97
closed trades
38%
win rate
-69.72
total pnl ($)
1.026
weight
7d window — n=17 wr=18% pnl=-31.72
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:33:13 (22.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
j
n: 49
· wr: 46.9%
· total_bps: -176.4
· mean_bps: -3.60
· sharpe: -0.08
· max_dd_bps: -614.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 97 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 12:40 | ETH | Buy | 1547.15→1532.08 | -5.32 | stop_loss |
| 06-25 22:38 | ETH | Buy | 1574.06→1568.94 | -2.08 | timeout |
| 06-25 14:16 | ETH | Buy | 1570.16→1554.87 | -5.32 | stop_loss |
| 06-25 03:54 | ETH | Buy | 1617.56→1618.74 | -0.09 | timeout |
| 06-24 21:23 | ETH | Buy | 1612.46→1610.14 | -1.17 | timeout |
| 06-24 15:29 | ETH | Buy | 1648.16→1643.84 | -1.76 | timeout |
| 06-24 03:27 | ETH | Buy | 1665.17→1660.23 | -1.93 | timeout |
| 06-23 19:52 | ETH | Buy | 1653.77→1658.53 | +0.99 | timeout |
| 06-23 12:25 | ETH | Buy | 1659.77→1656.03 | -1.57 | timeout |
| 06-23 01:37 | ETH | Buy | 1725.07→1727.93 | +0.38 | timeout |
| 06-22 19:44 | ETH | Buy | 1739.57→1733.43 | -2.22 | timeout |
| 06-22 12:54 | ETH | Buy | 1767.98→1761.72 | -2.22 | timeout |
| 06-22 06:30 | ETH | Buy | 1736.57→1735.33 | -0.81 | timeout |
| 06-21 21:09 | ETH | Buy | 1718.77→1701.78 | -5.39 | stop_loss |
| 06-21 10:41 | ETH | Buy | 1731.47→1732.43 | -0.17 | timeout |
| 06-20 16:30 | ETH | Buy | 1741.77→1732.33 | -3.16 | timeout |
| 06-19 21:06 | ETH | Buy | 1703.57→1705.53 | +0.12 | timeout |
| 06-19 10:03 | ETH | Buy | 1697.17→1688.43 | -3.03 | timeout |
| 06-19 03:15 | ETH | Buy | 1705.87→1689.29 | -5.31 | stop_loss |
| 06-18 18:45 | ETH | Buy | 1681.57→1684.43 | +0.40 | timeout |
| 06-18 07:28 | ETH | Buy | 1728.97→1745.53 | +4.34 | timeout |
| 06-17 23:28 | ETH | Buy | 1742.67→1749.73 | +1.57 | timeout |
| 06-17 10:13 | ETH | Buy | 1769.28→1771.82 | +0.27 | timeout |
| 06-17 04:02 | ETH | Buy | 1792.78→1793.62 | -0.22 | timeout |
| 06-16 20:04 | ETH | Buy | 1792.78→1792.52 | -0.53 | timeout |
| 06-16 13:11 | ETH | Buy | 1817.08→1799.32 | -5.34 | stop_loss |
| 06-16 04:31 | ETH | Buy | 1778.48→1760.34 | -5.55 | stop_loss |
| 06-15 21:08 | ETH | Buy | 1824.08→1815.52 | -2.80 | timeout |
| 06-15 12:41 | ETH | Buy | 1763.98→1770.42 | +1.37 | timeout |
| 06-15 03:15 | ETH | Buy | 1723.17→1721.93 | -0.81 | timeout |
| 06-14 15:32 | ETH | Buy | 1663.47→1661.53 | -1.03 | timeout |
| 06-14 07:40 | ETH | Buy | 1676.07→1674.23 | -1.00 | timeout |
| 06-13 22:55 | ETH | Buy | 1688.37→1681.43 | -2.50 | timeout |
| 06-13 16:48 | ETH | Buy | 1679.67→1674.53 | -1.98 | timeout |
| 06-13 08:39 | ETH | Buy | 1673.07→1676.43 | +0.55 | timeout |
| 06-13 02:48 | ETH | Buy | 1673.47→1666.23 | -2.62 | timeout |
| 06-12 15:37 | ETH | Buy | 1673.17→1672.33 | -0.70 | timeout |
| 06-12 09:24 | ETH | Buy | 1673.57→1676.33 | +0.38 | timeout |
| 06-12 03:00 | ETH | Buy | 1666.67→1675.13 | +2.09 | timeout |
| 06-11 18:38 | ETH | Buy | 1672.77→1683.83 | +2.85 | timeout |
| 06-11 09:41 | ETH | Buy | 1661.07→1658.63 | -1.19 | timeout |
| 06-10 21:02 | ETH | Buy | 1626.66→1628.24 | +0.04 | timeout |
| 06-10 13:06 | ETH | Buy | 1624.06→1634.44 | +2.75 | timeout |
| 06-09 13:15 | ETH | Buy | 1679.17→1675.83 | -1.44 | timeout |
| 06-08 22:01 | ETH | Buy | 1709.97→1693.38 | -5.29 | stop_loss |
| 06-08 16:07 | ETH | Buy | 1695.57→1694.43 | -0.79 | timeout |
| 06-08 08:36 | ETH | Buy | 1675.97→1666.03 | -3.42 | timeout |
| 06-07 21:15 | ETH | Buy | 1618.46→1629.44 | +2.95 | timeout |
| 06-07 13:37 | ETH | Buy | 1614.66→1616.04 | -0.02 | timeout |
| 06-07 05:42 | ETH | Buy | 1596.26→1605.54 | +2.46 | timeout |
| 06-06 22:31 | ETH | Buy | 1562.46→1553.94 | -3.17 | timeout |
| 06-06 06:36 | ETH | Buy | 1558.16→1574.44 | +4.78 | timeout |
| 06-05 23:17 | ETH | Buy | 1598.26→1582.65 | -5.33 | stop_loss |
| 06-05 16:43 | ETH | Buy | 1594.96→1579.45 | -5.31 | stop_loss |
| 06-05 10:17 | ETH | Buy | 1680.07→1672.73 | -2.63 | timeout |
| 06-05 03:50 | ETH | Buy | 1737.17→1733.23 | -1.58 | timeout |
| 06-04 20:07 | ETH | Buy | 1772.48→1764.02 | -2.84 | timeout |
| 06-04 13:20 | ETH | Buy | 1777.88→1760.34 | -5.38 | stop_loss |
| 06-03 21:43 | ETH | Buy | 1810.78→1837.72 | +6.99 | take_profit |
| 06-03 07:47 | ETH | Buy | 1876.59→1878.51 | +0.06 | timeout |
| 06-02 22:11 | ETH | Buy | 1908.99→1890.47 | -5.30 | stop_loss |
| 06-02 08:39 | ETH | Buy | 1986.9→1982.7 | -1.51 | timeout |
| 06-01 23:54 | ETH | Buy | 2002.7→2005.5 | +0.25 | timeout |
| 06-01 13:30 | ETH | Buy | 1985.8→1975.3 | -3.10 | timeout |
| 05-31 16:13 | ETH | Buy | 2010→2008.5 | -0.82 | timeout |
| 05-30 11:13 | ETH | Buy | 2016.2→2016.1 | -0.48 | timeout |
| 05-29 19:54 | ETH | Buy | 2009.8→2019.1 | +1.86 | timeout |
| 05-29 10:59 | ETH | Buy | 2014.3→2011 | -1.27 | timeout |
| 05-28 21:21 | ETH | Buy | 2017.2→2020 | +0.24 | timeout |
| 05-28 14:05 | ETH | Buy | 1984.4→1967.88 | -4.61 | stop_loss |
| 05-28 06:29 | ETH | Buy | 1974.8→1977 | +0.11 | timeout |
| 05-27 21:19 | ETH | Buy | 2062.79→2058.41 | -1.52 | timeout |
| 05-27 08:39 | ETH | Buy | 2078.69→2093.01 | +2.99 | timeout |
| 05-26 11:27 | ETH | Buy | 2118.69→2120.11 | -0.12 | timeout |
| 05-26 00:06 | ETH | Buy | 2106.69→2112.01 | +0.81 | timeout |
| 05-25 16:56 | ETH | Buy | 2126.01→2134.19 | +1.47 | timeout |
| 05-25 06:06 | ETH | Buy | 2105.59→2105.11 | -0.57 | timeout |
| 05-24 22:56 | ETH | Buy | 2070.79→2092.11 | +4.69 | timeout |
| 05-23 23:25 | ETH | Buy | 2110.29→2116.01 | +0.90 | timeout |
| 05-23 16:54 | ETH | Buy | 2057.69→2060.41 | +0.20 | timeout |
| 05-23 09:04 | ETH | Buy | 2025.7→2029.6 | +0.51 | timeout |
| 05-22 23:45 | ETH | Buy | 2067.79→2072.51 | +0.69 | timeout |
| 05-22 08:33 | ETH | Buy | 2130.49→2130.21 | -0.52 | timeout |
| 05-21 20:52 | ETH | Buy | 2141.49→2137.91 | -1.29 | timeout |
| 05-21 14:52 | ETH | Buy | 2115.29→2117.71 | +0.12 | timeout |
| 05-21 02:51 | ETH | Buy | 2142.69→2143.11 | -0.36 | timeout |
| 05-20 16:21 | ETH | Buy | 2144.29→2129.81 | -3.83 | timeout |
| 05-20 05:41 | ETH | Buy | 2108.59→2128.51 | +4.27 | timeout |
| 05-19 15:19 | ETH | Buy | 2105.39→2109.71 | +0.57 | timeout |
| 05-18 20:18 | ETH | Buy | 2103.89→2126.71 | +4.97 | timeout |
| 05-18 12:48 | ETH | Buy | 2132.19→2151.72 | +4.13 | timeout |
| 05-18 01:38 | ETH | Buy | 2109.79→2109.21 | -0.58 | timeout |
| 05-17 12:27 | ETH | Buy | 2187.78→2193.12 | +0.77 | timeout |
| 05-17 02:35 | ETH | Buy | 2172.88→2172.72 | -0.49 | timeout |
| 05-16 12:35 | ETH | Buy | 2177.58→2175.82 | -0.86 | timeout |
| 05-15 21:11 | ETH | Buy | 2221.48→2222.42 | -0.24 | timeout |
| 05-15 12:51 | ETH | Buy | 2260.47→2252.83 | -2.14 | timeout |
Paper vs Live
Paper (trades.jsonl)
97
closed
38%
win rate
-69.72
total pnl ($)
-14.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 97 | 38% | -14.4 | -69.72 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 14:21 | ETH | Buy | below_min_notional_skip |
| 06-24 20:37 | ETH | Buy | below_min_notional_skip |
| 06-24 14:44 | ETH | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||