392
closed trades
46%
win rate
-36.20
total pnl ($)
1.526
weight
7d window — n=52 wr=46% pnl=+50.63
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 07:11:09 (39.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
er
n: 207
· wr: 44.9%
· total_bps: -2954.9
· mean_bps: -14.27
· sharpe: -0.14
· max_dd_bps: -3868.3
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 |
|---|---|---|---|---|---|
| 06-26 21:45 | BTC | Sell | 60346→59991 | +2.51 | timeout |
| 06-26 15:48 | BTC | Sell | 59910→60291 | -3.63 | timeout |
| 06-26 15:40 | ETH | Sell | 1557.64→1586.85 | -9.81 | stop_loss |
| 06-26 13:55 | SOL | Sell | 69.4446→70.759 | -9.89 | stop_loss |
| 06-26 07:32 | BTC | Buy | 59220→60621 | +11.38 | timeout |
| 06-26 02:16 | SOL | Buy | 67.2281→65.9641 | -9.85 | stop_loss |
| 06-26 02:13 | ETH | Buy | 1555.16→1525.88 | -9.86 | stop_loss |
| 06-25 23:16 | SOL | Buy | 66.716→67.1659 | +2.92 | timeout |
| 06-25 23:15 | BTC | Buy | 59575→59905 | +2.31 | timeout |
| 06-25 23:15 | ETH | Buy | 1569.16→1571.54 | +0.31 | timeout |
| 06-25 13:51 | BTC | Sell | 61149.9→59198 | +15.50 | take_profit |
| 06-25 13:48 | ETH | Sell | 1633.44→1581.46 | +15.45 | take_profit |
| 06-25 13:46 | SOL | Sell | 68.1648→65.9939 | +15.48 | take_profit |
| 06-25 11:03 | SOL | Buy | 68.6453→68.1658 | -3.98 | timeout |
| 06-25 11:02 | ETH | Buy | 1639.46→1635.94 | -1.54 | timeout |
| 06-25 11:02 | BTC | Buy | 61447.1→61271.9 | -1.88 | timeout |
| 06-24 23:43 | BTC | Buy | 59397→60958 | +12.71 | timeout |
| 06-24 20:49 | ETH | Buy | 1567.56→1617.64 | +15.54 | take_profit |
| 06-24 20:06 | SOL | Buy | 65.2558→67.3259 | +15.43 | take_profit |
| 06-24 15:33 | SOL | Buy | 69.3574→68.0417 | -9.94 | stop_loss |
| 06-24 15:12 | ETH | Buy | 1666.97→1635.62 | -9.85 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62628.1→61463.2 | -9.75 | stop_loss |
| 06-24 11:06 | ETH | Sell | 1667.43→1660.77 | +1.55 | timeout |
| 06-24 11:05 | SOL | Sell | 69.4856→69.0114 | +2.94 | timeout |
| 06-24 11:05 | BTC | Sell | 62688.9→62379.1 | +2.03 | timeout |
| 06-24 03:43 | SOL | Sell | 69.2156→69.6815 | -3.88 | timeout |
| 06-24 03:43 | ETH | Sell | 1665.63→1668.07 | -1.18 | timeout |
| 06-24 03:43 | BTC | Sell | 62564.9→62793.1 | -2.26 | timeout |
| 06-23 17:26 | BTC | Sell | 62479.9→62601.1 | -1.42 | timeout |
| 06-23 17:25 | ETH | Sell | 1659.73→1661.47 | -0.98 | timeout |
| 06-23 17:25 | SOL | Sell | 69.0216→69.0444 | -0.67 | timeout |
| 06-23 11:01 | BTC | Sell | 63625.8→62340.1 | +9.61 | timeout |
| 06-23 08:15 | ETH | Sell | 1719.03→1663.27 | +15.75 | take_profit |
| 06-23 08:13 | SOL | Sell | 71.5243→69.1444 | +16.13 | take_profit |
| 06-23 04:28 | SOL | Buy | 71.8318→71.8692 | -0.11 | timeout |
| 06-23 04:28 | BTC | Buy | 64042.2→63926.8 | -1.35 | timeout |
| 06-23 04:28 | ETH | Buy | 1723.97→1726.23 | +0.19 | timeout |
| 06-22 17:48 | BTC | Buy | 64602.2→64446.8 | -1.66 | timeout |
| 06-22 16:40 | ETH | Buy | 1767.98→1734.76 | -9.83 | stop_loss |
| 06-22 16:07 | SOL | Buy | 74.1771→72.7827 | -9.85 | stop_loss |
| 06-22 02:18 | ETH | Sell | 1730.03→1743.67 | -4.36 | timeout |
| 06-22 02:18 | SOL | Sell | 74.1889→74.2241 | -0.67 | timeout |
| 06-22 02:17 | BTC | Sell | 64100.8→64576.2 | -4.14 | timeout |
| 06-21 19:41 | ETH | Buy | 1722.37→1733.93 | +2.90 | timeout |
| 06-21 19:41 | BTC | Buy | 64009.2→64173.8 | +0.84 | timeout |
| 06-21 19:40 | SOL | Buy | 73.478→74.2399 | +4.70 | timeout |
| 06-20 17:55 | ETH | Sell | 1726.83→1726.57 | -0.38 | timeout |
| 06-20 17:54 | SOL | Sell | 71.8412→71.5107 | +1.89 | timeout |
| 06-20 17:54 | BTC | Sell | 63679.8→63812.2 | -1.49 | timeout |
| 06-20 10:42 | BTC | Buy | 63571.2→63563.8 | -0.52 | timeout |
| 06-20 10:42 | ETH | Buy | 1713.67→1725.73 | +3.03 | timeout |
| 06-20 10:42 | SOL | Buy | 70.7706→71.4443 | +4.29 | timeout |
| 06-20 04:19 | SOL | Buy | 69.1804→70.1505 | +6.54 | timeout |
| 06-20 04:19 | ETH | Buy | 1704.87→1708.53 | +0.61 | timeout |
| 06-20 04:19 | BTC | Buy | 63163.2→63448.8 | +1.81 | timeout |
| 06-19 21:44 | SOL | Buy | 69.4534→68.9557 | -4.01 | timeout |
| 06-19 21:44 | ETH | Buy | 1709.57→1703.63 | -2.19 | timeout |
| 06-19 21:43 | BTC | Buy | 63240.2→63095.8 | -1.60 | timeout |
| 06-19 14:35 | BTC | Sell | 62639.9→63234.2 | -5.22 | timeout |
| 06-19 14:35 | ETH | Sell | 1696.03→1704.17 | -2.86 | timeout |
| 06-19 14:35 | SOL | Sell | 68.5877→69.2464 | -5.27 | timeout |
| 06-19 08:19 | BTC | Sell | 62961.9→62620.1 | +2.23 | timeout |
| 06-19 08:19 | ETH | Sell | 1709.53→1696.07 | +3.49 | timeout |
| 06-19 08:19 | SOL | Sell | 69.6306→68.4563 | +7.98 | timeout |
| 06-18 23:09 | SOL | Sell | 68.9827→69.3994 | -3.43 | timeout |
| 06-18 23:09 | BTC | Sell | 62541.9→62789.1 | -2.45 | timeout |
| 06-18 20:20 | ETH | Sell | 1684.63→1716.23 | -9.82 | stop_loss |
| 06-18 16:55 | BTC | Sell | 64103.8→62635.1 | +10.93 | timeout |
| 06-18 15:46 | ETH | Sell | 1749.13→1693.37 | +15.49 | take_profit |
| 06-18 15:44 | SOL | Sell | 71.3703→69.1044 | +15.42 | take_profit |
| 06-17 16:26 | BTC | Sell | 64878.8→66086.3 | -9.76 | stop_loss |
| 06-17 16:17 | ETH | Sell | 1746.83→1779.57 | -9.81 | stop_loss |
| 06-17 15:33 | SOL | Sell | 71.8702→73.2226 | -9.86 | stop_loss |
| 06-17 14:08 | ETH | Sell | 1781.92→1760.38 | +5.59 | timeout |
| 06-17 14:08 | SOL | Sell | 73.026→72.3609 | +4.07 | timeout |
| 06-17 14:07 | BTC | Sell | 65447.7→65197.3 | +1.47 | timeout |
| 06-17 07:23 | BTC | Buy | 65522.3→65509.7 | -0.55 | timeout |
| 06-17 07:23 | SOL | Buy | 73.194→73.375 | +0.79 | timeout |
| 06-17 07:22 | ETH | Buy | 1780.38→1787.12 | +1.42 | timeout |
| 06-16 21:29 | SOL | Buy | 73.138→73.7509 | +3.73 | timeout |
| 06-16 21:29 | BTC | Buy | 65754.3→65695.7 | -0.92 | timeout |
| 06-16 21:28 | ETH | Buy | 1776.78→1793.32 | +4.17 | timeout |
| 06-16 15:04 | BTC | Sell | 66788.7→65637.3 | +8.19 | timeout |
| 06-16 14:23 | SOL | Sell | 75.3267→72.9349 | +15.44 | take_profit |
| 06-16 12:33 | ETH | Sell | 1801.92→1835.7 | -9.80 | stop_loss |
| 06-16 08:19 | BTC | Sell | 66046.7→66485.3 | -3.79 | timeout |
| 06-16 08:19 | ETH | Sell | 1784.22→1781.88 | +0.19 | timeout |
| 06-16 08:10 | SOL | Sell | 73.305→74.6895 | -9.89 | stop_loss |
| 06-16 01:22 | BTC | Buy | 66543.3→66287.7 | -2.37 | timeout |
| 06-16 01:21 | SOL | Buy | 74.7442→74.1669 | -4.32 | timeout |
| 06-16 01:21 | ETH | Buy | 1812.68→1793.32 | -5.78 | timeout |
| 06-15 17:32 | BTC | Sell | 66145.7→66712.3 | -4.71 | timeout |
| 06-15 13:17 | SOL | Sell | 72.5071→73.883 | -9.94 | stop_loss |
| 06-15 13:11 | ETH | Sell | 1760.32→1793.28 | -9.81 | stop_loss |
| 06-15 04:28 | BTC | Buy | 65167.3→65677.7 | +3.46 | timeout |
| 06-15 04:28 | SOL | Buy | 70.1595→71.1393 | +6.50 | timeout |
| 06-15 04:28 | ETH | Buy | 1719.37→1718.73 | -0.65 | timeout |
| 06-14 22:07 | BTC | Buy | 64021.2→64995.8 | +7.15 | timeout |
| 06-14 21:40 | ETH | Buy | 1663.27→1716.33 | +15.48 | take_profit |
| 06-14 21:33 | SOL | Buy | 67.5021→69.6496 | +15.51 | take_profit |
Paper vs Live
Paper (trades.jsonl)
392
closed
46%
win rate
-36.20
total pnl ($)
-1.9 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 | 145 | 43% | +2.9 | +20.63 |
| ETH | 144 | 47% | -8.2 | -58.97 |
| SOL | 103 | 48% | +0.4 | +2.13 |
Recent bounces (last 20 of 9)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 16:01 | BTC | Sell | stale_intent |
| 06-26 10:02 | SOL | Sell | stale_intent |
| 06-26 01:36 | SOL | Buy | below_min_notional_skip |
| 06-26 01:36 | ETH | Buy | below_min_notional_skip |
| 06-26 01:36 | BTC | Buy | below_min_notional_skip |
| 06-24 17:55 | SOL | Buy | below_min_notional_skip |
| 06-24 17:55 | ETH | Buy | below_min_notional_skip |
| 06-24 17:55 | BTC | Buy | below_min_notional_skip |
| 06-24 11:58 | ETH | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 08:24 | ETH | Sell | -0.85 | The market was in a neutral range with low funding and steady open interest, offering no clear directional bias. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable exit. |
| 05-09 08:24 | BTC | Sell | -0.24 | BTC traded in a narrow range with low volatility, showing minimal directional movement across timeframes. The short thesis failed because the market lacked the momentum to trigger a profitable exit before the timeout closed the trade at a small loss. |
| 05-08 23:07 | ETH | Buy | +1.68 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH showing a slight 1-hour gain against a negative 24-hour and 7-day backdrop. The thesis failed because the trade was closed due to a timeout, indicating the expected directi… |
| 05-08 23:07 | BTC | Buy | +1.30 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and stable OI. The thesis failed because the trade expired via timeout without reaching target or stop, as the sideways chop prevented directional follow-through. |
| 05-08 17:02 | ETH | Buy | -0.14 | The market was in a neutral range with low funding and moderate open interest, lacking directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the timeout close_reason indicates no price action catalyst materi… |
| 05-08 17:02 | BTC | Buy | -2.96 | The market was in a low-funding, neutral regime with moderate open interest, showing no clear directional momentum. The thesis failed because the trade expired without hitting the target or stop, as the sideways price action did not provide the expected bre… |
| 05-08 09:06 | ETH | Buy | +1.73 | The market was in a mild downtrend with ETH declining 1.34% over 24 hours and negative momentum across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-08 09:06 | BTC | Buy | +2.78 | The market was in a mild downtrend with BTC declining 1.99% over 24 hours and negative momentum across timeframes. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotte… |
| 05-08 00:51 | ETH | Sell | +0.69 | The market was in a mild downtrend with ETH declining 1% over 24 hours and 3.94% over 7 days, showing persistent bearish pressure. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient vo… |
| 05-08 00:50 | BTC | Sell | +0.89 | The market was in a mild downtrend with BTC down across all timeframes and low funding. The thesis failed because the trade was closed by timeout, not by reaching a profit target or stop, indicating the expected move did not materialize within the allotted … |