33
closed trades
36%
win rate
-63.92
total pnl ($)
1.139
weight
7d window — n=4 wr=25% pnl=-14.13
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:13:22 (38.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
pd
n: 112
· wr: 31.2%
· total_bps: -4297.0
· mean_bps: -38.37
· sharpe: -0.38
· max_dd_bps: -4392.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 33 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 19:34 | BTC | Buy | 58906.9→60026 | +7.22 | timeout |
| 06-25 13:45 | BTC | Buy | 60930→59797.1 | -7.80 | stop_loss |
| 06-24 15:43 | BTC | Buy | 61674.1→60524.7 | -7.81 | stop_loss |
| 06-22 21:43 | BTC | Buy | 65044.3→64169.8 | -5.74 | timeout |
| 06-18 15:40 | BTC | Buy | 63915.2→62723.5 | -7.80 | stop_loss |
| 06-18 14:01 | BTC | Buy | 64414.2→63936.8 | -3.32 | timeout |
| 06-18 07:50 | BTC | Buy | 64485.2→64427.8 | -0.72 | timeout |
| 06-18 01:51 | BTC | Buy | 64125.2→64462.8 | +1.73 | timeout |
| 06-11 19:36 | BTC | Buy | 62868.1→63754.8 | +5.26 | timeout |
| 06-10 13:50 | BTC | Buy | 61663.1→62329.9 | +3.96 | timeout |
| 06-09 21:27 | BTC | Buy | 61400.1→62016.9 | +3.67 | timeout |
| 06-05 13:59 | BTC | Buy | 61832.1→60678.6 | -7.82 | stop_loss |
| 06-04 11:10 | BTC | Buy | 63359.2→62180.8 | -7.79 | stop_loss |
| 06-04 08:09 | BTC | Buy | 64610.2→63406.1 | -7.81 | stop_loss |
| 06-03 23:54 | BTC | Buy | 65284.3→64060.7 | -7.86 | stop_loss |
| 06-03 16:01 | BTC | Buy | 67131.4→65882.7 | -7.81 | stop_loss |
| 05-24 02:47 | BTC | Buy | 76741.8→76790.2 | -0.12 | timeout |
| 05-22 20:24 | BTC | Buy | 76774.8→75881.2 | -5.03 | timeout |
| 05-19 19:44 | BTC | Buy | 76775.8→76844.2 | -0.03 | timeout |
| 05-19 13:37 | BTC | Buy | 77139.9→76994.2 | -1.12 | timeout |
| 05-19 07:36 | BTC | Buy | 76919.8→77131.1 | +0.73 | timeout |
| 05-19 01:36 | BTC | Buy | 76731.8→76847.2 | +0.23 | timeout |
| 05-18 19:36 | BTC | Buy | 76938.8→76724.2 | -1.49 | timeout |
| 05-09 08:21 | BTC | Sell | 80091→80367 | -1.75 | timeout |
| 05-09 02:20 | BTC | Sell | 80210→80395 | -1.30 | timeout |
| 05-02 04:16 | BTC | Sell | 78208.1→78253.9 | -0.62 | timeout |
| 05-01 22:15 | BTC | Sell | 78663.1→78292.9 | +1.50 | timeout |
| 04-30 10:44 | BTC | Buy | 75396→75998.2 | +2.83 | timeout |
| 04-30 04:44 | BTC | Buy | 75888→75429 | -2.78 | timeout |
| 04-29 22:42 | BTC | Buy | 75800→75888 | +0.10 | timeout |
| 04-29 15:12 | BTC | Buy | 77588→76191 | -7.56 | stop_loss |
| 04-29 10:41 | BTC | Buy | 77300→77588 | +1.13 | timeout |
| 04-28 20:24 | BTC | Buy | 75918→76329 | +1.81 | timeout |
Paper vs Live
Paper (trades.jsonl)
33
closed
36%
win rate
-63.92
total pnl ($)
-48.3 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 | 33 | 36% | -48.3 | -63.92 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 08:21 | BTC | Sell | -1.75 | The market was in a mild downtrend over 24h and 7d, with BTC at $79,888 and neutral funding. The short thesis failed because the trade expired via timeout without reaching a target or stop, likely due to insufficient directional conviction in a consolidatin… |
| 05-09 02:20 | BTC | Sell | -1.30 | The market was in a mild downtrend across major cryptos with low volatility and neutral funding. The short thesis failed because the trade expired via timeout before the anticipated move materialized, as the market remained range-bound. |
| 05-02 04:16 | BTC | Sell | -0.62 | At close, BTC was consolidating near $78,274 with minimal directional momentum (1h=-0.02%, 24h=+1.51%) and elevated open interest ($4.17B) suggesting institutional positioning remained contested. The trade's thesis failed because MSTR's premium compression … |
| 05-01 22:15 | BTC | Sell | +1.50 | # Trade Closure Analysis: MSTR Premium Mean Reversion Bitcoin was consolidating near $78,357 with modest intraday gains (+0.51% 1h) and slightly positive 24h momentum (+2.61%), while funding rates turned slightly negative (-0.68%), signaling reduced levera… |
| 04-30 10:44 | BTC | Buy | +2.83 | # Trade Analysis: MSTR Premium Regime Adaptive Mean Reversion Bitcoin was consolidating near $76k with minimal funding rate pressure (0.000973%) and elevated open interest ($3.76B), indicating balanced long-short positioning without extreme leverage unwind… |
| 04-30 04:44 | BTC | Buy | -2.78 | At close, Bitcoin was grinding lower in a mild risk-off environment (-2.39% over 24h, -3.25% over 7d) with negative funding rates (-0.005137%) signaling weak long positioning, while the broader market remained in fear (Crypto Fear & Greed at 26). The thesis… |
| 04-29 22:42 | BTC | Buy | +0.10 | BTC was consolidating sideways during the trade window, closing near entry at $75,920 with minimal intraday movement (-0.07% on the hour) and only modest weekly weakness (-3.64%), indicating a market lacking directional conviction rather than a capitulation… |
| 04-29 15:12 | BTC | Buy | -7.56 | BTC declined 0.43% in the hour before exit and remained in a shallow downtrend (-3.51% over 7 days), with negative funding rates (-0.007625%) signaling weak long positioning despite stable 24h returns. The thesis failed because the MSTR z-score of -1.82 and… |
| 04-29 10:41 | BTC | Buy | +1.13 | At close, Bitcoin was consolidating near $77,603 with mild intraday gains (+0.29% 1h) despite slight 7-day weakness, while funding rates had turned slightly negative (-0.79 bps), signaling waning leverage demand. The trade's thesis worked because MSTR's -1.… |