167
closed trades
41%
win rate
-227.86
total pnl ($)
1.121
weight
7d window — n=29 wr=52% pnl=-9.95
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:41:03 (35.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abj__restored_cfbb2527
n: 61
· wr: 50.8%
· total_bps: -379.2
· mean_bps: -6.22
· sharpe: -0.10
· max_dd_bps: -789.6
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 |
|---|---|---|---|---|---|
| 06-22 16:00 | BTC | Buy | 64611.2→64776.8 | +1.08 | timeout |
| 06-22 11:57 | BTC | Buy | 64171.2→64615.8 | +3.89 | timeout |
| 06-22 07:50 | BTC | Buy | 64083.2→64214.8 | +0.74 | timeout |
| 06-21 19:09 | BTC | Buy | 64203.2→64127.8 | -1.34 | timeout |
| 06-21 15:04 | BTC | Buy | 64367.2→64174.8 | -2.52 | timeout |
| 06-21 11:02 | BTC | Buy | 64240.2→64419.8 | +1.23 | timeout |
| 06-21 06:57 | BTC | Buy | 64237.2→64263.8 | -0.32 | timeout |
| 06-21 02:56 | BTC | Buy | 64285.2→64230.8 | -1.14 | timeout |
| 06-20 22:53 | BTC | Buy | 63791.2→64282.8 | +4.42 | timeout |
| 06-20 14:53 | BTC | Buy | 63628.2→63925.8 | +2.44 | timeout |
| 06-20 10:50 | BTC | Buy | 63714.2→63627.8 | -1.48 | timeout |
| 06-20 06:47 | BTC | Buy | 63403.2→63707.8 | +2.54 | timeout |
| 06-20 02:43 | BTC | Buy | 63280.2→63344.8 | +0.08 | timeout |
| 06-19 22:40 | BTC | Buy | 62992.1→63252.8 | +2.10 | timeout |
| 06-19 18:33 | BTC | Buy | 63202.2→63083.8 | -1.80 | timeout |
| 06-19 14:32 | BTC | Buy | 62409.1→63164.8 | +7.31 | timeout |
| 06-19 10:29 | BTC | Buy | 62805.1→62463.9 | -4.10 | timeout |
| 06-19 06:19 | BTC | Buy | 62969.1→62751.9 | -2.82 | timeout |
| 06-18 13:29 | BTC | Buy | 64219.2→64328.8 | +0.52 | timeout |
| 06-18 09:22 | BTC | Buy | 63923.2→64425.8 | +4.52 | timeout |
| 06-17 18:05 | BTC | Buy | 65914.3→65017.2 | -9.44 | stop_loss |
| 06-17 13:01 | BTC | Buy | 64952.2→65025.7 | +0.14 | timeout |
| 06-17 04:51 | BTC | Buy | 65770.3→65936.7 | +1.05 | timeout |
| 06-16 20:33 | BTC | Buy | 65708.3→65710.7 | -0.58 | timeout |
| 06-16 14:18 | BTC | Buy | 66648.3→65740.8 | -9.44 | stop_loss |
| 06-16 12:28 | BTC | Buy | 66521.3→66548.7 | -0.34 | timeout |
| 06-16 08:24 | BTC | Buy | 66042.3→66436.7 | +3.31 | timeout |
| 06-16 00:31 | BTC | Buy | 66612.3→66263.7 | -3.98 | timeout |
| 06-15 20:20 | BTC | Buy | 67073.4→66513.7 | -6.02 | timeout |
| 06-14 18:26 | BTC | Buy | 64229.2→63708.8 | -5.87 | timeout |
| 06-14 14:21 | BTC | Buy | 64549.2→64220.8 | -3.89 | timeout |
| 06-14 10:21 | BTC | Buy | 64416.2→64537.8 | +0.63 | timeout |
| 06-14 06:21 | BTC | Buy | 64560.2→64409.8 | -2.10 | timeout |
| 06-13 20:54 | BTC | Buy | 63957.2→64239.8 | +2.28 | timeout |
| 06-13 16:52 | BTC | Buy | 64079.2→63907.8 | -2.32 | timeout |
| 06-13 12:47 | BTC | Buy | 63854.2→64081.8 | +1.71 | timeout |
| 06-13 08:45 | BTC | Buy | 63600.2→63857.8 | +2.03 | timeout |
| 06-13 04:40 | BTC | Buy | 63602.2→63576.8 | -0.84 | timeout |
| 06-13 00:39 | BTC | Buy | 63493.2→63587.8 | +0.36 | timeout |
| 06-12 20:34 | BTC | Buy | 63848.2→63501.8 | -4.11 | timeout |
| 06-12 16:33 | BTC | Buy | 63490.2→63885.8 | +3.46 | timeout |
| 06-12 12:30 | BTC | Buy | 63467.2→63429.8 | -0.98 | timeout |
| 06-12 06:33 | BTC | Buy | 63689.2→62820.4 | -9.46 | stop_loss |
| 06-12 00:37 | BTC | Buy | 63303.2→63665.8 | +3.11 | timeout |
| 06-11 16:26 | BTC | Buy | 62751.1→62594.9 | -2.23 | timeout |
| 06-11 08:12 | BTC | Buy | 62673.1→62769.9 | +0.39 | timeout |
| 06-11 04:00 | BTC | Buy | 61537.1→62634.9 | +10.98 | timeout |
| 06-10 22:04 | BTC | Buy | 61954.1→61108.4 | -9.46 | stop_loss |
| 06-10 17:31 | BTC | Buy | 62621.1→61766 | -9.46 | stop_loss |
| 06-10 13:44 | BTC | Buy | 61011.1→62347.9 | +13.66 | take_profit |
| 06-10 09:21 | BTC | Buy | 61681.1→60842.5 | -9.41 | stop_loss |
| 06-09 21:17 | BTC | Buy | 61801.1→62016.9 | +1.70 | timeout |
| 06-09 14:20 | BTC | Buy | 62510.1→61658.1 | -9.45 | stop_loss |
| 06-09 13:13 | BTC | Buy | 62758.1→62552.9 | -2.70 | timeout |
| 06-09 09:09 | BTC | Buy | 63112.2→62709.9 | -4.73 | timeout |
| 06-09 05:04 | BTC | Buy | 62626.1→63273.8 | +6.14 | timeout |
| 06-09 00:28 | BTC | Buy | 63572.2→62707.5 | -9.43 | stop_loss |
| 06-08 20:59 | BTC | Buy | 63498.2→63427.8 | -1.31 | timeout |
| 06-08 16:55 | BTC | Buy | 63580.2→63507.8 | -1.35 | timeout |
| 06-08 12:50 | BTC | Buy | 63072.2→63548.8 | +4.32 | timeout |
| 06-08 08:44 | BTC | Buy | 62684.1→63134.8 | +4.07 | timeout |
| 06-08 01:24 | BTC | Buy | 63705.2→62835.4 | -9.46 | stop_loss |
| 06-07 22:14 | BTC | Buy | 61772.1→63124.8 | +13.65 | take_profit |
| 06-07 16:39 | BTC | Buy | 61912.1→62219.9 | +2.63 | timeout |
| 06-07 12:30 | BTC | Buy | 62521.1→61883.9 | -7.21 | timeout |
| 06-06 18:16 | BTC | Buy | 60897→60441 | -5.44 | timeout |
| 06-06 14:15 | BTC | Buy | 60660→60884 | +1.82 | timeout |
| 06-06 10:15 | BTC | Buy | 61166.1→60654 | -6.04 | timeout |
| 06-06 04:14 | BTC | Buy | 60894→60065.9 | -9.43 | stop_loss |
| 06-05 23:33 | BTC | Buy | 61308.1→60473.7 | -9.43 | stop_loss |
| 06-05 18:43 | BTC | Buy | 60686→59861.1 | -9.42 | stop_loss |
| 06-05 16:11 | BTC | Buy | 60652→59827.1 | -9.42 | stop_loss |
| 06-05 12:00 | BTC | Buy | 62718.1→61856 | -9.52 | stop_loss |
| 06-05 07:37 | BTC | Buy | 61434.1→62782.9 | +13.69 | take_profit |
| 06-05 06:03 | BTC | Buy | 62874.1→62009.9 | -9.51 | stop_loss |
| 06-04 22:15 | BTC | Buy | 63133.2→63346.8 | +1.62 | timeout |
| 06-04 17:52 | BTC | Buy | 63761.2→63607.8 | -2.16 | timeout |
| 06-04 09:23 | BTC | Buy | 63854.2→62985.3 | -9.43 | stop_loss |
| 06-04 03:04 | BTC | Buy | 62274.1→63637.8 | +13.65 | take_profit |
| 06-03 23:08 | BTC | Buy | 65297.3→64409.6 | -9.42 | stop_loss |
| 06-03 14:43 | BTC | Buy | 67256.4→66750.7 | -5.49 | timeout |
| 06-03 08:31 | BTC | Buy | 66334.3→67040.6 | +6.31 | timeout |
| 06-03 03:43 | BTC | Buy | 66744.3→65828.8 | -9.50 | stop_loss |
| 06-02 14:23 | BTC | Buy | 68901.4→67962.6 | -9.44 | stop_loss |
| 06-02 11:08 | BTC | Buy | 69954.5→69536.5 | -4.50 | timeout |
| 06-02 02:06 | BTC | Buy | 71253.6→70280.3 | -9.48 | stop_loss |
| 06-01 23:44 | BTC | Buy | 71627.6→71509.4 | -1.69 | timeout |
| 06-01 02:46 | BTC | Buy | 73930.7→73769.3 | -2.02 | timeout |
| 05-31 20:20 | BTC | Buy | 73592.7→73705.3 | +0.41 | timeout |
| 05-31 14:42 | BTC | Buy | 73777.7→73623.3 | -1.95 | timeout |
| 05-31 09:33 | BTC | Buy | 74123.7→73945.3 | -2.18 | timeout |
| 05-31 03:43 | BTC | Buy | 73778.7→74113.3 | +2.35 | timeout |
| 05-30 22:48 | BTC | Buy | 74000.7→73822.3 | -2.18 | timeout |
| 05-30 03:49 | BTC | Buy | 73403.7→73557.3 | +0.77 | timeout |
| 05-29 20:34 | BTC | Buy | 74043.7→73704.3 | -3.57 | timeout |
| 05-29 14:24 | BTC | Buy | 73633.7→72626 | -9.50 | stop_loss |
| 05-29 10:34 | BTC | Buy | 73685.7→73574.3 | -1.58 | timeout |
| 05-29 07:39 | BTC | Buy | 73292.7→73457.3 | +0.86 | timeout |
| 05-29 02:31 | BTC | Buy | 73569.7→73388.3 | -2.22 | timeout |
| 05-28 23:10 | BTC | Buy | 73487.7→73543.3 | -0.13 | timeout |
Paper vs Live
Paper (trades.jsonl)
167
closed
41%
win rate
-227.86
total pnl ($)
-20.9 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 | 167 | 41% | -20.9 | -227.86 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 12:22 | BTC | Buy | stale_intent |
| 06-22 04:16 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 05:55 | BTC | Buy | -1.55 | # Trade Analysis: NFT Floor BAYC Stabilization Speculation (BTC Long) **Market Context:** Bitcoin was consolidating near $78,254 with modest positive momentum (1h +0.11%, 24h +1.47%), while funding rates were slightly negative (-0.0056%), indicating mild b… |
| 05-02 01:55 | BTC | Buy | +0.57 | Bitcoin was consolidating near $78,328 with minimal intraday momentum (0.01% 1h change) but positive longer-term context (2.18% 24h, 1.12% 7d gains), creating a low-volatility environment where the position's 240-minute timeout captured only modest mean rev… |
| 05-01 21:55 | BTC | Buy | -3.44 | # Trade Close Analysis BTC was consolidating around $78,251 with modest upward momentum (0.43% 1h, 2.55% 24h) while negative funding rates (-0.0067%) signaled waning leveraged long interest. The thesis failed because the strategy anticipated a stabilizatio… |
| 05-01 17:53 | BTC | Buy | -0.35 | # Trade Analysis BTC was consolidating within a narrow range at $78,547 (up 3% on the day) with positive 1-hour momentum (+0.51%) and slightly negative funding (-0.002%), indicating marginal long positioning during a mild uptrend. The thesis of capturing a… |
| 05-01 13:52 | BTC | Buy | +10.00 | # Trade Analysis: BTC Long (tick-1777629138) At close, Bitcoin was trading near $78,431 with negative funding rates (-0.000365%), signaling weak long positioning and potential mean-reversion setup conditions. The thesis worked partially because the trade c… |
| 05-01 09:52 | BTC | Buy | -0.09 | # Trade Closure Analysis Bitcoin was trading near $77,167 with modest positive funding (0.49%) and elevated open interest ($3.96B), indicating a balanced market without strong directional conviction at close. The NFT floor stabilization thesis failed to ma… |
| 05-01 05:51 | BTC | Buy | +3.15 | # Trade Analysis: BTC Long (BAYC Floor Stabilization) At close, Bitcoin was consolidating near $77,100 with negative funding (-0.69 bps) signaling mild seller pressure and heavy open interest ($3.96B) indicating trapped longs, preventing sustained momentum… |
| 05-01 01:49 | BTC | Buy | +2.59 | # Trade Analysis: BTC Long (4-Hour Timeout) Bitcoin was trading in a narrow range near $76,650 with negative funding (-0.01185%), indicating slight oversupply of long positions and weak bullish conviction despite elevated open interest of $3.87B. The trade… |
| 04-30 09:48 | BTC | BUY | +3.09 | Bitcoin was consolidating near $76,100 with minimal intraday momentum (0.07% 1h) but persistent weakness over 24h (-2.05%) and 7d (-2.29%), reflecting broader market uncertainty despite positive funding rates signaling long positioning. The trade's thesis—t… |
| 04-30 05:27 | BTC | BUY | -9.04 | # Trade Analysis: nft_floor_bayc_stabilization_speculation_bottom_long Bitcoin was consolidating near $75,537 with mild intraday strength (+0.13% 1h) but persistent weekly weakness (-3.08% 7d), while funding rates remained slightly negative at -0.39bps, si… |