48
closed trades
35%
win rate
-61.52
total pnl ($)
1.194
weight
7d window — n=8 wr=50% pnl=-4.88
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 03:22:11 (41.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
vs
n: 18
· wr: 16.7%
· total_bps: -156.5
· mean_bps: -8.70
· sharpe: -0.45
· max_dd_bps: -178.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 48 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-24 16:51 | ETH | Buy | 1622.46→1606.64 | -5.86 | stop_loss |
| 06-22 18:21 | BTC | Buy | 64731.2→64628.8 | -1.37 | timeout |
| 06-22 11:49 | ETH | Buy | 1747.87→1773.92 | +7.70 | take_profit |
| 06-22 11:21 | ETH | Buy | 1747.37→1749.63 | +0.20 | timeout |
| 06-22 10:07 | ETH | Buy | 1745.87→1750.42 | +0.92 | timeout |
| 06-22 03:01 | BTC | Buy | 64606.2→63977.8 | -5.85 | stop_loss |
| 06-21 18:40 | BTC | Buy | 64014.2→64167.8 | +0.83 | timeout |
| 06-20 18:31 | BTC | Buy | 63931.2→63819.8 | -1.45 | timeout |
| 06-17 18:00 | BTC | Buy | 66201.3→65563.9 | -5.80 | stop_loss |
| 06-17 15:30 | ETH | Buy | 1755.48→1761.82 | +1.49 | timeout |
| 06-15 17:33 | ETH | Buy | 1840.48→1822.61 | -5.84 | stop_loss |
| 06-14 15:28 | BTC | Buy | 64291.2→64026.8 | -2.76 | timeout |
| 06-14 13:02 | BTC | Buy | 64477.2→64325.8 | -1.79 | timeout |
| 06-14 11:24 | BTC | Buy | 64320.2→64524.8 | +1.25 | timeout |
| 06-14 10:06 | BTC | Buy | 64389.2→64517.8 | +0.60 | timeout |
| 06-13 00:29 | BTC | Buy | 63594.2→63506.8 | -1.26 | timeout |
| 06-12 18:32 | BTC | Buy | 63881.2→63768.8 | -1.46 | timeout |
| 06-10 23:32 | BTC | Buy | 61626.1→61450.9 | -2.06 | timeout |
| 06-08 08:47 | ETH | Buy | 1674.37→1657.7 | -5.98 | stop_loss |
| 06-08 08:22 | ETH | Buy | 1668.67→1662.63 | -2.50 | timeout |
| 06-06 10:03 | ETH | Buy | 1571.06→1559.34 | -4.60 | timeout |
| 06-06 04:11 | BTC | Buy | 60846→60261.8 | -5.78 | stop_loss |
| 06-02 19:32 | BTC | Buy | 67578.4→66643.3 | -8.11 | stop_loss |
| 06-02 18:13 | BTC | Buy | 67899.4→67611.6 | -2.83 | timeout |
| 06-02 09:10 | ETH | Buy | 1979.7→1975.2 | -1.75 | timeout |
| 06-02 07:50 | ETH | Buy | 1988.9→1983.4 | -2.02 | timeout |
| 06-02 04:32 | ETH | Buy | 1988.2→2002.9 | +3.57 | timeout |
| 06-01 23:20 | ETH | Buy | 1996.2→2003.8 | +1.60 | timeout |
| 06-01 22:05 | ETH | Buy | 2004→1984.51 | -5.85 | stop_loss |
| 06-01 19:33 | ETH | Buy | 1987.3→2002.9 | +3.82 | timeout |
| 06-01 17:31 | ETH | Buy | 1963.6→1992.8 | +7.68 | take_profit |
| 06-01 13:55 | ETH | Buy | 1977.7→1958.42 | -5.87 | stop_loss |
| 06-01 00:21 | BTC | Buy | 73799.7→73720.3 | -1.09 | timeout |
| 05-31 20:48 | BTC | Buy | 73591.7→73679.3 | +0.16 | timeout |
| 05-31 18:33 | BTC | Buy | 73469.7→73649.3 | +0.84 | timeout |
| 05-28 19:53 | ETH | Buy | 2022.1→2018 | -1.62 | timeout |
| 05-28 18:41 | ETH | Buy | 2004.5→2021.4 | +4.13 | timeout |
| 05-27 21:37 | ETH | Buy | 2060.11→2049.7 | -3.28 | timeout |
| 05-27 13:38 | ETH | Buy | 2077.71→2057.36 | -5.88 | stop_loss |
| 05-22 22:09 | BTC | Buy | 75922.8→75841.2 | -1.09 | timeout |
| 05-15 18:11 | ETH | Buy | 2222.12→2229.38 | +1.30 | timeout |
| 05-12 00:43 | BTC | Buy | 81724.1→81715.9 | -0.55 | timeout |
| 05-12 00:43 | ETH | Buy | 2339.83→2339.37 | -0.61 | timeout |
| 05-07 08:20 | BTC | Buy | 80915→81297.9 | +2.11 | timeout |
| 05-07 04:07 | BTC | Buy | 81039.1→80745 | -2.49 | timeout |
| 05-07 03:06 | BTC | Buy | 80977→80998.9 | -0.35 | timeout |
| 05-06 20:02 | BTC | Buy | 81427.1→81511.9 | +0.08 | timeout |
| 05-06 18:04 | BTC | Buy | 81616.1→81381.9 | -2.07 | timeout |
Paper vs Live
Paper (trades.jsonl)
48
closed
35%
win rate
-61.52
total pnl ($)
-23.2 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 | 25 | 28% | -30.7 | -42.27 |
| ETH | 23 | 43% | -15.1 | -19.25 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 08:20 | BTC | Buy | +2.11 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-07 04:07 | BTC | Buy | -2.49 | The market was in a mild downtrend with BTC declining 1.54% over 24 hours and 2.39% over 7 days, while funding remained slightly positive. The thesis failed because the trade was not executed before the timeout, resulting in a small negative PnL from the or… |
| 05-07 03:06 | BTC | Buy | -0.35 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the allowed timeframe. |
| 05-06 20:02 | BTC | Buy | +0.08 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and stable OI suggesting no strong directional conviction. The thesis failed because the trade expired via timeout without hitting targets or stop, as the market lacked th… |
| 05-06 18:04 | BTC | Buy | -2.07 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without entry execution, resulting in a small loss from the timeout close reason. |