100
closed trades
40%
win rate
-68.11
total pnl ($)
1.561
weight
7d window — n=18 wr=56% pnl=+48.62
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 00:53:02 (39.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
vb
n: 86
· wr: 36.0%
· total_bps: -1537.0
· mean_bps: -17.87
· sharpe: -0.30
· max_dd_bps: -1764.0
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 21:35 | BTC | Sell | 60131→59878 | +1.67 | timeout |
| 06-26 18:40 | BTC | Buy | 59160→59737 | +4.40 | timeout |
| 06-26 06:39 | BTC | Buy | 58373.9→60236 | +15.50 | take_profit |
| 06-25 21:18 | BTC | Buy | 58941.9→59521 | +4.45 | timeout |
| 06-25 20:39 | BTC | Buy | 59713→59427 | -2.85 | timeout |
| 06-25 13:48 | BTC | Sell | 61325.9→59369 | +15.50 | take_profit |
| 06-25 02:32 | BTC | Buy | 60863→60845 | -0.59 | timeout |
| 06-24 21:06 | BTC | Sell | 60944→60733 | +1.24 | timeout |
| 06-24 17:21 | BTC | Sell | 61354.9→59397 | +15.48 | take_profit |
| 06-24 14:02 | BTC | Buy | 62338.1→61177.3 | -9.76 | stop_loss |
| 06-24 03:44 | BTC | Sell | 62596.9→62788.1 | -1.96 | timeout |
| 06-23 12:13 | BTC | Sell | 63178.8→62388.1 | +5.76 | timeout |
| 06-23 11:38 | BTC | Sell | 63427.8→62561.1 | +6.33 | timeout |
| 06-23 04:38 | BTC | Sell | 63842.8→63840.2 | -0.42 | timeout |
| 06-22 18:38 | BTC | Buy | 65065.3→64561.8 | -4.33 | timeout |
| 06-22 17:48 | BTC | Buy | 64623.2→64453.8 | -1.78 | timeout |
| 06-22 07:28 | BTC | Sell | 64622.8→64210.2 | +2.74 | timeout |
| 06-22 04:08 | BTC | Sell | 63643.8→63938.2 | -2.76 | timeout |
| 06-20 14:04 | BTC | Buy | 63626.2→63349.8 | -2.64 | timeout |
| 06-20 04:20 | BTC | Buy | 63185.2→63478.8 | +1.88 | timeout |
| 06-19 15:04 | BTC | Sell | 62584.9→63118.2 | -4.74 | timeout |
| 06-19 00:33 | BTC | Sell | 62786.9→63009.2 | -2.23 | timeout |
| 06-18 00:58 | BTC | Sell | 65327.7→64433.2 | +6.42 | timeout |
| 06-17 16:27 | BTC | Sell | 65058.7→66270.4 | -9.77 | stop_loss |
| 06-17 16:05 | BTC | Sell | 64685.8→65890.2 | -9.77 | stop_loss |
| 06-17 05:00 | BTC | Buy | 65772.3→65862.7 | +0.23 | timeout |
| 06-16 14:23 | BTC | Buy | 66705.3→65464 | -9.76 | stop_loss |
| 06-16 04:48 | BTC | Buy | 66197.3→65845.7 | -3.09 | timeout |
| 06-14 09:10 | BTC | Sell | 64483.8→64436.2 | -0.07 | timeout |
| 06-14 01:40 | BTC | Buy | 64272.2→64554.8 | +1.76 | timeout |
| 06-14 00:56 | BTC | Buy | 64091.2→64527.8 | +2.96 | timeout |
| 06-11 18:01 | BTC | Sell | 62587.9→63754 | -9.74 | stop_loss |
| 06-11 12:36 | BTC | Buy | 62956.1→62772.9 | -1.93 | timeout |
| 06-11 11:53 | BTC | Buy | 62640.1→63145.8 | +3.56 | timeout |
| 06-11 02:23 | BTC | Buy | 61902.1→62050.9 | +0.74 | timeout |
| 06-09 14:20 | BTC | Buy | 62856.1→61686.1 | -9.76 | stop_loss |
| 06-08 13:11 | BTC | Buy | 62931.1→63757.8 | +6.11 | timeout |
| 06-07 17:48 | BTC | Sell | 62695.9→62120.1 | +4.14 | timeout |
| 06-07 11:02 | BTC | Sell | 61839.9→62408.1 | -5.05 | timeout |
| 06-06 16:31 | BTC | Buy | 60236→60604 | +2.61 | timeout |
| 06-06 04:14 | BTC | Buy | 61211.1→60068.9 | -9.78 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60510→59384.3 | -9.76 | stop_loss |
| 06-05 03:31 | BTC | Buy | 63432.2→62728.9 | -5.98 | timeout |
| 06-04 03:31 | BTC | Buy | 62142.1→64128.8 | +15.53 | take_profit |
| 06-03 19:05 | BTC | Sell | 67025.6→66020.3 | +7.07 | timeout |
| 06-03 11:51 | BTC | Buy | 67205.4→67035.6 | -1.75 | timeout |
| 06-03 01:43 | BTC | Buy | 66756.3→66546.7 | -2.02 | timeout |
| 05-31 17:38 | BTC | Buy | 73923.7→73674.3 | -2.15 | timeout |
| 05-30 09:24 | BTC | Sell | 73675.3→73510.7 | +0.68 | timeout |
| 05-28 19:41 | BTC | Sell | 72850.4→73420.7 | -4.33 | timeout |
| 05-28 09:49 | BTC | Sell | 73438.3→73533.7 | -1.10 | timeout |
| 05-28 03:57 | BTC | Buy | 74379.7→72995.8 | -9.76 | stop_loss |
| 05-28 03:45 | BTC | Sell | 74483.3→73450.7 | +6.48 | timeout |
| 05-28 01:22 | BTC | Buy | 74953.7→74274.3 | -4.99 | timeout |
| 05-27 19:27 | BTC | Sell | 75181.2→75006.8 | +0.73 | timeout |
| 05-27 10:31 | BTC | Sell | 75326.2→75968.8 | -4.75 | timeout |
| 05-25 18:32 | BTC | Sell | 77353.1→77571.9 | -1.83 | timeout |
| 05-25 13:17 | BTC | Sell | 77236.1→77318.9 | -0.96 | timeout |
| 05-25 07:01 | BTC | Sell | 77083.1→77383.9 | -2.37 | timeout |
| 05-25 05:46 | BTC | Sell | 77120.1→77372.9 | -2.06 | timeout |
| 05-24 20:36 | BTC | Buy | 76372.8→76620.2 | +1.16 | timeout |
| 05-24 12:49 | BTC | Buy | 76863.8→77044.1 | +0.71 | timeout |
| 05-23 06:36 | BTC | Sell | 75284.2→75440.8 | -1.49 | timeout |
| 05-23 05:30 | BTC | Buy | 75654.8→75444.2 | -1.84 | timeout |
| 05-23 01:40 | BTC | Sell | 75676.2→75448.8 | +1.07 | timeout |
| 05-23 01:02 | BTC | Sell | 76514.2→75435.8 | +6.62 | timeout |
| 05-22 23:41 | BTC | Sell | 76972.2→75743.8 | +7.55 | timeout |
| 05-22 19:41 | BTC | Buy | 77033.9→75605.4 | -9.73 | stop_loss |
| 05-22 19:30 | BTC | Buy | 77264.9→76148.2 | -7.69 | timeout |
| 05-22 10:08 | BTC | Buy | 77822.9→77295.1 | -3.87 | timeout |
| 05-22 00:18 | BTC | Buy | 77693.9→77466.1 | -1.92 | timeout |
| 05-21 18:37 | BTC | Buy | 77220.9→77692.1 | +2.57 | timeout |
| 05-21 16:25 | BTC | Buy | 77539.9→77099.1 | -3.31 | timeout |
| 05-21 12:53 | BTC | Buy | 77592.9→77259.1 | -2.63 | timeout |
| 05-21 03:50 | BTC | Sell | 77625.1→77987.9 | -2.77 | timeout |
| 05-20 20:41 | BTC | Sell | 77362.1→77660.9 | -2.36 | timeout |
| 05-20 19:31 | BTC | Sell | 77265.1→77575.9 | -2.44 | timeout |
| 05-20 01:52 | BTC | Buy | 76836.8→76765.2 | -0.95 | timeout |
| 05-19 06:22 | BTC | Sell | 77286.1→76977.8 | +1.56 | timeout |
| 05-18 21:16 | BTC | Sell | 76187.2→76910.8 | -5.18 | timeout |
| 05-15 19:29 | BTC | Sell | 79981→79115 | +4.95 | timeout |
| 05-15 17:59 | BTC | Sell | 80587→79411 | +6.85 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.52 | timeout |
| 05-12 03:50 | BTC | Buy | 81716.1→81715.9 | -0.45 | timeout |
| 05-11 07:49 | BTC | Buy | 81445.1→80734 | -4.83 | timeout |
| 05-11 04:39 | BTC | Buy | 81904.1→80769 | -7.40 | timeout |
| 05-10 21:07 | BTC | Sell | 81013.9→80801 | +0.87 | timeout |
| 05-10 14:51 | BTC | Sell | 80827→80914 | -0.97 | timeout |
| 05-08 23:48 | BTC | Buy | 80185→80133 | -0.78 | timeout |
| 05-08 17:02 | BTC | Buy | 80224→79824 | -2.96 | timeout |
| 05-08 00:00 | BTC | Sell | 80087→80016 | +0.03 | timeout |
| 05-07 19:46 | BTC | Sell | 80540→80105 | +2.27 | timeout |
| 05-04 20:38 | BTC | Buy | 79444→79877 | +2.30 | timeout |
| 05-04 10:07 | BTC | Buy | 80129→78642.7 | -9.72 | stop_loss |
| 05-04 10:06 | BTC | Buy | 80249→78760.7 | -9.72 | stop_loss |
| 05-03 23:27 | BTC | Sell | 78726.1→78607.9 | +0.33 | timeout |
| 05-03 18:08 | BTC | Buy | 78752.9→78644.1 | -1.16 | timeout |
| 05-03 15:16 | BTC | Sell | 78375.1→78740.9 | -2.76 | timeout |
| 05-02 20:26 | BTC | Sell | 78395.1→78390.9 | -0.43 | timeout |
| 05-02 02:55 | BTC | Buy | 77775.9→78392.1 | +3.54 | timeout |
Paper vs Live
Paper (trades.jsonl)
100
closed
40%
win rate
-68.11
total pnl ($)
-13.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 100 | 40% | -13.6 | -68.11 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 23:48 | BTC | Buy | -0.78 | BTC was trading in a narrow range with low volatility, showing a slight intraday uptick but remaining weak over the longer timeframe. The trade failed because the timeout close_reason indicates the position was held too long in a sideways market without rea… |
| 05-08 17:02 | BTC | Buy | -2.96 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-08 00:00 | BTC | Sell | +0.03 | The market was in a mild downtrend with BTC declining 1.58% over 24 hours and negative momentum across the week. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding decline did not trigger a… |
| 05-07 19:46 | BTC | Sell | +2.27 | The market was in a mild downtrend with BTC down 1.70% over 24 hours and negative across all timeframes. The thesis failed because the trade was closed due to timeout, indicating the expected move did not materialize within the allowed time window. |
| 05-04 20:38 | BTC | Buy | +2.30 | The market was in a tight consolidation phase with negligible volatility and flat funding rates, creating a low-risk environment for a neutral position. The trade failed to generate profit because the thesis relied on a directional move that never materiali… |
| 05-02 20:26 | BTC | Sell | -0.43 | # Trade Analysis: BTC Perp-Perp Basis Momentum Mean Reversion Bitcoin was essentially flat over the 1-hour window into the close ($78,447, -0.00% 1h) with minimal directional conviction, though positive 24h momentum (+0.47%) suggested underlying strength t… |
| 05-02 02:55 | BTC | Buy | +3.54 | Bitcoin had consolidated in the $78,300–$78,400 range with minimal 1-hour directional pressure (−0.01%), terminating the 6-hour momentum window that the basis-momentum mean-reversion strategy required for signal strength. The trade's thesis succeeded despit… |