54
closed trades
43%
win rate
-16.61
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 20:46:55 (39.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acp__restored_67cd9c5d
n: 216
· wr: 41.2%
· total_bps: -3223.1
· mean_bps: -14.92
· sharpe: -0.16
· max_dd_bps: -4161.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 54 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 15:39 | BTC | Buy | 63980.2→62790.4 | -9.74 | stop_loss |
| 06-18 08:32 | BTC | Buy | 64698.2→64538.8 | -1.68 | timeout |
| 06-17 19:42 | BTC | Buy | 65323.3→64108.7 | -9.75 | stop_loss |
| 06-17 16:27 | BTC | Buy | 64896.2→66228.7 | +9.82 | timeout |
| 06-17 08:23 | BTC | Buy | 66091.3→65328.7 | -6.21 | timeout |
| 06-17 00:20 | BTC | Buy | 66024.3→65751.7 | -2.53 | timeout |
| 06-16 16:13 | BTC | Buy | 66510.3→65790.7 | -5.87 | timeout |
| 06-16 08:07 | BTC | Buy | 66292.3→66335.7 | -0.11 | timeout |
| 06-16 00:03 | BTC | Buy | 66803.3→66241.7 | -4.65 | timeout |
| 06-15 16:00 | BTC | Buy | 65578.3→67134.6 | +11.42 | timeout |
| 06-15 08:00 | BTC | Buy | 65445.3→65629.7 | +0.94 | timeout |
| 06-14 23:55 | BTC | Buy | 63733.2→65747.7 | +15.36 | timeout |
| 06-14 15:53 | BTC | Buy | 64579.2→64030.8 | -4.70 | timeout |
| 06-14 07:51 | BTC | Buy | 64615.2→64386.8 | -2.22 | timeout |
| 06-13 23:47 | BTC | Buy | 64015.2→64404.8 | +2.59 | timeout |
| 06-13 15:42 | BTC | Buy | 63792.2→64318.8 | +3.67 | timeout |
| 06-13 07:41 | BTC | Buy | 63675.2→63796.8 | +0.50 | timeout |
| 06-12 23:40 | BTC | Buy | 63790.2→63546.8 | -2.37 | timeout |
| 06-12 15:31 | BTC | Buy | 63775.2→64011.8 | +1.38 | timeout |
| 06-12 07:26 | BTC | Buy | 63366.2→62982.9 | -3.49 | timeout |
| 06-11 23:38 | BTC | Buy | 63191.2→63473.8 | +1.75 | timeout |
| 06-11 15:21 | BTC | Buy | 62779.1→62770.9 | -0.54 | timeout |
| 06-11 07:23 | BTC | Buy | 62109.1→62701.9 | +4.28 | timeout |
| 06-10 17:32 | BTC | Buy | 62802.1→61634.1 | -9.75 | stop_loss |
| 06-10 13:50 | BTC | Buy | 61679.1→62359.9 | +5.06 | timeout |
| 06-10 01:35 | BTC | Buy | 61939.1→62016.9 | +0.19 | timeout |
| 06-09 13:45 | BTC | Buy | 63167.2→62401.9 | -6.51 | timeout |
| 06-08 20:59 | BTC | Buy | 63948.2→63427.8 | -4.53 | timeout |
| 05-30 15:40 | BTC | Buy | 73528.7→73839.3 | +1.63 | timeout |
| 05-30 09:56 | BTC | Buy | 73502.7→73568.3 | -0.01 | timeout |
| 05-27 05:30 | BTC | Buy | 75876.8→75641.2 | -1.98 | timeout |
| 05-26 21:30 | BTC | Buy | 76565.8→76009.2 | -4.10 | timeout |
| 05-26 13:30 | BTC | Buy | 76625.8→76746.2 | +0.33 | timeout |
| 05-26 05:29 | BTC | Buy | 77229.9→76821.2 | -3.10 | timeout |
| 05-25 21:29 | BTC | Buy | 77588.9→77311.1 | -2.26 | timeout |
| 05-25 13:28 | BTC | Buy | 77182.9→77293.1 | +0.24 | timeout |
| 05-25 05:28 | BTC | Buy | 76826.8→77351.1 | +2.94 | timeout |
| 05-24 21:29 | BTC | Buy | 76397.8→76578.2 | +0.73 | timeout |
| 05-24 13:28 | BTC | Buy | 76867.8→76963.2 | +0.16 | timeout |
| 05-24 05:27 | BTC | Buy | 76608.8→76653.2 | -0.18 | timeout |
| 05-23 21:27 | BTC | Buy | 75544.8→76893.2 | +8.46 | timeout |
| 05-23 13:27 | BTC | Buy | 75241.8→74934.3 | -2.49 | timeout |
| 05-23 05:27 | BTC | Buy | 75710.8→75479.2 | -1.98 | timeout |
| 05-22 21:26 | BTC | Buy | 76669.8→75984.2 | -4.94 | timeout |
| 05-22 13:26 | BTC | Buy | 77431.9→77324.1 | -1.17 | timeout |
| 05-22 05:26 | BTC | Buy | 77622.9→77557.1 | -0.87 | timeout |
| 05-21 21:26 | BTC | Buy | 77220.9→77736.1 | +2.86 | timeout |
| 05-21 13:25 | BTC | Buy | 77549.9→77229.1 | -2.54 | timeout |
| 05-21 05:26 | BTC | Buy | 77414.9→77860.1 | +2.41 | timeout |
| 05-20 21:25 | BTC | Buy | 77580.9→77627.1 | -0.17 | timeout |
| 05-02 04:52 | BTC | Buy | 78123.9→78112.1 | -0.50 | timeout |
| 05-01 20:51 | BTC | Buy | 78284.9→77907.1 | -2.84 | timeout |
| 05-01 12:51 | BTC | Buy | 76953.8→77946.1 | +6.00 | timeout |
| 05-01 04:50 | BTC | Buy | 76267.8→77009.1 | +4.45 | timeout |
Paper vs Live
Paper (trades.jsonl)
54
closed
43%
win rate
-16.61
total pnl ($)
-6.0 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 | 54 | 43% | -6.0 | -16.61 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 04:52 | BTC | Buy | -0.50 | At close, Bitcoin was trading near equilibrium with slightly negative funding (-0.007%) and massive open interest ($4.16B), indicating balanced sentiment with no directional conviction from leveraged traders. The thesis failed because the dvol compression s… |
| 05-01 20:51 | BTC | Buy | -2.84 | At close, Bitcoin had flat funding rates (-0.0056%) with elevated open interest ($4.17B), indicating neutral leverage positioning without directional pressure to unwind the trade. The thesis failed because the dvol compression signal (38.2% vs 40.2% mean, -… |
| 05-01 12:51 | BTC | Buy | +6.00 | BTC was consolidating with minimal negative funding (-0.025 bps) and elevated open interest ($4.09B), suggesting balanced long/short positioning without strong directional conviction at close. The trade's thesis partially worked: realized volatility compres… |
| 05-01 04:50 | BTC | Buy | +4.45 | # Trade Analysis At close, Bitcoin was trading in a low-leverage, slightly bearish funding environment (-0.009571%) with massive open interest ($3.95B), indicating institutional positioning was tilted short and short-term funding was negative, dampening mo… |