178
closed trades
40%
win rate
-17.87
total pnl ($)
1.247
weight
7d window — n=28 wr=54% pnl=-0.60
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:23:17 (40.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afz__restored_b79917e3
n: 65
· wr: 33.8%
· total_bps: -762.2
· mean_bps: -11.73
· sharpe: -0.19
· max_dd_bps: -1223.8
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 |
|---|---|---|---|---|---|
| 06-28 01:18 | BTC | Buy | 59976→60077 | +0.07 | timeout |
| 06-27 21:36 | BTC | Sell | 60524→60361 | +0.16 | timeout |
| 06-27 18:16 | BTC | Sell | 60789→60524 | +0.31 | timeout |
| 06-27 14:44 | BTC | Buy | 60233→60614 | +0.49 | timeout |
| 06-27 06:02 | BTC | Buy | 60341→60137 | -0.39 | timeout |
| 06-27 02:16 | BTC | Sell | 60032→60151 | -0.26 | timeout |
| 06-26 14:00 | BTC | Sell | 59419→60228.1 | -1.31 | stop_loss |
| 06-26 13:38 | BTC | Sell | 59586→59216 | +0.48 | timeout |
| 06-26 02:16 | BTC | Buy | 59262→58452.8 | -1.31 | stop_loss |
| 06-25 13:45 | BTC | Sell | 61278.9→59932 | +1.90 | take_profit |
| 06-25 05:07 | BTC | Sell | 60776→61603.9 | -1.31 | stop_loss |
| 06-25 01:46 | BTC | Sell | 60853→60776 | +0.03 | timeout |
| 06-24 19:57 | BTC | Buy | 59772→59856 | +0.05 | timeout |
| 06-24 15:46 | BTC | Sell | 61772.9→60419 | +1.89 | take_profit |
| 06-24 06:17 | BTC | Sell | 62496.9→62773.1 | -0.48 | timeout |
| 06-24 02:15 | BTC | Buy | 62536.1→62800.9 | +0.30 | timeout |
| 06-23 18:58 | BTC | Buy | 62446.1→62209.9 | -0.42 | timeout |
| 06-23 15:16 | BTC | Sell | 62389.9→62285.1 | +0.07 | timeout |
| 06-23 08:28 | BTC | Sell | 63358.8→61970.1 | +1.89 | take_profit |
| 06-23 03:00 | BTC | Sell | 63996.8→64162.2 | -0.31 | timeout |
| 06-22 22:22 | BTC | Sell | 64378.8→64210.2 | +0.15 | timeout |
| 06-22 18:05 | BTC | Buy | 65026.3→64672.8 | -0.57 | timeout |
| 06-22 15:01 | BTC | Sell | 64752.8→65022.3 | -0.45 | timeout |
| 06-22 01:26 | BTC | Sell | 63803.8→64672.6 | -1.31 | stop_loss |
| 06-22 00:14 | BTC | Buy | 63564.2→63471.8 | -0.21 | timeout |
| 06-21 21:08 | BTC | Buy | 64016.2→63710.8 | -0.51 | timeout |
| 06-21 17:50 | BTC | Buy | 64032.2→64146.8 | +0.08 | timeout |
| 06-21 14:15 | BTC | Sell | 64345.8→64029.2 | +0.36 | timeout |
| 06-21 00:43 | BTC | Buy | 63989.2→64279.8 | +0.33 | timeout |
| 06-20 17:13 | BTC | Buy | 63225.2→63889.8 | +0.86 | timeout |
| 06-20 14:05 | BTC | Sell | 63620.8→63292.2 | +0.39 | timeout |
| 06-20 10:49 | BTC | Buy | 63695.2→63626.8 | -0.18 | timeout |
| 06-20 01:40 | BTC | Buy | 63261.2→63561.8 | +0.35 | timeout |
| 06-19 16:47 | BTC | Sell | 63172.8→63209.2 | -0.13 | timeout |
| 06-19 12:04 | BTC | Sell | 62541.9→62651.1 | -0.24 | timeout |
| 06-19 08:51 | BTC | Buy | 62693.1→62631.9 | -0.17 | timeout |
| 06-19 05:28 | BTC | Sell | 62953.9→62595.1 | +0.43 | timeout |
| 06-18 18:59 | BTC | Buy | 62349.1→62666.9 | +0.38 | timeout |
| 06-18 13:55 | BTC | Sell | 64103.8→64098.2 | -0.07 | timeout |
| 06-17 19:29 | BTC | Buy | 65362.3→64470.5 | -1.31 | stop_loss |
| 06-17 13:55 | BTC | Sell | 64797.8→65325.3 | -0.81 | timeout |
| 06-17 10:05 | BTC | Sell | 65551.7→64829.2 | +0.91 | timeout |
| 06-17 04:17 | BTC | Sell | 65639.7→65807.3 | -0.31 | timeout |
| 06-16 21:20 | BTC | Sell | 65978.7→65746.3 | +0.24 | timeout |
| 06-16 17:20 | BTC | Buy | 65697.3→65750.7 | -0.01 | timeout |
| 06-16 05:14 | BTC | Buy | 66042.3→66022.7 | -0.11 | timeout |
| 06-16 01:35 | BTC | Buy | 66265.3→66337.7 | +0.02 | timeout |
| 06-15 22:22 | BTC | Buy | 66543.3→66327.7 | -0.37 | timeout |
| 06-15 19:13 | BTC | Buy | 67203.4→66851.7 | -0.55 | timeout |
| 06-15 15:04 | BTC | Sell | 66124.7→66599.3 | -0.73 | timeout |
| 06-15 11:53 | BTC | Sell | 65642.7→66207.3 | -0.86 | timeout |
| 06-15 03:31 | BTC | Sell | 65656.7→65702.3 | -0.14 | timeout |
| 06-14 21:18 | BTC | Sell | 63772.8→64641.5 | -1.31 | stop_loss |
| 06-14 17:32 | BTC | Sell | 64078.8→63886.2 | +0.19 | timeout |
| 06-14 12:24 | BTC | Sell | 64325.8→64479.2 | -0.30 | timeout |
| 06-14 09:22 | BTC | Sell | 64368.8→64332.2 | -0.03 | timeout |
| 06-14 03:24 | BTC | Buy | 64466.2→64509.8 | -0.02 | timeout |
| 06-13 22:39 | BTC | Buy | 64229.2→64476.8 | +0.27 | timeout |
| 06-13 18:42 | BTC | Sell | 64299.8→64254.2 | -0.02 | timeout |
| 06-13 12:00 | BTC | Buy | 63795.2→63939.8 | +0.12 | timeout |
| 06-13 07:52 | BTC | Sell | 63599.8→63807.2 | -0.37 | timeout |
| 06-13 03:24 | BTC | Sell | 63561.8→63562.2 | -0.08 | timeout |
| 06-12 21:06 | BTC | Sell | 63842.8→63459.2 | +0.46 | timeout |
| 06-12 15:00 | BTC | Sell | 63262.8→64161.3 | -1.36 | stop_loss |
| 06-12 12:59 | BTC | Sell | 63721.8→63433.2 | +0.33 | timeout |
| 06-12 07:11 | BTC | Buy | 63498.2→63068.8 | -0.69 | timeout |
| 06-11 20:29 | BTC | Buy | 62716.1→63331.8 | +0.80 | timeout |
| 06-11 17:23 | BTC | Buy | 62904.1→62359.9 | -0.86 | timeout |
| 06-11 14:01 | BTC | Buy | 63048.2→63002.8 | -0.15 | timeout |
| 06-11 06:44 | BTC | Buy | 62350.1→62905.9 | +0.72 | timeout |
| 06-10 22:20 | BTC | Buy | 61883.1→61041.4 | -1.31 | stop_loss |
| 06-10 18:47 | BTC | Sell | 62390.9→61718.1 | +0.89 | timeout |
| 06-10 15:37 | BTC | Sell | 61684.9→62317.1 | -1.00 | timeout |
| 06-09 22:40 | BTC | Sell | 61785.9→62023.1 | -0.43 | timeout |
| 06-09 17:17 | BTC | Sell | 60892→61720.9 | -1.31 | stop_loss |
| 06-09 14:21 | BTC | Buy | 62480.1→61623.1 | -1.32 | stop_loss |
| 06-09 08:50 | BTC | Sell | 63401.8→62856.1 | +0.69 | timeout |
| 06-08 15:01 | BTC | Sell | 63604.8→63982.2 | -0.61 | timeout |
| 06-08 10:11 | BTC | Buy | 62928.1→63372.8 | +0.55 | timeout |
| 06-08 02:20 | BTC | Buy | 62842.1→62957.9 | +0.08 | timeout |
| 06-07 22:13 | BTC | Sell | 61849.9→62693.5 | -1.31 | stop_loss |
| 06-07 18:54 | BTC | Sell | 62065.9→62086.1 | -0.11 | timeout |
| 06-07 12:42 | BTC | Buy | 62381.1→61533.1 | -1.30 | stop_loss |
| 06-07 09:16 | BTC | Buy | 61647.1→62820.9 | +1.63 | timeout |
| 06-07 04:14 | BTC | Sell | 61312.9→61529.1 | -0.40 | timeout |
| 06-07 00:39 | BTC | Buy | 60782→60890 | +0.08 | timeout |
| 06-06 19:05 | BTC | Sell | 60917→60559 | +0.45 | timeout |
| 06-06 12:51 | BTC | Buy | 60930→60959 | -0.04 | timeout |
| 06-06 05:23 | BTC | Buy | 59599→60907 | +1.89 | take_profit |
| 06-06 01:39 | BTC | Sell | 61713.9→61094.1 | +0.82 | timeout |
| 06-05 20:09 | BTC | Buy | 59373→60676 | +1.89 | take_profit |
| 06-05 18:44 | BTC | Buy | 60511→59688.2 | -1.31 | stop_loss |
| 06-05 13:52 | BTC | Buy | 61900.1→61058.4 | -1.30 | stop_loss |
| 06-05 06:24 | BTC | Buy | 61904.1→61061.4 | -1.31 | stop_loss |
| 06-05 00:31 | BTC | Buy | 63432.2→63909.8 | +0.60 | timeout |
| 06-04 21:16 | BTC | Buy | 63250.2→63734.8 | +0.61 | timeout |
| 06-04 17:42 | BTC | Sell | 63923.8→62983.1 | +1.25 | timeout |
| 06-04 13:38 | BTC | Sell | 63220.8→64094.2 | -1.33 | stop_loss |
| 06-04 08:04 | BTC | Buy | 64092.2→63761.8 | -0.55 | timeout |
| 06-04 01:50 | BTC | Buy | 63280.2→62419.7 | -1.30 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
178
closed
40%
win rate
-17.87
total pnl ($)
-11.2 bps
avg bps net
Live (dry_run=0)
6
closed
33%
win rate
-4.92
total pnl ($)
-42.7 bps
avg bps net
Live WR is 82% of paper WR (33% vs 40%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 178 | 40% | -11.2 | -17.87 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 03:18 | BTC | Sell | circuit_breaker |
| 06-27 22:22 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-05 09:15 | ADA | Buy | +21.23 | The market was in a short-term consolidation phase with neutral momentum as ADA held steady near $0.27 while Bitcoin and Ethereum posted modest gains. The thesis succeeded because the trade hit its predefined take-profit target, locking in a $21.23 gain bef… |
| 05-04 22:03 | BTC | Buy | +9.15 | The market was in a tight consolidation phase with neutral funding rates and low volatility, creating an environment where directional momentum was absent. The trade failed to generate profit because the thesis relied on immediate price movement that never … |
| 05-04 21:03 | ETH | Buy | +6.70 | The market was in a neutral consolidation phase with flat funding rates and minimal momentum across both ETH and BTC. The trade failed because the thesis relied on immediate directional movement that never materialized, resulting in a timeout exit due to th… |
| 05-04 19:09 | ADA | Buy | +7.93 | The market was in a low-volatility consolidation phase with ADA showing modest weekly gains while funding rates remained neutral. The trade failed because the position was closed due to a timeout, indicating the thesis lacked sufficient momentum to sustain … |
| 05-04 18:18 | ETH | Buy | -1.21 | The market was in a sideways consolidation phase with low volatility and neutral funding rates, creating an environment prone to sudden liquidity gaps. The long position failed because the anticipated breakout never materialized, resulting in a forced exit … |
| 05-03 04:04 | ETH | Sell | +2.40 | At close, ETH funding had collapsed to 7.64 bps annually with $1.85B OI, eliminating the carry premium that typically sustains positive basis while spot-perp spreads remained compressed. The trade's mean-reversion thesis partially worked: basis normalized f… |
| 05-02 19:02 | ADA | Sell | -5.99 | # Trade Analysis: ADA Perp-Spot Basis Mean Reversion **Market context at close:** ADA spot was essentially flat (0.42% 1h, 0.18% 24h) while BTC showed mild strength (1.51% 7d), indicating a lack of directional catalysts to resolve the basis dislocation dur… |
| 05-02 15:42 | ETH | Sell | -1.97 | # Trade Close Analysis At close, ETH perp funding had collapsed to -0.0046% (deeply negative carry), signaling sustained arbitrage pressure was actively pushing perp prices lower relative to spot as capital deployed into the dislocation. The basis mean-rev… |
| 05-02 10:50 | BTC | Buy | -1.97 | # Trade Analysis: BTC Perp-Spot Basis Z-Score Mean Reversion **Market Context at Close:** BTC was trading sideways at $78,242 (up 1.30% over 24h but flat intraday at -0.06% 1h), with perpetual funding at a benign 0.001041%, indicating no structural urgency… |
| 05-02 09:25 | ADA | Buy | -0.35 | At close, ADA was flat to slightly positive (0.21% on the day) while BTC and ETH posted modest gains, indicating a risk-on micro-environment where mean reversion pressure should have normalized the basis—but ADA's perp remained stubbornly cheap at -10.87 bp… |