4
closed trades
50%
win rate
-6.86
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 22:38:25 (42.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acz
n: 16
· wr: 37.5%
· total_bps: -450.7
· mean_bps: -28.17
· sharpe: -0.32
· max_dd_bps: -697.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 4 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-10 15:54 | BTC | Sell | 61587.9→62740.5 | -9.80 | stop_loss |
| 06-09 12:48 | BTC | Sell | 63316.8→62551.1 | +5.58 | timeout |
| 06-08 18:43 | BTC | Sell | 63194.8→63507.2 | -2.90 | timeout |
| 06-07 15:43 | BTC | Sell | 62164.9→62077.1 | +0.26 | timeout |
Paper vs Live
Paper (trades.jsonl)
4
closed
50%
win rate
-6.86
total pnl ($)
-34.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 4 | 50% | -34.4 | -6.86 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 06:37 | BTC | Sell | -10.44 | The market was in a low volatility consolidation phase with neutral funding rates and stable open interest. The short thesis failed because price action broke above the entry resistance level, triggering the stop loss before any significant trend reversal c… |
| 05-02 02:16 | BTC | Sell | +1.16 | # Trade Analysis At market close, Bitcoin was consolidating near $78,317 with modest 24h gains (+2.26%) and near-flat hourly action, while funding rates had compressed to -0.814% from the +1.74% dispersion that triggered the short entry. The thesis failed … |
| 05-01 08:15 | BTC | Sell | -5.37 | The market was consolidating within a tight range at close ($77,351), having drifted 0.42% higher in the final hour while maintaining modest positive 24h momentum (+1.76%), inconsistent with the volatility dispersion that triggered the short entry. The thes… |