99
closed trades
35%
win rate
-110.42
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 06:28:19 (40.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aaj
n: 117
· wr: 38.5%
· total_bps: -711.5
· mean_bps: -6.08
· sharpe: -0.14
· max_dd_bps: -1255.9
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 |
|---|---|---|---|---|---|
| 05-28 15:43 | BTC | Buy | 72872.6→72915.4 | -0.34 | timeout |
| 05-28 04:02 | BTC | Buy | 73399.7→72693 | -10.53 | stop_loss |
| 05-28 01:35 | BTC | Buy | 74237.7→74276.3 | -0.38 | timeout |
| 05-27 21:23 | BTC | Sell | 74981.3→75139.8 | -3.00 | timeout |
| 05-27 15:58 | BTC | Buy | 75014.8→75276.2 | +2.59 | timeout |
| 05-27 11:53 | BTC | Sell | 75848.2→75750.8 | +0.36 | timeout |
| 05-27 07:12 | BTC | Sell | 75561.2→75726.8 | -3.11 | timeout |
| 05-27 03:05 | BTC | Buy | 75980.8→75869.2 | -2.36 | timeout |
| 05-26 22:35 | BTC | Sell | 76000.2→75814.8 | +1.54 | timeout |
| 05-26 18:29 | BTC | Sell | 76493.2→76032.8 | +5.13 | timeout |
| 05-26 14:05 | BTC | Buy | 77194.9→77148.1 | -1.51 | timeout |
| 05-26 09:31 | BTC | Sell | 76612.2→76718.8 | -2.30 | timeout |
| 05-26 05:20 | BTC | Sell | 76498.2→76815.8 | -5.05 | timeout |
| 05-26 01:20 | BTC | Sell | 77245.1→76813.8 | +4.68 | timeout |
| 05-25 21:02 | BTC | Sell | 77404.1→77285.9 | +0.64 | timeout |
| 05-25 16:09 | BTC | Buy | 77436.9→77546.1 | +0.49 | timeout |
| 05-25 11:41 | BTC | Buy | 77550.9→77439.1 | -2.36 | timeout |
| 05-25 07:29 | BTC | Buy | 77370.9→77173.1 | -3.47 | timeout |
| 05-25 02:48 | BTC | Sell | 77078.1→77121.9 | -1.46 | timeout |
| 05-24 22:32 | BTC | Buy | 76614.8→76851.2 | +2.18 | timeout |
| 05-24 16:35 | BTC | Sell | 76430.2→76503.8 | -1.87 | timeout |
| 05-24 12:28 | BTC | Sell | 77193.1→77041.9 | +1.07 | timeout |
| 05-24 07:49 | BTC | Sell | 76704.2→76757.8 | -1.58 | timeout |
| 05-24 03:36 | BTC | Buy | 76878.8→76822.2 | -1.65 | timeout |
| 05-23 20:55 | BTC | Buy | 75901.8→77046.1 | +14.17 | take_profit |
| 05-23 16:24 | BTC | Buy | 75280.8→75403.2 | +0.71 | timeout |
| 05-23 11:40 | BTC | Sell | 74641.3→74762.7 | -2.53 | timeout |
| 05-23 06:49 | BTC | Sell | 75469.2→75364.8 | +0.48 | timeout |
| 05-23 02:32 | BTC | Sell | 75390.2→75449.8 | -1.69 | timeout |
| 05-22 22:30 | BTC | Sell | 75901.2→75802.8 | +0.41 | timeout |
| 05-22 18:31 | BTC | Buy | 76937.8→76733.2 | -3.58 | timeout |
| 05-22 14:22 | BTC | Buy | 77461.9→76837.2 | -8.98 | timeout |
| 05-22 10:15 | BTC | Sell | 77390.1→77280.9 | +0.53 | timeout |
| 05-22 06:08 | BTC | Sell | 77815.1→77403.9 | +4.39 | timeout |
| 05-22 01:59 | BTC | Sell | 77581.1→77556.9 | -0.58 | timeout |
| 05-21 20:48 | BTC | Buy | 77526.9→77718.1 | +1.55 | timeout |
| 05-21 16:27 | BTC | Sell | 76946.2→77154.9 | -3.60 | timeout |
| 05-21 12:26 | BTC | Sell | 77349.1→77126.9 | +1.99 | timeout |
| 05-21 07:13 | BTC | Sell | 77912.1→77569.9 | +3.51 | timeout |
| 05-21 03:12 | BTC | Buy | 78026.9→77942.1 | -2.00 | timeout |
| 05-20 23:12 | BTC | Buy | 77756.9→77412.1 | -5.34 | timeout |
| 05-20 19:07 | BTC | Buy | 77316.9→77348.1 | -0.51 | timeout |
| 05-20 15:02 | BTC | Sell | 77530.1→77444.9 | +0.22 | timeout |
| 05-20 10:45 | BTC | Sell | 77498.1→77523.9 | -1.21 | timeout |
| 05-20 06:35 | BTC | Buy | 76702.8→77245.1 | +6.15 | timeout |
| 05-20 02:13 | BTC | Sell | 76552.2→76736.8 | -3.29 | timeout |
| 05-19 21:28 | BTC | Sell | 76790.2→76974.8 | -3.28 | timeout |
| 05-19 15:08 | BTC | Buy | 76758.8→76503.2 | -4.25 | timeout |
| 05-19 09:43 | BTC | Buy | 77252.9→76752.2 | -7.39 | timeout |
| 05-19 02:04 | BTC | Buy | 77224.9→76479.9 | -10.56 | stop_loss |
| 05-18 22:31 | BTC | Buy | 77151.9→77123.1 | -1.28 | timeout |
| 05-18 18:10 | BTC | Sell | 76376.2→76471.8 | -2.14 | timeout |
| 05-18 13:40 | BTC | Buy | 77138.9→76978.2 | -3.00 | timeout |
| 05-16 08:56 | BTC | Sell | 78585.1→78370.9 | +1.84 | timeout |
| 05-15 23:45 | BTC | Sell | 79095→79082 | -0.75 | timeout |
| 05-15 18:55 | BTC | Sell | 79218→79281 | -1.70 | timeout |
| 05-15 13:30 | BTC | Buy | 80595→79825.1 | -10.45 | stop_loss |
| 05-15 09:43 | BTC | Sell | 80802→80404 | +4.03 | timeout |
| 05-12 00:43 | BTC | Sell | 81715.9→81724.1 | -1.00 | timeout |
| 05-11 23:10 | BTC | Sell | 81698.9→81724.1 | -1.20 | timeout |
| 05-11 19:11 | BTC | Sell | 81414.9→81881.1 | -6.62 | timeout |
| 05-11 10:37 | BTC | Buy | 80696→81023.9 | +3.15 | timeout |
| 05-11 06:32 | BTC | Buy | 80700→80945 | +2.12 | timeout |
| 05-11 02:26 | BTC | Sell | 81721.9→81158.1 | +6.02 | timeout |
| 05-10 22:20 | BTC | Sell | 81005.9→81266.1 | -4.11 | timeout |
| 05-10 17:49 | BTC | Buy | 81251.1→81362.9 | +0.47 | timeout |
| 05-10 12:37 | BTC | Buy | 80793→80868 | +0.02 | timeout |
| 05-10 03:01 | BTC | Sell | 80613→80733 | -2.38 | timeout |
| 05-09 22:35 | BTC | Sell | 80685→80710 | -1.22 | timeout |
| 05-09 18:26 | BTC | Sell | 80720→80841 | -2.40 | timeout |
| 05-09 01:44 | BTC | Sell | 80116→80358 | -3.93 | timeout |
| 05-08 19:07 | BTC | Sell | 79908→80026 | -2.37 | timeout |
| 05-08 14:02 | BTC | Sell | 80242→79756 | +5.16 | timeout |
| 05-08 09:47 | BTC | Buy | 79549→79761 | +1.76 | timeout |
| 05-08 04:06 | BTC | Buy | 79588→79602 | -0.74 | timeout |
| 05-08 00:00 | BTC | Sell | 79676→80016 | -5.14 | timeout |
| 05-07 19:31 | BTC | Buy | 79733→79984 | +2.23 | timeout |
| 05-07 14:32 | BTC | Buy | 80918→80144.9 | -10.46 | stop_loss |
| 05-07 09:19 | BTC | Buy | 81550.1→81121.9 | -6.15 | timeout |
| 05-07 01:05 | BTC | Buy | 81024.1→80955 | -1.74 | timeout |
| 05-06 16:18 | BTC | Buy | 81383.1→81738.9 | +3.46 | timeout |
| 05-04 22:24 | BTC | Sell | 79925→80248 | -4.96 | timeout |
| 05-04 14:55 | BTC | Buy | 79275→80461 | +14.06 | take_profit |
| 05-04 12:24 | BTC | Buy | 78334.9→78915.1 | +6.51 | timeout |
| 05-04 08:19 | BTC | Sell | 79796→79727 | -0.04 | timeout |
| 05-04 01:56 | BTC | Sell | 78975.1→79729.8 | -10.46 | stop_loss |
| 05-03 23:12 | BTC | Buy | 79034→79056 | -0.64 | timeout |
| 05-03 18:58 | BTC | Buy | 78674.9→78703.1 | -0.56 | timeout |
| 05-03 13:47 | BTC | Buy | 78729.9→78629.1 | -2.20 | timeout |
| 05-03 09:28 | BTC | Sell | 78398.1→78491.9 | -2.10 | timeout |
| 05-03 01:30 | BTC | Buy | 78796.9→78212.1 | -8.33 | timeout |
| 05-02 16:27 | BTC | Buy | 78365.9→78481.1 | +0.58 | timeout |
| 05-02 09:42 | BTC | Buy | 78221.9→78262.1 | -0.39 | timeout |
| 05-02 03:37 | BTC | Buy | 78342.9→78415.1 | +0.04 | timeout |
| 05-01 21:19 | BTC | Buy | 78305.9→77927.1 | -5.72 | timeout |
| 05-01 16:34 | BTC | Buy | 78229.9→78159.1 | -1.80 | timeout |
| 05-01 12:08 | BTC | Sell | 77192.1→77434.9 | -4.04 | timeout |
| 05-01 06:07 | BTC | Sell | 77086.1→77120.9 | -1.37 | timeout |
| 05-01 02:06 | BTC | Sell | 76421.2→76617.8 | -3.50 | timeout |
Paper vs Live
Paper (trades.jsonl)
99
closed
35%
win rate
-110.42
total pnl ($)
-11.1 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 | 99 | 35% | -11.1 | -110.42 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:37 | BTC | Buy | +0.02 | The market was in a low-funding, sideways consolidation with 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 holding period. |
| 05-10 03:01 | BTC | Sell | -2.38 | The market was in a mild uptrend across multiple timeframes with positive funding and rising open interest. The short thesis failed because the trade was closed by timeout before the expected reversal materialized, as the bullish momentum persisted. |
| 05-09 22:35 | BTC | Sell | -1.22 | The market was in a low-funding, neutral regime with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, resulting in a small loss from fees or slippage. |
| 05-09 18:26 | BTC | Sell | -2.40 | The market was in a mild downtrend with BTC declining 1.48% over 24 hours and negative momentum across major assets. The short thesis failed because the trade was closed by timeout before the anticipated move materialized, resulting in a small loss from fun… |
| 05-09 01:44 | BTC | Sell | -3.93 | The market was in a mild intraday uptick but remained in a broader downtrend over the past week, with BTC showing slight hourly gains. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the all… |
| 05-08 19:07 | BTC | Sell | -2.37 | BTC was in a mild intraday uptick but still down over the past week, with low funding and moderate open interest. The sell thesis failed because the trade expired without reaching the target or stop, as the market lacked directional conviction to trigger an… |
| 05-08 14:02 | BTC | Sell | +5.16 | The market was in a low-funding, sideways consolidation with 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. |
| 05-08 09:47 | BTC | Buy | +1.76 | The market was in a mild downtrend with BTC down across all timeframes and slightly positive funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-08 04:06 | BTC | Buy | -0.74 | 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 closed the position before the thesis could play out, resulting in a small negative PnL from fees or slippage. |
| 05-08 00:00 | BTC | Sell | -5.14 | The market was in a mild downtrend with BTC declining 1.58% over 24 hours and negative funding. The short thesis failed because the trade expired via timeout before the anticipated move materialized, as the price remained range-bound and did not decline suf… |