84
closed trades
55%
win rate
+57.56
total pnl ($)
1.068
weight
7d window — n=14 wr=50% pnl=-26.18
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:53:59 (38.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tf
n: 62
· wr: 33.9%
· total_bps: -720.2
· mean_bps: -11.62
· sharpe: -0.12
· max_dd_bps: -1271.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 84 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 14:15 | SUI | Sell | 0.710162→0.704466 | +3.52 | timeout |
| 06-27 09:57 | NEAR | Buy | 1.79415→1.79955 | +1.08 | timeout |
| 06-26 08:34 | NEAR | Buy | 1.86006→1.82443 | -10.04 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1566.56→1537.08 | -9.85 | stop_loss |
| 06-25 13:01 | ETH | Buy | 1635.96→1636.34 | -0.32 | timeout |
| 06-25 08:40 | ADA | Buy | 0.147827→0.149423 | +4.91 | timeout |
| 06-24 12:39 | BNB | Buy | 576.664→578.775 | +1.36 | timeout |
| 06-24 08:34 | BNB | Buy | 579.395→577.516 | -2.12 | timeout |
| 06-23 06:21 | DOGE | Buy | 0.0816924→0.0801369 | -9.97 | stop_loss |
| 06-23 06:08 | DOGE | Buy | 0.0822466→0.0806375 | -10.22 | stop_loss |
| 06-22 13:05 | DOGE | Buy | 0.0832138→0.0845579 | +7.62 | timeout |
| 06-22 08:19 | XRP | Buy | 1.13288→1.13482 | +0.38 | timeout |
| 06-21 13:24 | SOL | Sell | 73.225→73.7411 | -3.92 | timeout |
| 06-21 08:46 | AVAX | Buy | 6.24656→6.26973 | +1.41 | timeout |
| 06-20 12:42 | SOL | Buy | 70.7936→71.5213 | +4.67 | timeout |
| 06-20 08:39 | BNB | Sell | 581.335→585.556 | -4.03 | timeout |
| 06-19 12:48 | BNB | Buy | 573.663→571.957 | -1.94 | timeout |
| 06-19 03:15 | UNI | Sell | 3.16081→3.06056 | +15.41 | take_profit |
| 06-18 14:51 | DOGE | Buy | 0.0845641→0.083793 | -4.97 | timeout |
| 06-18 03:26 | UNI | Sell | 3.29048→3.1867 | +15.32 | take_profit |
| 06-17 08:31 | SOL | Buy | 73.8291→72.4419 | -9.83 | stop_loss |
| 06-17 08:25 | ADA | Sell | 0.172167→0.170073 | +5.68 | timeout |
| 06-16 08:39 | ADA | Buy | 0.178505→0.178855 | +0.53 | timeout |
| 06-16 05:13 | UNI | Sell | 2.85869→2.91328 | -10.00 | stop_loss |
| 06-15 10:54 | NEAR | Buy | 2.35629→2.43549 | +16.35 | take_profit |
| 06-15 08:03 | XRP | Sell | 1.1833→1.182 | +0.03 | timeout |
| 06-14 12:39 | ADA | Sell | 0.171917→0.168562 | +9.24 | timeout |
| 06-14 08:24 | SOL | Buy | 68.7563→68.2858 | -3.85 | timeout |
| 06-13 13:19 | ADA | Buy | 0.170193→0.173467 | +9.15 | timeout |
| 06-13 08:21 | SUI | Buy | 0.752638→0.762459 | +6.02 | timeout |
| 06-12 10:07 | DOGE | Buy | 0.0861115→0.0868733 | +3.93 | timeout |
| 06-12 09:20 | DOGE | Sell | 0.0852187→0.0868641 | -10.09 | stop_loss |
| 06-11 12:41 | SUI | Buy | 0.753078→0.745754 | -5.36 | timeout |
| 06-11 01:46 | ADA | Sell | 0.16086→0.163963 | -10.08 | stop_loss |
| 06-09 12:42 | SOL | Sell | 66.9979→66.1249 | +6.03 | timeout |
| 06-09 08:31 | DOGE | Buy | 0.0851873→0.0857476 | +2.81 | timeout |
| 06-08 09:16 | ADA | Sell | 0.16115→0.164223 | -9.96 | stop_loss |
| 06-08 08:10 | BNB | Sell | 603.049→595.219 | +6.03 | timeout |
| 06-07 08:46 | SUI | Sell | 0.747333→0.761551 | -9.94 | stop_loss |
| 06-07 08:01 | LTC | Buy | 41.4104→41.9405 | +6.06 | timeout |
| 06-06 05:22 | AVAX | Buy | 6.25156→6.44839 | +15.30 | take_profit |
| 06-06 02:19 | SUI | Sell | 0.72011→0.697324 | +15.35 | take_profit |
| 06-05 06:01 | BNB | Sell | 601.12→582.156 | +15.32 | take_profit |
| 06-05 02:01 | ADA | Sell | 0.176446→0.170883 | +15.32 | take_profit |
| 06-04 08:15 | ETH | Buy | 1797.98→1764.34 | -9.80 | stop_loss |
| 06-04 01:51 | ADA | Buy | 0.195809→0.191976 | -10.24 | stop_loss |
| 06-03 04:58 | NEAR | Sell | 2.7828→2.83603 | -10.01 | stop_loss |
| 06-01 13:55 | SOL | Buy | 80.7441→79.1435 | -10.37 | stop_loss |
| 06-01 13:51 | XRP | Buy | 1.31453→1.28933 | -10.08 | stop_loss |
| 05-31 13:33 | BNB | Sell | 738.285→732.193 | +3.73 | timeout |
| 05-31 08:28 | ADA | Sell | 0.236171→0.237289 | -2.77 | timeout |
| 05-29 15:50 | XRP | Sell | 1.31257→1.32223 | -4.08 | timeout |
| 05-28 11:59 | DOGE | Buy | 0.0982296→0.0979905 | -1.64 | timeout |
| 05-28 08:00 | BNB | Sell | 647.308→634.909 | +8.99 | timeout |
| 05-27 12:01 | SOL | Sell | 83.5585→83.8906 | -2.43 | timeout |
| 05-27 08:01 | BNB | Sell | 656.376→653.403 | +1.79 | timeout |
| 05-26 15:01 | DOGE | Buy | 0.101575→0.102874 | +5.97 | timeout |
| 05-25 11:59 | SOL | Buy | 84.8917→85.6981 | +4.25 | timeout |
| 05-25 08:00 | BNB | Buy | 656.884→661.545 | +3.05 | timeout |
| 05-24 12:10 | BNB | Sell | 656.676→660.525 | -3.33 | timeout |
| 05-24 08:04 | BNB | Sell | 656.796→656.974 | -0.54 | timeout |
| 05-23 12:20 | ETH | Sell | 2066.59→2027.6 | +8.98 | timeout |
| 05-23 07:25 | NEAR | Sell | 2.10667→2.03921 | +15.52 | take_profit |
| 05-22 08:01 | SUI | Sell | 1.12152→1.10288 | +7.91 | timeout |
| 05-22 04:15 | NEAR | Sell | 2.11357→2.15492 | -10.23 | stop_loss |
| 05-21 12:09 | ETH | Sell | 2145.29→2113.91 | +6.87 | timeout |
| 05-21 00:40 | SUI | Sell | 1.07933→1.09982 | -9.94 | stop_loss |
| 05-20 12:05 | BNB | Buy | 640.39→643.349 | +1.82 | timeout |
| 05-20 08:04 | LINK | Buy | 9.45446→9.57761 | +6.01 | timeout |
| 05-19 12:18 | ETH | Sell | 2134.09→2114.21 | +4.20 | timeout |
| 05-19 08:00 | BNB | Buy | 643.521→644.829 | +0.61 | timeout |
| 05-18 15:45 | SOL | Buy | 84.5647→84.1474 | -2.89 | timeout |
| 05-16 14:32 | SUI | Sell | 1.06673→1.05086 | +7.02 | timeout |
| 05-16 09:15 | XRP | Sell | 1.43294→1.41085 | +7.28 | timeout |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.56 | timeout |
| 05-10 09:11 | ETH | Sell | 2321.57→2329.43 | -2.11 | timeout |
| 05-08 11:07 | ETH | Buy | 2270.33→2289.97 | +3.90 | timeout |
| 05-04 01:56 | ETH | Sell | 2310.37→2353.41 | -9.76 | stop_loss |
| 05-02 15:42 | ETH | Sell | 2301.87→2306.63 | -1.51 | timeout |
| 05-02 10:50 | ETH | Buy | 2300.83→2302.27 | -0.15 | timeout |
| 04-30 08:00 | ETH | Buy | 2254→2257.07 | +0.35 | timeout |
| 04-29 04:36 | ETH | Sell | 2288.2→2329.4 | -9.45 | stop_loss |
| 04-28 09:35 | ETH | Sell | 2299.1→2283 | +3.05 | timeout |
| 04-27 05:17 | ETH | Sell | 2377.8→2348 | +5.82 | take_profit |
Paper vs Live
Paper (trades.jsonl)
84
closed
55%
win rate
+57.56
total pnl ($)
+13.7 bps
avg bps net
Live (dry_run=0)
1
closed
100%
win rate
+11.06
total pnl ($)
+72.2 bps
avg bps net
Live: 1 trades (insufficient sample, <5)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 16 | 44% | -13.1 | -10.35 |
| BNB | 14 | 64% | +44.0 | +30.74 |
| ADA | 10 | 60% | +23.5 | +11.79 |
| SOL | 9 | 33% | -40.8 | -18.35 |
| DOGE | 9 | 44% | -36.9 | -16.57 |
| SUI | 8 | 62% | +36.6 | +14.59 |
| NEAR | 6 | 50% | +9.0 | +2.67 |
| XRP | 5 | 60% | -25.6 | -6.47 |
| UNI | 3 | 67% | +138.2 | +20.73 |
| AVAX | 2 | 100% | +167.0 | +16.71 |
| LINK | 1 | 100% | +121.2 | +6.01 |
| LTC | 1 | 100% | +119.0 | +6.06 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:11 | ETH | Sell | -2.11 | The market was in a mild uptrend with ETH up 2% over 24 hours and positive funding, indicating bullish sentiment. The short thesis failed because the trade was closed by timeout before the anticipated pullback materialized, as the market continued to grind … |
| 05-08 11:07 | ETH | Buy | +3.90 | The market was in a mild downtrend with ETH losing value across all timeframes and negative correlation to BTC's slight hourly gain. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize with… |
| 05-02 15:42 | ETH | Sell | -1.51 | The market was in a tight equilibrium at close, with ETH perpetual funding rates deeply negative at -0.0046% and open interest stable near $1.78B, suggesting absent directional conviction and minimal arbitrage activity. The trade's thesis failed because the… |
| 05-02 10:50 | ETH | Buy | -0.15 | # Trade Close Analysis At close, ETH was trading sideways at $2303 with modest positive 24h performance (+0.99%) while funding rates remained elevated at 0.003162%, indicating persistent long positioning that failed to support a sustained rally. The thesis… |
| 04-30 08:00 | ETH | Buy | +0.35 | At the time of close, ETH was consolidating in a weak 24-hour downtrend (-2.88%) with modest positive momentum over the final hour (+0.43%), while funding rates remained elevated at 0.35% bps, indicating persistent long positioning. The trade's thesis worke… |
| 04-27 05:17 | ETH | Sell | +5.82 | ETH declined 2.57% in the hour leading to close while BTC fell 1.73%, creating broad market weakness that favored short positioning. The trade's thesis succeeded because the elevated perp-perp basis (z=2.48) converged downward as anticipated when EU/US arbi… |