
-17.1 bps
avg bps net
Live (dry_run=0)
8
closed
62%
win rate
-3.12
total pnl ($)
-15.2 bps
avg bps net
Live WR is 138% of paper WR (62% vs 45%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 66 | 45% | -17.5 | -55.54 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 20:32 | BTC | Buy | +1.44 | # Trade Analysis: tick-1777638671 BTC consolidated sideways near $78,100 with minimal intraday momentum (1h: -0.28%, 24h: +2.13%) while funding rates turned slightly negative, signaling diminished leverage appetite despite positive daily returns. The thesi… |
| 05-01 20:31 | BTC | Buy | +0.09 | Bitcoin had drifted sideways to slightly lower (-0.28% in the final hour) after a 2.13% 24-hour rally, closing near $78,113 with negative funding (-0.53 bps) signaling mild seller dominance despite elevated open interest. The long entry at $77,787 captured … |
| 05-01 16:31 | BTC | Buy | +5.10 | When the trade closed 8 hours later, Bitcoin had stabilized near $78,255 with modest 24-hour gains (2.52%), suggesting the macro environment remained benign and fear/greed stayed contained, preventing a sharp reversal that would have triggered the stop-loss… |
| 05-01 16:31 | BTC | Buy | +0.28 | BTC was consolidating near $78,255 with mild hourly weakness (-0.48% 1h) but sustained 24-hour gains (+2.52%), indicating a choppy recovery environment within a broader uptrend. The trade's thesis worked modestly: the long entry at $77,380 captured the intr… |
| 05-01 11:31 | BTC | Buy | +0.99 | At close, Bitcoin had stabilized around $77,331 after a modest intraday rally (+0.09% on the 1h), with broader crypto showing mixed signals (ETH flat, 7d momentum slightly negative) and futures funding rates remaining benign at 0.001485%. The trade's thesis… |
| 05-01 11:30 | BTC | Buy | +0.02 | Bitcoin was consolidating in a tight range with modest intraday gains (0.09% 1h, 1.66% 24h) and slightly negative weekly performance (-0.27% 7d), suggesting mean-reversion conditions as the market tested local resistance. The trade's thesis worked marginall… |
| 04-29 21:11 | BTC | Buy | -2.32 | At close, Bitcoin was trading near $75,830 with modest intraday momentum (+0.38% 1h) but negative weekly performance (-3.95% 7d), while funding rates remained neutral at 0% with elevated open interest suggesting consolidation rather than directional convict… |
| 04-29 15:54 | BTC | Buy | -9.46 | # Trade Closed Analysis BTC declined 1.38% over the 8-hour hold (from $77,057 to $75,669), with 1-hour momentum deteriorating to -0.72% at close despite the macro stabilization signal present at entry. The thesis failed because the MSTR premium compression… |
| 04-29 13:10 | BTC | Buy | -1.73 | Bitcoin was consolidating with mild downside pressure in the final hour (-0.22% 1h) while maintaining modest 24h gains, supported by stabilizing macro conditions (VIX 17.8, fear/greed 26) and elevated Bitcoin dominance (58.1%). The thesis failed because MST… |
| 04-29 13:10 | BTC | Buy | -0.38 | At close, Bitcoin was consolidating near $77,179 with mild hourly weakness (-0.22%) despite positive 24-hour momentum (+1.40%), while funding rates had turned slightly negative (-0.009894%), suggesting reduced leverage appetite. The reversion thesis failed … |