30
closed trades
53%
win rate
-9.80
total pnl ($)
1.707
weight
7d window — n=10 wr=90% pnl=+58.89
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:18:39 (19.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acl
n: 218
· wr: 41.3%
· total_bps: -2189.4
· mean_bps: -10.04
· sharpe: -0.09
· max_dd_bps: -3300.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 30 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-19 08:28 | BTC | Sell | 63752.8→62639.1 | +8.18 | timeout |
| 06-19 02:23 | BTC | Sell | 64522.8→62975.1 | +11.46 | timeout |
| 06-18 20:21 | BTC | Sell | 64610.8→63119.2 | +10.97 | timeout |
| 06-18 14:17 | BTC | Sell | 64212.8→63882.2 | +2.12 | timeout |
| 06-18 08:15 | BTC | Sell | 65420.7→64532.2 | +6.37 | timeout |
| 06-18 02:06 | BTC | Sell | 65416.7→64628.2 | +5.63 | timeout |
| 06-17 20:06 | BTC | Sell | 65875.7→64335.2 | +11.26 | timeout |
| 06-17 14:03 | BTC | Sell | 65612.7→65182.3 | +2.85 | timeout |
| 06-17 08:00 | BTC | Sell | 66094.7→65490.3 | +4.23 | timeout |
| 06-17 02:02 | BTC | Buy | 66382.3→65891.7 | -4.18 | timeout |
| 05-28 03:53 | BTC | Buy | 75082.8→73236.7 | -12.75 | stop_loss |
| 05-28 03:37 | BTC | Buy | 75183.8→73334.6 | -12.75 | stop_loss |
| 05-28 01:17 | BTC | Buy | 75956.8→74085.2 | -12.78 | stop_loss |
| 05-27 20:04 | BTC | Buy | 75815.8→75155.2 | -4.86 | timeout |
| 05-27 14:04 | BTC | Buy | 76064.8→75190.2 | -6.16 | timeout |
| 05-27 04:30 | BTC | Buy | 77159.9→75263.6 | -12.70 | stop_loss |
| 05-27 02:04 | BTC | Buy | 76698.8→75795.2 | -6.29 | timeout |
| 05-22 11:16 | BTC | Sell | 77731.1→77246.9 | +2.74 | timeout |
| 05-22 05:16 | BTC | Sell | 77316.1→77656.9 | -2.65 | timeout |
| 05-21 23:15 | BTC | Sell | 77850.1→77550.9 | +1.54 | timeout |
| 05-21 17:16 | BTC | Sell | 77398.1→77728.9 | -2.55 | timeout |
| 05-21 11:14 | BTC | Sell | 77375.1→77270.9 | +0.30 | timeout |
| 05-21 05:15 | BTC | Sell | 77443.1→77876.9 | -3.20 | timeout |
| 05-20 23:15 | BTC | Sell | 77181.1→77438.9 | -2.09 | timeout |
| 05-12 16:43 | BTC | Buy | 81724.1→81715.9 | -0.59 | timeout |
| 05-09 00:04 | BTC | Buy | 79475→80117 | +3.67 | timeout |
| 05-08 18:02 | BTC | Buy | 80011→80180 | +0.55 | timeout |
| 05-08 12:01 | BTC | Buy | 80136→80242 | +0.19 | timeout |
| 05-08 06:01 | BTC | Buy | 80814→79418 | -9.13 | timeout |
| 05-01 19:37 | BTC | Buy | 76551.8→78274.1 | +10.84 | timeout |
Paper vs Live
Paper (trades.jsonl)
30
closed
53%
win rate
-9.80
total pnl ($)
-6.6 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 | 30 | 53% | -6.6 | -9.80 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 00:04 | BTC | Buy | +3.67 | The market was in a short-term uptrend on the hourly timeframe but remained in a broader 24-hour and 7-day decline. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allo… |
| 05-08 18:02 | BTC | Buy | +0.55 | The market was in a mild intraday uptick within a broader weekly downtrend, with low funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed… |
| 05-08 12:01 | BTC | Buy | +0.19 | The market was in a mild short-term uptick (+0.06% hourly) but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade was closed by timeout before the anticipated move materialized, likely due to low volatility and lack of dire… |
| 05-08 06:01 | BTC | Buy | -9.13 | The market was in a low-funding, sideways consolidation with moderate open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching the target or stop, as the lack of volatility prevented any meaningful … |
| 05-01 19:37 | BTC | Buy | +10.84 | # Trade Closure Analysis BTC rallied 2.24% over the 18-hour hold period (from $76,551.83 to $78,274.09), with positive 24h momentum (+2.46%) supporting sustained strength despite minor 1h weakness at close. The thesis succeeded because realized volatility … |