293
closed trades
35%
win rate
-22.97
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:22:20 (39.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afu__restored_f22469c6
n: 450
· wr: 37.6%
· total_bps: -1271.1
· mean_bps: -2.82
· sharpe: -0.08
· max_dd_bps: -1595.5
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 |
|---|---|---|---|---|---|
| 06-01 05:43 | BTC | Sell | 73434.3→73384.7 | -0.02 | timeout |
| 06-01 03:19 | BTC | Sell | 73436.3→73927.7 | -0.76 | timeout |
| 06-01 02:10 | BTC | Sell | 73554.3→73511.7 | -0.03 | timeout |
| 06-01 00:55 | BTC | Sell | 73668.3→73908.7 | -0.42 | timeout |
| 05-31 23:33 | BTC | Sell | 73952.3→73633.7 | +0.34 | timeout |
| 05-31 22:14 | BTC | Sell | 73665.3→73844.7 | -0.33 | timeout |
| 05-31 20:38 | BTC | Sell | 73461.3→73687.7 | -0.40 | timeout |
| 05-31 19:08 | BTC | Sell | 73645.3→73571.7 | +0.01 | timeout |
| 05-31 17:19 | BTC | Sell | 73584.3→73539.7 | -0.03 | timeout |
| 05-31 15:54 | BTC | Sell | 73666.3→73634.7 | -0.05 | timeout |
| 05-31 14:29 | BTC | Sell | 73925.3→73581.7 | +0.38 | timeout |
| 05-31 13:13 | BTC | Sell | 73868.3→73923.7 | -0.16 | timeout |
| 05-31 11:50 | BTC | Sell | 73805.3→73897.7 | -0.21 | timeout |
| 05-31 10:26 | BTC | Sell | 73917.3→73766.7 | +0.11 | timeout |
| 05-31 09:10 | BTC | Sell | 73839.3→73873.7 | -0.14 | timeout |
| 05-31 07:48 | BTC | Sell | 74038.3→73854.7 | +0.16 | timeout |
| 05-31 06:33 | BTC | Sell | 74116.3→74068.7 | -0.03 | timeout |
| 05-31 04:50 | BTC | Sell | 74135.3→74175.7 | -0.14 | timeout |
| 05-31 02:39 | BTC | Sell | 74154.3→73911.7 | +0.24 | timeout |
| 05-31 00:43 | BTC | Sell | 73771.3→73929.7 | -0.30 | timeout |
| 05-30 22:29 | BTC | Sell | 73971.3→73844.7 | +0.08 | timeout |
| 05-30 20:29 | BTC | Sell | 73962.3→73928.7 | -0.04 | timeout |
| 05-30 18:33 | BTC | Sell | 73815.3→74009.7 | -0.35 | timeout |
| 05-30 16:37 | BTC | Sell | 73880.3→73938.7 | -0.17 | timeout |
| 05-30 14:44 | BTC | Sell | 73718.3→73965.7 | -0.42 | timeout |
| 05-30 12:36 | BTC | Sell | 73566.3→73648.7 | -0.20 | timeout |
| 05-30 10:40 | BTC | Sell | 73521.3→73602.7 | -0.20 | timeout |
| 05-30 08:01 | BTC | Sell | 73548.3→73517.7 | -0.05 | timeout |
| 05-30 06:11 | BTC | Sell | 73475.3→73511.7 | -0.14 | timeout |
| 05-30 04:19 | BTC | Sell | 73711.3→73375.7 | +0.37 | timeout |
| 05-30 02:23 | BTC | Sell | 73570.3→73587.7 | -0.11 | timeout |
| 05-30 00:31 | BTC | Sell | 73344.3→73378.7 | -0.14 | timeout |
| 05-29 22:31 | BTC | Sell | 73496.3→73505.7 | -0.10 | timeout |
| 05-29 20:44 | BTC | Sell | 73628.3→73675.7 | -0.15 | timeout |
| 05-29 18:57 | BTC | Sell | 73943.3→73353.7 | +0.71 | timeout |
| 05-29 17:14 | BTC | Sell | 73924.3→74247.7 | -0.53 | timeout |
| 05-29 15:07 | BTC | Sell | 72758.4→73530.4 | -1.15 | stop_loss |
| 05-29 13:28 | BTC | Sell | 73282.3→73047.7 | +0.23 | timeout |
| 05-29 12:32 | BTC | Buy | 73505.7→73295.3 | -0.38 | timeout |
| 05-29 10:59 | BTC | Buy | 73699.7→73620.3 | -0.20 | timeout |
| 05-29 09:32 | BTC | Sell | 73700.3→73808.7 | -0.24 | timeout |
| 05-29 03:24 | BTC | Sell | 73453.3→73381.7 | +0.01 | timeout |
| 05-29 00:45 | BTC | Sell | 73551.3→73815.7 | -0.45 | timeout |
| 05-28 18:34 | BTC | Buy | 73452.7→73599.3 | +0.11 | timeout |
| 05-28 17:08 | BTC | Buy | 72812.6→73417.3 | +0.74 | timeout |
| 05-28 14:51 | BTC | Buy | 73016.7→72847.4 | -0.32 | timeout |
| 05-28 13:40 | BTC | Buy | 73468.7→72883.4 | -0.89 | timeout |
| 05-28 12:47 | BTC | Buy | 73417.7→73466.3 | -0.02 | timeout |
| 05-28 10:05 | BTC | Buy | 73362.7→73484.3 | +0.08 | timeout |
| 05-28 08:51 | BTC | Sell | 73352.3→73332.7 | -0.06 | timeout |
| 05-28 06:05 | BTC | Sell | 73069.3→73000.6 | +0.00 | timeout |
| 05-28 04:33 | BTC | Sell | 73715.3→73052.7 | +0.81 | timeout |
| 05-28 03:28 | BTC | Sell | 74169.3→73776.7 | +0.44 | timeout |
| 05-28 02:29 | BTC | Buy | 74253.7→74169.3 | -0.20 | timeout |
| 05-28 01:28 | BTC | Buy | 74396.7→74223.3 | -0.32 | timeout |
| 05-28 00:07 | BTC | Buy | 74407.7→74503.3 | +0.04 | timeout |
| 05-27 22:58 | BTC | Buy | 74388.7→74464.3 | +0.01 | timeout |
| 05-27 21:44 | BTC | Buy | 75241.8→74440 | -1.16 | stop_loss |
| 05-27 20:23 | BTC | Buy | 75020.8→75273.2 | +0.25 | timeout |
| 05-27 18:47 | BTC | Sell | 74904.3→74921.7 | -0.11 | timeout |
| 05-27 17:46 | BTC | Sell | 75104.2→74909.7 | +0.17 | timeout |
| 05-27 16:44 | BTC | Sell | 75169.2→75124.8 | -0.03 | timeout |
| 05-27 15:37 | BTC | Buy | 74937.7→75397.2 | +0.52 | timeout |
| 05-27 14:36 | BTC | Buy | 75252.8→74962.3 | -0.48 | timeout |
| 05-27 13:30 | BTC | Buy | 75870.8→75063.7 | -1.15 | stop_loss |
| 05-27 12:29 | BTC | Sell | 75912.2→75888.8 | -0.06 | timeout |
| 05-27 10:01 | BTC | Sell | 75796.2→75866.8 | -0.18 | timeout |
| 05-27 08:49 | BTC | Sell | 75861.2→75931.8 | -0.18 | timeout |
| 05-27 07:42 | BTC | Buy | 75766.8→75829.2 | -0.01 | timeout |
| 05-27 06:23 | BTC | Buy | 75600.8→75661.2 | -0.01 | timeout |
| 05-27 05:16 | BTC | Buy | 75550.8→75555.2 | -0.08 | timeout |
| 05-27 04:14 | BTC | Buy | 75848.8→75593.2 | -0.43 | timeout |
| 05-27 03:12 | BTC | Buy | 75770.8→75862.2 | +0.03 | timeout |
| 05-27 02:05 | BTC | Sell | 75973.2→75797.8 | +0.14 | timeout |
| 05-27 00:51 | BTC | Buy | 75876.8→75963.2 | +0.02 | timeout |
| 05-26 23:43 | BTC | Sell | 75773.2→75926.8 | -0.29 | timeout |
| 05-26 18:50 | BTC | Buy | 76030.8→75905.2 | -0.26 | timeout |
| 05-26 17:50 | BTC | Sell | 76416.2→76099.8 | +0.32 | timeout |
| 05-26 16:36 | BTC | Sell | 76393.2→76667.8 | -0.45 | timeout |
| 05-26 14:42 | BTC | Buy | 77553.9→76735.8 | -1.14 | stop_loss |
| 05-26 14:25 | BTC | Buy | 76706.8→77855.1 | +1.41 | take_profit |
| 05-26 13:12 | BTC | Buy | 76972.8→77017.1 | -0.03 | timeout |
| 05-26 12:09 | BTC | Sell | 77337.1→76917.8 | +0.45 | timeout |
| 05-26 10:36 | BTC | Sell | 76599.2→77411.6 | -1.15 | stop_loss |
| 05-26 10:02 | BTC | Sell | 76647.2→76606.8 | -0.04 | timeout |
| 05-26 09:02 | BTC | Sell | 76637.2→76659.8 | -0.12 | timeout |
| 05-26 08:01 | BTC | Sell | 76868.2→76690.8 | +0.14 | timeout |
| 05-25 14:30 | BTC | Buy | 77306.9→77551.1 | +0.23 | timeout |
| 05-25 13:25 | BTC | Buy | 77364.9→77289.1 | -0.19 | timeout |
| 05-25 12:21 | BTC | Buy | 77397.9→77317.1 | -0.20 | timeout |
| 05-25 10:55 | BTC | Sell | 77596.1→77496.9 | +0.04 | timeout |
| 05-25 09:35 | BTC | Buy | 77342.9→77557.1 | +0.19 | timeout |
| 05-25 08:07 | BTC | Sell | 77388.1→77331.9 | -0.02 | timeout |
| 05-25 07:05 | BTC | Buy | 77322.9→77420.1 | +0.03 | timeout |
| 05-25 06:02 | BTC | Buy | 77298.9→77324.1 | -0.06 | timeout |
| 05-25 05:03 | BTC | Buy | 77018.9→77291.1 | +0.26 | timeout |
| 05-25 04:01 | BTC | Sell | 77074.1→77006.9 | -0.00 | timeout |
| 05-25 02:41 | BTC | Sell | 77058.1→77091.9 | -0.13 | timeout |
| 05-25 01:40 | BTC | Sell | 77148.1→77091.9 | -0.02 | timeout |
| 05-25 00:30 | BTC | Buy | 76815.8→77185.1 | +0.39 | timeout |
Paper vs Live
Paper (trades.jsonl)
293
closed
35%
win rate
-22.97
total pnl ($)
-7.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 293 | 35% | -7.8 | -22.97 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:07 | BTC | Buy | +0.08 | The market was in a mild uptrend with low volatility and neutral funding, showing no strong directional bias. The thesis failed because the trade expired without reaching its target or stop, as the timeout close_reason indicates the market moved too slowly … |
| 05-10 08:01 | BTC | Buy | -0.15 | The market was in a mild uptrend with BTC up 2.47% over 24 hours and neutral funding. The thesis failed because the trade was not executed before the timeout, resulting in a negligible loss from an unfilled order. |
| 05-10 06:29 | BTC | Buy | -0.29 | The market was in a low-funding, neutral regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without entry or exit, resulting in a minimal loss from the timeout. |
| 05-10 03:26 | BTC | Buy | -0.04 | The market was in a neutral to slightly bearish regime with negative funding and moderate open interest. The thesis failed because the trade expired without entry due to a timeout, resulting in a negligible loss. |
| 05-10 01:50 | BTC | Buy | -0.18 | The market was in a mild uptrend with BTC up 0.78% on the hour and 2.04% over 24 hours, but low volatility and neutral funding suggested range-bound conditions. The thesis failed because the trade was closed by timeout, indicating the expected directional m… |
| 05-10 00:46 | BTC | Buy | -0.02 | BTC was trading in a narrow range with low volatility, showing modest gains across timeframes. The thesis failed because the trade expired without reaching the target or stop, as the market lacked the momentum to trigger an exit within the timeout period. |
| 05-09 23:35 | BTC | Buy | -0.19 | BTC was trading in a narrow, low-volatility range with minimal directional bias across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-09 16:55 | BTC | Buy | -0.01 | The market was in a mild downtrend across major cryptocurrencies, with BTC declining 1.45% over 24 hours and 1.76% over the week. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, indicating the intended entry pric… |
| 05-09 15:51 | BTC | Sell | -0.31 | The market was in a mild downtrend with BTC down 1.4% over 24 hours and low funding, indicating bearish but not aggressive selling pressure. The sell thesis failed because the trade expired via timeout without reaching the target, as the slow, grinding decl… |
| 05-09 11:55 | BTC | Buy | -0.01 | BTC was declining across all timeframes with negative funding and falling open interest, indicating persistent bearish pressure. The trade failed because the timeout closed the position before any reversal materialized, as the thesis relied on a bounce that… |