523
closed trades
49%
win rate
+12.41
total pnl ($)
1.675
weight
7d window — n=80 wr=51% pnl=+75.46
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:22:22 (38.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
uv
n: 13
· wr: 38.5%
· total_bps: -354.5
· mean_bps: -27.27
· sharpe: -0.28
· max_dd_bps: -572.3
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 11:21 | INJ | Buy | 4.94134→4.83747 | -13.11 | stop_loss |
| 06-27 10:39 | LTC | Buy | 42.2936→42.5734 | +3.48 | timeout |
| 06-27 09:35 | OP | Buy | 0.105396→0.104334 | -6.50 | timeout |
| 06-27 01:09 | DOGE | Buy | 0.0754689→0.0752832 | -1.98 | timeout |
| 06-26 22:27 | BNB | Buy | 563.511→567.108 | +3.25 | timeout |
| 06-26 20:48 | LINK | Buy | 7.25781→7.31747 | +4.39 | timeout |
| 06-26 19:33 | BTC | Buy | 58854.9→60056 | +11.67 | timeout |
| 06-26 17:09 | INJ | Buy | 4.67617→4.82339 | +18.34 | take_profit |
| 06-26 16:00 | XRP | Buy | 1.01845→1.05084 | +18.55 | take_profit |
| 06-26 15:24 | ETH | Buy | 1529.15→1577.84 | +18.56 | take_profit |
| 06-26 14:29 | AVAX | Buy | 6.08522→6.27943 | +18.61 | take_profit |
| 06-26 10:48 | SOL | Buy | 69.9505→68.6284 | -11.91 | stop_loss |
| 06-26 10:39 | DOGE | Buy | 0.0751048→0.0736637 | -12.07 | stop_loss |
| 06-26 09:45 | LINK | Buy | 7.17559→7.24349 | +5.10 | timeout |
| 06-26 08:37 | NEAR | Buy | 1.85486→1.81943 | -12.01 | stop_loss |
| 06-26 07:16 | ETH | Buy | 1530.05→1578.74 | +18.54 | take_profit |
| 06-26 06:43 | ADA | Buy | 0.140315→0.144764 | +18.50 | take_profit |
| 06-26 04:26 | ATOM | Buy | 1.64101→1.60959 | -12.03 | stop_loss |
| 06-26 03:16 | INJ | Buy | 4.21985→4.35641 | +18.88 | take_profit |
| 06-26 02:13 | BTC | Buy | 59783→58670.7 | -11.70 | stop_loss |
| 06-25 23:03 | INJ | Buy | 4.17334→4.30492 | +18.37 | take_profit |
| 06-25 20:10 | LINK | Buy | 7.22751→7.2018 | -2.72 | timeout |
| 06-25 20:10 | ARB | Buy | 0.0732083→0.0724719 | -6.55 | timeout |
| 06-25 20:10 | SOL | Buy | 65.9639→66.54 | +4.72 | timeout |
| 06-25 15:57 | ATOM | Buy | 1.57959→1.62949 | +18.44 | take_profit |
| 06-25 13:45 | LTC | Buy | 41.4744→40.6835 | -11.98 | stop_loss |
| 06-25 13:44 | XRP | Buy | 1.07477→1.05421 | -12.02 | stop_loss |
| 06-25 13:42 | AVAX | Buy | 6.36629→6.24531 | -11.94 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1636.86→1606.24 | -11.76 | stop_loss |
| 06-25 11:56 | NEAR | Buy | 1.93718→1.90037 | -11.91 | stop_loss |
| 06-25 11:32 | SUI | Buy | 0.693743→0.691647 | -2.38 | timeout |
| 06-25 11:01 | BTC | Buy | 61320.1→61276.9 | -0.97 | timeout |
| 06-25 10:53 | ETH | Buy | 1627.96→1636.44 | +2.56 | timeout |
| 06-25 10:33 | ATOM | Buy | 1.66092→1.62868 | -12.11 | stop_loss |
| 06-25 05:03 | AVAX | Buy | 6.4206→6.51227 | +8.05 | timeout |
| 06-25 05:03 | LINK | Buy | 7.40345→7.47753 | +5.44 | timeout |
| 06-25 03:34 | INJ | Buy | 4.24136→4.15668 | -12.55 | stop_loss |
| 06-24 22:57 | ATOM | Buy | 1.6169→1.64899 | +11.39 | timeout |
| 06-24 21:55 | ADA | Buy | 0.141915→0.146393 | +18.43 | take_profit |
| 06-24 20:06 | NEAR | Buy | 1.87297→1.93222 | +18.44 | take_profit |
| 06-24 16:51 | INJ | Buy | 4.28787→4.20434 | -12.23 | stop_loss |
| 06-24 15:42 | ETH | Buy | 1658.87→1627.52 | -11.88 | stop_loss |
| 06-24 14:17 | BTC | Buy | 62192.1→61017.4 | -11.87 | stop_loss |
| 06-24 13:12 | DOGE | Buy | 0.0789847→0.0774419 | -12.25 | stop_loss |
| 06-24 04:24 | ATOM | Buy | 1.71443→1.68154 | -12.03 | stop_loss |
| 06-24 01:16 | INJ | Buy | 4.54544→4.53837 | -1.44 | timeout |
| 06-24 00:12 | ARB | Buy | 0.0782796→0.0792002 | +6.55 | timeout |
| 06-24 00:00 | ADA | Buy | 0.150038→0.151422 | +4.98 | timeout |
| 06-24 00:00 | OP | Buy | 0.0986146→0.101225 | +15.30 | timeout |
| 06-23 18:43 | SUI | Buy | 0.707747→0.694279 | -11.93 | stop_loss |
| 06-23 14:32 | BTC | Buy | 62194.1→62472.9 | +2.18 | timeout |
| 06-23 14:29 | XRP | Buy | 1.09957→1.10282 | +1.27 | timeout |
| 06-23 13:32 | ARB | Buy | 0.0772793→0.0797201 | +18.41 | take_profit |
| 06-23 13:32 | OP | Buy | 0.095874→0.0989253 | +18.52 | take_profit |
| 06-23 08:17 | ADA | Buy | 0.155039→0.152006 | -12.25 | stop_loss |
| 06-23 03:58 | ADA | Buy | 0.15918→0.1596 | +1.09 | timeout |
| 06-23 02:32 | ATOM | Buy | 1.79285→1.79015 | -1.40 | timeout |
| 06-23 01:50 | XRP | Buy | 1.13218→1.12212 | -5.86 | timeout |
| 06-23 01:50 | AVAX | Buy | 6.24536→6.22824 | -2.07 | timeout |
| 06-22 14:49 | DOGE | Buy | 0.0835679→0.08384 | +1.40 | timeout |
| 06-22 14:49 | XRP | Buy | 1.13438→1.14211 | +3.56 | timeout |
| 06-22 14:48 | ETH | Buy | 1747.57→1754.12 | +1.67 | timeout |
| 06-22 14:48 | BTC | Buy | 64132.2→64882.8 | +6.45 | timeout |
| 06-22 03:15 | SUI | Buy | 0.698605→0.701954 | +2.29 | timeout |
| 06-22 03:15 | DOGE | Buy | 0.0825956→0.0830542 | +2.80 | timeout |
| 06-22 03:14 | BTC | Buy | 63575.2→64114.8 | +4.53 | timeout |
| 06-22 02:35 | ETH | Buy | 1727.07→1739.93 | +3.88 | timeout |
| 06-21 18:31 | SUI | Buy | 0.704876→0.708383 | +2.40 | timeout |
| 06-21 18:30 | ETH | Buy | 1718.07→1724.63 | +1.74 | timeout |
| 06-21 18:30 | DOGE | Buy | 0.0830117→0.0833202 | +1.72 | timeout |
| 06-21 18:05 | BTC | Buy | 64178.2→63928.8 | -2.85 | timeout |
| 06-21 09:21 | LINK | Buy | 7.96399→7.93682 | -2.63 | timeout |
| 06-21 09:20 | XRP | Buy | 1.14829→1.14421 | -2.71 | timeout |
| 06-21 09:20 | SOL | Buy | 73.636→73.317 | -3.18 | timeout |
| 06-21 09:20 | DOGE | Buy | 0.0836049→0.0829852 | -5.03 | timeout |
| 06-21 01:33 | ATOM | Buy | 1.80015→1.78985 | -3.97 | timeout |
| 06-20 21:05 | ETH | Buy | 1735.37→1730.73 | -2.16 | timeout |
| 06-20 20:47 | BTC | Buy | 63821.2→63867.8 | -0.09 | timeout |
| 06-20 17:35 | SUI | Buy | 0.712898→0.699365 | -11.94 | stop_loss |
| 06-20 15:19 | NEAR | Buy | 2.10773→2.17646 | +19.03 | take_profit |
| 06-20 12:50 | DOGE | Buy | 0.084121→0.0837261 | -3.36 | timeout |
| 06-20 12:50 | ARB | Buy | 0.084191→0.0834691 | -5.66 | timeout |
| 06-20 11:47 | SOL | Buy | 71.6497→71.8242 | +0.90 | timeout |
| 06-20 11:16 | APT | Buy | 0.635959→0.63794 | +1.36 | timeout |
| 06-20 06:30 | OP | Buy | 0.105286→0.103213 | -12.36 | stop_loss |
| 06-20 04:20 | SUI | Buy | 0.711988→0.711472 | -0.98 | timeout |
| 06-20 04:19 | ETH | Buy | 1705.17→1709.13 | +0.84 | timeout |
| 06-20 04:19 | DOGE | Buy | 0.0830948→0.0831852 | +0.12 | timeout |
| 06-20 03:57 | LTC | Buy | 43.83→43.891 | +0.27 | timeout |
| 06-19 19:35 | ETH | Buy | 1693.37→1699.23 | +1.52 | timeout |
| 06-19 19:01 | ATOM | Buy | 1.81835→1.80675 | -4.28 | timeout |
| 06-19 13:40 | XRP | Buy | 1.12308→1.13402 | +5.31 | timeout |
| 06-19 11:09 | SOL | Buy | 68.6723→68.1338 | -5.23 | timeout |
| 06-19 11:08 | ETH | Buy | 1695.07→1689.63 | -2.47 | timeout |
| 06-19 10:34 | LTC | Buy | 43.3018→43.3921 | +0.75 | timeout |
| 06-19 06:19 | BTC | Buy | 62949.1→62754.9 | -2.38 | timeout |
| 06-19 03:15 | AVAX | Buy | 6.30298→6.17796 | -12.41 | stop_loss |
| 06-19 03:13 | NEAR | Buy | 2.20925→2.16727 | -11.95 | stop_loss |
| 06-19 02:31 | INJ | Buy | 5.37114→5.26055 | -12.90 | stop_loss |
| 06-18 21:58 | DOGE | Buy | 0.0818505→0.0833272 | +10.26 | timeout |
Paper vs Live
Paper (trades.jsonl)
523
closed
49%
win rate
+12.41
total pnl ($)
+0.4 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 | 61 | 52% | -1.5 | -5.81 |
| BTC | 58 | 48% | -3.4 | -12.51 |
| DOGE | 35 | 60% | -1.2 | -2.91 |
| INJ | 33 | 64% | +131.0 | +259.67 |
| ADA | 32 | 41% | -10.8 | -20.33 |
| ATOM | 32 | 41% | -24.7 | -46.53 |
| SOL | 32 | 44% | -33.7 | -64.28 |
| XRP | 32 | 41% | -20.5 | -38.89 |
| LTC | 30 | 60% | -15.4 | -28.06 |
| NEAR | 30 | 30% | -40.6 | -73.07 |
| AVAX | 28 | 54% | +8.2 | +13.92 |
| BNB | 25 | 48% | -13.5 | -20.38 |
| SUI | 21 | 38% | -14.6 | -18.44 |
| OP | 20 | 40% | -34.3 | -41.03 |
| APT | 19 | 53% | +21.6 | +24.72 |
| LINK | 18 | 72% | +40.5 | +43.49 |
| ARB | 17 | 41% | +41.9 | +42.83 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 12:22 | OP | Buy | circuit_breaker |
| 06-27 09:30 | SUI | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:41 | ADA | Buy | +2.93 | ADA was trading in a mild uptrend with positive funding and rising open interest, but the 1-hour candle showed a slight pullback. The thesis failed because the trade was closed by timeout before the expected continuation materialized, as the sideways drift … |
| 05-10 09:41 | ETH | Buy | -1.64 | The market was range-bound with low volatility, as ETH traded near $2293 with minimal directional bias across timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the … |
| 05-10 02:36 | BTC | Buy | -0.25 | The market was in a mild uptrend with BTC up 0.58% in the hour and 3.15% over 24 hours, while negative funding suggested bearish sentiment. The thesis failed because the trade was closed due to timeout, likely from a lack of sufficient price movement or liq… |
| 05-09 01:07 | ETH | Buy | -2.81 | The market was in a mild downtrend with ETH losing 1.29% over 24 hours and 2.47% over the week, while funding remained neutral. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from holding costs or… |
| 05-09 01:07 | BTC | Buy | +0.88 | BTC was trading in a narrow range with a slight hourly uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allo… |
| 05-08 23:32 | ADA | Buy | +3.31 | The market was in a mild intraday uptick against a broader weekly downtrend, with ADA showing a slight 1-hour gain while still down over 24 hours. The thesis failed because the trade was closed by timeout before reaching a profitable exit, as the short-term… |
| 05-08 17:02 | ETH | Buy | -0.17 | The market was in a low-volatility, sideways grind with neutral funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allowed window. |
| 05-08 17:02 | BTC | Buy | -3.55 | The market was in a low-funding, neutral regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade was closed by timeout without entry, as the expected setup never materialized within the allowed window. |
| 05-02 11:25 | BTC | Buy | +0.87 | Bitcoin was consolidating near $78,153 with minimal intraday momentum (-0.11% hourly) and slightly negative funding rates (-0.0435%), indicating balanced long-short positioning despite elevated open interest. The perp-spot basis fear regime signal captured … |
| 05-01 09:36 | BTC | Buy | -0.14 | Bitcoin was consolidating near $77,277 with minimal intraday momentum (1h: -0.14%) and modest 24h gains (1.40%), creating a choppy ranging environment that favored mean reversion over directional conviction. The trade's thesis failed because the basis arbit… |