99
closed trades
45%
win rate
-96.37
total pnl ($)
1.042
weight
7d window — n=12 wr=42% pnl=-30.55
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:39:13 (39.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tu
n: 50
· wr: 48.0%
· total_bps: -220.1
· mean_bps: -4.40
· sharpe: -0.05
· max_dd_bps: -884.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 99 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 16:49 | BTC | Buy | 60391→60773 | +2.71 | timeout |
| 06-26 13:19 | BTC | Buy | 59663→58552.8 | -9.76 | stop_loss |
| 06-26 03:42 | BTC | Buy | 59302→59405 | +0.45 | timeout |
| 06-25 12:27 | ETH | Buy | 1656.17→1624.92 | -9.87 | stop_loss |
| 06-25 01:11 | BTC | Buy | 59860→60737 | +6.87 | timeout |
| 06-24 11:12 | BTC | Buy | 62612.1→62360.9 | -2.47 | timeout |
| 06-23 20:54 | BTC | Buy | 62275.1→62372.9 | +0.33 | timeout |
| 06-23 06:20 | BTC | Buy | 64045.2→62854.4 | -9.75 | stop_loss |
| 06-22 17:35 | ETH | Buy | 1762.98→1729.96 | -9.82 | stop_loss |
| 06-22 08:18 | BTC | Buy | 63560.2→64234.8 | +4.83 | timeout |
| 06-21 19:21 | BTC | Buy | 64248.2→64168.8 | -1.06 | timeout |
| 06-21 06:52 | ETH | Buy | 1743.97→1735.03 | -3.02 | timeout |
| 06-20 16:49 | BTC | Buy | 63401.2→63964.8 | +3.97 | timeout |
| 06-20 04:41 | BTC | Buy | 63046.2→63570.8 | +3.72 | timeout |
| 06-19 15:45 | BTC | Buy | 62508.1→63246.8 | +5.49 | timeout |
| 06-18 23:58 | BTC | Buy | 62288.1→62946.9 | +4.86 | timeout |
| 06-18 11:28 | BTC | Buy | 64304.2→64028.8 | -2.62 | timeout |
| 06-17 19:41 | BTC | Buy | 65384.3→64168.7 | -9.75 | stop_loss |
| 06-17 10:13 | BTC | Buy | 65853.3→64867.8 | -7.96 | timeout |
| 06-16 14:31 | BTC | Buy | 66620.3→65376 | -9.80 | stop_loss |
| 06-16 06:35 | BTC | Buy | 66222.3→66317.7 | +0.29 | timeout |
| 06-15 17:43 | BTC | Buy | 65576.3→66859.7 | +9.30 | timeout |
| 06-15 05:34 | BTC | Buy | 64931.2→65744.7 | +5.81 | timeout |
| 06-14 17:19 | BTC | Buy | 64308.2→63939.8 | -3.34 | timeout |
| 06-14 05:16 | ETH | Buy | 1676.27→1676.83 | -0.29 | timeout |
| 06-13 16:36 | BTC | Buy | 63886.2→63961.8 | +0.15 | timeout |
| 06-13 00:03 | BTC | Buy | 63554.2→63574.8 | -0.30 | timeout |
| 06-12 12:26 | ETH | Buy | 1676.87→1667.93 | -3.12 | timeout |
| 06-11 23:02 | BTC | Buy | 62610.1→63399.8 | +5.81 | timeout |
| 06-11 09:32 | BTC | Buy | 62155.1→62868.9 | +5.25 | timeout |
| 06-10 17:57 | BTC | Buy | 61359.1→61938.9 | +4.26 | timeout |
| 06-09 14:18 | ETH | Buy | 1676.17→1644.81 | -9.80 | stop_loss |
| 06-08 23:43 | BTC | Buy | 63827.2→63139.8 | -5.84 | timeout |
| 06-08 10:37 | BTC | Buy | 62936.1→63256.8 | +2.10 | timeout |
| 06-07 22:15 | BTC | Buy | 62046.1→64025.8 | +15.51 | take_profit |
| 06-07 10:33 | BTC | Buy | 61241.1→62387.9 | +8.92 | timeout |
| 06-06 20:48 | BTC | Buy | 60923→60654 | -2.64 | timeout |
| 06-05 18:44 | BTC | Buy | 60747→59617.2 | -9.75 | stop_loss |
| 06-05 06:22 | BTC | Buy | 62510.1→61347.2 | -9.75 | stop_loss |
| 06-05 00:56 | BTC | Buy | 63534.2→63425.8 | -1.29 | timeout |
| 06-04 10:53 | BTC | Buy | 63289.2→62394.9 | -7.48 | timeout |
| 06-03 15:46 | ETH | Buy | 1873.49→1838.3 | -9.84 | stop_loss |
| 06-03 11:15 | BTC | Buy | 66501.3→67292.6 | +5.45 | timeout |
| 06-02 13:39 | BTC | Buy | 70053.5→68751.2 | -9.76 | stop_loss |
| 06-02 05:48 | BTC | Buy | 71047.6→70417.5 | -4.93 | timeout |
| 05-31 16:29 | ETH | Buy | 2026.2→2005.9 | -5.49 | timeout |
| 05-31 01:23 | BTC | Buy | 73959.7→74184.3 | +1.04 | timeout |
| 05-30 15:47 | BTC | Buy | 73462.7→73889.3 | +2.42 | timeout |
| 05-29 19:16 | BTC | Buy | 73627.7→73352.3 | -2.34 | timeout |
| 05-29 06:59 | BTC | Buy | 73448.7→73743.3 | +1.51 | timeout |
| 05-28 17:06 | ETH | Buy | 1989.1→2009.7 | +4.68 | timeout |
| 05-27 21:44 | ETH | Buy | 2063.31→2024.58 | -9.84 | stop_loss |
| 05-27 16:21 | BTC | Buy | 75879.8→75047.2 | -5.94 | timeout |
| 05-27 04:11 | ETH | Buy | 2075.51→2068.79 | -2.06 | timeout |
| 05-26 15:35 | BTC | Buy | 76585.8→76410.2 | -1.60 | timeout |
| 05-26 03:34 | ETH | Buy | 2120.61→2091.19 | -7.36 | timeout |
| 05-25 13:59 | ETH | Buy | 2107.01→2115.19 | +1.45 | timeout |
| 05-25 01:14 | BTC | Buy | 76591.8→77076.1 | +2.70 | timeout |
| 05-24 12:54 | BTC | Buy | 76746.8→77040.1 | +1.45 | timeout |
| 05-24 00:52 | BTC | Buy | 75471.8→76781.2 | +8.20 | timeout |
| 05-23 12:28 | BTC | Buy | 75541.8→74668.3 | -6.23 | timeout |
| 05-22 23:45 | BTC | Buy | 76861.8→75433.5 | -9.76 | stop_loss |
| 05-22 11:40 | BTC | Buy | 77755.9→77301.1 | -3.41 | timeout |
| 05-21 23:16 | BTC | Buy | 77125.9→77557.1 | +2.32 | timeout |
| 05-21 11:06 | BTC | Buy | 77957.9→77169.1 | -5.54 | timeout |
| 05-20 22:31 | BTC | Buy | 77471.9→77462.1 | -0.53 | timeout |
| 05-20 10:31 | BTC | Buy | 76644.8→77564.1 | +5.51 | timeout |
| 05-19 22:24 | ETH | Buy | 2099.21→2105.79 | +1.07 | timeout |
| 05-19 10:08 | ETH | Buy | 2123.51→2114.59 | -2.55 | timeout |
| 05-18 15:44 | BTC | Buy | 76903.8→76321.2 | -4.27 | timeout |
| 05-16 13:32 | ETH | Buy | 2218.62→2176.09 | -10.04 | stop_loss |
| 05-16 02:02 | BTC | Buy | 79472→79106 | -2.74 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.54 | timeout |
| 05-11 21:00 | BTC | Buy | 81036.1→81771.9 | +4.08 | timeout |
| 05-11 06:22 | BTC | Buy | 81236.1→80924 | -2.40 | timeout |
| 05-10 18:21 | BTC | Buy | 80708→81337.9 | +3.43 | timeout |
| 05-10 06:12 | BTC | Buy | 80699→80666 | -0.66 | timeout |
| 05-09 18:09 | BTC | Buy | 80147→80764 | +3.40 | timeout |
| 05-08 23:17 | BTC | Buy | 79850→80185 | +1.63 | timeout |
| 05-08 11:07 | BTC | Buy | 79332→80205 | +5.05 | timeout |
| 05-07 21:59 | BTC | Buy | 80532→79781 | -5.14 | timeout |
| 05-07 09:46 | ETH | Buy | 2333.43→2326.87 | -1.88 | timeout |
| 05-06 21:32 | BTC | Buy | 82027.1→81447.9 | -3.97 | timeout |
| 05-06 13:18 | ETH | Buy | 2349.13→2388.36 | +7.76 | timeout |
| 05-04 10:07 | ETH | Buy | 2369.94→2325.8 | -9.76 | stop_loss |
| 05-04 05:43 | ETH | Buy | 2323.83→2379.06 | +11.40 | timeout |
| 05-03 15:26 | BTC | Buy | 78349.9→78702.1 | +1.76 | timeout |
| 05-03 02:33 | ETH | Buy | 2309.53→2300.77 | -2.34 | timeout |
| 05-02 03:39 | BTC | Buy | 78301.9→78399.1 | +0.21 | timeout |
| 05-01 15:01 | BTC | Buy | 76986.8→78248.1 | +7.75 | timeout |
| 04-30 12:37 | BTC | Buy | 75472→76277.2 | +4.89 | timeout |
| 04-29 18:09 | ETH | Buy | 2270.6→2229.7 | -9.46 | stop_loss |
| 04-29 10:47 | BTC | Buy | 76419→77568 | +7.07 | timeout |
| 04-28 22:25 | BTC | Buy | 75836→76306 | +2.65 | timeout |
| 04-28 09:51 | ETH | Buy | 2299→2275.9 | -5.47 | timeout |
| 04-27 21:24 | BTC | Buy | 77712→76853 | -5.98 | timeout |
| 04-27 05:16 | BTC | Buy | 79007→78137 | -5.96 | stop_loss |
| 04-26 21:10 | BTC | Buy | 77850→78214 | +1.89 | timeout |
Paper vs Live
Paper (trades.jsonl)
99
closed
45%
win rate
-96.37
total pnl ($)
-19.3 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 | 75 | 53% | -2.5 | -10.19 |
| ETH | 24 | 21% | -71.6 | -86.18 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 06:12 | BTC | Buy | -0.66 | The market was in a low-funding, neutral OI environment with no clear directional catalyst. The thesis failed because the trade expired without entry or exit, resulting in a small negative PnL from the timeout close reason. |
| 05-09 18:09 | BTC | Buy | +3.40 | The market was in a neutral to slightly bullish regime with low funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 23:17 | BTC | Buy | +1.63 | The market was in a short-term uptrend on the hourly timeframe but remained in a broader downtrend over the past week. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the a… |
| 05-08 11:07 | BTC | Buy | +5.05 | The market was in a mild downtrend over 24h and 7d, with BTC flat on the hour and low funding suggesting neutral sentiment. The thesis failed because the trade was closed by timeout without reaching target or stop, indicating the expected directional move d… |
| 05-07 21:59 | BTC | Buy | -5.14 | The market was in a mild downtrend over the past week with low hourly volatility, as BTC traded near $79,363 with a 24h loss of -1.54%. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materiali… |
| 05-07 09:46 | ETH | Buy | -1.88 | The market was in a mild downtrend with ETH down 1.20% over 24 hours and 3.79% over 7 days, showing persistent bearish pressure. The thesis failed because the trade was closed by timeout without reaching an exit condition, likely due to insufficient momentu… |
| 05-06 21:32 | BTC | Buy | -3.97 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The trade failed because the timeout triggered before the expected move materialized, as the market remained range-bound without reaching the thesis's … |
| 05-06 13:18 | ETH | Buy | +7.76 | The market was in a broad downtrend with ETH and BTC both declining over multiple timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-03 02:33 | ETH | Buy | -2.34 | # Trade Analysis: ETH Perp-Spot Basis Mean Reversion **Market Context at Close:** ETH was consolidating with modest positive momentum (0.56% 1h, 1.13% 24h) while funding rates turned slightly negative (-0.0009%), indicating reduced leverage positioning and… |
| 05-02 03:39 | BTC | Buy | +0.21 | Bitcoin was consolidating tightly near $78,400 with minimal hourly volatility (-0.07% 1h) while maintaining modest daily gains (+1.61% 24h) and slightly negative funding rates (-0.0076%), indicating a balanced market without excessive leverage. The trade's … |