197
closed trades
40%
win rate
-270.12
total pnl ($)
1.028
weight
7d window — n=34 wr=41% pnl=-33.07
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 22:20:56 (41.6d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
abn
n: 52
· wr: 61.5%
· total_bps: +976.8
· mean_bps: +18.79
· sharpe: +0.29
· max_dd_bps: -176.6
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 12:41 | BTC | Buy | 60405→60284 | -1.90 | timeout |
| 06-27 07:45 | BTC | Buy | 60275→60450 | +1.30 | timeout |
| 06-27 02:40 | BTC | Buy | 59906→60280 | +3.47 | timeout |
| 06-26 21:45 | BTC | Buy | 60035→59992 | -1.07 | timeout |
| 06-26 16:40 | BTC | Buy | 59417→60170 | +7.63 | timeout |
| 06-26 11:32 | BTC | Buy | 59992→59391 | -7.11 | timeout |
| 06-26 06:32 | BTC | Buy | 59220→59994 | +7.91 | timeout |
| 06-26 01:25 | BTC | Buy | 59602→59440 | -2.35 | timeout |
| 06-25 20:19 | BTC | Buy | 59283→59566 | +2.51 | timeout |
| 06-25 13:40 | BTC | Buy | 61688.1→60539.7 | -12.68 | stop_loss |
| 06-25 10:22 | BTC | Buy | 61457.1→61567.9 | +0.59 | timeout |
| 06-25 05:13 | BTC | Buy | 61122.1→61589.9 | +4.39 | timeout |
| 06-25 00:10 | BTC | Buy | 59665→61031.9 | +14.28 | timeout |
| 06-24 16:47 | BTC | Buy | 61072.1→59936 | -12.65 | stop_loss |
| 06-24 13:41 | BTC | Buy | 62715.1→61547.1 | -12.69 | stop_loss |
| 06-24 08:59 | BTC | Buy | 62728.1→62777.9 | -0.09 | timeout |
| 06-24 03:57 | BTC | Buy | 62572.1→62722.9 | +0.97 | timeout |
| 06-23 22:59 | BTC | Buy | 62348.1→62546.9 | +1.49 | timeout |
| 06-23 17:54 | BTC | Buy | 62275.1→62371.9 | +0.43 | timeout |
| 06-23 12:51 | BTC | Buy | 62899.1→62244.9 | -7.30 | timeout |
| 06-23 06:18 | BTC | Buy | 64180.2→62983.3 | -12.71 | stop_loss |
| 06-23 02:43 | BTC | Buy | 64188.2→64187.8 | -0.59 | timeout |
| 06-22 21:43 | BTC | Buy | 64538.2→64168.8 | -4.31 | timeout |
| 06-22 16:35 | BTC | Buy | 64575.2→64602.8 | -0.30 | timeout |
| 06-22 11:30 | BTC | Buy | 64080.2→64339.8 | +2.01 | timeout |
| 06-22 06:28 | BTC | Buy | 64608.2→64075.8 | -5.95 | timeout |
| 06-22 01:22 | BTC | Buy | 64089.2→64142.8 | -0.06 | timeout |
| 06-21 20:23 | BTC | Buy | 64166.2→64082.8 | -1.43 | timeout |
| 06-21 15:21 | BTC | Buy | 64267.2→64158.8 | -1.67 | timeout |
| 06-21 10:19 | BTC | Buy | 64206.2→64239.8 | -0.27 | timeout |
| 06-21 05:18 | BTC | Buy | 64217.2→64202.8 | -0.73 | timeout |
| 06-21 00:13 | BTC | Buy | 63871.2→64225.8 | +3.00 | timeout |
| 06-20 19:12 | BTC | Buy | 63221.2→63858.8 | +5.97 | timeout |
| 06-20 14:09 | BTC | Buy | 63458.2→63206.8 | -3.17 | timeout |
| 06-20 09:05 | BTC | Buy | 63402.2→63431.8 | -0.31 | timeout |
| 06-20 04:00 | BTC | Buy | 63306.2→63427.8 | +0.67 | timeout |
| 06-19 22:55 | BTC | Buy | 63167.2→63317.8 | +0.95 | timeout |
| 06-19 17:48 | BTC | Buy | 62327.1→63142.8 | +7.92 | timeout |
| 06-19 12:44 | BTC | Buy | 62476.1→62496.9 | -0.34 | timeout |
| 06-19 07:40 | BTC | Buy | 62894.1→62501.9 | -4.63 | timeout |
| 06-19 02:45 | BTC | Buy | 62893.1→62907.9 | -0.41 | timeout |
| 06-18 21:37 | BTC | Buy | 62612.1→62930.9 | +2.75 | timeout |
| 06-18 15:40 | BTC | Buy | 63975.2→62785.5 | -12.67 | stop_loss |
| 06-18 11:29 | BTC | Buy | 63953.2→64020.8 | +0.08 | timeout |
| 06-18 06:31 | BTC | Buy | 64682.2→64034.8 | -7.10 | timeout |
| 06-18 01:21 | BTC | Buy | 64291.2→64651.8 | +3.04 | timeout |
| 06-17 19:42 | BTC | Buy | 65340.3→64124.7 | -12.69 | stop_loss |
| 06-17 15:18 | BTC | Buy | 64934.2→65177.7 | +1.85 | timeout |
| 06-17 10:16 | BTC | Buy | 65741.3→64911.8 | -8.81 | timeout |
| 06-17 05:12 | BTC | Buy | 65743.3→65762.7 | -0.40 | timeout |
| 06-17 00:11 | BTC | Buy | 65718.3→65716.7 | -0.62 | timeout |
| 06-16 19:07 | BTC | Buy | 66144.3→65649.7 | -5.47 | timeout |
| 06-16 14:03 | BTC | Buy | 66817.3→66130.7 | -7.29 | timeout |
| 06-16 09:01 | BTC | Buy | 66146.3→66842.7 | +6.27 | timeout |
| 06-16 04:00 | BTC | Buy | 66179.3→66126.7 | -1.09 | timeout |
| 06-15 22:56 | BTC | Buy | 66840.3→66189.7 | -6.92 | timeout |
| 06-15 17:52 | BTC | Buy | 66539.3→66889.7 | +2.81 | timeout |
| 06-15 12:49 | BTC | Buy | 65678.3→66486.7 | +7.42 | timeout |
| 06-15 07:43 | BTC | Buy | 65598.3→65712.7 | +0.54 | timeout |
| 06-15 02:38 | BTC | Buy | 64874.2→65635.7 | +7.03 | timeout |
| 06-14 21:35 | BTC | Buy | 64171.2→64911.8 | +6.91 | timeout |
| 06-14 16:30 | BTC | Buy | 64561.2→64103.8 | -5.20 | timeout |
| 06-14 11:27 | BTC | Buy | 64322.2→64546.8 | +1.68 | timeout |
| 06-14 06:21 | BTC | Buy | 64653.2→64409.8 | -3.03 | timeout |
| 06-14 01:17 | BTC | Buy | 64269.2→64688.8 | +3.67 | timeout |
| 06-13 20:11 | BTC | Buy | 64286.2→64266.8 | -0.78 | timeout |
| 06-13 15:11 | BTC | Buy | 63742.2→64278.8 | +4.88 | timeout |
| 06-13 10:10 | BTC | Buy | 63536.2→63726.8 | +1.34 | timeout |
| 06-13 05:51 | BTC | Buy | 63549.2→63526.8 | -0.81 | timeout |
| 06-13 00:39 | BTC | Buy | 63683.2→63587.8 | -1.58 | timeout |
| 06-12 19:23 | BTC | Buy | 63305.2→63668.8 | +3.15 | timeout |
| 06-12 13:53 | BTC | Buy | 63433.2→63220.8 | -2.78 | timeout |
| 06-12 08:48 | BTC | Buy | 63468.2→63411.8 | -1.19 | timeout |
| 06-12 03:47 | BTC | Buy | 63456.2→63460.8 | -0.56 | timeout |
| 06-11 22:44 | BTC | Buy | 63286.2→63486.8 | +1.44 | timeout |
| 06-11 17:39 | BTC | Buy | 62763.1→63189.8 | +3.81 | timeout |
| 06-11 12:33 | BTC | Buy | 62741.1→62559.9 | -2.50 | timeout |
| 06-11 04:12 | BTC | Buy | 61215.1→62666.9 | +14.79 | timeout |
| 06-10 22:59 | BTC | Buy | 61943.1→61360.9 | -6.69 | timeout |
| 06-10 17:54 | BTC | Buy | 61688.1→61861.9 | +1.24 | timeout |
| 06-10 12:50 | BTC | Buy | 61680.1→61721.9 | -0.13 | timeout |
| 06-09 20:20 | BTC | Buy | 61606.1→62016.9 | +3.77 | timeout |
| 06-09 14:29 | BTC | Buy | 62713.1→61546.1 | -12.68 | stop_loss |
| 06-09 10:15 | BTC | Buy | 63302.2→62728.9 | -6.46 | timeout |
| 06-09 05:10 | BTC | Buy | 63024.2→63097.8 | +0.18 | timeout |
| 06-09 00:03 | BTC | Buy | 63529.2→63058.8 | -5.41 | timeout |
| 06-08 19:02 | BTC | Buy | 63825.2→63455.8 | -4.36 | timeout |
| 06-08 13:55 | BTC | Buy | 63039.2→63734.8 | +6.58 | timeout |
| 06-08 08:54 | BTC | Buy | 63113.2→63041.8 | -1.34 | timeout |
| 06-08 03:52 | BTC | Buy | 63123.2→63060.8 | -1.23 | timeout |
| 06-07 22:15 | BTC | Buy | 62182.1→64166.8 | +20.16 | take_profit |
| 06-07 17:46 | BTC | Buy | 61735.1→62240.9 | +4.75 | timeout |
| 06-07 12:44 | BTC | Buy | 62193.1→61659.9 | -6.16 | timeout |
| 06-07 07:43 | BTC | Buy | 61273.1→62160.9 | +8.84 | timeout |
| 06-07 02:41 | BTC | Buy | 60839→61245.9 | +3.74 | timeout |
| 06-06 21:38 | BTC | Buy | 60532→60840 | +2.74 | timeout |
| 06-06 16:38 | BTC | Buy | 60780→60532 | -3.23 | timeout |
| 06-06 11:38 | BTC | Buy | 61124.1→60774 | -4.29 | timeout |
| 06-06 04:14 | BTC | Buy | 61203.1→60063.9 | -12.69 | stop_loss |
| 06-06 01:36 | BTC | Buy | 61131.1→61196.9 | +0.11 | timeout |
Paper vs Live
Paper (trades.jsonl)
197
closed
40%
win rate
-270.12
total pnl ($)
-21.0 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 | 197 | 40% | -21.0 | -270.12 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 12:58 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 06:15 | BTC | Buy | -2.05 | # Trade Analysis: BTC Regime Fear VIX Divergence Contrarian Long Bitcoin was consolidating near $78,186 with minimal directional momentum (1h: +0.17%, 24h: +1.42%), while funding rates had turned slightly negative (-0.005372%), suggesting a slight shift fr… |
| 05-02 01:15 | BTC | Buy | +0.03 | BTC was grinding sideways near $78,300 with modest positive momentum (2.28% over 24h, 0.07% over 1h) and negative funding rates (-0.0106%) signaling reduced leverage, consistent with post-fear capitulation conditions. The trade's thesis—contrarian long entr… |
| 05-01 20:14 | BTC | Buy | -2.21 | BTC was consolidating with mild weakness into the close—down 0.36% on the 1h while maintaining +2.13% daily gains, signaling intraday profit-taking against an otherwise bullish 24h backdrop. The regime_fear_vix_divergence_contrarian_long thesis failed becau… |
| 05-01 15:13 | BTC | Buy | +10.42 | Bitcoin had rallied 2.73% over 24 hours into the close, with the hourly momentum flat (0.05%), suggesting consolidation after the intraday advance while funding rates remained slightly negative, indicating tepid leverage appetite. The regime_fear_vix_diverg… |
| 05-01 10:12 | BTC | Buy | -0.54 | The market was consolidating near the entry level with BTC flat over 1 hour (-0.00%) but up 1.71% over 24 hours, indicating weak momentum continuation into the close. The trade's thesis—that elevated fear (implied by VIX divergence) was overdone and BTC wou… |
| 05-01 05:11 | BTC | Buy | +5.00 | The market was consolidating with Bitcoin flat over the 1-hour timeframe (-0.09%) while maintaining a modest 24-hour gain of 2.02%, reflecting stabilization after the prior week's 0.90% decline and near-zero funding rates indicating balanced positioning. Th… |
| 04-30 09:09 | BTC | BUY | +1.86 | Bitcoin was consolidating near session highs at $76,051 with negligible hourly momentum (+0.05%) but persistent 24-hour weakness (-1.38%), reflecting a tug-of-war between short-term support and longer-term selling pressure. The thesis failed because the reg… |