1169
closed trades
40%
win rate
-1245.36
total pnl ($)
0.538
weight
7d window — n=181 wr=40% pnl=-114.56
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:53:08 (39.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abk__restored_dc50c508
n: 684
· wr: 41.5%
· total_bps: -5973.3
· mean_bps: -8.73
· sharpe: -0.11
· max_dd_bps: -7403.3
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 |
|---|---|---|---|---|---|
| 06-27 05:09 | SUI | Buy | 0.698245→0.709203 | +9.60 | timeout |
| 06-27 03:42 | NEAR | Buy | 1.80145→1.81505 | +4.32 | timeout |
| 06-27 03:36 | INJ | Buy | 4.86992→4.89028 | +2.12 | timeout |
| 06-27 02:11 | BNB | Buy | 567.682→565.509 | -3.11 | timeout |
| 06-26 23:41 | DOGE | Buy | 0.075877→0.0757801 | -1.45 | timeout |
| 06-26 22:59 | SUI | Buy | 0.695414→0.698335 | +2.11 | timeout |
| 06-26 22:41 | AAVE | Buy | 93.1463→95.1842 | +13.64 | take_profit |
| 06-26 21:01 | NEAR | Buy | 1.81835→1.79016 | -10.68 | stop_loss |
| 06-26 20:37 | BNB | Buy | 568.682→564.539 | -5.35 | timeout |
| 06-26 18:57 | ETH | Buy | 1559.06→1570.14 | +4.01 | timeout |
| 06-26 18:01 | UNI | Buy | 2.97334→3.03754 | +13.45 | take_profit |
| 06-26 17:57 | AAVE | Buy | 97.1953→95.8181 | -9.80 | stop_loss |
| 06-26 16:00 | SOL | Buy | 71.2427→72.7891 | +13.52 | take_profit |
| 06-26 16:00 | ADA | Buy | 0.145296→0.148473 | +13.63 | take_profit |
| 06-26 15:24 | LINK | Buy | 7.15069→7.30457 | +13.38 | take_profit |
| 06-26 13:57 | SUI | Buy | 0.674769→0.689997 | +14.06 | take_profit |
| 06-26 13:56 | NEAR | Buy | 1.76154→1.79955 | +13.44 | take_profit |
| 06-26 13:55 | ARB | Buy | 0.0712578→0.0727918 | +13.40 | take_profit |
| 06-26 12:10 | BNB | Buy | 565.541→557.582 | -9.75 | stop_loss |
| 06-26 12:05 | AAVE | Buy | 84.7912→86.6473 | +13.64 | take_profit |
| 06-26 10:39 | XRP | Buy | 1.04026→1.02553 | -9.79 | stop_loss |
| 06-26 08:59 | BNB | Buy | 560.23→568.118 | +8.53 | timeout |
| 06-26 06:39 | SOL | Buy | 68.0162→69.4936 | +13.52 | take_profit |
| 06-26 06:39 | UNI | Buy | 2.84111→2.90267 | +13.50 | take_profit |
| 06-26 06:39 | SUI | Buy | 0.674349→0.688898 | +13.42 | take_profit |
| 06-26 03:56 | LINK | Buy | 7.06427→7.2162 | +13.39 | take_profit |
| 06-26 03:56 | ETH | Buy | 1523.15→1556.44 | +13.62 | take_profit |
| 06-26 02:12 | BNB | Buy | 562.201→554.314 | -9.72 | stop_loss |
| 06-26 02:12 | NEAR | Buy | 1.81595→1.79016 | -9.83 | stop_loss |
| 06-26 02:11 | SOL | Buy | 67.7092→66.7746 | -9.56 | stop_loss |
| 06-26 01:10 | LINK | Buy | 7.2046→7.2127 | +0.11 | timeout |
| 06-25 22:38 | NEAR | Buy | 1.81585→1.78976 | -9.94 | stop_loss |
| 06-25 21:55 | AVAX | Buy | 6.10833→6.24684 | +14.16 | take_profit |
| 06-25 21:23 | LTC | Buy | 40.8902→40.9008 | -0.45 | timeout |
| 06-25 19:40 | ETH | Buy | 1558.56→1559.64 | -0.13 | timeout |
| 06-25 19:19 | BNB | Buy | 550.838→552.512 | +1.36 | timeout |
| 06-25 19:17 | LINK | Buy | 7.25231→7.14674 | -10.07 | stop_loss |
| 06-25 15:13 | DOGE | Buy | 0.0735364→0.0725006 | -9.74 | stop_loss |
| 06-25 15:12 | NEAR | Buy | 1.87467→1.84811 | -9.80 | stop_loss |
| 06-25 15:12 | UNI | Buy | 2.86142→2.81978 | -10.04 | stop_loss |
| 06-25 15:02 | ADA | Buy | 0.144196→0.142163 | -9.75 | stop_loss |
| 06-25 13:44 | SUI | Buy | 0.690923→0.681249 | -9.68 | stop_loss |
| 06-25 13:42 | BNB | Buy | 567.542→559.58 | -9.73 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61346.1→60509.7 | -9.44 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1630.66→1608.33 | -9.48 | stop_loss |
| 06-25 11:17 | SUI | Buy | 0.695744→0.691287 | -4.76 | timeout |
| 06-25 11:06 | LINK | Buy | 7.53298→7.42743 | -9.68 | stop_loss |
| 06-25 10:12 | BNB | Buy | 571.513→567.738 | -4.91 | timeout |
| 06-25 08:45 | NEAR | Buy | 1.94089→1.95901 | +5.74 | timeout |
| 06-25 07:00 | XRP | Buy | 1.07157→1.08723 | +8.95 | timeout |
| 06-25 06:15 | SOL | Buy | 68.0042→69.4796 | +13.52 | take_profit |
| 06-25 05:07 | AVAX | Buy | 6.3938→6.53137 | +13.40 | take_profit |
| 06-25 03:11 | LINK | Buy | 7.41575→7.41015 | -1.11 | timeout |
| 06-25 03:03 | AVAX | Buy | 6.4183→6.4057 | -1.85 | timeout |
| 06-25 02:52 | AAVE | Buy | 80.8402→82.5893 | +13.48 | take_profit |
| 06-25 01:59 | BNB | Buy | 563.521→565.659 | +1.85 | timeout |
| 06-25 00:59 | ETH | Buy | 1612.86→1617.94 | +1.46 | timeout |
| 06-24 22:00 | ADA | Buy | 0.145756→0.148963 | +13.72 | take_profit |
| 06-24 20:49 | SUI | Buy | 0.672628→0.687158 | +13.48 | take_profit |
| 06-24 20:46 | XRP | Buy | 1.05056→1.07323 | +13.48 | take_profit |
| 06-24 20:06 | UNI | Buy | 2.7993→2.85968 | +13.44 | take_profit |
| 06-24 20:01 | LINK | Buy | 7.13078→7.28558 | +13.54 | take_profit |
| 06-24 18:25 | NEAR | Buy | 1.87357→1.91472 | +13.69 | take_profit |
| 06-24 18:17 | AAVE | Buy | 72.6442→74.2614 | +13.89 | take_profit |
| 06-24 17:48 | BNB | Buy | 554.629→546.87 | -9.66 | stop_loss |
| 06-24 17:47 | SOL | Buy | 65.6008→64.6939 | -9.57 | stop_loss |
| 06-24 16:51 | DOGE | Buy | 0.0748557→0.0737956 | -9.78 | stop_loss |
| 06-24 16:51 | ETH | Buy | 1630.26→1606.04 | -10.24 | stop_loss |
| 06-24 15:46 | LINK | Buy | 7.47787→7.37247 | -9.76 | stop_loss |
| 06-24 15:42 | SOL | Buy | 68.6393→67.691 | -9.57 | stop_loss |
| 06-24 15:33 | XRP | Buy | 1.07977→1.0642 | -9.95 | stop_loss |
| 06-24 15:12 | NEAR | Buy | 1.94409→1.91586 | -10.03 | stop_loss |
| 06-24 13:47 | AAVE | Buy | 74.8517→73.7966 | -9.75 | stop_loss |
| 06-24 13:23 | BNB | Buy | 576.854→568.733 | -9.74 | stop_loss |
| 06-24 13:12 | SUI | Buy | 0.697234→0.687444 | -9.69 | stop_loss |
| 06-24 13:12 | DOGE | Buy | 0.0786066→0.0774749 | -9.94 | stop_loss |
| 06-24 12:41 | BNB | Buy | 576.914→578.445 | +1.13 | timeout |
| 06-24 12:30 | AVAX | Buy | 6.37809→6.43059 | +4.75 | timeout |
| 06-24 11:20 | UNI | Buy | 2.93513→2.89373 | -9.75 | stop_loss |
| 06-24 10:57 | UNI | Buy | 2.90823→2.95506 | +9.88 | timeout |
| 06-24 10:10 | ADA | Buy | 0.150088→0.147959 | -9.77 | stop_loss |
| 06-24 08:02 | SOL | Buy | 69.5554→69.3796 | -2.21 | timeout |
| 06-24 07:49 | DOGE | Buy | 0.0792688→0.0788163 | -4.27 | timeout |
| 06-24 06:51 | AAVE | Buy | 71.849→71.839 | -0.67 | timeout |
| 06-24 06:06 | UNI | Buy | 2.91973→2.90817 | -3.16 | timeout |
| 06-24 03:18 | LINK | Buy | 7.5984→7.55271 | -4.48 | timeout |
| 06-24 03:00 | BNB | Buy | 577.494→577.186 | -0.96 | timeout |
| 06-24 02:07 | ETH | Buy | 1669.07→1669.03 | -0.60 | timeout |
| 06-24 01:00 | DOGE | Buy | 0.0785316→0.0791322 | +4.40 | timeout |
| 06-23 22:22 | NEAR | Buy | 1.97619→1.9923 | +4.70 | timeout |
| 06-23 21:32 | BNB | Buy | 574.374→576.846 | +2.26 | timeout |
| 06-23 21:21 | XRP | Buy | 1.10288→1.10312 | -0.44 | timeout |
| 06-23 20:09 | ETH | Buy | 1666.07→1665.73 | -0.71 | timeout |
| 06-23 17:01 | BTC | Buy | 62217.1→62500.9 | +2.38 | timeout |
| 06-23 16:57 | XRP | Buy | 1.10058→1.09992 | -0.97 | timeout |
| 06-23 16:55 | ADA | Buy | 0.150988→0.150822 | -1.33 | timeout |
| 06-23 15:47 | INJ | Buy | 4.57044→4.50602 | -9.73 | stop_loss |
| 06-23 13:09 | SOL | Buy | 68.6663→68.7397 | +0.18 | timeout |
| 06-23 12:41 | XRP | Buy | 1.10318→1.10312 | -0.59 | timeout |
| 06-23 12:32 | ADA | Buy | 0.152208→0.151962 | -1.67 | timeout |
Paper vs Live
Paper (trades.jsonl)
1169
closed
40%
win rate
-1245.36
total pnl ($)
-16.4 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 | 113 | 40% | -17.6 | -130.14 |
| ETH | 109 | 39% | -12.2 | -84.87 |
| BNB | 82 | 41% | -15.2 | -81.74 |
| LINK | 79 | 38% | -19.6 | -101.28 |
| AAVE | 77 | 40% | -17.3 | -86.35 |
| SUI | 75 | 29% | -41.4 | -202.29 |
| XRP | 74 | 42% | -10.3 | -49.32 |
| AVAX | 70 | 41% | -10.6 | -48.83 |
| SOL | 69 | 48% | +5.8 | +25.76 |
| NEAR | 67 | 42% | -11.2 | -48.87 |
| ADA | 62 | 39% | -22.0 | -88.42 |
| INJ | 58 | 47% | +11.4 | +43.33 |
| UNI | 51 | 27% | -43.0 | -142.65 |
| LTC | 46 | 41% | -22.9 | -68.76 |
| DOGE | 44 | 34% | -18.4 | -52.85 |
| FIL | 41 | 49% | -20.4 | -54.38 |
| ATOM | 25 | 40% | -5.0 | -8.12 |
| ARB | 21 | 43% | -27.9 | -38.06 |
| APT | 6 | 17% | -70.4 | -27.50 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:31 | ETH | Buy | -2.41 | ETH was trading in a narrow, low-volatility range with neutral funding and flat OI, showing no directional bias. The thesis failed because the trade was closed by timeout without reaching any target or stop, as the market lacked the momentum to trigger an e… |
| 05-10 07:41 | ETH | Buy | -1.49 | The market was in a neutral to slightly bullish regime with low funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the holding period. |
| 05-10 05:04 | BTC | Buy | +0.57 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of directional momentum prevented the expected move from materializing. |
| 05-09 23:04 | BTC | Buy | -0.99 | BTC was drifting sideways with low volatility and slightly negative momentum across timeframes. The thesis failed because the trade expired without reaching any target or stop, as the market remained range-bound and inactive during the timeout period. |
| 05-09 23:02 | ETH | Buy | -0.53 | The market was in a mild downtrend with ETH losing 0.50% on the hour and 3.59% over the week, while funding remained slightly positive. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materiali… |
| 05-09 18:38 | ETH | Buy | +6.67 | The market was in a broad downtrend across both ETH and BTC, with negative hourly, daily, and weekly performance. The trade's thesis failed because the position was closed by timeout before a favorable move materialized, as the persistent bearish momentum p… |
| 05-09 18:20 | BTC | Buy | +2.99 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 14:14 | BTC | Buy | +1.17 | BTC was trading in a narrow range with low volatility, showing slight bearish pressure over the 24h and 7d periods. The thesis failed because the trade was closed due to timeout, as the market lacked directional momentum to trigger an exit within the allowe… |
| 05-09 08:18 | BTC | Buy | -1.76 | BTC was in a mild downtrend over the past 24 hours and 7 days, with low hourly momentum. The buy thesis failed because the trade was closed by timeout without reaching an entry, likely due to insufficient price action to trigger the order in a sideways-to-w… |
| 05-09 03:18 | ETH | Buy | +2.22 | The market was in a mild downtrend with ETH falling 1.4% over 24 hours and 3% over the week. The thesis failed because the trade was closed by timeout, likely due to insufficient directional conviction or a lack of a clear entry/exit trigger in a declining … |