905
closed trades
43%
win rate
-1287.72
total pnl ($)
0.250
weight
7d window — n=132 wr=45% pnl=-313.50
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:14:21 (42.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gd
n: 898
· wr: 44.2%
· total_bps: -2390.5
· mean_bps: -2.66
· sharpe: -0.02
· max_dd_bps: -5017.7
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 05:23 | OP | Sell | 0.100335→0.101385 | -13.77 | timeout |
| 06-28 04:35 | FIL | Sell | 0.733517→0.730102 | +6.76 | timeout |
| 06-28 04:01 | UNI | Buy | 2.95254→2.91977 | -16.80 | timeout |
| 06-28 03:46 | ETH | Sell | 1577.64→1572.66 | +2.86 | timeout |
| 06-27 21:32 | ETH | Sell | 1585.14→1583.56 | +0.04 | timeout |
| 06-27 20:58 | HBAR | Sell | 0.0726898→0.0723021 | +8.87 | timeout |
| 06-27 20:19 | ETC | Buy | 7.24221→7.14651 | -9.88 | timeout |
| 06-27 19:48 | ARB | Buy | 0.0742786→0.0737816 | -15.14 | timeout |
| 06-27 17:51 | KAS | Sell | 0.02793→0.0283371 | -12.38 | timeout |
| 06-27 11:58 | BNB | Sell | 566.498→562.791 | +7.39 | timeout |
| 06-27 11:28 | KAS | Sell | 0.027947→0.027874 | +2.23 | timeout |
| 06-27 10:49 | AVAX | Sell | 6.63744→6.53383 | +20.60 | timeout |
| 06-27 09:57 | ETH | Sell | 1574.34→1581.46 | -4.37 | timeout |
| 06-27 08:00 | MNT | Buy | 0.43869→0.436611 | -4.51 | timeout |
| 06-27 02:51 | ONDO | Sell | 0.316091→0.322141 | -18.04 | stop_loss |
| 06-27 01:42 | ETC | Buy | 7.18069→7.23469 | +8.61 | timeout |
| 06-27 01:03 | APT | Sell | 0.608448→0.597949 | +26.02 | timeout |
| 06-27 00:57 | LINK | Buy | 7.34364→7.35006 | +0.07 | timeout |
| 06-27 00:37 | ARB | Buy | 0.0741185→0.0740215 | -2.53 | timeout |
| 06-26 23:03 | KAS | Sell | 0.027932→0.028093 | -4.66 | timeout |
| 06-26 16:35 | ARB | Buy | 0.071958→0.0742514 | +30.90 | take_profit |
| 06-26 16:05 | TRX | Sell | 0.322269→0.31983 | +12.67 | timeout |
| 06-26 16:00 | AVAX | Sell | 6.26063→6.37998 | -13.96 | stop_loss |
| 06-26 15:40 | ETH | Buy | 1537.55→1586.54 | +21.65 | take_profit |
| 06-26 13:19 | AVAX | Buy | 6.15024→6.02908 | -16.44 | stop_loss |
| 06-26 13:19 | ETH | Sell | 1571.54→1521.15 | +21.80 | take_profit |
| 06-26 12:28 | RENDER | Buy | 1.50228→1.49583 | -7.79 | timeout |
| 06-26 09:34 | ONDO | Buy | 0.317189→0.311147 | -13.97 | stop_loss |
| 06-26 07:04 | KAS | Sell | 0.0271622→0.0276848 | -14.10 | stop_loss |
| 06-26 06:46 | BNB | Sell | 554.191→564.783 | -13.97 | stop_loss |
| 06-26 06:22 | BCH | Sell | 190.742→194.376 | -29.92 | stop_loss |
| 06-26 05:07 | MNT | Sell | 0.422204→0.430553 | -18.61 | stop_loss |
| 06-26 03:52 | NEAR | Buy | 1.76334→1.81945 | +21.63 | take_profit |
| 06-26 02:13 | NEAR | Sell | 1.82594→1.76744 | +24.98 | take_profit |
| 06-26 02:13 | AVAX | Sell | 6.22994→6.03271 | +27.67 | take_profit |
| 06-26 02:13 | FIL | Sell | 0.736876→0.712968 | +22.08 | take_profit |
| 06-26 02:11 | XLM | Buy | 0.177614→0.174219 | -28.02 | stop_loss |
| 06-26 00:14 | ATOM | Sell | 1.62919→1.6162 | +10.04 | timeout |
| 06-25 23:40 | ARB | Buy | 0.0727282→0.0734616 | +6.36 | timeout |
| 06-25 22:55 | ADA | Sell | 0.143594→0.143306 | +1.33 | timeout |
| 06-25 22:28 | KAS | Buy | 0.0274018→0.0275191 | +2.70 | timeout |
| 06-25 19:12 | OP | Buy | 0.102476→0.100495 | -22.27 | stop_loss |
| 06-25 16:11 | DOGE | Sell | 0.0728088→0.0741966 | -21.94 | stop_loss |
| 06-25 15:15 | APT | Buy | 0.590748→0.579365 | -16.13 | stop_loss |
| 06-25 15:03 | MNT | Buy | 0.467987→0.459006 | -32.15 | stop_loss |
| 06-25 14:33 | LINK | Sell | 7.14951→7.28636 | -18.04 | stop_loss |
| 06-25 13:53 | XLM | Sell | 0.182854→0.177054 | +21.57 | take_profit |
| 06-25 13:53 | BCH | Sell | 193.382→187.207 | +21.72 | take_profit |
| 06-25 13:45 | AVAX | Sell | 6.3907→6.18925 | +61.24 | take_profit |
| 06-25 13:44 | ONDO | Sell | 0.31814→0.308077 | +55.32 | take_profit |
| 06-25 13:42 | BNB | Buy | 570.223→559.23 | -14.17 | stop_loss |
| 06-25 11:12 | INJ | Buy | 4.22386→4.14339 | -21.95 | stop_loss |
| 06-25 11:09 | NEAR | Buy | 1.96579→1.92845 | -51.16 | stop_loss |
| 06-25 10:23 | AVAX | Buy | 6.55124→6.42488 | -14.17 | stop_loss |
| 06-25 10:20 | XLM | Buy | 0.188077→0.184432 | -24.34 | stop_loss |
| 06-25 06:11 | BCH | Buy | 190.088→195.051 | +17.65 | timeout |
| 06-25 06:02 | SOL | Buy | 68.3623→69.1066 | +10.03 | timeout |
| 06-25 05:24 | ICP | Sell | 2.18965→2.23478 | -43.01 | stop_loss |
| 06-25 05:07 | ARB | Sell | 0.0754911→0.0769877 | -16.57 | stop_loss |
| 06-25 05:07 | ETH | Sell | 1616.74→1647.09 | -13.75 | stop_loss |
| 06-25 03:18 | BNB | Buy | 552.558→565.539 | +20.24 | timeout |
| 06-24 22:00 | ADA | Buy | 0.144086→0.148623 | +27.55 | take_profit |
| 06-24 22:00 | APT | Sell | 0.624144→0.636377 | -28.69 | stop_loss |
| 06-24 21:57 | ONDO | Buy | 0.302416→0.311942 | +21.42 | take_profit |
| 06-24 21:38 | NEAR | Buy | 1.90278→1.96431 | +22.01 | take_profit |
| 06-24 20:06 | ATOM | Sell | 1.6161→1.64723 | -18.21 | stop_loss |
| 06-24 20:01 | AVAX | Sell | 6.05449→6.17263 | -26.53 | stop_loss |
| 06-24 17:47 | BTC | Buy | 60283→59160.4 | -25.35 | stop_loss |
| 06-24 17:19 | MNT | Buy | 0.506127→0.496138 | -26.83 | stop_loss |
| 06-24 16:54 | BCH | Sell | 187.973→182.046 | +36.76 | take_profit |
| 06-24 16:47 | FIL | Buy | 0.744546→0.728733 | -24.35 | stop_loss |
| 06-24 16:47 | ETH | Sell | 1666.63→1612.96 | +40.65 | take_profit |
| 06-24 16:06 | BNB | Buy | 570.173→559.32 | -25.89 | stop_loss |
| 06-24 15:45 | NEAR | Sell | 1.96941→1.90728 | +27.60 | take_profit |
| 06-24 15:42 | ARB | Sell | 0.0782704→0.0757989 | +88.82 | take_profit |
| 06-24 13:32 | AVAX | Sell | 6.44869→6.32198 | +20.66 | timeout |
| 06-24 12:52 | OP | Buy | 0.100165→0.101535 | +16.56 | timeout |
| 06-24 11:36 | SUI | Sell | 0.699445→0.700795 | -3.27 | timeout |
| 06-24 09:28 | BNB | Sell | 579.505→576.804 | +12.31 | timeout |
| 06-24 09:21 | ATOM | Buy | 1.70513→1.67085 | -31.44 | stop_loss |
| 06-24 04:26 | APT | Buy | 0.644261→0.636441 | -13.00 | timeout |
| 06-24 04:21 | NEAR | Buy | 1.9913→1.95333 | -33.95 | stop_loss |
| 06-24 04:20 | DOGE | Buy | 0.0787977→0.0789013 | +0.50 | timeout |
| 06-24 03:05 | KAS | Buy | 0.0290793→0.0284926 | -14.75 | stop_loss |
| 06-24 01:04 | ATOM | Buy | 1.73323→1.71757 | -8.02 | timeout |
| 06-23 23:14 | ETH | Buy | 1655.07→1660.63 | +1.74 | timeout |
| 06-23 23:05 | SUI | Sell | 0.704794→0.701775 | +5.30 | timeout |
| 06-23 20:07 | AVAX | Sell | 6.28873→6.4085 | -15.95 | stop_loss |
| 06-23 19:45 | BNB | Buy | 574.234→574.856 | +0.36 | timeout |
| 06-23 16:45 | ETC | Buy | 6.96354→6.87588 | -29.67 | timeout |
| 06-23 16:38 | TRX | Buy | 0.330683→0.329798 | -2.50 | timeout |
| 06-23 15:03 | NEAR | Sell | 2.02339→1.9903 | +10.84 | timeout |
| 06-23 15:03 | ONDO | Buy | 0.314449→0.311992 | -14.81 | timeout |
| 06-23 11:14 | TRX | Buy | 0.332833→0.328858 | -10.28 | timeout |
| 06-23 08:33 | KAS | Sell | 0.0288858→0.0294541 | -14.40 | stop_loss |
| 06-23 08:28 | BNB | Buy | 581.445→570.402 | -19.85 | stop_loss |
| 06-23 06:20 | UNI | Sell | 2.99075→2.89622 | +46.06 | take_profit |
| 06-23 06:20 | BTC | Buy | 64037.2→62841.4 | -13.71 | stop_loss |
| 06-23 06:08 | SOL | Buy | 71.9138→70.5541 | -29.52 | stop_loss |
| 06-23 05:29 | SUI | Buy | 0.72206→0.714371 | -36.84 | timeout |
Paper vs Live
Paper (trades.jsonl)
905
closed
43%
win rate
-1287.72
total pnl ($)
-12.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 86 | 37% | -15.8 | -153.03 |
| ETH | 76 | 50% | +9.6 | +90.31 |
| BTC | 59 | 34% | -20.3 | -99.50 |
| ATOM | 47 | 40% | -22.8 | -176.93 |
| AVAX | 45 | 31% | -58.9 | -221.35 |
| ARB | 39 | 51% | +32.3 | +183.20 |
| APT | 37 | 59% | +41.1 | +279.56 |
| KAS | 30 | 40% | -66.3 | -216.63 |
| DOGE | 29 | 41% | +2.7 | +77.73 |
| BNB | 29 | 45% | -19.0 | -46.61 |
| BCH | 28 | 57% | +33.5 | +81.66 |
| ICP | 27 | 44% | -1.7 | -70.19 |
| FIL | 27 | 56% | +31.9 | +67.18 |
| ETC | 26 | 35% | -56.3 | -152.20 |
| ONDO | 25 | 36% | -33.1 | -87.23 |
| OP | 24 | 33% | -44.7 | -217.19 |
| XLM | 23 | 43% | -18.9 | -176.59 |
| SOL | 22 | 45% | -27.8 | -26.63 |
| HBAR | 22 | 50% | -28.1 | -82.26 |
| DOT | 22 | 41% | +0.0 | -14.03 |
| NEAR | 22 | 36% | -15.7 | -165.60 |
| RENDER | 19 | 42% | +15.2 | +32.61 |
| TRX | 19 | 32% | -5.7 | +7.92 |
| HYPE | 19 | 53% | +9.7 | +114.02 |
| LTC | 19 | 53% | +8.4 | +14.88 |
| SUI | 19 | 58% | +54.3 | +138.79 |
| UNI | 15 | 33% | -53.0 | -78.76 |
| MNT | 15 | 20% | -95.7 | -188.13 |
| INJ | 13 | 15% | -140.2 | -252.47 |
| XRP | 10 | 40% | -35.4 | -36.63 |
| LINK | 10 | 50% | -33.5 | -33.39 |
| XMR | 2 | 100% | +218.6 | +119.78 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 05:44 | DOGE | Buy | circuit_breaker |
| 06-28 04:42 | BNB | Buy | circuit_breaker |
| 06-27 22:29 | BNB | Buy | circuit_breaker |
| 06-27 21:25 | OP | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:17 | ETH | Sell | -0.44 | ETH traded in a narrow range with low volatility, showing minimal directional bias across timeframes. The thesis failed because the trade was closed due to timeout, indicating the expected move did not materialize within the allotted time. |
| 05-10 13:17 | ETH | Sell | -0.44 | ETH traded in a narrow range with low volatility, showing minimal directional bias across timeframes. The short thesis failed because the market lacked the momentum to trigger a profitable exit before the timeout, resulting in a small loss from funding costs. |
| 05-10 13:17 | ETH | Sell | -0.44 | ETH traded in a narrow, low-volatility range with minimal directional bias across timeframes. The short thesis failed because the market lacked the momentum to trigger a profitable exit before the timeout closed the position. |
| 05-10 13:17 | ETH | Sell | -0.44 | ETH traded in a narrow range with low volatility, showing minimal directional bias across timeframes. The thesis failed because the timeout triggered before any meaningful price movement materialized, resulting in a small loss from fees or slippage. |
| 05-10 13:17 | ETH | Sell | -0.44 | ETH traded in a narrow, low-volatility range with minimal directional bias across timeframes. The short thesis failed because the market lacked the momentum to trigger a profitable exit before the timeout expired. |
| 05-10 13:17 | ETH | Sell | -0.44 | ETH traded in a narrow, low-volatility range with minimal directional bias across timeframes. The thesis failed because the timeout close captured a small negative PnL from a sideways market that offered no clear trend to exploit. |
| 05-10 13:17 | ETH | Sell | -0.44 | The market was range-bound with low volatility, as ETH traded near $2258 with minimal directional movement across timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected price action did not materialize within th… |
| 05-10 13:17 | ETH | Sell | -0.44 | The market was range-bound with low volatility, as ETH traded flat near $2258 with minimal directional movement across timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected price move did not materialize within… |
| 05-10 13:17 | ETH | Sell | -0.44 | The market was in a tight, low-volatility range with ETH flat across multiple timeframes and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time win… |
| 05-10 13:17 | ETH | Sell | -0.44 | The market was range-bound with low volatility, as ETH traded flat near $2257 with minimal directional movement across timeframes. The thesis failed because the trade was closed due to timeout, indicating the expected price move did not materialize within t… |