28
closed trades
50%
win rate
+31.96
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:03:35 (38.6d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
zf
n: 98
· wr: 61.2%
· total_bps: +1675.0
· mean_bps: +17.09
· sharpe: +0.21
· max_dd_bps: -1114.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 28 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-10 09:08 | BTC | Buy | 80576→80829 | +1.11 | timeout |
| 05-10 08:37 | BTC | Buy | 80709→80827 | +0.26 | timeout |
| 05-10 08:06 | BTC | Buy | 80607→80679 | -0.03 | timeout |
| 05-10 07:15 | BTC | Buy | 80696→80701 | -0.42 | timeout |
| 05-09 17:34 | BTC | Buy | 80229→80806 | +3.14 | timeout |
| 05-09 17:04 | BTC | Buy | 80375→80644 | +1.21 | timeout |
| 05-09 16:20 | BTC | Buy | 80367→80654 | +1.29 | timeout |
| 05-09 10:13 | BTC | Buy | 80417→80158 | -2.05 | timeout |
| 05-09 09:32 | BTC | Buy | 80314→80221 | -1.01 | timeout |
| 05-09 09:03 | BTC | Buy | 80205→80366 | +0.58 | timeout |
| 05-09 08:32 | BTC | Buy | 80148→80384 | +1.04 | timeout |
| 05-09 08:01 | BTC | Buy | 80163→80272 | +0.21 | timeout |
| 05-07 09:21 | BTC | Buy | 81024.1→81030.9 | -0.41 | timeout |
| 05-07 08:31 | BTC | Buy | 81187.1→81404.9 | +0.88 | timeout |
| 05-07 04:32 | BTC | Buy | 81401.1→80945 | -3.27 | timeout |
| 05-07 03:16 | BTC | Buy | 81201.1→81032.9 | -1.49 | timeout |
| 05-07 02:45 | BTC | Buy | 81366.1→80994 | -2.74 | timeout |
| 05-07 01:19 | BTC | Buy | 81360.1→81015.9 | -2.55 | timeout |
| 05-07 00:31 | BTC | Buy | 81486.1→81178.9 | -2.29 | timeout |
| 05-06 13:18 | BTC | Buy | 80239→81999.9 | +10.44 | timeout |
| 05-06 13:18 | BTC | Buy | 80337→81999.9 | +9.81 | timeout |
| 05-06 13:18 | BTC | Buy | 80256→81999.9 | +10.32 | timeout |
| 05-06 10:54 | BTC | Buy | 79747→82294.9 | +15.45 | take_profit |
| 05-04 23:50 | BTC | Buy | 79761→79741 | -0.54 | timeout |
| 05-04 23:10 | BTC | Buy | 80091→79858 | -1.87 | timeout |
| 05-04 22:27 | BTC | Buy | 79357→80231 | +5.09 | timeout |
| 05-04 10:20 | BTC | Buy | 79727→78247.9 | -9.72 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
28
closed
50%
win rate
+31.96
total pnl ($)
+23.0 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 28 | 50% | +23.0 | +31.96 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:08 | BTC | Buy | +1.11 | BTC was trading in a tight range near $81,479 with low volatility and slightly positive momentum over 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-10 08:37 | BTC | Buy | +0.26 | BTC was trading in a narrow range with low volatility, showing mild positive momentum across timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-10 08:06 | BTC | Buy | -0.03 | BTC was trading in a narrow range with low volatility, showing mild upward drift across timeframes. The thesis failed because the trade expired without reaching the target or stop, as the market remained range-bound and the timeout closed the position at a … |
| 05-10 07:15 | BTC | Buy | -0.42 | BTC was trading in a narrow range with low volatility and neutral funding. The trade failed because the timeout triggered before the expected move materialized in the sideways market. |
| 05-09 17:34 | BTC | Buy | +3.14 | The market was in a mild downtrend with BTC declining 1.61% over 24 hours and negative momentum across the 1h and 7d periods. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within … |
| 05-09 17:04 | BTC | Buy | +1.21 | The market was in a mild downtrend with BTC down across all timeframes and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-09 16:20 | BTC | Buy | +1.29 | BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The trade's small profit came from a brief intraday bounce, but the timeout close prevented capturing further gains as the broader bearish regime persisted. |
| 05-09 10:13 | BTC | Buy | -2.05 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a broader 7-day decline. The trade failed because the entry never triggered, and the position was closed by timeout without any price action to validate the thesis. |
| 05-09 09:32 | BTC | Buy | -1.01 | The market was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d, with low funding and declining open interest. The thesis failed because the trade was closed due to a timeout, likely from a lack of directional conviction or insu… |
| 05-09 09:03 | BTC | Buy | +0.58 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected directional move did not materialize within the allotte… |