34
closed trades
44%
win rate
-40.78
total pnl ($)
1.127
weight
7d window — n=7 wr=29% pnl=-9.34
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:56:14 (18.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bh
n: 60
· wr: 43.3%
· total_bps: -1975.3
· mean_bps: -32.92
· sharpe: -0.25
· max_dd_bps: -2676.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 34 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 15:45 | ETH | Buy | 1733.77→1753.02 | +5.16 | timeout |
| 06-21 15:18 | ETH | Buy | 1736.17→1729.03 | -2.50 | timeout |
| 06-20 15:11 | ETH | Buy | 1705.87→1733.03 | +7.47 | timeout |
| 06-19 12:06 | ETH | Buy | 1711.37→1692.43 | -6.00 | timeout |
| 06-18 07:19 | ETH | Buy | 1755.08→1738.33 | -5.20 | timeout |
| 06-17 06:59 | ETH | Buy | 1799.28→1790.22 | -3.01 | timeout |
| 06-16 02:07 | ETH | Buy | 1809.58→1792.02 | -5.26 | timeout |
| 06-13 18:04 | ETH | Buy | 1664.07→1674.33 | +2.64 | timeout |
| 06-12 03:07 | BTC | Buy | 62795.1→63548.8 | +5.50 | timeout |
| 06-11 03:04 | BTC | Buy | 62218.1→62130.9 | -1.18 | timeout |
| 06-10 03:00 | BTC | Buy | 61467.1→62016.9 | +4.06 | timeout |
| 06-09 00:49 | BTC | Buy | 63938.2→62365.7 | -12.76 | stop_loss |
| 06-08 02:57 | BTC | Buy | 61906.1→63051.8 | +8.78 | timeout |
| 06-07 02:50 | BTC | Buy | 60974→61530.9 | +4.08 | timeout |
| 06-05 18:52 | BTC | Buy | 60792→59297.4 | -12.75 | stop_loss |
| 06-04 00:26 | ETH | Buy | 1844.18→1798.62 | -12.81 | stop_loss |
| 06-02 22:18 | ETH | Buy | 1924.59→1876.67 | -12.90 | stop_loss |
| 06-02 13:59 | ETH | Buy | 1979.4→1974 | -1.81 | timeout |
| 05-23 19:50 | BTC | Buy | 74972.7→75905.2 | +5.74 | timeout |
| 05-21 10:25 | BTC | Buy | 77346.9→77547.1 | +0.79 | timeout |
| 05-20 10:25 | BTC | Buy | 76630.8→77580.1 | +5.68 | timeout |
| 05-19 06:01 | BTC | Buy | 76658.8→76864.2 | +0.85 | timeout |
| 05-18 06:00 | BTC | Buy | 78042.9→76893.2 | -7.87 | timeout |
| 05-16 19:22 | BTC | Buy | 78354.9→78200.1 | -1.47 | timeout |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.56 | timeout |
| 05-09 01:17 | BTC | Buy | 79770→80278 | +2.78 | timeout |
| 05-08 01:17 | BTC | Buy | 80915→79653 | -8.28 | timeout |
| 05-07 01:18 | BTC | Buy | 82097.1→81071.9 | -6.67 | timeout |
| 04-27 20:24 | BTC | Buy | 77576→76942 | -4.54 | timeout |
| 04-26 13:04 | BTC | Buy | 77467→77764 | +1.47 | timeout |
| 04-25 13:03 | BTC | Buy | 77456→77540 | +0.09 | timeout |
| 04-24 13:02 | BTC | Buy | 78256→78304 | -0.14 | timeout |
| 04-23 13:02 | BTC | Buy | 78331→77786 | -3.83 | timeout |
| 04-22 12:17 | BTC | Buy | 76288→78425 | +13.66 | take_profit |
Paper vs Live
Paper (trades.jsonl)
34
closed
44%
win rate
-40.78
total pnl ($)
-23.8 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 | 23 | 52% | -5.4 | -6.55 |
| ETH | 11 | 27% | -62.3 | -34.23 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 01:17 | BTC | Buy | +2.78 | BTC was trading in a narrow, low-volatility range with slight hourly gains but a bearish weekly trend. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 01:17 | BTC | Buy | -8.28 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-07 01:18 | BTC | Buy | -6.67 | BTC was trading in a narrow range with mild intraday gains but remained in a short-term downtrend over the past week. The thesis failed because the trade was not filled before the timeout, resulting in a small negative PnL from the order not executing as ex… |
| 04-26 13:04 | BTC | Buy | +1.47 | BTC was consolidating near $77,845 with minimal 1-hour decline (-0.28%) while maintaining modest 24-hour gains (0.30%), indicating sideways momentum at the close. The trade's thesis worked because BTC's 7-day outperformance versus ETH (+2.36% vs -1.52%, a +… |
| 04-25 13:03 | BTC | Buy | +0.09 | BTC was consolidating with minimal intraday movement (-0.10% on the 1h), while the broader 7-day context showed BTC outperforming ETH by 1.98% versus -1.66%, maintaining the relative strength setup's directional bias. The trade's thesis failed to generate s… |
| 04-24 13:02 | BTC | Buy | -0.14 | Bitcoin was essentially flat over the preceding hour and day while showing modest upside over the week, with the market remaining range-bound near $78,300. The trade's thesis failed because the 7-day relative strength signal (+4.88 percentage points in BTC'… |
| 04-23 13:02 | BTC | Buy | -3.83 | Bitcoin was consolidating with slight downward pressure in the final hour before close, having gained 3.32% over the week while maintaining relatively stable 24-hour performance. The relative strength thesis failed because although BTC outperformed ETH over… |
| 04-22 12:17 | BTC | Buy | +13.66 | Bitcoin was consolidating near $77,848 with minimal hourly and daily movement despite a 3.74% weekly gain, while Ethereum remained weak with a -0.62% 7-day performance. The trade's thesis worked because BTC's 7-day outperformance of +4.36pp relative to ETH … |