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125

closed trades

38%

win rate

-52.20

total pnl ($)

1.097

weight

7d window — n=28 wr=21% pnl=-21.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:35:16 (24.3d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: strategies_batch_aqq

n: 53 · wr: 52.8% · total_bps: +477.5 · mean_bps: +9.01 · sharpe: +0.24 · max_dd_bps: -111.9

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 18:14	BTC	Sell	60540→60500	-0.10	timeout
06-27 13:27	BTC	Sell	60275→60447	-1.50	timeout
06-27 07:03	BTC	Sell	60163→60314	-1.36	timeout
06-27 00:54	BTC	Sell	60053→60037	-0.25	timeout
06-26 18:47	BTC	Sell	60025→59646	+2.17	timeout
06-26 12:34	BTC	Sell	59421→59993	-4.21	stop_loss
06-26 06:25	BTC	Sell	59760→60037	-2.21	timeout
06-25 23:51	BTC	Sell	59773→59795	-0.51	timeout
06-25 17:48	BTC	Sell	59270→59480	-1.78	timeout
06-25 12:03	BTC	Sell	61201.9→61212.1	-0.43	timeout
06-25 06:00	BTC	Sell	61298.9→61619.1	-2.45	timeout
06-24 23:38	BTC	Sell	60824→61036.1	-1.76	timeout
06-24 17:20	BTC	Sell	60371→59467	+5.63	take_profit
06-24 11:48	BTC	Sell	62510.9→62786.1	-2.12	timeout
06-24 05:58	BTC	Sell	62762.9→62851.1	-0.92	timeout
06-23 23:43	BTC	Sell	62546.9→62592.1	-0.65	timeout
06-23 17:35	BTC	Sell	62593.9→62590.1	-0.34	timeout
06-23 11:23	BTC	Sell	62399.9→62515.1	-1.11	timeout
06-23 05:56	BTC	Sell	63628.8→63428.2	+0.90	timeout
06-22 23:52	BTC	Sell	63931.8→63945.2	-0.45	timeout
06-22 17:43	BTC	Sell	64533.8→64461.2	+0.09	timeout
06-22 11:30	BTC	Sell	64131.8→64346.2	-1.69	timeout
06-22 05:24	BTC	Sell	63967.8→64213.2	-1.89	timeout
06-21 23:11	BTC	Sell	63568.8→63678.2	-1.05	timeout
06-21 17:03	BTC	Sell	64192.8→64130.2	+0.03	timeout
06-21 11:02	BTC	Sell	64197.8→64430.2	-1.81	timeout
06-21 05:01	BTC	Sell	64385.8→64262.2	+0.41	timeout
06-20 22:59	BTC	Sell	63989.8→64275.2	-2.14	timeout
06-20 16:56	BTC	Sell	64073.8→63971.2	+0.28	timeout
06-20 10:52	BTC	Sell	63668.8→63621.2	-0.06	timeout
06-20 04:51	BTC	Sell	63431.8→63551.2	-1.11	timeout
06-19 22:48	BTC	Sell	63077.8→63316.2	-1.87	timeout
06-19 16:44	BTC	Sell	63231.8→63256.2	-0.51	timeout
06-19 10:37	BTC	Sell	62415.9→62438.1	-0.51	timeout
06-19 04:32	BTC	Sell	62757.9→62616.1	+0.54	timeout
06-18 22:35	BTC	Sell	62952.9→62771.1	+0.79	timeout
06-18 15:58	BTC	Sell	63231.8→62289.1	+5.60	take_profit
06-18 10:23	BTC	Sell	64413.8→63909.2	+2.78	timeout
06-18 04:22	BTC	Sell	64443.8→63918.2	+2.90	timeout
06-17 22:22	BTC	Sell	64313.8→64183.2	+0.45	timeout
06-17 15:50	BTC	Sell	65169.7→65797.2	-4.21	stop_loss
06-17 10:14	BTC	Sell	64963.8→64877.2	+0.18	timeout
06-17 04:10	BTC	Sell	65784.7→65865.3	-0.85	timeout
06-16 22:12	BTC	Sell	65848.7→65838.3	-0.29	timeout
06-16 16:04	BTC	Sell	65628.7→65872.3	-1.85	timeout
06-16 10:04	BTC	Sell	66788.7→66498.3	+1.38	timeout
06-16 04:02	BTC	Sell	65727.7→66150.3	-2.93	timeout
06-15 21:57	BTC	Sell	66457.7→66354.3	+0.26	timeout
06-15 15:47	BTC	Sell	66583.7→67237	-4.29	stop_loss
06-15 09:53	BTC	Sell	65642.7→65543.3	+0.25	timeout
06-15 03:50	BTC	Sell	65477.7→65890.3	-2.88	timeout
06-14 21:18	BTC	Sell	64019.8→64639.5	-4.23	stop_loss
06-14 15:43	BTC	Sell	63904.8→64020.2	-1.08	timeout
06-14 09:43	BTC	Sell	64448.8→64526.2	-0.84	timeout
06-14 03:39	BTC	Sell	64527.8→64473.2	-0.02	timeout
06-13 21:34	BTC	Sell	64203.8→64263.2	-0.73	timeout
06-13 15:33	BTC	Sell	64129.8→64276.2	-1.27	timeout
06-13 09:29	BTC	Sell	63785.8→63793.2	-0.40	timeout
06-13 03:30	BTC	Sell	63701.8→63496.2	+0.93	timeout
06-12 21:25	BTC	Sell	63505.8→63529.2	-0.51	timeout
06-12 15:00	BTC	Sell	63560.8→64172.3	-4.21	stop_loss
06-12 09:23	BTC	Sell	63485.8→63637.2	-1.31	timeout
06-12 03:21	BTC	Sell	63602.8→63441.2	+0.66	timeout
06-11 21:15	BTC	Sell	63503.8→63517.2	-0.44	timeout
06-11 15:12	BTC	Sell	62760.9→62782.1	-0.49	timeout
06-11 09:05	BTC	Sell	62724.9→62892.1	-1.42	timeout
06-11 03:04	BTC	Sell	62203.9→62137.1	+0.07	timeout
06-10 20:55	BTC	Sell	61929.9→61701.1	+1.12	timeout
06-10 14:57	BTC	Sell	62204.9→61796.1	+2.27	timeout
06-10 08:50	BTC	Sell	61674.9→61211.1	+2.64	timeout
06-09 16:44	BTC	Sell	61311.9→61154.1	+0.67	timeout
06-09 10:43	BTC	Sell	62612.9→62686.1	-0.83	timeout
06-09 04:37	BTC	Sell	62720.9→63323.8	-4.21	stop_loss
06-08 22:39	BTC	Sell	63708.8→63296.2	+2.23	timeout
06-08 16:37	BTC	Sell	63841.8→63648.2	+0.86	timeout
06-08 10:32	BTC	Sell	63309.8→63123.2	+0.82	timeout
06-08 04:29	BTC	Sell	63120.8→62912.1	+0.96	timeout
06-07 22:13	BTC	Sell	61781.9→62376.3	-4.21	stop_loss
06-07 16:23	BTC	Sell	61778.9→62239.1	-3.33	timeout
06-07 10:23	BTC	Sell	62678.9→62486.1	+0.87	timeout
06-07 04:16	BTC	Sell	61502.9→61555.1	-0.70	timeout
06-06 22:09	BTC	Sell	60707→60587	+0.43	timeout
06-06 16:04	BTC	Sell	60580→60896	-2.45	timeout
06-06 10:04	BTC	Sell	61131.9→60766	+2.04	timeout
06-06 04:03	BTC	Sell	60889→60697	+0.90	timeout
06-05 22:00	BTC	Sell	61604.9→61633.1	-0.54	timeout
06-05 16:12	BTC	Sell	60573→59811	+4.67	timeout
06-05 09:13	BTC	Sell	62415.9→63016.6	-4.21	stop_loss
06-05 04:26	BTC	Sell	62586.9→63188.7	-4.21	stop_loss
06-04 21:56	BTC	Sell	63583.8→63289.2	+1.49	timeout
06-04 16:14	BTC	Sell	64277.8→63644.2	+3.59	timeout
06-04 10:09	BTC	Sell	63336.8→62865.1	+2.62	timeout
06-04 05:21	BTC	Sell	64620.8→63654.2	+5.62	take_profit
06-03 21:40	BTC	Sell	65298.7→65374.3	-0.82	timeout
06-03 14:41	BTC	Sell	66908.7→66843.3	+0.03	timeout
06-03 05:04	BTC	Sell	66332.7→66970.8	-4.21	stop_loss
06-03 00:48	BTC	Sell	66737.7→66995.3	-1.90	timeout
06-02 16:12	BTC	Sell	67249.6→67896.3	-4.21	stop_loss
06-02 08:08	BTC	Sell	69947.5→70035.5	-0.86	timeout
06-02 06:29	BTC	Sell	70600.5→70371.5	+0.94	timeout

Paper vs Live

Paper (trades.jsonl)

125

closed

38%

win rate

-52.20

total pnl ($)

-10.5 bps

avg bps net

Live (dry_run=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	125	38%	-10.5	-52.20

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 12:34	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…