104
closed trades
41%
win rate
-96.99
total pnl ($)
1.470
weight
7d window — n=14 wr=57% pnl=+35.09
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 00:53:02 (39.7d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
vb
n: 87
· wr: 50.6%
· total_bps: +1061.5
· mean_bps: +12.20
· sharpe: +0.12
· max_dd_bps: -1554.0
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 |
|---|---|---|---|---|---|
| 06-27 19:37 | ETH | Buy | 1601.66→1571.66 | -9.81 | stop_loss |
| 06-26 15:24 | ETH | Buy | 1530.05→1578.84 | +15.49 | take_profit |
| 06-26 11:50 | ETH | Buy | 1569.96→1540.48 | -9.83 | stop_loss |
| 06-26 02:13 | ETH | Buy | 1556.26→1526.88 | -9.88 | stop_loss |
| 06-25 23:15 | ETH | Buy | 1569.16→1571.54 | +0.31 | timeout |
| 06-25 13:48 | ETH | Sell | 1633.44→1581.46 | +15.45 | take_profit |
| 06-24 22:00 | ETH | Buy | 1575.56→1625.74 | +15.48 | take_profit |
| 06-24 17:21 | ETH | Sell | 1619.14→1567.46 | +15.50 | take_profit |
| 06-23 23:21 | ETH | Buy | 1661.07→1662.23 | -0.09 | timeout |
| 06-23 08:00 | ETH | Buy | 1709.47→1677.49 | -9.79 | stop_loss |
| 06-23 07:03 | ETH | Sell | 1732.33→1691.77 | +11.23 | timeout |
| 06-22 19:07 | ETH | Sell | 1762.52→1731.27 | +8.43 | timeout |
| 06-22 16:40 | ETH | Buy | 1767.98→1734.86 | -9.80 | stop_loss |
| 06-22 04:04 | ETH | Buy | 1719.57→1729.43 | +2.40 | timeout |
| 06-21 03:43 | ETH | Buy | 1735.67→1737.23 | -0.01 | timeout |
| 06-19 08:19 | ETH | Sell | 1709.53→1696.07 | +3.49 | timeout |
| 06-16 19:42 | ETH | Sell | 1804.32→1796.28 | +1.82 | timeout |
| 06-15 21:47 | ETH | Buy | 1842.08→1814.12 | -8.06 | timeout |
| 06-15 15:46 | ETH | Sell | 1805.52→1839.4 | -9.83 | stop_loss |
| 06-15 03:51 | ETH | Sell | 1725.23→1721.77 | +0.57 | timeout |
| 06-14 18:45 | ETH | Buy | 1667.27→1660.73 | -2.43 | timeout |
| 06-14 06:24 | ETH | Buy | 1680.17→1678.03 | -1.09 | timeout |
| 06-11 15:50 | ETH | Buy | 1659.07→1641.94 | -5.65 | timeout |
| 06-09 21:39 | ETH | Buy | 1639.16→1655.63 | +4.59 | timeout |
| 06-09 11:04 | ETH | Buy | 1688.17→1669.03 | -6.08 | timeout |
| 06-08 01:24 | ETH | Buy | 1704.97→1673.1 | -9.80 | stop_loss |
| 06-07 08:46 | ETH | Sell | 1605.14→1635.18 | -9.80 | stop_loss |
| 06-06 03:24 | ETH | Buy | 1594.06→1564.26 | -9.78 | stop_loss |
| 06-05 16:10 | ETH | Buy | 1583.16→1553.47 | -9.82 | stop_loss |
| 06-05 06:24 | ETH | Sell | 1678.63→1625.16 | +15.48 | take_profit |
| 06-04 10:48 | ETH | Sell | 1798.22→1740.97 | +15.45 | take_profit |
| 06-03 21:32 | ETH | Sell | 1777.32→1810.79 | -9.86 | stop_loss |
| 06-03 05:18 | ETH | Sell | 1859.51→1869.79 | -3.21 | timeout |
| 06-02 14:27 | ETH | Buy | 1965.1→1928.14 | -9.85 | stop_loss |
| 05-31 14:09 | ETH | Sell | 2025.2→2020.8 | +0.64 | timeout |
| 05-28 10:15 | ETH | Sell | 1979.1→1994.8 | -4.43 | timeout |
| 05-28 09:20 | ETH | Buy | 1989.9→1988.2 | -0.85 | timeout |
| 05-28 03:18 | ETH | Buy | 2024.8→1986.91 | -9.80 | stop_loss |
| 05-28 01:24 | ETH | Sell | 2057.89→2025.3 | +7.44 | timeout |
| 05-27 20:33 | ETH | Sell | 2055.49→2058.11 | -1.07 | timeout |
| 05-27 19:10 | ETH | Buy | 2074.31→2053.89 | -5.38 | timeout |
| 05-27 14:22 | ETH | Buy | 2085.91→2059.79 | -6.71 | timeout |
| 05-27 08:33 | ETH | Buy | 2071.31→2091.99 | +4.53 | timeout |
| 05-27 07:40 | ETH | Buy | 2073.01→2078.19 | +0.81 | timeout |
| 05-26 23:27 | ETH | Buy | 2068.21→2071.49 | +0.34 | timeout |
| 05-26 22:26 | ETH | Sell | 2079.79→2069.51 | +2.02 | timeout |
| 05-26 19:34 | ETH | Sell | 2111.29→2071.51 | +8.96 | timeout |
| 05-26 15:31 | ETH | Buy | 2128.31→2088.75 | -9.76 | stop_loss |
| 05-25 18:33 | ETH | Sell | 2116.79→2129.11 | -3.32 | timeout |
| 05-25 14:00 | ETH | Sell | 2114.09→2115.61 | -0.78 | timeout |
| 05-25 12:32 | ETH | Buy | 2103.21→2116.79 | +2.75 | timeout |
| 05-25 10:05 | ETH | Buy | 2094.61→2114.79 | +4.34 | timeout |
| 05-25 06:11 | ETH | Sell | 2104.19→2105.61 | -0.77 | timeout |
| 05-25 05:08 | ETH | Buy | 2092.31→2106.99 | +3.04 | timeout |
| 05-25 02:33 | ETH | Sell | 2092.79→2100.31 | -2.24 | timeout |
| 05-24 22:09 | ETH | Buy | 2098.51→2089.79 | -2.54 | timeout |
| 05-24 20:02 | ETH | Sell | 2108.89→2096.81 | +2.43 | timeout |
| 05-23 20:55 | ETH | Buy | 2073.11→2139.29 | +15.49 | take_profit |
| 05-23 12:25 | ETH | Sell | 2061.89→2027.4 | +7.91 | timeout |
| 05-23 04:43 | ETH | Buy | 2068.31→2065.39 | -1.16 | timeout |
| 05-23 02:51 | ETH | Buy | 2073.41→2067.59 | -1.86 | timeout |
| 05-23 01:30 | ETH | Sell | 2063.99→2067.91 | -1.37 | timeout |
| 05-22 19:30 | ETH | Buy | 2114.61→2075.05 | -9.80 | stop_loss |
| 05-22 19:30 | ETH | Buy | 2118.51→2078.95 | -9.79 | stop_loss |
| 05-22 18:45 | ETH | Buy | 2128.41→2088.85 | -9.76 | stop_loss |
| 05-22 15:20 | ETH | Buy | 2120.01→2119.89 | -0.51 | timeout |
| 05-22 04:59 | ETH | Sell | 2130.89→2133.51 | -1.03 | timeout |
| 05-21 21:46 | ETH | Buy | 2133.81→2135.79 | -0.01 | timeout |
| 05-21 20:07 | ETH | Sell | 2117.39→2142.81 | -6.42 | timeout |
| 05-21 17:52 | ETH | Sell | 2114.09→2153.49 | -9.74 | stop_loss |
| 05-21 13:44 | ETH | Buy | 2143.41→2103.44 | -9.78 | stop_loss |
| 05-21 11:30 | ETH | Sell | 2141.29→2117.21 | +5.18 | timeout |
| 05-21 10:08 | ETH | Buy | 2148.21→2126.39 | -5.54 | timeout |
| 05-21 00:09 | ETH | Sell | 2138.39→2129.71 | +1.62 | timeout |
| 05-20 22:02 | ETH | Sell | 2139.49→2125.71 | +2.79 | timeout |
| 05-20 18:00 | ETH | Sell | 2126.79→2138.21 | -3.12 | timeout |
| 05-20 11:33 | ETH | Sell | 2128.29→2127.51 | -0.24 | timeout |
| 05-20 07:08 | ETH | Buy | 2110.91→2131.49 | +4.41 | timeout |
| 05-20 04:15 | ETH | Sell | 2107.59→2114.01 | -1.97 | timeout |
| 05-19 21:44 | ETH | Buy | 2109.11→2118.19 | +1.66 | timeout |
| 05-19 20:00 | ETH | Sell | 2116.19→2111.91 | +0.60 | timeout |
| 05-19 16:47 | ETH | Buy | 2110.01→2115.99 | +0.93 | timeout |
| 05-19 06:21 | ETH | Sell | 2141.79→2134.21 | +1.33 | timeout |
| 05-19 02:32 | ETH | Sell | 2126.19→2129.81 | -1.29 | timeout |
| 05-18 21:16 | ETH | Sell | 2099.79→2123.41 | -6.04 | timeout |
| 05-16 03:10 | ETH | Buy | 2222.52→2228.48 | +0.87 | timeout |
| 05-15 19:29 | ETH | Sell | 2245.18→2224.12 | +4.25 | timeout |
| 05-15 18:14 | ETH | Sell | 2251.47→2231.32 | +4.03 | timeout |
| 05-12 04:43 | ETH | Sell | 2339.37→2339.83 | -0.55 | timeout |
| 05-11 10:34 | ETH | Buy | 2333.53→2333.67 | -0.46 | timeout |
| 05-11 05:51 | ETH | Sell | 2374.76→2337.13 | +7.50 | timeout |
| 05-11 02:19 | ETH | Buy | 2349.83→2352.36 | +0.05 | timeout |
| 05-10 03:36 | ETH | Sell | 2328.87→2328.23 | -0.31 | timeout |
| 05-08 23:48 | ETH | Buy | 2313.73→2304.87 | -2.40 | timeout |
| 05-08 20:07 | ETH | Sell | 2281.07→2312.43 | -7.29 | timeout |
| 05-08 17:02 | ETH | Buy | 2290.73→2292.27 | -0.14 | timeout |
| 05-08 03:15 | ETH | Sell | 2286.07→2274.23 | +2.15 | timeout |
| 05-04 20:10 | ETH | Buy | 2327.53→2353.66 | +5.16 | timeout |
| 05-04 14:48 | ETH | Sell | 2319.37→2362.62 | -9.79 | stop_loss |
| 05-04 10:07 | ETH | Buy | 2369.74→2325.6 | -9.75 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
104
closed
41%
win rate
-96.99
total pnl ($)
-18.7 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 | 104 | 41% | -18.7 | -96.99 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 03:36 | ETH | Sell | -0.31 | The market was in a mild uptrend with ETH gaining 2.78% over 24 hours and positive funding. The short thesis failed because the timeout closed the trade before the expected pullback materialized in the persistent bullish momentum. |
| 05-08 23:48 | ETH | Buy | -2.40 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH recovering slightly alongside BTC. The thesis failed because the trade was closed by timeout before the anticipated move materialized, likely due to insufficient momentum i… |
| 05-08 20:07 | ETH | Sell | -7.29 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH recovering slightly against BTC's similar pattern. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficie… |
| 05-08 17:02 | ETH | Buy | -0.14 | The market was in a neutral range with low funding and moderate open interest, showing no clear directional bias. The thesis failed because the trade was closed by timeout without reaching an entry or exit, resulting in a negligible loss from an unfilled or… |
| 05-08 03:15 | ETH | Sell | +2.15 | ETH was trading in a narrow range with low volatility, showing a slight 1h gain but a bearish 7d trend. The thesis failed because the trade expired via timeout without reaching the target or stop, as the market lacked sufficient directional momentum to trig… |
| 05-04 20:10 | ETH | Buy | +5.16 | The market was in a neutral, range-bound state with ETH trading flat against a slightly bullish BTC backdrop and low funding rates. The trade failed because the position was closed due to a timeout before any significant price movement could materialize to … |
| 05-04 14:48 | ETH | Sell | -9.79 | The market was in a short-term consolidation phase with ETH trading near $2377 while Bitcoin maintained a modest uptrend. The thesis failed because the anticipated immediate breakdown did not materialize, triggering the stop loss as the price held above the… |
| 05-02 08:51 | ETH | Buy | +0.09 | # Trade Analysis: ETH Perp-Perp Basis Momentum Mean Reversion At close, ETH was consolidating near $2,303 with elevated perpetual futures open interest ($1.76B) and a positive funding rate (0.0046%), indicating mild long bias but insufficient momentum to p… |