65
closed trades
48%
win rate
-41.35
total pnl ($)
0.724
weight
7d window — n=12 wr=33% pnl=-39.88
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 22:29:10 (33.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abw__restored_9d45b206
n: 265
· wr: 44.2%
· total_bps: -1491.7
· mean_bps: -5.63
· sharpe: -0.06
· max_dd_bps: -3691.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 65 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 15:10 | BTC | Buy | 64315.2→63622.8 | -7.58 | timeout |
| 06-18 06:12 | BTC | Buy | 64601.2→63869.8 | -7.95 | timeout |
| 06-17 19:50 | BTC | Buy | 65254.3→64029.8 | -12.79 | stop_loss |
| 06-17 15:14 | BTC | Buy | 64971.2→65143.7 | +1.14 | timeout |
| 06-17 09:11 | BTC | Buy | 65803.3→64962.8 | -8.90 | timeout |
| 06-17 03:11 | BTC | Buy | 65865.3→65794.7 | -1.29 | timeout |
| 06-16 21:04 | BTC | Buy | 65664.3→65833.7 | +1.06 | timeout |
| 06-16 14:23 | BTC | Buy | 66822.3→65578.9 | -12.70 | stop_loss |
| 06-16 09:01 | BTC | Buy | 65729.3→66834.7 | +10.36 | timeout |
| 06-16 02:57 | BTC | Buy | 66483.3→65724.7 | -8.01 | timeout |
| 06-15 20:53 | BTC | Buy | 66591.3→66513.7 | -1.36 | timeout |
| 06-15 14:51 | BTC | Buy | 65723.3→66605.7 | +8.14 | timeout |
| 06-15 08:50 | BTC | Buy | 65484.3→65734.7 | +1.90 | timeout |
| 06-15 02:45 | BTC | Buy | 64025.2→65536.7 | +14.75 | timeout |
| 06-14 20:42 | BTC | Buy | 63894.2→64021.8 | +0.70 | timeout |
| 06-14 14:42 | BTC | Buy | 64455.2→63904.8 | -6.14 | timeout |
| 06-14 08:38 | BTC | Buy | 64534.2→64477.8 | -1.16 | timeout |
| 06-14 02:34 | BTC | Buy | 64224.2→64530.8 | +2.52 | timeout |
| 06-13 20:33 | BTC | Buy | 64146.2→64220.8 | +0.17 | timeout |
| 06-13 14:29 | BTC | Buy | 63792.2→64113.8 | +2.68 | timeout |
| 06-13 08:29 | BTC | Buy | 63707.2→63786.8 | +0.20 | timeout |
| 06-13 02:24 | BTC | Buy | 63507.2→63729.8 | +1.69 | timeout |
| 06-12 20:29 | BTC | Buy | 63615.2→63506.8 | -1.70 | timeout |
| 06-12 14:23 | BTC | Buy | 63515.2→63315.8 | -2.65 | timeout |
| 06-12 08:20 | BTC | Buy | 63594.2→63425.8 | -2.35 | timeout |
| 06-12 02:25 | BTC | Buy | 63460.2→63592.8 | +0.74 | timeout |
| 06-11 20:15 | BTC | Buy | 62822.1→63505.8 | +6.45 | timeout |
| 06-11 14:06 | BTC | Buy | 62757.1→62878.9 | +0.64 | timeout |
| 06-11 08:06 | BTC | Buy | 62198.1→62727.9 | +4.90 | timeout |
| 06-11 01:59 | BTC | Buy | 61980.1→62201.9 | +1.73 | timeout |
| 06-10 19:58 | BTC | Buy | 62141.1→61972.9 | -2.37 | timeout |
| 06-10 13:50 | BTC | Buy | 61679.1→62359.9 | +6.58 | timeout |
| 06-10 01:43 | BTC | Buy | 61847.1→62016.9 | +1.22 | timeout |
| 06-09 14:43 | BTC | Buy | 62456.1→61291.3 | -12.71 | stop_loss |
| 06-09 13:45 | BTC | Buy | 63167.2→62401.9 | -8.46 | timeout |
| 06-08 20:59 | BTC | Buy | 63948.2→63427.8 | -5.89 | timeout |
| 05-30 17:57 | BTC | Buy | 73569.7→73980.3 | +3.01 | timeout |
| 05-30 11:33 | BTC | Buy | 73508.7→73556.3 | -0.18 | timeout |
| 05-26 05:35 | BTC | Buy | 77289.9→76842.2 | -4.35 | timeout |
| 05-25 23:35 | BTC | Buy | 77553.9→77282.1 | -2.89 | timeout |
| 05-25 17:34 | BTC | Buy | 77442.9→77552.1 | +0.28 | timeout |
| 05-25 11:34 | BTC | Buy | 77371.9→77430.1 | -0.13 | timeout |
| 05-25 05:34 | BTC | Buy | 76859.8→77364.1 | +3.65 | timeout |
| 05-24 23:35 | BTC | Buy | 76583.8→76912.2 | +2.19 | timeout |
| 05-24 17:34 | BTC | Buy | 77277.9→76577.2 | -6.49 | timeout |
| 05-24 11:34 | BTC | Buy | 76681.8→77274.1 | +4.41 | timeout |
| 05-24 05:34 | BTC | Buy | 76706.8→76674.2 | -0.89 | timeout |
| 05-23 23:34 | BTC | Buy | 75460.8→76700.2 | +10.07 | timeout |
| 05-23 17:34 | BTC | Buy | 74798.7→75453.2 | +5.06 | timeout |
| 05-23 11:33 | BTC | Buy | 75471.8→74803.3 | -6.34 | timeout |
| 05-23 05:32 | BTC | Buy | 75661.8→75460.2 | -2.31 | timeout |
| 05-22 22:44 | BTC | Buy | 76906.8→75479.5 | -12.67 | stop_loss |
| 05-22 17:32 | BTC | Buy | 77281.9→76899.2 | -3.85 | timeout |
| 05-22 11:32 | BTC | Buy | 77587.9→77273.1 | -3.26 | timeout |
| 05-22 05:33 | BTC | Buy | 77635.9→77580.1 | -1.05 | timeout |
| 05-21 23:32 | BTC | Buy | 77955.9→77628.1 | -3.35 | timeout |
| 05-21 17:32 | BTC | Buy | 77326.9→77986.1 | +4.93 | timeout |
| 05-21 11:31 | BTC | Buy | 77842.9→77319.1 | -4.99 | timeout |
| 05-21 05:30 | BTC | Buy | 77417.9→77821.1 | +2.78 | timeout |
| 05-20 23:31 | BTC | Buy | 77554.9→77410.1 | -1.81 | timeout |
| 05-02 07:01 | BTC | Buy | 78274.9→78303.1 | -0.33 | timeout |
| 05-02 01:00 | BTC | Buy | 78385.9→78267.1 | -1.51 | timeout |
| 05-01 18:59 | BTC | Buy | 77932.9→78378.1 | +3.14 | timeout |
| 05-01 12:59 | BTC | Buy | 77054.9→77925.1 | +6.76 | timeout |
| 05-01 06:58 | BTC | Buy | 76372.8→77047.1 | +5.18 | timeout |
Paper vs Live
Paper (trades.jsonl)
65
closed
48%
win rate
-41.35
total pnl ($)
-9.6 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 | 65 | 48% | -9.6 | -41.35 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 07:01 | BTC | Buy | -0.33 | Bitcoin drifted sideways in a tight 1-hour range (+0.09%), failing to generate the volatility compression breakout that the options strategy was positioned to exploit after the extreme fear signal confluence. The 360-minute timeout exit caught the trade bef… |
| 05-02 01:00 | BTC | Buy | -1.51 | Bitcoin was trading in a narrow, sideways consolidation at $78,302 with minimal hourly momentum (+0.09%) and modest positive daily/weekly returns, lacking directional conviction to trigger the strategy's 320 bps take-profit target within the 6-hour window. … |
| 05-01 18:59 | BTC | Buy | +3.14 | # Trade Close Analysis **Market Context:** Bitcoin was consolidating near $78,507 with minimal 1-hour momentum (-0.01%) despite a +2.81% 24-hour gain, while funding rates turned slightly negative (-0.0026%), signaling waning leverage appetite after the ral… |
| 05-01 12:59 | BTC | Buy | +6.76 | Bitcoin was consolidating within a tight 1-hour range (+0.93%) after a modest 24-hour rally (+2.44%), with near-zero funding rates suggesting balanced long/short positioning and no extreme leverage buildup. The options volatility compression signal that tri… |
| 05-01 06:58 | BTC | Buy | +5.18 | At close, Bitcoin was trading near $77k with mild intraday weakness (-0.19% 1h) but positive daily momentum (+1.59% 24h), while funding rates had turned slightly negative (-0.49 bps), suggesting a shift from peak leverage. The options DVol compression extre… |