198
closed trades
46%
win rate
-33.54
total pnl ($)
1.176
weight
7d window — n=32 wr=56% pnl=-6.07
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 16:41:42 (38.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aet
n: 121
· wr: 40.5%
· total_bps: -841.0
· mean_bps: -6.95
· sharpe: -0.17
· max_dd_bps: -929.5
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 |
|---|---|---|---|---|---|
| 06-26 18:04 | BTC | Buy | 60128→60067 | -0.48 | timeout |
| 06-26 12:43 | BTC | Buy | 59720→58903.6 | -3.64 | stop_loss |
| 06-26 05:15 | BTC | Buy | 59499→59957 | +1.70 | timeout |
| 06-26 02:16 | BTC | Buy | 59206→58400.9 | -3.62 | stop_loss |
| 06-25 19:48 | BTC | Buy | 59571→59172 | -1.90 | timeout |
| 06-25 15:01 | BTC | Sell | 60220→59261 | +3.76 | take_profit |
| 06-25 13:40 | BTC | Buy | 61261.1→60426.7 | -3.63 | stop_loss |
| 06-25 06:26 | BTC | Buy | 61292.1→61633.9 | +1.17 | timeout |
| 06-24 20:06 | BTC | Buy | 59662→60617 | +3.78 | take_profit |
| 06-24 17:48 | BTC | Buy | 59861→59044.5 | -3.63 | stop_loss |
| 06-24 16:06 | BTC | Sell | 61173.9→60201 | +3.75 | take_profit |
| 06-24 13:43 | BTC | Buy | 62289.1→61441.2 | -3.63 | stop_loss |
| 06-24 10:46 | BTC | Sell | 62696.9→62546.1 | +0.38 | timeout |
| 06-24 07:08 | BTC | Sell | 63045.8→62676.1 | +1.24 | timeout |
| 06-23 18:20 | BTC | Sell | 62517.9→62340.1 | +0.49 | timeout |
| 06-23 15:02 | BTC | Buy | 62331.1→62412.9 | +0.10 | timeout |
| 06-23 09:58 | BTC | Buy | 62029.1→62330.9 | +1.00 | timeout |
| 06-23 07:51 | BTC | Sell | 62638.9→62871.1 | -1.15 | timeout |
| 06-23 02:01 | BTC | Buy | 63977.2→64101.8 | +0.26 | timeout |
| 06-22 18:58 | BTC | Sell | 64567.8→64349.2 | +0.62 | timeout |
| 06-22 17:21 | BTC | Sell | 64833.8→64593.2 | +0.70 | timeout |
| 06-22 14:16 | BTC | Buy | 64987.2→65200.7 | +0.59 | timeout |
| 06-22 10:18 | BTC | Buy | 64146.2→64172.8 | -0.12 | timeout |
| 06-22 01:05 | BTC | Sell | 63369.8→63912.2 | -2.36 | timeout |
| 06-21 23:33 | BTC | Buy | 63767.2→63402.8 | -1.65 | timeout |
| 06-21 21:49 | BTC | Sell | 64037.8→63888.2 | +0.36 | timeout |
| 06-21 18:21 | BTC | Buy | 64122.2→63987.8 | -0.75 | timeout |
| 06-21 11:55 | BTC | Sell | 64301.8→64118.2 | +0.49 | timeout |
| 06-21 00:04 | BTC | Sell | 64309.8→64232.2 | +0.08 | timeout |
| 06-20 16:18 | BTC | Buy | 63857.2→64021.8 | +0.42 | timeout |
| 06-20 12:35 | BTC | Sell | 63625.8→63656.2 | -0.34 | timeout |
| 06-20 01:54 | BTC | Buy | 63505.2→63553.8 | -0.03 | timeout |
| 06-19 09:21 | BTC | Buy | 62579.1→62375.9 | -1.03 | timeout |
| 06-19 03:58 | BTC | Sell | 62958.9→62802.1 | +0.40 | timeout |
| 06-17 22:27 | BTC | Buy | 64297.2→64318.8 | -0.14 | timeout |
| 06-17 19:29 | BTC | Buy | 65400.3→64501.5 | -3.66 | stop_loss |
| 06-17 17:19 | BTC | Sell | 65619.7→65891.3 | -1.26 | timeout |
| 06-17 15:23 | BTC | Sell | 65267.7→65311.3 | -0.39 | timeout |
| 06-17 12:12 | BTC | Buy | 64914.2→64836.8 | -0.53 | timeout |
| 06-16 22:47 | BTC | Sell | 65854.7→65659.3 | +0.52 | timeout |
| 06-16 18:27 | BTC | Buy | 65763.3→65863.7 | +0.15 | timeout |
| 06-16 15:50 | BTC | Buy | 65723.3→65767.7 | -0.06 | timeout |
| 06-16 13:49 | BTC | Buy | 66583.3→66137.7 | -1.90 | timeout |
| 06-16 10:28 | BTC | Sell | 66864.7→66632.3 | +0.64 | timeout |
| 06-16 03:49 | BTC | Sell | 66022.7→66121.3 | -0.60 | timeout |
| 06-16 00:18 | BTC | Buy | 66254.3→66340.7 | +0.10 | timeout |
| 06-15 15:57 | BTC | Buy | 66502.3→67208.6 | +2.43 | timeout |
| 06-15 13:34 | BTC | Sell | 66122.7→66799.3 | -2.78 | timeout |
| 06-15 10:22 | BTC | Sell | 65684.7→65692.3 | -0.25 | timeout |
| 06-15 02:01 | BTC | Sell | 65624.7→65438.3 | +0.49 | timeout |
| 06-14 21:40 | BTC | Sell | 64342.8→65225.9 | -3.66 | stop_loss |
| 06-14 16:02 | BTC | Sell | 64075.8→64011.2 | +0.03 | timeout |
| 06-14 12:38 | BTC | Buy | 64477.2→64311.8 | -0.87 | timeout |
| 06-14 10:54 | BTC | Sell | 64326.8→64538.2 | -1.05 | timeout |
| 06-14 01:24 | BTC | Buy | 64394.2→64632.8 | +0.70 | timeout |
| 06-13 20:19 | BTC | Sell | 64180.8→64258.2 | -0.53 | timeout |
| 06-13 17:13 | BTC | Sell | 64295.8→63946.2 | +1.13 | timeout |
| 06-13 15:16 | BTC | Sell | 64076.8→64272.2 | -0.99 | timeout |
| 06-13 10:30 | BTC | Buy | 63795.2→63744.8 | -0.42 | timeout |
| 06-12 18:12 | BTC | Sell | 63805.8→63903.2 | -0.61 | timeout |
| 06-12 14:55 | BTC | Sell | 63121.8→63983.2 | -3.63 | stop_loss |
| 06-12 11:29 | BTC | Sell | 63726.8→63820.2 | -0.59 | timeout |
| 06-12 03:40 | BTC | Buy | 63761.2→63438.8 | -1.49 | timeout |
| 06-11 20:41 | BTC | Buy | 63401.2→63297.8 | -0.64 | timeout |
| 06-11 16:31 | BTC | Sell | 62525.9→62569.1 | -0.40 | timeout |
| 06-11 03:02 | BTC | Buy | 62173.1→62130.9 | -0.40 | timeout |
| 06-10 19:20 | BTC | Sell | 61853.9→61729.1 | +0.28 | timeout |
| 06-10 14:08 | BTC | Sell | 61657.9→62189.1 | -2.38 | timeout |
| 06-09 19:52 | BTC | Buy | 61827.1→61968.9 | +0.35 | timeout |
| 06-09 17:17 | BTC | Buy | 60791→61758.9 | +3.75 | take_profit |
| 06-09 16:26 | BTC | Sell | 61332.9→60990 | +1.18 | timeout |
| 06-09 14:44 | BTC | Sell | 62302.9→61312.1 | +3.75 | take_profit |
| 06-09 11:06 | BTC | Sell | 62696.9→62584.1 | +0.22 | timeout |
| 06-09 07:19 | BTC | Sell | 63400.8→63326.2 | +0.07 | timeout |
| 06-08 13:31 | BTC | Sell | 63428.8→63570.2 | -0.78 | timeout |
| 06-08 02:44 | BTC | Sell | 63063.8→63029.2 | -0.09 | timeout |
| 06-07 22:13 | BTC | Sell | 61789.9→62632.4 | -3.63 | stop_loss |
| 06-07 20:48 | BTC | Sell | 61280.9→61794.1 | -2.32 | timeout |
| 06-07 18:11 | BTC | Sell | 62197.9→62204.1 | -0.25 | timeout |
| 06-07 12:42 | BTC | Sell | 62433.9→61633.1 | +2.98 | timeout |
| 06-07 11:07 | BTC | Sell | 62486.9→62384.1 | +0.19 | timeout |
| 06-07 09:27 | BTC | Sell | 62367.9→62643.1 | -1.33 | timeout |
| 06-07 07:46 | BTC | Buy | 61648.1→62166.9 | +1.88 | timeout |
| 06-07 02:01 | BTC | Buy | 60915→61478.9 | +2.09 | timeout |
| 06-06 12:01 | BTC | Buy | 60272→60791 | +1.93 | timeout |
| 06-06 05:22 | BTC | Buy | 59599→60603 | +3.99 | take_profit |
| 06-06 02:16 | BTC | Buy | 61246.1→60862 | -1.79 | timeout |
| 06-05 23:32 | BTC | Sell | 61667.9→60682 | +3.77 | take_profit |
| 06-05 22:34 | BTC | Sell | 61881.9→61619.1 | +0.84 | timeout |
| 06-05 19:46 | BTC | Buy | 59354→60298 | +3.75 | take_profit |
| 06-05 16:22 | BTC | Buy | 60526→61489.9 | +3.76 | take_profit |
| 06-05 15:27 | BTC | Sell | 60811→60882 | -0.52 | timeout |
| 06-05 13:56 | BTC | Sell | 61912.9→60928 | +3.75 | take_profit |
| 06-05 12:00 | BTC | Buy | 62556.1→61926.9 | -2.74 | timeout |
| 06-05 09:16 | BTC | Sell | 62953.9→63010.2 | -0.45 | timeout |
| 06-04 23:39 | BTC | Sell | 63301.8→63692.2 | -1.77 | timeout |
| 06-04 19:46 | BTC | Buy | 63281.2→63695.8 | +1.41 | timeout |
| 06-04 14:06 | BTC | Buy | 63562.2→64230.8 | +2.41 | timeout |
| 06-04 07:00 | BTC | Buy | 63748.2→64022.8 | +0.85 | timeout |
| 06-04 01:51 | BTC | Buy | 63193.2→62333.7 | -3.63 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
198
closed
46%
win rate
-33.54
total pnl ($)
-6.8 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 | 198 | 46% | -6.8 | -33.54 |
Recent bounces (last 20 of 7)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 14:49 | BTC | Sell | stale_intent |
| 06-25 13:08 | BTC | Buy | below_min_notional_skip |
| 06-25 05:02 | BTC | Buy | below_min_notional_skip |
| 06-24 19:30 | BTC | Buy | below_min_notional_skip |
| 06-24 17:25 | BTC | Buy | below_min_notional_skip |
| 06-24 15:00 | BTC | Sell | stale_intent |
| 06-24 13:22 | BTC | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||