108
closed trades
43%
win rate
-432.56
total pnl ($)
0.250
weight
7d window — n=26 wr=38% pnl=-194.50
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-27 10:19:38 (33.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x3485389_75824
n: 85
· wr: 45.9%
· total_bps: -620.8
· mean_bps: -7.30
· sharpe: -0.02
· max_dd_bps: -7132.3
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 |
|---|---|---|---|---|---|
| 06-30 01:25 | ETH | Buy | 1564.06→1594.84 | +11.29 | timeout |
| 06-29 19:21 | ETH | Buy | 1566.96→1621.74 | +20.29 | timeout |
| 06-29 13:12 | ETH | Buy | 1577.96→1582.54 | +1.20 | timeout |
| 06-29 06:22 | ETH | Buy | 1564.96→1584.94 | +7.09 | timeout |
| 06-29 00:20 | ETH | Buy | 1575.86→1562.94 | -5.32 | timeout |
| 06-28 18:22 | ETH | Buy | 1591.06→1571.44 | -7.79 | timeout |
| 06-28 13:00 | ETH | Buy | 1585.06→1582.44 | -1.55 | timeout |
| 06-28 06:43 | ETH | Buy | 1582.06→1566.84 | -6.21 | timeout |
| 06-28 00:40 | ETH | Buy | 1573.46→1575.24 | +0.29 | timeout |
| 06-27 18:47 | ETH | Buy | 1574.36→1592.74 | +6.42 | timeout |
| 06-27 12:57 | ETH | Buy | 1536.45→1583.84 | +17.99 | timeout |
| 06-27 06:49 | ETH | Buy | 1568.56→1582.84 | +4.95 | timeout |
| 06-27 00:27 | ETH | Buy | 1566.36→1576.34 | +3.40 | timeout |
| 06-26 18:11 | ETH | Buy | 1569.26→1581.94 | +4.17 | timeout |
| 06-25 17:39 | ETH | Buy | 1573.16→1571.24 | -1.29 | timeout |
| 06-25 13:53 | ETH | Buy | 1623.86→1557.66 | -24.93 | stop_loss |
| 06-25 13:51 | ETH | Buy | 1634.26→1567.76 | -24.95 | stop_loss |
| 06-25 13:46 | ETH | Buy | 1649.46→1582.35 | -24.92 | stop_loss |
| 06-24 16:51 | ETH | Buy | 1662.07→1594.44 | -24.83 | stop_loss |
| 06-24 16:51 | ETH | Buy | 1673.17→1604.94 | -24.93 | stop_loss |
| 06-24 16:47 | ETH | Buy | 1678.47→1610.13 | -24.94 | stop_loss |
| 06-24 13:40 | ETH | Buy | 1654.97→1655.33 | -0.43 | timeout |
| 06-23 08:17 | ETH | Buy | 1730.07→1659.6 | -24.94 | stop_loss |
| 06-23 08:15 | ETH | Buy | 1732.67→1662.1 | -24.89 | stop_loss |
| 06-23 08:14 | ETH | Buy | 1744.97→1673.7 | -24.91 | stop_loss |
| 06-23 08:13 | ETH | Buy | 1745.87→1674.69 | -24.76 | stop_loss |
| 06-23 03:15 | ETH | Buy | 1732.47→1727.63 | -2.28 | timeout |
| 06-22 21:20 | ETH | Buy | 1706.57→1733.73 | +9.03 | timeout |
| 06-22 15:22 | ETH | Buy | 1728.97→1751.92 | +7.32 | timeout |
| 06-22 09:07 | ETH | Buy | 1727.67→1748.33 | +6.45 | timeout |
| 06-22 03:01 | ETH | Buy | 1735.17→1727.63 | -3.30 | timeout |
| 06-21 20:59 | ETH | Buy | 1730.27→1720.13 | -4.05 | timeout |
| 06-21 14:59 | ETH | Buy | 1733.27→1726.33 | -2.92 | timeout |
| 06-20 19:29 | ETH | Buy | 1699.87→1725.23 | +8.38 | timeout |
| 06-20 13:27 | ETH | Buy | 1689.97→1715.13 | +8.27 | timeout |
| 06-20 07:23 | ETH | Buy | 1695.67→1726.93 | +10.42 | timeout |
| 06-20 01:20 | ETH | Buy | 1713.87→1708.73 | -2.39 | timeout |
| 06-19 19:17 | ETH | Buy | 1686.27→1701.93 | +4.96 | timeout |
| 06-19 07:18 | ETH | Buy | 1737.07→1694.83 | -15.11 | timeout |
| 06-18 17:23 | ETH | Buy | 1748.67→1677.39 | -24.98 | stop_loss |
| 06-18 15:51 | ETH | Buy | 1759.68→1687.69 | -24.93 | stop_loss |
| 06-18 15:45 | ETH | Buy | 1767.78→1695.78 | -24.96 | stop_loss |
| 06-18 13:14 | ETH | Buy | 1760.98→1749.13 | -4.60 | timeout |
| 06-18 07:09 | ETH | Buy | 1789.48→1734.13 | -19.03 | timeout |
| 06-18 01:02 | ETH | Buy | 1793.38→1755.42 | -13.31 | timeout |
| 06-17 19:03 | ETH | Buy | 1793.38→1769.22 | -8.71 | timeout |
| 06-17 12:26 | ETH | Buy | 1815.38→1741.35 | -24.99 | stop_loss |
| 06-17 06:59 | ETH | Buy | 1771.18→1790.22 | +5.81 | timeout |
| 06-16 10:57 | ETH | Buy | 1738.57→1795.82 | +19.11 | timeout |
| 06-15 15:52 | ETH | Buy | 1725.57→1846.12 | +41.37 | take_profit |
| 06-15 15:46 | ETH | Buy | 1718.57→1838.62 | +41.37 | take_profit |
| 06-15 13:06 | ETH | Buy | 1666.57→1783.12 | +41.36 | take_profit |
| 06-15 10:43 | ETH | Buy | 1676.07→1727.33 | +17.78 | timeout |
| 06-15 04:42 | ETH | Buy | 1677.77→1715.93 | +13.04 | timeout |
| 06-14 22:40 | ETH | Buy | 1683.27→1721.23 | +12.85 | timeout |
| 06-14 16:38 | ETH | Buy | 1673.27→1666.53 | -2.87 | timeout |
| 06-14 10:33 | ETH | Buy | 1674.37→1675.93 | -0.01 | timeout |
| 06-14 04:29 | ETH | Buy | 1665.07→1679.73 | +4.69 | timeout |
| 06-13 22:26 | ETH | Buy | 1664.97→1682.53 | +5.79 | timeout |
| 06-13 16:31 | ETH | Buy | 1670.57→1672.93 | +0.31 | timeout |
| 06-13 10:25 | ETH | Buy | 1674.57→1672.33 | -1.52 | timeout |
| 06-13 04:21 | ETH | Buy | 1673.07→1665.33 | -3.33 | timeout |
| 06-12 22:23 | ETH | Buy | 1677.47→1664.93 | -4.99 | timeout |
| 06-12 16:34 | ETH | Buy | 1643.26→1669.83 | +9.30 | timeout |
| 06-12 10:13 | ETH | Buy | 1657.47→1678.33 | +6.96 | timeout |
| 06-12 04:14 | ETH | Buy | 1651.87→1669.53 | +5.86 | timeout |
| 06-11 20:35 | ETH | Buy | 1630.96→1670.83 | +14.04 | timeout |
| 06-11 14:33 | ETH | Buy | 1642.56→1646.64 | +0.86 | timeout |
| 06-11 08:18 | ETH | Buy | 1638.26→1656.13 | +5.83 | timeout |
| 06-10 14:41 | ETH | Buy | 1643.56→1644.54 | -0.20 | timeout |
| 06-09 16:39 | ETH | Buy | 1677.67→1609.13 | -24.97 | stop_loss |
| 06-09 16:39 | ETH | Buy | 1681.77→1611.03 | -25.56 | stop_loss |
| 06-09 14:19 | ETH | Buy | 1683.97→1646.94 | -13.72 | timeout |
| 06-09 08:05 | ETH | Buy | 1667.57→1675.93 | +2.61 | timeout |
| 06-09 01:02 | ETH | Buy | 1695.87→1665.43 | -10.71 | timeout |
| 06-08 16:55 | ETH | Buy | 1629.36→1682.83 | +19.33 | timeout |
| 06-07 22:13 | ETH | Buy | 1556.56→1665.23 | +41.53 | take_profit |
| 06-07 12:21 | ETH | Buy | 1560.86→1615.44 | +20.60 | timeout |
| 06-07 05:11 | ETH | Buy | 1526.95→1593.54 | +25.78 | timeout |
| 06-06 04:27 | ETH | Buy | 1594.26→1529.08 | -24.89 | stop_loss |
| 06-05 13:57 | ETH | Buy | 1687.97→1619.03 | -25.02 | stop_loss |
| 06-05 06:18 | ETH | Buy | 1731.87→1661.4 | -24.94 | stop_loss |
| 06-05 05:57 | ETH | Buy | 1751.58→1680.29 | -24.87 | stop_loss |
| 06-05 05:42 | ETH | Buy | 1772.78→1700.48 | -24.95 | stop_loss |
| 06-05 05:41 | ETH | Buy | 1775.38→1702.98 | -24.97 | stop_loss |
| 06-04 21:01 | ETH | Buy | 1779.58→1773.62 | -2.56 | timeout |
| 06-04 10:51 | ETH | Buy | 1804.68→1731.26 | -24.93 | stop_loss |
| 06-04 01:23 | ETH | Buy | 1839.28→1764.34 | -25.03 | stop_loss |
| 06-03 20:55 | ETH | Buy | 1849.38→1774.13 | -24.92 | stop_loss |
| 06-03 20:02 | ETH | Buy | 1867.59→1791.62 | -24.93 | stop_loss |
| 06-02 23:25 | ETH | Buy | 1915.19→1837.1 | -25.00 | stop_loss |
| 06-02 15:30 | ETH | Buy | 1981.6→1900.86 | -24.99 | stop_loss |
| 06-02 15:26 | ETH | Buy | 1989.4→1908.45 | -24.96 | stop_loss |
| 06-02 15:26 | ETH | Buy | 1992.2→1911.15 | -24.95 | stop_loss |
| 06-02 14:42 | ETH | Buy | 1968.1→1933.21 | -11.20 | timeout |
| 06-02 06:33 | ETH | Buy | 1987.2→1986.2 | -0.87 | timeout |
| 06-01 23:19 | ETH | Buy | 2013→2005.5 | -2.80 | timeout |
| 06-01 13:51 | ETH | Buy | 2021.3→1972.9 | -15.09 | timeout |
| 06-01 05:47 | ETH | Buy | 2029.4→1995.5 | -10.74 | timeout |
| 05-31 23:50 | ETH | Buy | 2021.6→2006 | -5.24 | timeout |
Paper vs Live
Paper (trades.jsonl)
108
closed
43%
win rate
-432.56
total pnl ($)
-66.8 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 | 108 | 43% | -66.8 | -432.56 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||