148
closed trades
32%
win rate
-64.36
total pnl ($)
1.202
weight
7d window — n=2 wr=0% pnl=-1.78
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:14:35 (39.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afo__restored_79176160
n: 111
· wr: 37.8%
· total_bps: -1339.3
· mean_bps: -12.07
· sharpe: -0.23
· max_dd_bps: -2029.0
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 |
|---|---|---|---|---|---|
| 06-25 12:08 | BTC | Buy | 61744.1→61218.9 | -1.50 | timeout |
| 06-20 20:08 | BTC | Buy | 63993.2→63939.8 | -0.28 | timeout |
| 06-16 12:05 | BTC | Buy | 66346.3→66380.7 | -0.07 | timeout |
| 06-13 20:03 | BTC | Buy | 64097.2→64246.8 | +0.23 | timeout |
| 06-12 20:05 | BTC | Buy | 63671.2→63611.8 | -0.29 | timeout |
| 06-10 09:21 | BTC | Buy | 61605.1→60767.6 | -2.32 | stop_loss |
| 06-09 19:58 | BTC | Buy | 61060.1→62016.9 | +2.37 | timeout |
| 06-09 14:19 | BTC | Buy | 62567.1→61716 | -2.32 | stop_loss |
| 06-09 11:45 | BTC | Buy | 63188.2→62604.9 | -1.62 | timeout |
| 06-09 07:33 | BTC | Buy | 62720.1→63122.8 | +0.88 | timeout |
| 06-09 03:29 | BTC | Buy | 63144.2→62794.9 | -1.03 | timeout |
| 06-08 23:18 | BTC | Buy | 63341.2→63227.8 | -0.43 | timeout |
| 06-08 17:03 | BTC | Buy | 64183.2→63310.2 | -2.32 | stop_loss |
| 06-08 15:02 | BTC | Buy | 63056.2→64006.8 | +2.27 | timeout |
| 06-08 10:58 | BTC | Buy | 62963.1→63084.8 | +0.17 | timeout |
| 06-08 06:57 | BTC | Buy | 63064.2→62937.9 | -0.47 | timeout |
| 06-08 02:57 | BTC | Buy | 62960.1→63057.8 | +0.10 | timeout |
| 06-07 19:40 | BTC | Buy | 62038.1→61194.3 | -2.32 | stop_loss |
| 06-07 18:58 | BTC | Buy | 61887.1→62107.9 | +0.43 | timeout |
| 06-07 14:55 | BTC | Buy | 62369.1→61865.9 | -1.44 | timeout |
| 06-07 10:41 | BTC | Buy | 62142.1→62302.9 | +0.27 | timeout |
| 06-07 06:32 | BTC | Buy | 61228.1→62046.9 | +2.00 | timeout |
| 06-07 02:26 | BTC | Buy | 60494→61222.9 | +1.78 | timeout |
| 06-06 22:26 | BTC | Buy | 60538→60488 | -0.27 | timeout |
| 06-06 18:15 | BTC | Buy | 60869→60475 | -1.18 | timeout |
| 06-06 14:15 | BTC | Buy | 60651→60869 | +0.43 | timeout |
| 06-06 10:14 | BTC | Buy | 61131.1→60591 | -1.56 | timeout |
| 06-06 04:14 | BTC | Buy | 60894→60063.9 | -2.33 | stop_loss |
| 06-05 23:33 | BTC | Buy | 61295.1→60461.7 | -2.32 | stop_loss |
| 06-05 18:43 | BTC | Buy | 60669→59844.1 | -2.32 | stop_loss |
| 06-05 15:41 | BTC | Buy | 60848→60021 | -2.32 | stop_loss |
| 06-05 12:01 | BTC | Buy | 62632.1→61765 | -2.36 | stop_loss |
| 06-05 07:37 | BTC | Buy | 61377.1→62723.9 | +3.37 | take_profit |
| 06-05 06:20 | BTC | Buy | 62561.1→61709 | -2.32 | stop_loss |
| 06-05 02:21 | BTC | Buy | 63308.2→62849.9 | -1.30 | timeout |
| 06-04 22:14 | BTC | Buy | 63146.2→63288.8 | +0.22 | timeout |
| 06-04 17:40 | BTC | Buy | 63769.2→62900.4 | -2.33 | stop_loss |
| 06-04 10:49 | BTC | Buy | 63107.2→62248.7 | -2.32 | stop_loss |
| 06-04 09:18 | BTC | Buy | 63928.2→63057.3 | -2.32 | stop_loss |
| 06-04 02:33 | BTC | Buy | 62007.1→63365.8 | +3.36 | take_profit |
| 06-03 23:07 | BTC | Buy | 65305.3→64417.6 | -2.32 | stop_loss |
| 06-03 20:43 | BTC | Buy | 65940.3→65188.7 | -1.97 | timeout |
| 06-03 14:52 | BTC | Buy | 67192.4→66819.7 | -1.03 | timeout |
| 06-03 08:43 | BTC | Buy | 66380.3→67015.6 | +1.38 | timeout |
| 06-03 03:23 | BTC | Buy | 66554.3→66418.7 | -0.47 | timeout |
| 06-02 19:31 | BTC | Buy | 67599.4→66564.4 | -2.59 | stop_loss |
| 06-02 14:22 | BTC | Buy | 69003.5→68062.5 | -2.33 | stop_loss |
| 06-02 11:07 | BTC | Buy | 69914.5→69545.5 | -1.00 | timeout |
| 06-02 02:06 | BTC | Buy | 71279.6→70280.3 | -2.39 | stop_loss |
| 06-01 23:43 | BTC | Buy | 71542.6→71544.4 | -0.15 | timeout |
| 06-01 02:50 | BTC | Buy | 73927.7→73776.3 | -0.48 | timeout |
| 05-31 20:21 | BTC | Buy | 73593.7→73726.3 | +0.15 | timeout |
| 05-31 14:43 | BTC | Buy | 73786.7→73644.3 | -0.45 | timeout |
| 05-31 09:33 | BTC | Buy | 74123.7→73945.3 | -0.54 | timeout |
| 05-31 03:55 | BTC | Buy | 73827.7→74131.3 | +0.51 | timeout |
| 05-30 20:36 | BTC | Buy | 73916.7→73890.3 | -0.21 | timeout |
| 05-30 13:40 | BTC | Buy | 73533.7→73665.3 | +0.14 | timeout |
| 05-30 07:50 | BTC | Buy | 73564.7→73502.3 | -0.28 | timeout |
| 05-30 00:15 | BTC | Buy | 73606.7→73471.3 | -0.44 | timeout |
| 05-29 17:18 | BTC | Buy | 73098.7→74265.3 | +2.40 | timeout |
| 05-29 12:45 | BTC | Buy | 73775.7→73254.3 | -1.28 | timeout |
| 05-29 05:29 | BTC | Buy | 73576.7→73387.3 | -0.56 | timeout |
| 05-29 00:46 | BTC | Buy | 73627.7→73757.3 | +0.13 | timeout |
| 05-28 20:48 | BTC | Buy | 73339.7→73656.3 | +0.54 | timeout |
| 05-28 16:26 | BTC | Buy | 73264.7→73172.3 | -0.35 | timeout |
| 05-28 12:19 | BTC | Buy | 73393.7→73318.3 | -0.31 | timeout |
| 05-28 08:13 | BTC | Buy | 73071.7→73408.3 | +0.60 | timeout |
| 05-28 03:18 | BTC | Buy | 74408.7→73369.6 | -2.38 | stop_loss |
| 05-27 23:27 | BTC | Buy | 75189.8→74167.2 | -2.32 | stop_loss |
| 05-27 20:07 | BTC | Buy | 75218.8→75182.2 | -0.23 | timeout |
| 05-27 16:05 | BTC | Buy | 75716.8→75190.2 | -1.26 | timeout |
| 05-27 12:05 | BTC | Buy | 75960.8→75706.2 | -0.67 | timeout |
| 05-27 08:04 | BTC | Buy | 75632.8→75931.2 | +0.50 | timeout |
| 05-27 04:03 | BTC | Buy | 75909.8→75600.2 | -0.79 | timeout |
| 05-27 00:03 | BTC | Buy | 76029.8→75925.2 | -0.37 | timeout |
| 05-26 20:02 | BTC | Buy | 76429.8→76027.2 | -0.99 | timeout |
| 05-26 16:01 | BTC | Buy | 77171.9→76428.2 | -1.68 | timeout |
| 05-26 12:00 | BTC | Buy | 76674.8→77150.1 | +0.85 | timeout |
| 05-26 08:00 | BTC | Buy | 76629.8→76667.2 | -0.07 | timeout |
| 05-26 03:59 | BTC | Buy | 77284.9→76609.2 | -1.54 | timeout |
| 05-25 23:59 | BTC | Buy | 77400.9→77309.1 | -0.34 | timeout |
| 05-25 19:58 | BTC | Buy | 77594.9→77393.1 | -0.57 | timeout |
| 05-25 15:58 | BTC | Buy | 77309.9→77587.1 | +0.42 | timeout |
| 05-25 11:58 | BTC | Buy | 77351.9→77302.1 | -0.25 | timeout |
| 05-25 07:57 | BTC | Buy | 76998.8→77320.1 | +0.52 | timeout |
| 05-25 03:57 | BTC | Buy | 77026.9→76986.2 | -0.23 | timeout |
| 05-24 23:57 | BTC | Buy | 76731.8→77019.1 | +0.45 | timeout |
| 05-24 19:57 | BTC | Buy | 76338.8→76733.2 | +0.68 | timeout |
| 05-24 14:16 | BTC | Buy | 77267.9→76194.1 | -2.37 | stop_loss |
| 05-24 11:56 | BTC | Buy | 76753.8→77267.1 | +0.92 | timeout |
| 05-24 07:56 | BTC | Buy | 76752.8→76746.2 | -0.16 | timeout |
| 05-24 03:56 | BTC | Buy | 76762.8→76747.2 | -0.18 | timeout |
| 05-23 23:49 | BTC | Buy | 75913.8→76693.2 | +1.50 | timeout |
| 05-23 19:49 | BTC | Buy | 75457.8→75881.2 | +0.75 | timeout |
| 05-23 15:49 | BTC | Buy | 74751.7→75488.2 | +1.43 | timeout |
| 05-23 11:49 | BTC | Buy | 75060.8→74755.3 | -0.80 | timeout |
| 05-23 07:49 | BTC | Buy | 75622.8→75053.2 | -1.35 | timeout |
| 05-23 03:48 | BTC | Buy | 75472.8→75604.2 | +0.13 | timeout |
| 05-22 23:49 | BTC | Buy | 75696.8→75465.2 | -0.64 | timeout |
| 05-22 19:30 | BTC | Buy | 76725.8→75685.4 | -2.32 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
148
closed
32%
win rate
-64.36
total pnl ($)
-27.0 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 | 148 | 32% | -27.0 | -64.36 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 08:16 | BTC | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:11 | BTC | Buy | -0.07 | BTC traded in a narrow range with low volatility, showing slight intraday weakness but maintaining a positive weekly trend. The thesis failed because the trade expired via timeout without reaching the target, as the market lacked directional momentum to tri… |
| 05-10 08:10 | BTC | Buy | -0.11 | BTC was in a mild uptrend across multiple timeframes with low funding and moderate open interest. The thesis failed because the trade was closed by timeout, likely due to insufficient short-term momentum to trigger the entry before expiration. |
| 05-10 04:10 | BTC | Buy | +0.04 | BTC was trading in a narrow range with low volatility, showing slight intraday weakness but holding weekly gains. The thesis failed because the trade was closed by timeout, as the market lacked the directional momentum needed to trigger an exit within the a… |
| 05-10 00:09 | BTC | Buy | -0.55 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of directional momentum prevented any profitable exit. |
| 05-09 20:09 | BTC | Buy | +0.51 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 16:07 | BTC | Buy | +0.15 | BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The thesis failed because the trade expired via timeout without reaching its target, as the persistent bearish bias prevented any meaningful upside move. |
| 05-09 12:07 | BTC | Buy | -0.11 | The market was in a broad downtrend across crypto, with BTC and ETH both declining over multiple timeframes. The thesis failed because the trade was not executed before the timeout, resulting in a negligible loss from an unfilled order. |
| 05-09 08:06 | BTC | Buy | -0.42 | The market was in a mild downtrend with BTC down over 1.5% in 24 hours and negative 7-day momentum, while funding remained slightly positive. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not mat… |