203
closed trades
37%
win rate
-22.05
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 16:42:56 (38.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afs
n: 334
· wr: 42.5%
· total_bps: -671.1
· mean_bps: -2.01
· sharpe: -0.04
· max_dd_bps: -1601.5
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 |
|---|---|---|---|---|---|
| 06-01 03:49 | BTC | Sell | 73537.3→73875.7 | -0.66 | timeout |
| 06-01 01:23 | BTC | Sell | 73796.3→73612.7 | +0.19 | timeout |
| 05-31 22:09 | BTC | Sell | 73668.3→73742.7 | -0.23 | timeout |
| 05-31 18:39 | BTC | Sell | 73510.3→73641.7 | -0.32 | timeout |
| 05-31 15:39 | BTC | Sell | 73856.3→73696.7 | +0.15 | timeout |
| 05-31 12:53 | BTC | Sell | 73819.3→73865.7 | -0.18 | timeout |
| 05-31 10:08 | BTC | Sell | 73859.3→73820.7 | -0.04 | timeout |
| 05-31 07:33 | BTC | Sell | 74116.3→73832.7 | +0.35 | timeout |
| 05-31 05:44 | BTC | Sell | 74136.3→74067.7 | +0.00 | timeout |
| 05-31 01:43 | BTC | Sell | 73771.3→74056.7 | -0.57 | timeout |
| 05-30 22:18 | BTC | Sell | 73927.3→73883.7 | -0.03 | timeout |
| 05-30 18:36 | BTC | Sell | 73909.3→73999.7 | -0.25 | timeout |
| 05-30 15:12 | BTC | Sell | 73767.3→73919.7 | -0.35 | timeout |
| 05-30 11:40 | BTC | Sell | 73526.3→73594.7 | -0.22 | timeout |
| 05-30 09:05 | BTC | Sell | 73494.3→73494.7 | -0.11 | timeout |
| 05-30 05:21 | BTC | Sell | 73722.3→73504.7 | +0.25 | timeout |
| 05-30 01:31 | BTC | Sell | 73358.3→73607.7 | -0.52 | timeout |
| 05-29 21:49 | BTC | Sell | 73631.3→73458.7 | +0.17 | timeout |
| 05-29 18:17 | BTC | Sell | 73865.3→73954.7 | -0.25 | timeout |
| 05-29 14:28 | BTC | Sell | 73282.3→72628.6 | +0.96 | timeout |
| 05-29 12:04 | BTC | Sell | 73661.3→73404.7 | +0.31 | timeout |
| 05-29 09:56 | BTC | Buy | 73382.7→73694.3 | +0.40 | timeout |
| 05-29 02:47 | BTC | Sell | 73759.3→73357.7 | +0.55 | timeout |
| 05-28 23:56 | BTC | Sell | 73825.3→73590.7 | +0.28 | timeout |
| 05-28 19:59 | BTC | Buy | 73533.7→73415.3 | -0.30 | timeout |
| 05-28 17:38 | BTC | Buy | 72907.6→73427.3 | +0.74 | timeout |
| 05-28 15:10 | BTC | Sell | 73329.3→73003.7 | +0.43 | timeout |
| 05-28 13:11 | BTC | Buy | 73342.7→73330.3 | -0.13 | timeout |
| 05-28 11:06 | BTC | Buy | 73373.7→73380.3 | -0.10 | timeout |
| 05-28 08:41 | BTC | Buy | 72785.6→73224.3 | +0.62 | timeout |
| 05-28 06:39 | BTC | Buy | 73072.7→72800.4 | -0.56 | timeout |
| 05-28 03:55 | BTC | Sell | 74250.3→73143.7 | +1.68 | take_profit |
| 05-28 02:38 | BTC | Sell | 74496.3→74167.7 | +0.42 | timeout |
| 05-28 00:38 | BTC | Sell | 74581.3→74507.7 | +0.01 | timeout |
| 05-27 21:44 | BTC | Buy | 75200.8→74439 | -1.32 | stop_loss |
| 05-27 20:29 | BTC | Sell | 74842.3→75242.8 | -0.75 | timeout |
| 05-27 18:28 | BTC | Sell | 75062.2→74813.7 | +0.29 | timeout |
| 05-27 16:27 | BTC | Sell | 74840.3→75114.8 | -0.55 | timeout |
| 05-27 13:30 | BTC | Buy | 75813.8→75016.7 | -1.37 | stop_loss |
| 05-27 12:25 | BTC | Buy | 75983.8→75857.2 | -0.31 | timeout |
| 05-27 10:07 | BTC | Sell | 75905.2→75871.8 | -0.06 | timeout |
| 05-27 08:06 | BTC | Buy | 75751.8→75908.2 | +0.14 | timeout |
| 05-27 06:03 | BTC | Buy | 75607.8→75672.2 | -0.00 | timeout |
| 05-27 04:02 | BTC | Sell | 75796.2→75607.8 | +0.19 | timeout |
| 05-27 02:03 | BTC | Sell | 75902.2→75803.8 | +0.05 | timeout |
| 05-27 00:03 | BTC | Sell | 75957.2→75909.8 | -0.03 | timeout |
| 05-26 22:00 | BTC | Sell | 75997.2→75872.8 | +0.09 | timeout |
| 05-26 19:50 | BTC | Buy | 76025.8→76005.2 | -0.14 | timeout |
| 05-26 17:51 | BTC | Buy | 76391.8→76018.2 | -0.70 | timeout |
| 05-26 14:25 | BTC | Sell | 77194.1→77973.9 | -1.32 | stop_loss |
| 05-26 13:49 | BTC | Buy | 77230.9→77312.1 | +0.02 | timeout |
| 05-26 11:48 | BTC | Buy | 76604.8→77216.1 | +0.85 | timeout |
| 05-26 09:48 | BTC | Buy | 76607.8→76608.2 | -0.11 | timeout |
| 05-26 07:48 | BTC | Sell | 76842.2→76607.8 | +0.26 | timeout |
| 05-26 05:47 | BTC | Sell | 76582.2→76845.8 | -0.52 | timeout |
| 05-26 03:47 | BTC | Sell | 76716.2→76588.8 | +0.09 | timeout |
| 05-26 01:47 | BTC | Sell | 77285.1→76691.8 | +0.81 | timeout |
| 05-25 23:47 | BTC | Sell | 77270.1→77295.9 | -0.15 | timeout |
| 05-25 21:46 | BTC | Sell | 77362.1→77263.9 | +0.05 | timeout |
| 05-25 19:46 | BTC | Sell | 77542.1→77369.9 | +0.16 | timeout |
| 05-25 17:46 | BTC | Sell | 77583.1→77549.9 | -0.05 | timeout |
| 05-25 15:47 | BTC | Buy | 77285.9→77583.1 | +0.35 | timeout |
| 05-25 13:45 | BTC | Sell | 77437.1→77306.9 | +0.10 | timeout |
| 05-25 11:44 | BTC | Buy | 77555.9→77421.1 | -0.32 | timeout |
| 05-25 09:43 | BTC | Sell | 77269.1→77549.9 | -0.54 | timeout |
| 05-25 07:42 | BTC | Buy | 77410.9→77247.1 | -0.36 | timeout |
| 05-25 05:42 | BTC | Buy | 77047.9→77403.1 | +0.44 | timeout |
| 05-25 03:40 | BTC | Sell | 77067.1→77046.9 | -0.08 | timeout |
| 05-25 01:41 | BTC | Buy | 77048.9→77047.1 | -0.11 | timeout |
| 05-24 23:38 | BTC | Buy | 76211.8→76928.2 | +1.02 | timeout |
| 05-24 21:38 | BTC | Buy | 76637.8→76204.2 | -0.79 | timeout |
| 05-24 19:27 | BTC | Sell | 76588.2→76634.8 | -0.18 | timeout |
| 05-24 17:21 | BTC | Sell | 76383.2→76546.8 | -0.36 | timeout |
| 05-24 14:16 | BTC | Buy | 77064.9→76286 | -1.32 | stop_loss |
| 05-24 13:21 | BTC | Buy | 77286.9→77057.1 | -0.47 | timeout |
| 05-24 11:17 | BTC | Sell | 76860.2→77224.9 | -0.68 | timeout |
| 05-24 09:16 | BTC | Sell | 76864.2→76875.8 | -0.12 | timeout |
| 05-24 07:15 | BTC | Buy | 76691.8→76854.2 | +0.14 | timeout |
| 05-24 05:14 | BTC | Sell | 76870.2→76696.8 | +0.16 | timeout |
| 05-24 03:12 | BTC | Sell | 76778.2→76964.8 | -0.40 | timeout |
| 05-24 01:06 | BTC | Buy | 76643.8→76734.2 | +0.03 | timeout |
| 05-23 22:36 | BTC | Buy | 77097.9→76323 | -1.31 | stop_loss |
| 05-23 20:55 | BTC | Buy | 75799.8→76934.2 | +1.69 | take_profit |
| 05-23 19:00 | BTC | Buy | 75450.8→75825.2 | +0.49 | timeout |
| 05-23 17:00 | BTC | Sell | 75493.2→75409.8 | +0.03 | timeout |
| 05-23 14:36 | BTC | Sell | 74681.3→75433.5 | -1.32 | stop_loss |
| 05-23 12:56 | BTC | Buy | 74684.7→74695.3 | -0.09 | timeout |
| 05-23 10:41 | BTC | Buy | 74355.7→74708.3 | +0.46 | timeout |
| 05-23 07:50 | BTC | Sell | 75377.2→74246.7 | +1.69 | take_profit |
| 05-23 06:35 | BTC | Buy | 75590.8→75420.2 | -0.38 | timeout |
| 05-23 04:30 | BTC | Sell | 75442.2→75559.8 | -0.30 | timeout |
| 05-23 02:29 | BTC | Sell | 75430.2→75446.8 | -0.13 | timeout |
| 05-23 00:29 | BTC | Buy | 75768.8→75418.2 | -0.66 | timeout |
| 05-22 22:21 | BTC | Buy | 75855.8→75758.2 | -0.26 | timeout |
| 05-22 19:30 | BTC | Buy | 76777.8→76006.2 | -1.31 | stop_loss |
| 05-22 18:10 | BTC | Sell | 76801.2→76754.8 | -0.03 | timeout |
| 05-22 16:10 | BTC | Sell | 77040.1→76808.8 | +0.26 | timeout |
| 05-22 14:11 | BTC | Buy | 77419.9→77040.1 | -0.70 | timeout |
| 05-22 12:10 | BTC | Sell | 77303.1→77422.9 | -0.29 | timeout |
| 05-22 10:10 | BTC | Buy | 77354.9→77310.1 | -0.18 | timeout |
Paper vs Live
Paper (trades.jsonl)
203
closed
37%
win rate
-22.05
total pnl ($)
-9.1 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 | 203 | 37% | -9.1 | -22.05 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:27 | BTC | Sell | -0.37 | The market was in a mild uptrend with BTC up 0.19% on the hour and 1.70% over 24 hours, while funding rates were slightly negative. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize withi… |
| 05-10 11:27 | BTC | Sell | -0.09 | The market was in a mild uptrend with BTC up 2.37% over 24 hours and positive funding. The short thesis failed because the trade expired without a move lower, as the bullish momentum persisted and the timeout closed the position before any reversal material… |
| 05-10 09:26 | BTC | Sell | -0.21 | The market was in a low-funding, sideways regime with no clear directional bias. The thesis failed because the trade expired without reaching a favorable exit, resulting in a small loss from the timeout close. |
| 05-10 07:07 | BTC | Sell | -0.14 | BTC was trading in a narrow range with low volatility and slightly negative short-term momentum. The sell thesis failed because the market did not move enough within the timeout period to generate a profitable exit. |
| 05-10 05:02 | BTC | Buy | -0.17 | The market was in a mild uptrend over 24h and 7d, with neutral funding and stable OI. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, indicating no opportunity to capture the expected move. |
| 05-10 02:41 | BTC | Sell | -0.11 | BTC was in a mild uptrend across all timeframes with slightly negative funding. The short thesis failed because the market continued to grind higher, and the trade was closed by timeout without reaching a profitable exit. |
| 05-10 00:36 | BTC | Buy | -0.12 | BTC was trading in a narrow range with low volatility, showing modest gains across timeframes. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without triggering the entry. |
| 05-09 22:35 | BTC | Buy | -0.09 | The market was in a low-funding, neutral regime with moderate open interest, showing no clear directional bias. The thesis failed because the trade timed out without entry, as the expected setup never materialized within the allowed window. |
| 05-09 20:05 | BTC | Buy | -0.02 | The market was in a neutral range with low funding and stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching entry or exit conditions, resulting in a negligible loss from the timeout. |
| 05-09 17:57 | BTC | Buy | +0.22 | The market was in a low-volatility, sideways consolidation with neutral funding and moderate open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |