170
closed trades
44%
win rate
-174.10
total pnl ($)
1.152
weight
7d window — n=26 wr=46% pnl=-12.27
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 07:20:15 (40.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abc
n: 95
· wr: 44.2%
· total_bps: +236.4
· mean_bps: +2.49
· sharpe: +0.03
· max_dd_bps: -1174.2
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 |
|---|---|---|---|---|---|
| 06-27 07:20 | BTC | Buy | 60217→60331 | +0.64 | timeout |
| 06-27 00:31 | BTC | Buy | 59955→59937 | -0.79 | timeout |
| 06-26 17:44 | BTC | Buy | 59148→60034 | +9.13 | timeout |
| 06-26 08:45 | BTC | Buy | 59667→60180 | +5.01 | timeout |
| 06-26 00:34 | BTC | Buy | 59281→59737 | +4.41 | timeout |
| 06-25 19:33 | BTC | Buy | 59847→59306 | -6.46 | timeout |
| 06-25 13:40 | BTC | Buy | 61690.1→60542.7 | -12.66 | stop_loss |
| 06-25 04:54 | BTC | Buy | 60988→61179.9 | +1.46 | timeout |
| 06-24 23:32 | BTC | Buy | 59645→60966 | +13.83 | timeout |
| 06-24 15:33 | BTC | Buy | 61780.1→60630.6 | -12.67 | stop_loss |
| 06-24 13:01 | BTC | Buy | 62648.1→62476.9 | -2.36 | timeout |
| 06-24 07:02 | BTC | Buy | 62901.1→62712.9 | -2.54 | timeout |
| 06-24 00:28 | BTC | Buy | 62348.1→62814.9 | +4.29 | timeout |
| 06-23 18:00 | BTC | Buy | 62263.1→62363.9 | +0.47 | timeout |
| 06-23 12:55 | BTC | Buy | 62900.1→62288.9 | -6.86 | timeout |
| 06-23 06:18 | BTC | Buy | 64164.2→62967.4 | -12.72 | stop_loss |
| 06-23 02:40 | BTC | Buy | 64189.2→64163.8 | -0.84 | timeout |
| 06-22 20:57 | BTC | Buy | 64752.2→64403.8 | -4.09 | timeout |
| 06-22 13:47 | BTC | Buy | 64134.2→65402.7 | +12.23 | timeout |
| 06-22 08:24 | BTC | Buy | 64315.2→64226.8 | -1.49 | timeout |
| 06-22 03:02 | BTC | Buy | 63691.2→63951.8 | +2.06 | timeout |
| 06-21 21:35 | BTC | Buy | 64058.2→63737.8 | -3.84 | timeout |
| 06-21 15:38 | BTC | Buy | 64311.2→64181.8 | -1.88 | timeout |
| 06-21 09:54 | BTC | Buy | 64314.2→64141.8 | -2.36 | timeout |
| 06-21 03:45 | BTC | Buy | 64262.2→64414.8 | +0.96 | timeout |
| 06-20 18:25 | BTC | Buy | 63309.2→63832.8 | +4.79 | timeout |
| 06-20 12:47 | BTC | Buy | 63699.2→63587.8 | -1.73 | timeout |
| 06-20 06:21 | BTC | Buy | 63455.2→63635.8 | +1.26 | timeout |
| 06-20 00:53 | BTC | Buy | 63053.2→63532.8 | +4.36 | timeout |
| 06-19 18:35 | BTC | Buy | 62808.1→63139.8 | +2.84 | timeout |
| 06-19 12:44 | BTC | Buy | 62476.1→62496.9 | -0.34 | timeout |
| 06-19 07:33 | BTC | Buy | 62955.1→62654.9 | -3.67 | timeout |
| 06-18 23:55 | BTC | Buy | 62667.1→62958.9 | +2.46 | timeout |
| 06-18 15:40 | BTC | Buy | 63899.2→62707.5 | -12.68 | stop_loss |
| 06-18 09:02 | BTC | Buy | 64269.2→64296.8 | -0.31 | timeout |
| 06-18 00:19 | BTC | Buy | 64898.2→64641.8 | -3.16 | timeout |
| 06-17 18:59 | BTC | Buy | 65278.3→65481.7 | +1.42 | timeout |
| 06-17 13:27 | BTC | Buy | 65354.3→64860.8 | -5.51 | timeout |
| 06-17 08:26 | BTC | Buy | 65748.3→65346.7 | -4.55 | timeout |
| 06-16 18:41 | BTC | Buy | 66102.3→65810.7 | -3.47 | timeout |
| 06-16 13:31 | BTC | Buy | 66543.3→66073.7 | -5.19 | timeout |
| 06-16 03:36 | BTC | Buy | 66256.3→66036.7 | -2.73 | timeout |
| 06-15 22:15 | BTC | Buy | 66839.3→66369.7 | -5.17 | timeout |
| 06-15 17:05 | BTC | Buy | 66112.3→66920.7 | +7.34 | timeout |
| 06-15 02:15 | BTC | Buy | 64101.2→65639.7 | +15.01 | timeout |
| 06-14 20:27 | BTC | Buy | 64059.2→63931.8 | -1.89 | timeout |
| 06-14 15:22 | BTC | Buy | 64599.2→64073.8 | -5.88 | timeout |
| 06-14 08:02 | BTC | Buy | 64474.2→64387.8 | -1.46 | timeout |
| 06-14 02:14 | BTC | Buy | 64230.2→64600.8 | +3.17 | timeout |
| 06-13 17:24 | BTC | Buy | 63939.2→64012.8 | +0.16 | timeout |
| 06-13 11:59 | BTC | Buy | 63720.2→63939.8 | +1.63 | timeout |
| 06-13 05:34 | BTC | Buy | 63583.2→63544.8 | -0.97 | timeout |
| 06-12 22:52 | BTC | Buy | 63863.2→63477.8 | -4.52 | timeout |
| 06-12 16:05 | BTC | Buy | 63842.2→63645.8 | -2.61 | timeout |
| 06-12 11:02 | BTC | Buy | 63364.2→63758.8 | +3.44 | timeout |
| 06-11 22:37 | BTC | Buy | 63144.2→63535.8 | +3.41 | timeout |
| 06-11 17:31 | BTC | Buy | 62662.1→63052.8 | +3.44 | timeout |
| 06-11 12:24 | BTC | Buy | 62704.1→62763.9 | +0.00 | timeout |
| 06-11 03:19 | BTC | Buy | 61146.1→62040.9 | +8.90 | timeout |
| 06-10 21:16 | BTC | Buy | 62349.1→61599.9 | -8.40 | timeout |
| 06-10 13:36 | BTC | Buy | 61407.1→61911.9 | +4.76 | timeout |
| 06-09 22:21 | BTC | Buy | 61782.1→62016.9 | +1.90 | timeout |
| 06-09 14:21 | BTC | Buy | 62785.1→61614.1 | -12.71 | stop_loss |
| 06-09 04:20 | BTC | Buy | 63123.2→62825.9 | -3.64 | timeout |
| 06-08 16:30 | BTC | Buy | 63613.2→63849.8 | +1.81 | timeout |
| 06-08 10:27 | BTC | Buy | 62605.1→63087.8 | +4.43 | timeout |
| 06-07 22:15 | BTC | Buy | 61925.1→63900.8 | +20.15 | take_profit |
| 06-07 19:21 | BTC | Buy | 61916.1→61417.9 | -5.80 | timeout |
| 06-07 12:02 | BTC | Buy | 62041.1→62585.9 | +5.13 | timeout |
| 06-07 03:06 | BTC | Buy | 60575→61467.9 | +8.98 | timeout |
| 06-06 17:47 | BTC | Buy | 60844→60566 | -3.55 | timeout |
| 06-06 11:56 | BTC | Buy | 60819→60866 | -0.07 | timeout |
| 06-06 04:33 | BTC | Buy | 60761→59630.2 | -12.68 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60545→59419.3 | -12.68 | stop_loss |
| 06-05 12:00 | BTC | Buy | 63030.2→61856 | -12.70 | stop_loss |
| 06-05 06:22 | BTC | Buy | 62627.1→61462.2 | -12.66 | stop_loss |
| 06-05 02:31 | BTC | Buy | 63463.2→62696.9 | -8.43 | timeout |
| 06-04 14:45 | BTC | Buy | 62928.1→63989.8 | +10.39 | timeout |
| 06-04 10:20 | BTC | Buy | 63814.2→62870.9 | -10.16 | timeout |
| 06-03 23:48 | BTC | Buy | 65381.3→64164.7 | -12.68 | stop_loss |
| 06-03 23:38 | BTC | Buy | 65434.3→64217.7 | -12.67 | stop_loss |
| 06-03 16:02 | BTC | Buy | 67059.4→65800.8 | -12.80 | stop_loss |
| 06-03 09:31 | BTC | Buy | 66340.3→66797.7 | +3.86 | timeout |
| 06-03 03:49 | BTC | Buy | 66840.3→65596.9 | -12.68 | stop_loss |
| 06-02 21:41 | BTC | Buy | 67657.4→67676.6 | -0.41 | timeout |
| 06-02 12:31 | BTC | Buy | 69946.5→69171.5 | -7.83 | timeout |
| 06-02 07:15 | BTC | Buy | 70316.5→70061.5 | -2.98 | timeout |
| 05-31 13:15 | BTC | Buy | 73875.7→73910.3 | -0.28 | timeout |
| 05-31 07:34 | BTC | Buy | 73936.7→73814.3 | -1.70 | timeout |
| 05-30 19:27 | BTC | Buy | 73968.7→73982.3 | -0.50 | timeout |
| 05-30 09:47 | BTC | Buy | 73301.7→73540.3 | +1.52 | timeout |
| 05-29 19:22 | BTC | Buy | 72765.6→73270.3 | +3.91 | timeout |
| 05-29 05:00 | BTC | Buy | 73677.7→73387.3 | -3.18 | timeout |
| 05-29 05:00 | BTC | Buy | 73677.7→73218.3 | -4.67 | timeout |
| 05-28 18:26 | BTC | Buy | 73056.7→73614.3 | +4.34 | timeout |
| 05-28 11:20 | BTC | Buy | 72987.6→73379.3 | +2.89 | timeout |
| 05-28 03:56 | BTC | Buy | 74446.7→73059.8 | -12.70 | stop_loss |
| 05-28 00:23 | BTC | Buy | 75007.8→74503.3 | -4.96 | timeout |
| 05-27 18:24 | BTC | Buy | 75325.8→74806.3 | -5.09 | timeout |
| 05-27 13:21 | BTC | Buy | 75886.8→75313.2 | -5.48 | timeout |
Paper vs Live
Paper (trades.jsonl)
170
closed
44%
win rate
-174.10
total pnl ($)
-15.6 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 | 170 | 44% | -15.6 | -174.10 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 14:21 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 08:41 | BTC | Buy | -0.82 | BTC was trading in a narrow, low-volatility range with slightly positive momentum across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed window. |
| 05-10 03:31 | BTC | Buy | -0.67 | BTC was in a mild uptrend across all timeframes with low funding and moderate OI. The thesis failed because the trade was not filled before the timeout, resulting in a negligible loss from an unexecuted order. |
| 05-09 21:01 | BTC | Buy | +1.73 | BTC was trading in a narrow, low-volatility range with mixed short-term momentum and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 15:14 | BTC | Buy | +0.08 | The market was in a low-funding, sideways consolidation with steady open interest. The thesis failed because the trade expired without reaching the target or stop, as the timeout close_reason indicates the position was closed due to time expiration rather t… |
| 05-09 02:18 | BTC | Buy | +1.33 | BTC was in a mild downtrend across all timeframes with low volatility and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 21:04 | BTC | Buy | +0.82 | BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The trade's small profit succeeded because the short-term bounce allowed a timeout exit before the prevailing bearish pressure resumed. |
| 05-08 16:03 | BTC | Buy | -2.70 | The market was in a persistent downtrend across timeframes, with BTC falling 2.28% in 24 hours and negative funding. The thesis failed because the trade was not executed before the timeout, resulting in a small loss from the unfilled order. |
| 05-08 08:07 | BTC | Buy | +2.36 | BTC was trading in a narrow range with low volatility and mixed short-term momentum. The thesis failed because the trade was closed by timeout without reaching target or stop, as the market lacked directional conviction to trigger an exit. |
| 05-08 01:42 | BTC | Buy | -1.97 | 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 … |
| 05-07 17:06 | BTC | Buy | -10.19 | The market was in a persistent downtrend across multiple timeframes, with BTC declining 1.73% in 24 hours and 2.82% over the week. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize … |