447
closed trades
36%
win rate
-357.24
total pnl ($)
0.368
weight
7d window — n=160 wr=34% pnl=-143.80
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-22 09:15:04 (36.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
auc
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 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 10:23 | BTCUSDT | Buy | 60456.9→60437.6 | -0.61 | timeout |
| 06-27 09:16 | BTCUSDT | Buy | 60334→60256.1 | -1.10 | timeout |
| 06-27 08:12 | BTCUSDT | Buy | 60105.5→60443.2 | +2.35 | timeout |
| 06-27 07:07 | BTCUSDT | Buy | 60211.4→60289.4 | +0.20 | timeout |
| 06-27 06:04 | BTCUSDT | Buy | 60338.3→60137.2 | -2.12 | timeout |
| 06-27 05:01 | BTCUSDT | Buy | 60255.7→60199.8 | -0.91 | timeout |
| 06-27 03:59 | BTCUSDT | Buy | 59959.4→60254.7 | +2.01 | timeout |
| 06-27 02:55 | BTCUSDT | Buy | 60050.7→60298.5 | +1.61 | timeout |
| 06-27 01:50 | BTCUSDT | Buy | 60063.2→59933.9 | -1.53 | timeout |
| 06-27 00:48 | BTCUSDT | Buy | 59940.8→59911.7 | -0.69 | timeout |
| 06-26 23:46 | BTCUSDT | Buy | 59951.5→60032 | +0.22 | timeout |
| 06-26 22:45 | BTCUSDT | Buy | 59633.2→59915.1 | +1.91 | timeout |
| 06-26 21:46 | BTCUSDT | Buy | 59893.1→59927.1 | -0.17 | timeout |
| 06-26 20:42 | BTCUSDT | Buy | 59761.4→59585.1 | -1.93 | timeout |
| 06-26 19:39 | BTCUSDT | Buy | 59994.7→59845.3 | -1.71 | timeout |
| 06-26 18:34 | BTCUSDT | Buy | 60136→59817.3 | -3.11 | timeout |
| 06-26 17:32 | BTCUSDT | Buy | 60215.1→60130.1 | -1.16 | timeout |
| 06-26 14:55 | BTCUSDT | Buy | 59941.2→59341.4 | -5.45 | stop_loss |
| 06-26 13:55 | BTCUSDT | Buy | 58926.2→59785 | +6.84 | take_profit |
| 06-26 13:18 | BTCUSDT | Buy | 59458.7→58859.7 | -5.49 | stop_loss |
| 06-26 12:40 | BTCUSDT | Buy | 59656.6→59059.2 | -5.46 | stop_loss |
| 06-26 12:23 | BTCUSDT | Buy | 59735.9→59517.1 | -2.29 | timeout |
| 06-26 09:52 | BTCUSDT | Buy | 60117.2→59512.3 | -5.48 | stop_loss |
| 06-26 09:51 | BTCUSDT | Buy | 60308→59705.2 | -5.45 | stop_loss |
| 06-26 09:08 | BTCUSDT | Buy | 60326.1→60076.8 | -2.51 | timeout |
| 06-26 07:39 | BTCUSDT | Buy | 59803.6→60673.1 | +6.82 | take_profit |
| 06-26 07:03 | BTCUSDT | Buy | 59842.7→60280.3 | +3.21 | timeout |
| 06-26 06:00 | BTCUSDT | Buy | 59918.7→59847.2 | -1.05 | timeout |
| 06-26 03:36 | BTCUSDT | Buy | 58394.1→59245.1 | +6.84 | take_profit |
| 06-26 02:13 | BTCUSDT | Buy | 59364.9→58757.3 | -5.57 | stop_loss |
| 06-26 02:12 | BTCUSDT | Buy | 59633.6→59026 | -5.54 | stop_loss |
| 06-26 01:31 | BTCUSDT | Buy | 59809.2→59207.3 | -5.48 | stop_loss |
| 06-26 00:54 | BTCUSDT | Buy | 59794→59673.6 | -1.46 | timeout |
| 06-25 23:53 | BTCUSDT | Buy | 60036.8→59786.5 | -2.54 | timeout |
| 06-25 22:50 | BTCUSDT | Buy | 59404.4→59759.5 | +2.54 | timeout |
| 06-25 21:48 | BTCUSDT | Buy | 59180.7→59876.1 | +5.42 | timeout |
| 06-25 20:48 | BTCUSDT | Buy | 59430.9→59435.8 | -0.41 | timeout |
| 06-25 19:46 | BTCUSDT | Buy | 59445.7→59171.8 | -2.75 | timeout |
| 06-25 18:45 | BTCUSDT | Buy | 59273.5→59382.5 | +0.47 | timeout |
| 06-25 17:41 | BTCUSDT | Buy | 59224.1→59559.8 | +2.39 | timeout |
| 06-25 15:03 | BTCUSDT | Buy | 59631.1→59034 | -5.45 | stop_loss |
| 06-25 13:46 | BTCUSDT | Buy | 60327.5→59723.7 | -5.45 | stop_loss |
| 06-25 13:38 | BTCUSDT | Buy | 61374.5→60746.9 | -5.56 | stop_loss |
| 06-25 13:33 | BTCUSDT | Buy | 61235.7→60949.3 | -2.79 | timeout |
| 06-25 12:30 | BTCUSDT | Buy | 61570.5→61673.4 | +0.38 | timeout |
| 06-25 11:06 | BTCUSDT | Buy | 61646.1→61024.3 | -5.50 | stop_loss |
| 06-25 10:21 | BTCUSDT | Buy | 61735.2→61558.9 | -1.88 | timeout |
| 06-25 09:20 | BTCUSDT | Buy | 61791.9→61675.7 | -1.39 | timeout |
| 06-25 08:14 | BTCUSDT | Buy | 61735.1→61752.5 | -0.31 | timeout |
| 06-25 07:12 | BTCUSDT | Buy | 61630.9→61681.5 | -0.04 | timeout |
| 06-25 05:24 | BTCUSDT | Buy | 60829.1→61728.7 | +6.95 | take_profit |
| 06-25 05:07 | BTCUSDT | Buy | 60796.8→61685.9 | +6.86 | take_profit |
| 06-25 04:05 | BTCUSDT | Buy | 60870→60813.6 | -0.91 | timeout |
| 06-25 03:03 | BTCUSDT | Buy | 60752.3→60746.2 | -0.50 | timeout |
| 06-25 01:59 | BTCUSDT | Buy | 61061.8→60851.2 | -2.18 | timeout |
| 06-25 00:55 | BTCUSDT | Buy | 60866.2→60766 | -1.27 | timeout |
| 06-24 23:51 | BTCUSDT | Buy | 61049.3→60899.6 | -1.67 | timeout |
| 06-24 22:49 | BTCUSDT | Buy | 61127.3→60782.6 | -3.26 | timeout |
| 06-24 20:06 | BTCUSDT | Buy | 59740.6→60633.5 | +7.03 | take_profit |
| 06-24 20:06 | BTCUSDT | Buy | 59544.5→60425.7 | +6.96 | take_profit |
| 06-24 19:44 | BTCUSDT | Buy | 59346.3→59711.2 | +2.64 | timeout |
| 06-24 16:51 | BTCUSDT | Buy | 60160.3→59555.6 | -5.47 | stop_loss |
| 06-24 16:47 | BTCUSDT | Buy | 60614.9→60008.8 | -5.44 | stop_loss |
| 06-24 15:38 | BTCUSDT | Buy | 61172.7→60559.6 | -5.46 | stop_loss |
| 06-24 13:47 | BTCUSDT | Buy | 61882.2→61261 | -5.47 | stop_loss |
| 06-24 13:22 | BTCUSDT | Buy | 62438.2→61797.6 | -5.58 | stop_loss |
| 06-24 13:06 | BTCUSDT | Buy | 62830.2→62198.3 | -5.48 | stop_loss |
| 06-24 12:30 | BTCUSDT | Buy | 62530.8→62766.3 | +1.43 | timeout |
| 06-24 11:31 | BTCUSDT | Buy | 62665.8→62394.9 | -2.61 | timeout |
| 06-24 10:28 | BTCUSDT | Buy | 62683.3→62507.6 | -1.86 | timeout |
| 06-24 09:25 | BTCUSDT | Buy | 62685.7→62682 | -0.49 | timeout |
| 06-24 08:22 | BTCUSDT | Buy | 62783.8→62627.5 | -1.70 | timeout |
| 06-24 07:18 | BTCUSDT | Buy | 62834.7→62722.1 | -1.35 | timeout |
| 06-24 06:13 | BTCUSDT | Buy | 62649→62804.2 | +0.78 | timeout |
| 06-24 05:11 | BTCUSDT | Buy | 62626.3→62775.1 | +0.73 | timeout |
| 06-24 04:09 | BTCUSDT | Buy | 62865→62618.5 | -2.42 | timeout |
| 06-24 03:07 | BTCUSDT | Buy | 62890.3→62531.6 | -3.31 | timeout |
| 06-24 02:07 | BTCUSDT | Buy | 62789.6→62784 | -0.50 | timeout |
| 06-24 01:04 | BTCUSDT | Buy | 62539→62878 | +2.26 | timeout |
| 06-24 00:02 | BTCUSDT | Buy | 62610.8→62729.6 | +0.50 | timeout |
| 06-23 22:57 | BTCUSDT | Buy | 62442.6→62543.7 | +0.36 | timeout |
| 06-23 21:54 | BTCUSDT | Buy | 62365→62565.2 | +1.16 | timeout |
| 06-23 20:52 | BTCUSDT | Buy | 62204.7→62365.1 | +0.84 | timeout |
| 06-23 19:54 | BTCUSDT | Buy | 62415.7→62363.5 | -0.87 | timeout |
| 06-23 18:50 | BTCUSDT | Buy | 62489.8→62163.6 | -3.06 | timeout |
| 06-23 17:49 | BTCUSDT | Buy | 62227.2→62455.6 | +1.39 | timeout |
| 06-23 16:41 | BTCUSDT | Buy | 62523.6→62565.7 | -0.11 | timeout |
| 06-23 15:39 | BTCUSDT | Buy | 62361.9→62322.3 | -0.76 | timeout |
| 06-23 14:38 | BTCUSDT | Buy | 62309.1→62629.3 | +2.13 | timeout |
| 06-23 13:31 | BTCUSDT | Buy | 62539.6→61911.4 | -5.46 | stop_loss |
| 06-23 12:35 | BTCUSDT | Buy | 62285.6→62320.8 | -0.15 | timeout |
| 06-23 11:34 | BTCUSDT | Buy | 62449.8→62514.1 | +0.08 | timeout |
| 06-23 10:32 | BTCUSDT | Buy | 62231.9→62288.3 | +0.02 | timeout |
| 06-23 08:24 | BTCUSDT | Buy | 62738.3→62109.4 | -5.46 | stop_loss |
| 06-23 08:17 | BTCUSDT | Buy | 62993.5→62359.1 | -5.49 | stop_loss |
| 06-23 06:18 | BTCUSDT | Buy | 63581.4→62929.1 | -5.58 | stop_loss |
| 06-23 05:46 | BTCUSDT | Buy | 63936→63296.8 | -5.45 | stop_loss |
| 06-23 05:20 | BTCUSDT | Buy | 64024.1→63545.5 | -4.19 | timeout |
| 06-23 04:21 | BTCUSDT | Buy | 64173.1→63863.7 | -2.86 | timeout |
| 06-23 03:14 | BTCUSDT | Buy | 64208.7→63977.6 | -2.25 | timeout |
Paper vs Live
Paper (trades.jsonl)
447
closed
36%
win rate
-357.24
total pnl ($)
-16.0 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTCUSDT | 447 | 36% | -16.0 | -357.24 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 10:30 | BTCUSDT | Buy | router_blocked |
| 06-27 09:35 | BTCUSDT | Buy | router_blocked |
| 06-27 08:37 | BTCUSDT | Buy | router_blocked |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||