650
closed trades
45%
win rate
-214.31
total pnl ($)
1.223
weight
7d window — n=112 wr=47% pnl=-0.07
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:36:38 (38.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
wf
n: 23
· wr: 39.1%
· total_bps: +75.5
· mean_bps: +3.28
· sharpe: +0.05
· max_dd_bps: -288.9
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 08:56 | SOL | Sell | 71.8812→71.9888 | -1.21 | timeout |
| 06-27 08:56 | LINK | Sell | 7.36736→7.37114 | -0.72 | timeout |
| 06-27 07:41 | AVAX | Buy | 6.57194→6.55946 | -1.41 | timeout |
| 06-27 05:29 | UNI | Buy | 2.97394→2.9312 | -7.64 | stop_loss |
| 06-27 02:03 | ETH | Sell | 1570.64→1575.26 | -1.92 | timeout |
| 06-26 23:09 | LINK | Buy | 7.33183→7.35696 | +1.25 | timeout |
| 06-26 21:05 | AVAX | Buy | 6.42391→6.33345 | -7.50 | stop_loss |
| 06-26 20:33 | SOL | Buy | 73.19→72.1791 | -7.36 | stop_loss |
| 06-26 19:35 | ETH | Sell | 1579.24→1578.56 | -0.21 | timeout |
| 06-26 18:01 | UNI | Sell | 3.00145→3.04368 | -7.49 | stop_loss |
| 06-26 13:53 | SOL | Buy | 68.7983→70.2915 | +10.40 | take_profit |
| 06-26 13:47 | AVAX | Sell | 6.08128→6.16722 | -7.52 | stop_loss |
| 06-26 13:44 | LINK | Sell | 7.09423→7.19539 | -7.58 | stop_loss |
| 06-26 11:53 | ETH | Buy | 1561.26→1539.88 | -7.29 | stop_loss |
| 06-26 11:52 | UNI | Buy | 2.88342→2.84267 | -7.52 | stop_loss |
| 06-26 09:51 | SOL | Buy | 69.9505→68.9751 | -7.44 | stop_loss |
| 06-26 03:45 | LINK | Sell | 7.05704→7.15867 | -7.65 | stop_loss |
| 06-26 03:02 | AVAX | Sell | 6.10757→5.97519 | +10.38 | take_profit |
| 06-26 03:01 | UNI | Sell | 2.83889→2.77769 | +10.33 | take_profit |
| 06-26 02:14 | ETH | Sell | 1554.84→1520.85 | +10.48 | take_profit |
| 06-25 23:34 | ETH | Buy | 1561.16→1576.44 | +4.44 | timeout |
| 06-25 23:34 | LINK | Buy | 7.16289→7.28238 | +7.87 | timeout |
| 06-25 23:30 | SOL | Sell | 67.6389→68.5896 | -7.48 | stop_loss |
| 06-25 21:35 | UNI | Buy | 2.82331→2.88698 | +10.83 | take_profit |
| 06-25 21:35 | AVAX | Buy | 6.09072→6.22164 | +10.30 | take_profit |
| 06-25 19:13 | SOL | Buy | 66.68→65.7303 | -7.57 | stop_loss |
| 06-25 13:48 | UNI | Sell | 2.87088→2.8073 | +10.62 | take_profit |
| 06-25 13:45 | LINK | Sell | 7.42064→7.25981 | +10.39 | take_profit |
| 06-25 13:44 | ETH | Sell | 1625.84→1590.16 | +10.52 | take_profit |
| 06-25 13:43 | SOL | Sell | 68.1758→66.691 | +10.44 | take_profit |
| 06-25 13:42 | AVAX | Sell | 6.3908→6.25206 | +10.40 | take_profit |
| 06-25 11:11 | LINK | Sell | 7.50172→7.43496 | +3.99 | timeout |
| 06-25 10:45 | ETH | Buy | 1655.47→1632.62 | -7.36 | stop_loss |
| 06-25 09:01 | AVAX | Buy | 6.51213→6.50527 | -1.00 | timeout |
| 06-25 08:52 | SOL | Buy | 68.1312→69.0496 | +6.27 | timeout |
| 06-25 07:56 | UNI | Buy | 2.99255→2.94939 | -7.66 | stop_loss |
| 06-25 04:45 | ETH | Buy | 1619.46→1621.64 | +0.22 | timeout |
| 06-25 03:04 | UNI | Buy | 2.89822→2.92337 | +3.89 | timeout |
| 06-25 03:03 | LINK | Buy | 7.40345→7.41375 | +0.22 | timeout |
| 06-25 00:49 | SOL | Buy | 67.8102→67.7038 | -1.23 | timeout |
| 06-24 20:17 | AVAX | Buy | 6.13633→6.26923 | +10.38 | take_profit |
| 06-24 20:01 | ETH | Buy | 1560.76→1594.84 | +10.49 | take_profit |
| 06-24 17:46 | UNI | Buy | 2.78019→2.74084 | -7.53 | stop_loss |
| 06-24 16:47 | LINK | Buy | 7.44046→7.33599 | -7.47 | stop_loss |
| 06-24 15:35 | AVAX | Sell | 6.4141→6.27457 | +10.43 | take_profit |
| 06-24 15:12 | SOL | Buy | 69.1994→68.2416 | -7.37 | stop_loss |
| 06-24 13:23 | ETH | Buy | 1668.37→1645.31 | -7.36 | stop_loss |
| 06-24 13:11 | LINK | Sell | 7.6173→7.52768 | +5.46 | timeout |
| 06-24 12:22 | SOL | Buy | 69.2964→69.8205 | +3.33 | timeout |
| 06-24 11:16 | UNI | Buy | 2.94063→2.89783 | -7.73 | stop_loss |
| 06-24 10:22 | AVAX | Buy | 6.4201→6.4002 | -2.01 | timeout |
| 06-24 09:38 | ETH | Sell | 1677.53→1665.97 | +3.00 | timeout |
| 06-24 06:40 | LINK | Buy | 7.6109→7.64829 | +2.02 | timeout |
| 06-24 06:04 | UNI | Sell | 2.91827→2.90903 | +1.13 | timeout |
| 06-24 04:20 | SOL | Sell | 69.8235→69.3934 | +2.59 | timeout |
| 06-24 02:09 | AVAX | Sell | 6.47658→6.42761 | +3.32 | timeout |
| 06-24 01:50 | ETH | Sell | 1666.13→1675.17 | -3.16 | timeout |
| 06-24 00:00 | UNI | Buy | 2.90012→2.92527 | +3.88 | timeout |
| 06-24 00:00 | LINK | Buy | 7.57879→7.63619 | +3.36 | timeout |
| 06-23 22:07 | SOL | Sell | 68.7077→69.4174 | -5.65 | timeout |
| 06-23 19:39 | AVAX | Buy | 6.34929→6.32692 | -2.21 | timeout |
| 06-23 17:36 | ETH | Sell | 1656.53→1663.67 | -2.61 | timeout |
| 06-23 16:35 | LINK | Buy | 7.5943→7.6096 | +0.55 | timeout |
| 06-23 15:45 | SOL | Buy | 69.2504→68.6467 | -4.77 | timeout |
| 06-23 14:17 | UNI | Sell | 2.88718→2.9288 | -7.66 | stop_loss |
| 06-23 09:20 | AVAX | Buy | 6.04531→6.17536 | +10.31 | take_profit |
| 06-23 08:15 | ETH | Buy | 1693.57→1670.1 | -7.37 | stop_loss |
| 06-23 08:13 | SOL | Sell | 70.9604→69.4004 | +10.49 | take_profit |
| 06-23 06:21 | UNI | Sell | 2.92677→2.86362 | +10.34 | take_profit |
| 06-23 06:20 | LINK | Buy | 7.82256→7.71221 | -7.51 | stop_loss |
| 06-23 06:10 | AVAX | Sell | 6.25384→6.20675 | +3.31 | timeout |
| 06-23 05:02 | ETH | Sell | 1734.93→1719.27 | +4.06 | timeout |
| 06-23 01:58 | LINK | Buy | 7.90518→7.87763 | -2.20 | timeout |
| 06-22 22:59 | ETH | Sell | 1732.53→1723.67 | +2.10 | timeout |
| 06-22 22:57 | UNI | Buy | 2.99795→2.95498 | -7.62 | stop_loss |
| 06-22 22:38 | AVAX | Buy | 6.24536→6.15688 | -7.53 | stop_loss |
| 06-22 22:28 | SOL | Sell | 72.7031→71.1217 | +10.42 | take_profit |
| 06-22 18:44 | LINK | Buy | 8.0155→7.94521 | -4.86 | timeout |
| 06-22 16:46 | UNI | Buy | 3.06287→3.01993 | -7.46 | stop_loss |
| 06-22 16:01 | ETH | Buy | 1764.08→1739.86 | -7.30 | stop_loss |
| 06-22 15:49 | AVAX | Buy | 6.36699→6.27439 | -7.72 | stop_loss |
| 06-22 14:38 | SOL | Buy | 74.3792→73.3503 | -7.37 | stop_loss |
| 06-22 13:34 | UNI | Buy | 3.02156→3.06353 | +6.50 | timeout |
| 06-22 11:37 | LINK | Sell | 7.97221→8.08396 | -7.44 | stop_loss |
| 06-22 10:25 | ETH | Sell | 1737.03→1747.37 | -3.40 | timeout |
| 06-22 10:05 | AVAX | Sell | 6.28493→6.24576 | +2.67 | timeout |
| 06-22 03:56 | UNI | Sell | 3.06763→2.99985 | +10.60 | take_profit |
| 06-22 01:27 | LINK | Buy | 7.84356→8.0142 | +10.43 | take_profit |
| 06-22 01:23 | AVAX | Buy | 6.12063→6.25254 | +10.33 | take_profit |
| 06-22 01:18 | SOL | Sell | 72.7061→73.7279 | -7.48 | stop_loss |
| 06-22 01:14 | ETH | Buy | 1708.37→1724.03 | +4.11 | timeout |
| 06-21 20:48 | UNI | Buy | 3.05146→3.00864 | -7.47 | stop_loss |
| 06-21 20:22 | AVAX | Buy | 6.28507→6.21854 | -5.74 | timeout |
| 06-21 20:16 | SOL | Buy | 73.9471→74.2169 | +1.35 | timeout |
| 06-21 18:41 | ETH | Buy | 1724.37→1732.93 | +2.03 | timeout |
| 06-21 15:31 | UNI | Buy | 3.01515→3.08063 | +10.41 | take_profit |
| 06-21 12:34 | ETH | Sell | 1726.33→1718.57 | +1.79 | timeout |
| 06-21 11:57 | SOL | Buy | 74.0751→73.0525 | -7.36 | stop_loss |
| 06-21 09:54 | AVAX | Buy | 6.21095→6.31412 | +7.86 | timeout |
| 06-21 09:34 | UNI | Sell | 2.97226→3.00955 | -6.72 | timeout |
Paper vs Live
Paper (trades.jsonl)
650
closed
45%
win rate
-214.31
total pnl ($)
-6.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 155 | 41% | -13.4 | -103.92 |
| SOL | 127 | 48% | -3.5 | -22.22 |
| AVAX | 123 | 45% | -5.1 | -31.26 |
| UNI | 123 | 46% | -0.1 | -0.49 |
| LINK | 122 | 48% | -9.3 | -56.43 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 02:27 | ETH | Sell | +0.31 | The market was in a mild uptrend with ETH gaining 0.83% in the hour and 2.61% over 24 hours, supported by positive funding and rising BTC. The short thesis failed because the trade was closed by timeout before the upward momentum could reverse, preventing a… |
| 05-09 20:26 | ETH | Buy | +0.66 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired without reaching the target or stop, as the timeout close captured only minor noise rather than a directional move. |
| 05-09 08:29 | ETH | Sell | -1.13 | The market was in a low-volatility, sideways grind with neutral funding and stable 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 00:53 | ETH | Sell | -1.29 | The market was in a mild downtrend with ETH down 1.29% over 24 hours and negative 7-day momentum. The thesis failed because the trade was closed due to timeout, likely from a lack of sufficient price movement to trigger an exit within the expected timeframe. |
| 05-08 17:33 | ETH | Sell | -7.25 | The market was in a short-term uptrend within a broader 24-hour and weekly downtrend, with ETH showing a slight 1-hour gain of 0.04% against a bearish backdrop. The thesis failed because the stop_loss was triggered as the price reversed against the short po… |
| 05-08 09:31 | ETH | Buy | +0.39 | The market was in a mild downtrend across both ETH and BTC, with negative hourly, daily, and weekly returns. The trade failed because the thesis did not materialize within the timeout period, as the persistent bearish momentum prevented any profitable exit. |
| 05-02 21:38 | ETH | Sell | -7.26 | ETH rallied 0.61% in the hour before close, pushing the spot price to $2325.25, which exceeded the strategy's stop-loss threshold at $2341.20 and triggered an exit with a -136 bps loss. The trade's basis-fear mean reversion thesis failed because the elevate… |
| 05-02 17:31 | ETH | Sell | -0.70 | The ETH market was extremely range-bound at close, with both 1-hour and 24-hour returns near zero (-0.03%), while BTC showed mild strength (+1.42% 7d) and funding rates turned slightly negative (-0.008613%), indicating reduced leverage positioning. The trad… |
| 05-02 10:31 | ETH | Buy | +0.79 | At close, ETH was consolidating within a tight range (~$2303) with minimal 1-hour momentum (-0.13%) but modest 24-hour gains (1.03%), while BTC showed slightly stronger performance and funding rates remained elevated at 0.4043%. The trade's thesis partially… |
| 05-02 02:45 | ETH | Buy | +0.61 | At close, ETH was trading with minimal positive funding (0.006366%) and elevated open interest ($1.77B), indicating a balanced market lacking strong directional conviction or fear premium. The trade's thesis partially worked—the depressed basis (z=-2.50, ba… |