684
closed trades
41%
win rate
-549.46
total pnl ($)
0.621
weight
7d window — n=103 wr=44% pnl=-71.07
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:54:27 (33.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
xn
n: 416
· wr: 45.0%
· total_bps: -2228.6
· mean_bps: -5.36
· sharpe: -0.07
· max_dd_bps: -3382.7
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 |
|---|---|---|---|---|---|
| 06-22 23:29 | ADA | Buy | 0.15888→0.15833 | -1.72 | timeout |
| 06-22 23:02 | LTC | Buy | 44.6962→44.4929 | -2.17 | timeout |
| 06-22 22:55 | ADA | Buy | 0.15861→0.157851 | -2.25 | timeout |
| 06-22 22:28 | SOL | Buy | 72.7639→71.7583 | -5.88 | stop_loss |
| 06-22 19:52 | LINK | Buy | 7.96719→7.90072 | -3.70 | timeout |
| 06-22 18:15 | LTC | Buy | 45.3063→44.9668 | -3.36 | timeout |
| 06-22 18:09 | LINK | Buy | 8.0176→7.96821 | -2.84 | timeout |
| 06-22 17:39 | LINK | Buy | 8.003→7.92132 | -4.46 | timeout |
| 06-22 16:40 | DOGE | Buy | 0.0842721→0.0830906 | -5.97 | stop_loss |
| 06-22 13:04 | SOL | Buy | 73.8501→74.4188 | +2.71 | timeout |
| 06-22 11:40 | DOGE | Buy | 0.0834839→0.0842219 | +3.17 | timeout |
| 06-22 08:39 | ADA | Buy | 0.16002→0.16073 | +1.40 | timeout |
| 06-22 01:26 | LINK | Buy | 7.83716→8.007 | +8.31 | take_profit |
| 06-22 01:26 | SOL | Buy | 73.064→74.6558 | +8.35 | take_profit |
| 06-22 01:03 | LINK | Buy | 7.85646→7.90902 | +2.33 | timeout |
| 06-22 00:15 | DOGE | Buy | 0.0825956→0.0824484 | -1.06 | timeout |
| 06-21 23:55 | ADA | Buy | 0.1584→0.156183 | -5.96 | stop_loss |
| 06-21 21:09 | LINK | Buy | 7.91848→7.83404 | -4.64 | timeout |
| 06-21 20:57 | DOGE | Buy | 0.0833838→0.0831282 | -1.58 | timeout |
| 06-21 20:21 | LTC | Buy | 45.3663→45.1547 | -2.24 | timeout |
| 06-21 19:51 | SOL | Buy | 74.3371→74.3998 | -0.04 | timeout |
| 06-21 19:16 | SOL | Buy | 73.8751→74.3548 | +2.22 | timeout |
| 06-21 17:48 | SOL | Buy | 73.8981→74.3778 | +2.22 | timeout |
| 06-21 17:25 | LTC | Buy | 45.2123→45.3257 | +0.65 | timeout |
| 06-21 16:04 | ADA | Buy | 0.16098→0.162169 | +2.59 | timeout |
| 06-21 15:33 | LINK | Buy | 7.90858→7.96111 | +2.28 | timeout |
| 06-21 15:28 | ADA | Buy | 0.16061→0.162279 | +3.79 | timeout |
| 06-21 14:31 | LTC | Buy | 44.9892→45.1507 | +1.07 | timeout |
| 06-21 14:11 | ADA | Buy | 0.16153→0.1616 | -0.19 | timeout |
| 06-21 11:45 | AVAX | Buy | 6.26787→6.27583 | +0.16 | timeout |
| 06-21 09:33 | LTC | Buy | 44.6432→44.8278 | +1.31 | timeout |
| 06-21 08:35 | AVAX | Buy | 6.31758→6.22823 | -6.02 | stop_loss |
| 06-21 07:55 | ADA | Buy | 0.16099→0.16137 | +0.60 | timeout |
| 06-21 07:19 | ADA | Buy | 0.16176→0.16103 | -2.15 | timeout |
| 06-21 05:48 | LTC | Buy | 44.5591→44.4749 | -1.10 | timeout |
| 06-21 03:49 | ADA | Buy | 0.162981→0.162449 | -1.67 | timeout |
| 06-21 02:01 | AVAX | Buy | 6.23736→6.23594 | -0.47 | timeout |
| 06-21 00:43 | LTC | Buy | 44.3271→44.4839 | +1.05 | timeout |
| 06-20 22:13 | SOL | Buy | 71.7198→73.303 | +8.46 | take_profit |
| 06-20 16:26 | LINK | Buy | 7.87647→7.94161 | +2.95 | timeout |
| 06-20 12:21 | ADA | Buy | 0.163151→0.162759 | -1.31 | timeout |
| 06-20 08:47 | SOL | Buy | 71.6557→71.3573 | -2.04 | timeout |
| 06-20 07:31 | DOGE | Buy | 0.0833408→0.084158 | +3.57 | timeout |
| 06-20 03:58 | AVAX | Buy | 5.90148→5.94231 | +2.43 | timeout |
| 06-20 02:49 | LTC | Buy | 43.937→43.935 | -0.39 | timeout |
| 06-20 01:39 | DOGE | Buy | 0.0830748→0.0835261 | +1.83 | timeout |
| 06-19 23:42 | LINK | Buy | 7.87407→7.92842 | +2.40 | timeout |
| 06-19 23:00 | LINK | Buy | 7.88097→7.92172 | +1.71 | timeout |
| 06-19 22:54 | SOL | Buy | 69.0784→69.3116 | +1.00 | timeout |
| 06-19 20:02 | SOL | Buy | 68.7673→68.9807 | +0.89 | timeout |
| 06-19 19:54 | AVAX | Buy | 5.75334→5.88253 | +8.62 | take_profit |
| 06-19 19:34 | LINK | Buy | 7.91938→7.85174 | -3.78 | timeout |
| 06-19 19:09 | AVAX | Buy | 5.90538→5.82243 | -5.98 | stop_loss |
| 06-19 18:44 | LTC | Buy | 44.3911→44.038 | -3.54 | timeout |
| 06-19 17:13 | SOL | Buy | 68.9153→68.8157 | -0.93 | timeout |
| 06-19 15:38 | SOL | Buy | 68.2032→69.2356 | +5.70 | timeout |
| 06-19 13:38 | LTC | Buy | 43.3938→43.7381 | +2.82 | timeout |
| 06-19 13:27 | DOGE | Buy | 0.0823396→0.0825823 | +0.83 | timeout |
| 06-19 11:29 | ADA | Buy | 0.16007→0.15986 | -0.85 | timeout |
| 06-19 11:13 | SOL | Buy | 68.4163→68.1698 | -1.80 | timeout |
| 06-19 10:51 | LTC | Buy | 43.4209→43.3862 | -0.67 | timeout |
| 06-19 09:56 | AVAX | Buy | 6.02581→6.06778 | +2.43 | timeout |
| 06-19 07:58 | ADA | Buy | 0.15986→0.1593 | -1.71 | timeout |
| 06-19 07:48 | DOGE | Buy | 0.0823136→0.0820285 | -1.74 | timeout |
| 06-19 07:34 | LTC | Buy | 43.3018→43.4881 | +1.37 | timeout |
| 06-19 06:42 | LTC | Buy | 43.6149→43.4651 | -1.73 | timeout |
| 06-19 03:45 | DOGE | Buy | 0.0836529→0.0827063 | -4.89 | timeout |
| 06-19 03:15 | AVAX | Buy | 6.30878→6.20554 | -6.90 | stop_loss |
| 06-19 03:15 | AVAX | Buy | 6.31638→6.22063 | -6.41 | stop_loss |
| 06-18 19:37 | SOL | Buy | 68.6973→69.0226 | +1.52 | timeout |
| 06-18 19:20 | LTC | Buy | 43.2718→43.2692 | -0.40 | timeout |
| 06-18 15:40 | AVAX | Buy | 6.37019→6.27799 | -6.15 | stop_loss |
| 06-18 15:18 | LINK | Buy | 8.03101→7.91766 | -6.00 | stop_loss |
| 06-18 09:14 | SOL | Buy | 71.1177→71.8982 | +4.03 | timeout |
| 06-18 09:04 | LINK | Buy | 7.95619→8.02609 | +3.16 | timeout |
| 06-18 03:28 | ADA | Buy | 0.167212→0.166728 | -1.52 | timeout |
| 06-18 01:16 | LTC | Buy | 44.7332→44.9458 | +1.53 | timeout |
| 06-17 22:04 | ADA | Buy | 0.165801→0.163477 | -5.97 | stop_loss |
| 06-17 22:03 | DOGE | Buy | 0.0861815→0.0849493 | -6.08 | stop_loss |
| 06-17 19:43 | LINK | Buy | 8.12303→8.00899 | -5.98 | stop_loss |
| 06-17 19:29 | LINK | Buy | 8.18154→8.06295 | -6.16 | stop_loss |
| 06-17 19:18 | DOGE | Buy | 0.0875359→0.0862563 | -6.21 | stop_loss |
| 06-17 16:27 | SOL | Buy | 72.6209→74.2089 | +8.37 | take_profit |
| 06-17 14:07 | AVAX | Buy | 6.8007→6.8177 | +0.63 | timeout |
| 06-17 12:07 | LTC | Buy | 45.4224→45.1487 | -2.78 | timeout |
| 06-17 11:03 | SOL | Buy | 72.9119→71.9032 | -5.88 | stop_loss |
| 06-17 08:49 | DOGE | Buy | 0.0869627→0.0857357 | -6.01 | stop_loss |
| 06-17 07:38 | LTC | Buy | 45.7854→45.5576 | -2.35 | timeout |
| 06-17 04:22 | ADA | Buy | 0.171193→0.172527 | +2.76 | timeout |
| 06-17 01:36 | LINK | Buy | 8.30418→8.26903 | -2.07 | timeout |
| 06-16 20:16 | LTC | Buy | 45.1083→45.5576 | +3.62 | timeout |
| 06-16 20:10 | SOL | Buy | 73.26→73.8219 | +2.71 | timeout |
| 06-16 19:11 | ADA | Buy | 0.175974→0.1735 | -5.98 | stop_loss |
| 06-16 18:28 | LINK | Buy | 8.16954→8.27353 | +4.73 | timeout |
| 06-16 17:40 | SOL | Buy | 72.9339→73.144 | +0.80 | timeout |
| 06-16 17:20 | LINK | Buy | 8.18164→8.19845 | +0.45 | timeout |
| 06-16 14:31 | LTC | Buy | 45.2003→44.5516 | -6.10 | stop_loss |
| 06-16 14:31 | AVAX | Buy | 6.83281→6.73405 | -6.14 | stop_loss |
| 06-16 11:45 | DOGE | Buy | 0.0883871→0.087966 | -2.26 | timeout |
| 06-16 06:13 | DOGE | Buy | 0.0870097→0.0872912 | +0.94 | timeout |
Paper vs Live
Paper (trades.jsonl)
684
closed
41%
win rate
-549.46
total pnl ($)
-20.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 144 | 42% | -21.9 | -125.77 |
| DOGE | 118 | 38% | -27.6 | -130.22 |
| LTC | 117 | 38% | -19.8 | -92.67 |
| SOL | 106 | 42% | -16.2 | -68.14 |
| AVAX | 105 | 44% | -20.2 | -84.82 |
| LINK | 94 | 43% | -12.7 | -47.84 |
Recent bounces (last 20 of 9)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 20:47 | ADA | Buy | stale_intent |
| 06-22 20:45 | ADA | Buy | stale_intent |
| 06-22 20:12 | ADA | Buy | stale_intent |
| 06-22 17:07 | LINK | Buy | stale_intent |
| 06-22 10:24 | SOL | Buy | stale_intent |
| 06-22 00:37 | LINK | Buy | trigger_already_opened |
| 06-21 23:33 | ADA | Buy | stale_intent |
| 06-21 22:19 | LINK | Buy | stale_intent |
| 06-21 21:38 | DOGE | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 20:32 | ADA | Buy | -1.25 | ADA was trading in a mild uptrend on the 1-hour timeframe but remained weak over 24 hours, with negative BTC and ETH momentum suggesting a risk-off environment. The thesis failed because the trade was closed due to timeout, likely as the expected short-term… |
| 05-08 15:22 | ADA | Buy | +3.17 | ADA was declining across all timeframes in a risk-off environment with negative BTC and ETH momentum. The thesis failed because the timeout closed the trade before the expected reversal materialized, capturing only a small positive PnL from minor intraday f… |
| 05-07 19:05 | ADA | Buy | +0.49 | ADA was trading in a mild downtrend with negative 24h and 7d performance, mirroring broader market weakness in BTC and ETH. The trade failed because the thesis for a short-term reversal did not materialize within the timeout period, as persistent selling pr… |
| 05-07 18:24 | ADA | Buy | +1.71 | ADA was in a mild downtrend across multiple timeframes with negative 24h and 7d performance, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before any significant move materialized, as the sideways-to-wea… |
| 05-05 07:17 | ADA | Buy | +8.48 | The market was in a low-volatility, bullish regime with ADA showing strong 7-day momentum while funding rates remained neutral. The thesis succeeded because the price reached the predefined take-profit target, locking in an $8.48 gain on the long position. |
| 05-04 18:34 | ADA | Buy | +1.95 | The market exhibited a neutral regime with ADA showing modest weekly gains but flat hourly momentum and negligible funding rates. The trade thesis failed because the position was forcibly closed due to a timeout, preventing any realization of potential prof… |
| 05-04 17:44 | ADA | Buy | -1.17 | The market was in a low-volatility consolidation phase with minimal momentum across major assets. The trade failed because the anticipated breakout never materialized, resulting in a timeout exit due to the position stalling within the range. |
| 05-04 14:07 | ADA | Buy | +1.10 | The market was in a low-volatility consolidation phase with neutral funding rates and modest 24-hour gains across major assets. The long thesis failed because the trade was closed due to a timeout, indicating the position was held too long without reaching … |
| 05-02 08:51 | ADA | Buy | +0.59 | # Trade Analysis: ADA Perp-Spot Basis Compression ADA was trading in a low-funding regime (0.01%) with $69.1M open interest, indicating minimal leverage demand and a compressed carry environment at close. The basis compression thesis succeeded partially as… |
| 05-02 08:14 | ADA | Buy | +0.10 | # Trade Analysis At close, ADA was trading sideways near $0.2477 with minimal 1-hour momentum (-0.03%) while BTC and ETH showed modest positive 24h performance (+1.13% and +0.70% respectively), indicating mild risk-on conditions but no strong directional c… |