105
closed trades
42%
win rate
-13.49
total pnl ($)
1.208
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:47:53 (33.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
rs
n: 304
· wr: 41.4%
· total_bps: -1722.9
· mean_bps: -5.67
· sharpe: -0.10
· max_dd_bps: -3548.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-16 11:27 | BTC | Buy | 78458.9→78047.1 | -3.08 | timeout |
| 05-16 10:56 | BTC | Buy | 78592.9→77913.1 | -4.79 | timeout |
| 05-16 10:08 | BTC | Buy | 78792.9→77716.2 | -7.29 | stop_loss |
| 05-16 09:18 | BTC | Buy | 78982.9→77891.1 | -7.37 | stop_loss |
| 05-16 08:46 | BTC | Buy | 78925.9→78391.1 | -3.85 | timeout |
| 05-16 07:13 | BTC | Buy | 79107→78015.1 | -7.35 | stop_loss |
| 05-16 06:46 | BTC | Buy | 79041→78714.1 | -2.51 | timeout |
| 05-16 03:56 | BTC | Buy | 79075→79077 | -0.43 | timeout |
| 05-16 02:32 | BTC | Buy | 79057→79050 | -0.49 | timeout |
| 05-16 02:01 | BTC | Buy | 78986.9→79107 | +0.32 | timeout |
| 05-16 01:31 | BTC | Buy | 79060→79020 | -0.69 | timeout |
| 05-15 22:41 | BTC | Buy | 79274→79065 | -1.76 | timeout |
| 05-15 22:01 | BTC | Buy | 79500→78979.1 | -3.72 | timeout |
| 05-15 21:26 | BTC | Buy | 79353→79073 | -2.20 | timeout |
| 05-15 20:55 | BTC | Buy | 79226→79055 | -1.52 | timeout |
| 05-15 13:42 | BTC | Buy | 80089→79003.5 | -7.23 | stop_loss |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.50 | timeout |
| 05-12 02:00 | BTC | Buy | 81773.1→81715.9 | -0.80 | timeout |
| 05-12 01:11 | BTC | Buy | 81701.1→81715.9 | -0.36 | timeout |
| 05-11 23:31 | BTC | Buy | 81861.1→81715.9 | -1.34 | timeout |
| 05-11 22:56 | BTC | Buy | 81941.1→81715.9 | -1.83 | timeout |
| 05-11 22:25 | BTC | Buy | 81870.1→81786.9 | -0.96 | timeout |
| 05-11 21:55 | BTC | Buy | 81870.1→81807.9 | -0.83 | timeout |
| 05-11 20:22 | BTC | Buy | 81760.1→81814.9 | -0.12 | timeout |
| 05-11 06:49 | BTC | Buy | 81187.1→80744 | -3.19 | timeout |
| 05-11 05:49 | BTC | Buy | 81445.1→80823 | -4.28 | timeout |
| 05-10 23:02 | BTC | Buy | 80565→82334.9 | +10.53 | take_profit |
| 05-10 22:52 | BTC | Buy | 81203.1→81843.9 | +3.49 | timeout |
| 05-10 20:49 | BTC | Buy | 81359.1→80256.8 | -7.23 | stop_loss |
| 05-10 14:22 | BTC | Buy | 80708→80864 | +0.51 | timeout |
| 05-10 10:30 | BTC | Buy | 80615→80787 | +0.61 | timeout |
| 05-10 02:11 | BTC | Buy | 80699→80594 | -1.10 | timeout |
| 05-09 23:55 | BTC | Buy | 80899→80632 | -2.09 | timeout |
| 05-09 19:14 | BTC | Buy | 80218→80844 | +3.45 | timeout |
| 05-09 18:40 | BTC | Buy | 80230→80916 | +3.83 | timeout |
| 05-09 14:30 | BTC | Buy | 80210→80270 | -0.08 | timeout |
| 05-09 13:58 | BTC | Buy | 80184→80343 | +0.54 | timeout |
| 05-09 12:00 | BTC | Buy | 80192→80290 | +0.16 | timeout |
| 05-09 04:07 | BTC | Buy | 80107→80566 | +2.42 | timeout |
| 05-09 03:20 | BTC | Buy | 80202→80465 | +1.19 | timeout |
| 05-09 01:01 | BTC | Buy | 80088→80197 | +0.25 | timeout |
| 05-08 23:07 | BTC | Buy | 80026→80198 | +0.62 | timeout |
| 05-08 22:18 | BTC | Buy | 80168→80326 | +0.53 | timeout |
| 05-08 21:07 | BTC | Buy | 79916→80135 | +0.91 | timeout |
| 05-08 19:17 | BTC | Buy | 79850→80076 | +0.95 | timeout |
| 05-08 18:46 | BTC | Buy | 80173→80157 | -0.56 | timeout |
| 05-08 18:11 | BTC | Buy | 79832→80143 | +1.48 | timeout |
| 05-08 16:46 | BTC | Buy | 80146→79748 | -2.95 | timeout |
| 05-08 13:51 | BTC | Buy | 79781→79595 | -1.62 | timeout |
| 05-08 10:41 | BTC | Buy | 79549→80032 | +2.59 | timeout |
| 05-08 10:05 | BTC | Buy | 79518→79961 | +2.33 | timeout |
| 05-08 07:07 | BTC | Buy | 79332→79282 | -0.77 | timeout |
| 05-08 06:31 | BTC | Buy | 79436→79468 | -0.26 | timeout |
| 05-08 05:31 | BTC | Buy | 79732→79653 | -0.95 | timeout |
| 05-08 02:00 | BTC | Buy | 79684→79696 | -0.39 | timeout |
| 05-08 00:40 | BTC | Buy | 79934→79890 | -0.73 | timeout |
| 05-07 18:42 | BTC | Buy | 80143→80190 | -0.17 | timeout |
| 05-07 15:18 | BTC | Buy | 80893→79796.1 | -7.24 | stop_loss |
| 05-07 14:31 | BTC | Buy | 80613→80212 | -2.95 | timeout |
| 05-07 13:52 | BTC | Buy | 80891→80430 | -3.31 | timeout |
| 05-07 13:20 | BTC | Buy | 81136.1→81071.9 | -0.86 | timeout |
| 05-07 12:24 | BTC | Buy | 81302.1→81040.9 | -2.07 | timeout |
| 05-07 04:38 | BTC | Buy | 81103.1→80883 | -1.81 | timeout |
| 05-07 02:43 | BTC | Buy | 81254.1→80921 | -2.50 | timeout |
| 05-06 23:49 | BTC | Buy | 81393.1→81316.9 | -0.91 | timeout |
| 05-06 22:54 | BTC | Buy | 81357.1→81351.9 | -0.47 | timeout |
| 05-06 22:17 | BTC | Buy | 81500.1→81310.9 | -1.60 | timeout |
| 05-06 17:32 | BTC | Buy | 82027.1→81442.9 | -4.01 | timeout |
| 05-06 08:33 | BTC | Buy | 79933→81687.9 | +10.45 | take_profit |
| 05-06 08:32 | BTC | Buy | 79899→81652.9 | +10.45 | take_profit |
| 05-06 08:32 | BTC | Buy | 79891→81644.9 | +10.46 | take_profit |
| 05-06 08:08 | BTC | Buy | 79849→81601.9 | +10.46 | take_profit |
| 05-04 23:47 | BTC | Buy | 79988→79714 | -2.15 | timeout |
| 05-04 20:58 | BTC | Buy | 79948→79891 | -0.79 | timeout |
| 05-04 19:54 | BTC | Buy | 79809→79959 | +0.51 | timeout |
| 05-04 19:19 | BTC | Buy | 80014→79919 | -1.03 | timeout |
| 05-04 18:39 | BTC | Buy | 79444→80181 | +4.20 | timeout |
| 05-04 17:49 | BTC | Buy | 78904.9→80359 | +8.77 | timeout |
| 05-04 16:29 | BTC | Buy | 78968.9→80220 | +7.49 | timeout |
| 05-04 14:33 | BTC | Buy | 78883.9→79295 | +2.16 | timeout |
| 05-04 10:07 | BTC | Buy | 79717→78636.7 | -7.22 | stop_loss |
| 05-04 10:07 | BTC | Buy | 79700→78619.7 | -7.23 | stop_loss |
| 05-04 10:06 | BTC | Buy | 79904→78821.6 | -7.22 | stop_loss |
| 05-04 10:06 | BTC | Buy | 79900→78817.6 | -7.22 | stop_loss |
| 05-04 09:17 | BTC | Buy | 80084→79704 | -2.82 | timeout |
| 05-04 07:47 | BTC | Buy | 79946→79835 | -1.15 | timeout |
| 05-04 02:41 | BTC | Buy | 78483.9→80207 | +10.52 | take_profit |
| 05-04 01:46 | BTC | Buy | 78674.9→78853.1 | +0.68 | timeout |
| 05-03 11:02 | BTC | Buy | 78286.9→78361.1 | +0.02 | timeout |
| 05-02 09:25 | BTC | Buy | 78003.9→78279.1 | +1.31 | timeout |
| 05-02 06:35 | BTC | Buy | 78246.9→78126.1 | -1.21 | timeout |
| 05-02 03:50 | BTC | Buy | 78105.9→78349.1 | +1.13 | timeout |
| 05-02 03:19 | BTC | Buy | 78034.9→78255.1 | +0.98 | timeout |
| 05-02 00:55 | BTC | Buy | 77775.9→78302.1 | +2.96 | timeout |
| 05-01 21:39 | BTC | Buy | 78386.9→78087.1 | -2.35 | timeout |
| 05-01 19:08 | BTC | Buy | 78163.9→78459.1 | +1.44 | timeout |
| 05-01 18:18 | BTC | Buy | 78625.9→78476.1 | -1.40 | timeout |
| 05-01 17:44 | BTC | Buy | 78198.9→78386.1 | +0.75 | timeout |
| 05-01 13:55 | BTC | Buy | 77193.9→78889.1 | +10.53 | take_profit |
| 05-01 10:56 | BTC | Buy | 77014.9→77226.1 | +0.91 | timeout |
Paper vs Live
Paper (trades.jsonl)
105
closed
42%
win rate
-13.49
total pnl ($)
-2.5 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 | 105 | 42% | -2.5 | -13.49 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 10:30 | BTC | Buy | +0.61 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over the past 24 hours. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the market lacked directional conviction to trigg… |
| 05-10 10:30 | BTC | Buy | +0.61 | BTC was trading in a narrow range with low volatility, showing slight gains across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time. |
| 05-10 10:30 | BTC | Buy | +0.61 | BTC was trading in a narrow, low-volatility range with neutral funding, showing no directional conviction. The thesis failed because the expected breakout did not materialize within the time limit, triggering a timeout exit. |
| 05-10 10:30 | BTC | Buy | +0.61 | BTC traded in a narrow range with low volatility, showing slight positive momentum over the hour and day. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-10 10:30 | BTC | Buy | +0.61 | BTC was trading in a narrow, low-volatility range with neutral funding and flat OI, offering no clear directional edge. The thesis failed because the market lacked momentum to trigger an entry before the timeout closed the trade. |
| 05-10 10:30 | BTC | Buy | +0.61 | The market was in a mild uptrend with low volatility, as BTC posted small gains across timeframes and funding rates were slightly negative. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not mat… |
| 05-10 10:30 | BTC | Buy | +0.61 | BTC traded in a narrow, low-volatility range with neutral funding and flat OI. The thesis failed because the trade was closed by timeout without reaching target or stop, as the market lacked directional momentum. |
| 05-10 10:30 | BTC | Buy | +0.61 | BTC was trading in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time in a… |
| 05-10 10:30 | BTC | Buy | +0.61 | BTC traded in a narrow range with low volatility, showing slight positive momentum over the 1-hour and 24-hour periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allott… |
| 05-10 10:30 | BTC | Buy | +0.61 | BTC traded in a narrow range with low volatility, showing slight positive momentum over the 1-hour and 24-hour periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowe… |