31
closed trades
48%
win rate
-31.71
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 06:04:46 (23.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
recovered_012__restored_31644227
n: 1640
· wr: 43.5%
· total_bps: -17980.6
· mean_bps: -10.96
· sharpe: -0.11
· max_dd_bps: -18974.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 31 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-01 23:06 | BTC | Buy | 71599.6→71378.4 | -2.44 | timeout |
| 06-01 04:49 | BTC | Buy | 73934.7→73328.3 | -5.47 | timeout |
| 05-31 21:46 | BTC | Buy | 73628.7→73797.3 | +0.83 | timeout |
| 05-31 17:36 | BTC | Buy | 73892.7→73649.3 | -2.53 | timeout |
| 05-31 12:50 | BTC | Buy | 74041.7→73934.3 | -1.45 | timeout |
| 05-31 06:06 | BTC | Buy | 73835.7→73964.3 | +0.49 | timeout |
| 05-24 03:25 | BTC | Buy | 76872.8→76874.2 | -0.55 | timeout |
| 05-24 00:26 | BTC | Buy | 75760.8→76604.2 | +6.12 | timeout |
| 05-22 19:30 | BTC | Buy | 77265.9→75833.3 | -11.68 | stop_loss |
| 05-22 16:40 | BTC | Buy | 77307.9→76887.2 | -3.85 | timeout |
| 05-22 13:39 | BTC | Buy | 77430.9→77208.1 | -2.30 | timeout |
| 05-22 10:39 | BTC | Buy | 77689.9→77288.1 | -3.68 | timeout |
| 05-22 07:38 | BTC | Buy | 77407.9→77439.1 | -0.30 | timeout |
| 05-22 03:39 | BTC | Buy | 77740.9→77748.1 | -0.50 | timeout |
| 05-22 00:38 | BTC | Buy | 77703.9→77488.1 | -2.22 | timeout |
| 05-21 21:39 | BTC | Buy | 77098.9→77735.1 | +4.38 | timeout |
| 05-12 03:22 | BTC | Buy | 81681.1→81715.9 | -0.28 | timeout |
| 05-12 00:08 | BTC | Buy | 82028.1→81715.9 | -2.81 | timeout |
| 05-11 03:12 | BTC | Buy | 82311.1→80784.5 | -11.69 | stop_loss |
| 05-11 02:37 | BTC | Buy | 80971→81135.9 | +0.65 | timeout |
| 05-10 19:21 | BTC | Buy | 80921→81351.9 | +2.64 | timeout |
| 05-10 16:21 | BTC | Buy | 80709→81297.9 | +3.84 | timeout |
| 05-10 11:06 | BTC | Buy | 80725→80900 | +0.75 | timeout |
| 05-10 07:38 | BTC | Buy | 80538→80739 | +0.96 | timeout |
| 05-09 20:52 | BTC | Buy | 80303→80767 | +2.93 | timeout |
| 05-09 15:51 | BTC | Buy | 80185→80460 | +1.51 | timeout |
| 05-09 12:49 | BTC | Buy | 80244→80337 | +0.15 | timeout |
| 05-09 05:05 | BTC | Buy | 80252→80340 | +0.12 | timeout |
| 05-08 21:49 | BTC | Buy | 80077→80187 | +0.27 | timeout |
| 05-08 08:34 | BTC | Buy | 79605→79736 | +0.45 | timeout |
| 05-06 19:21 | BTC | Buy | 82051.1→81295.9 | -6.05 | timeout |
Paper vs Live
Paper (trades.jsonl)
31
closed
48%
win rate
-31.71
total pnl ($)
-16.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 31 | 48% | -16.8 | -31.71 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:06 | BTC | Buy | +0.75 | The market was in a low-volatility, sideways regime with neutral funding and stable open interest. The thesis failed because the trade expired without reaching its target or stop, as the lack of directional momentum prevented any meaningful price movement. |
| 05-10 07:38 | BTC | Buy | +0.96 | The market was in a neutral range with slightly negative funding and moderate open interest, lacking a clear directional catalyst. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the h… |
| 05-09 20:52 | BTC | Buy | +2.93 | BTC was trading in a narrow range with a slight hourly uptick but remained weak over the daily and weekly timeframes. The thesis failed because the trade was closed by timeout without reaching target or stop, as the market lacked directional momentum to tri… |
| 05-09 15:51 | BTC | Buy | +1.51 | BTC traded in a narrow range near $79,495 with low volatility and slightly negative intraday and weekly momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allowe… |
| 05-09 12:49 | BTC | Buy | +0.15 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allo… |
| 05-09 05:05 | BTC | Buy | +0.12 | The market was in a low-funding, neutral regime with stable open interest, offering no clear directional bias. The thesis failed because the trade expired via timeout without hitting entry or exit conditions, as the lack of volatility prevented any trigger. |
| 05-08 21:49 | BTC | Buy | +0.27 | BTC was trading in a tight range with low volatility, showing a slight intraday uptick but remaining weak on higher timeframes. The trade closed on timeout because the thesis for a directional move failed to materialize in the given window, as the market la… |
| 05-08 08:34 | BTC | Buy | +0.45 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade expired via timeout without reaching target or stop, as the market lacked directional conviction to trigger an … |
| 05-06 19:21 | BTC | Buy | -6.05 | BTC was trading in a narrow range with low volatility and mixed short-term momentum. The thesis failed because the trade was closed by timeout without reaching target or stop, as the market lacked directional conviction to trigger an exit. |