108
closed trades
44%
win rate
+27.25
total pnl ($)
1.255
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:29:02 (24.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aec
n: 3981
· wr: 47.8%
· total_bps: -13533.5
· mean_bps: -3.40
· sharpe: -0.03
· max_dd_bps: -26787.4
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 |
|---|---|---|---|---|---|
| 06-01 05:29 | BTC | Sell | 73805.3→73324.7 | +2.82 | timeout |
| 06-01 03:12 | BTC | Sell | 73698.3→73884.7 | -1.69 | timeout |
| 06-01 01:16 | BTC | Sell | 73554.3→73586.7 | -0.66 | timeout |
| 05-31 22:26 | BTC | Sell | 73527.3→73933.7 | -3.22 | timeout |
| 05-31 20:23 | BTC | Sell | 73594.3→73712.7 | -1.26 | timeout |
| 05-31 17:54 | BTC | Sell | 73874.3→73679.7 | +0.88 | timeout |
| 05-31 15:54 | BTC | Sell | 73859.3→73635.7 | +1.08 | timeout |
| 05-31 14:54 | BTC | Sell | 73865.3→73673.7 | +0.85 | timeout |
| 05-31 13:29 | BTC | Sell | 73880.3→73933.7 | -0.81 | timeout |
| 05-31 12:04 | BTC | Sell | 73968.3→73848.7 | +0.39 | timeout |
| 05-31 10:02 | BTC | Sell | 74119.3→73786.7 | +1.83 | timeout |
| 05-31 08:51 | BTC | Sell | 73945.3→73829.7 | +0.37 | timeout |
| 05-31 07:58 | BTC | Sell | 74018.3→73853.7 | +0.70 | timeout |
| 05-31 06:48 | BTC | Sell | 73900.3→74041.7 | -1.39 | timeout |
| 05-31 05:43 | BTC | Sell | 73771.3→74070.7 | -2.46 | timeout |
| 05-30 22:55 | BTC | Sell | 73888.3→73836.7 | -0.07 | timeout |
| 05-30 19:51 | BTC | Sell | 73748.3→74030.7 | -2.34 | timeout |
| 05-30 17:38 | BTC | Sell | 73587.3→73870.7 | -2.35 | timeout |
| 05-30 16:42 | BTC | Sell | 73606.3→73941.7 | -2.70 | timeout |
| 05-30 15:40 | BTC | Sell | 73526.3→73845.7 | -2.59 | timeout |
| 05-30 13:05 | BTC | Sell | 73494.3→73705.7 | -1.87 | timeout |
| 05-30 11:24 | BTC | Sell | 73510.3→73536.7 | -0.62 | timeout |
| 05-30 09:51 | BTC | Sell | 73541.3→73559.7 | -0.57 | timeout |
| 05-30 07:35 | BTC | Sell | 73597.3→73518.7 | +0.09 | timeout |
| 05-30 01:18 | BTC | Sell | 73246.3→73543.7 | -2.47 | timeout |
| 05-29 22:33 | BTC | Sell | 73892.3→73514.7 | +2.11 | timeout |
| 05-29 21:41 | BTC | Sell | 74040.3→73567.7 | +2.76 | timeout |
| 05-29 20:44 | BTC | Sell | 72606.4→73675.7 | -7.81 | timeout |
| 05-29 19:36 | BTC | Sell | 73095.3→73592.7 | -3.84 | timeout |
| 05-29 16:11 | BTC | Sell | 73655.3→73966.7 | -2.55 | timeout |
| 05-29 14:32 | BTC | Sell | 73700.3→72711.6 | +6.28 | timeout |
| 05-29 13:56 | BTC | Sell | 73375.3→73172.7 | +0.94 | timeout |
| 05-29 13:13 | BTC | Sell | 73786.3→73114.7 | +4.11 | timeout |
| 05-29 12:34 | BTC | Sell | 73677.3→73248.7 | +2.46 | timeout |
| 05-29 09:47 | BTC | Sell | 73313.3→73798.7 | -3.74 | timeout |
| 05-29 08:01 | BTC | Sell | 73537.3→73588.7 | -0.78 | timeout |
| 05-29 07:17 | BTC | Sell | 73732.3→73785.7 | -0.78 | timeout |
| 05-29 06:42 | BTC | Sell | 73779.3→73656.7 | +0.41 | timeout |
| 05-29 05:19 | BTC | Sell | 73582.3→73394.7 | +0.86 | timeout |
| 05-29 05:19 | BTC | Sell | 73582.3→73225.7 | +2.00 | timeout |
| 05-29 02:22 | BTC | Sell | 73586.3→73519.7 | +0.04 | timeout |
| 05-29 01:12 | BTC | Sell | 73451.3→73789.7 | -2.72 | timeout |
| 05-29 00:35 | BTC | Sell | 73594.3→73774.7 | -1.64 | timeout |
| 05-28 23:53 | BTC | Sell | 73509.3→73533.7 | -0.58 | timeout |
| 05-28 22:39 | BTC | Sell | 73193.3→73539.7 | -2.78 | timeout |
| 05-28 19:22 | BTC | Sell | 73151.3→73490.7 | -2.73 | timeout |
| 05-28 18:20 | BTC | Sell | 73327.3→73588.7 | -2.19 | timeout |
| 05-28 17:49 | BTC | Sell | 73432.3→73624.7 | -1.72 | timeout |
| 05-28 17:15 | BTC | Sell | 73423.3→73449.7 | -0.59 | timeout |
| 05-28 16:11 | BTC | Sell | 73573.3→72943.6 | +3.87 | timeout |
| 05-28 12:53 | BTC | Sell | 73104.3→73498.7 | -3.12 | timeout |
| 05-28 11:52 | BTC | Sell | 72986.4→73466.7 | -3.72 | timeout |
| 05-28 11:20 | BTC | Sell | 72938.4→73382.7 | -3.49 | timeout |
| 05-28 10:50 | BTC | Sell | 73141.3→73479.7 | -2.76 | timeout |
| 05-28 09:50 | BTC | Sell | 73375.3→73527.7 | -1.49 | timeout |
| 05-28 04:02 | BTC | Sell | 74283.3→72989.1 | +0.00 | stop_loss |
| 05-28 04:02 | BTC | Sell | 74299.3→73005.1 | +0.00 | stop_loss |
| 05-28 03:54 | BTC | Sell | 74522.3→73198.2 | +0.00 | stop_loss |
| 05-28 03:53 | BTC | Sell | 74608.3→73308.3 | +0.00 | stop_loss |
| 05-28 03:05 | BTC | Sell | 75142.2→74311.7 | +5.08 | timeout |
| 05-28 02:11 | BTC | Sell | 75231.2→74308.7 | +5.69 | timeout |
| 05-28 01:41 | BTC | Sell | 74995.3→74178.7 | +5.00 | timeout |
| 05-28 00:40 | BTC | Sell | 74890.3→74498.7 | +2.17 | timeout |
| 05-27 22:38 | BTC | Sell | 75035.2→74572.7 | +2.65 | timeout |
| 05-27 21:03 | BTC | Sell | 75060.2→75186.8 | -1.28 | timeout |
| 05-27 20:06 | BTC | Sell | 75099.2→75197.8 | -1.09 | timeout |
| 05-27 19:35 | BTC | Sell | 75159.2→75001.7 | +0.61 | timeout |
| 05-27 18:34 | BTC | Sell | 75843.2→74860.7 | +6.05 | timeout |
| 05-27 16:32 | BTC | Sell | 75951.2→75115.8 | +5.06 | timeout |
| 05-27 14:30 | BTC | Sell | 75996.2→74922.7 | +6.60 | timeout |
| 05-27 13:48 | BTC | Sell | 75865.2→74928.7 | +5.71 | timeout |
| 05-27 12:36 | BTC | Sell | 75716.2→75878.8 | -1.55 | timeout |
| 05-27 12:06 | BTC | Sell | 75722.2→75698.8 | -0.33 | timeout |
| 05-27 10:04 | BTC | Sell | 75614.2→75862.8 | -2.13 | timeout |
| 05-27 08:06 | BTC | Sell | 75780.2→75956.8 | -1.67 | timeout |
| 05-27 07:35 | BTC | Sell | 75814.2→75906.8 | -1.09 | timeout |
| 05-27 06:36 | BTC | Sell | 75950.2→75710.8 | +1.09 | timeout |
| 05-27 06:00 | BTC | Sell | 75911.2→75671.8 | +1.10 | timeout |
| 05-27 04:00 | BTC | Sell | 75844.2→75591.8 | +1.20 | timeout |
| 05-27 01:57 | BTC | Sell | 76037.2→75879.8 | +0.57 | timeout |
| 05-27 01:27 | BTC | Sell | 75885.2→75823.8 | -0.06 | timeout |
| 05-27 00:26 | BTC | Sell | 76162.2→75878.8 | +1.40 | timeout |
| 05-26 23:56 | BTC | Sell | 75999.2→75886.8 | +0.30 | timeout |
| 05-26 21:52 | BTC | Sell | 76384.2→75926.8 | +2.55 | timeout |
| 05-26 19:45 | BTC | Sell | 76936.2→75978.8 | +5.79 | timeout |
| 05-26 19:14 | BTC | Sell | 77045.1→75811.8 | +7.57 | timeout |
| 05-26 18:16 | BTC | Sell | 77038.1→76015.8 | +6.19 | timeout |
| 05-26 17:46 | BTC | Sell | 77169.1→76025.8 | +6.97 | timeout |
| 05-26 15:03 | BTC | Sell | 76652.2→76742.8 | -1.04 | timeout |
| 05-26 13:43 | BTC | Sell | 76618.2→76899.8 | -2.28 | timeout |
| 05-26 13:12 | BTC | Sell | 76627.2→77024.9 | -3.04 | timeout |
| 05-26 12:11 | BTC | Sell | 76824.2→76952.8 | -1.28 | timeout |
| 05-26 11:41 | BTC | Sell | 76833.2→77212.9 | -2.91 | timeout |
| 05-26 08:39 | BTC | Sell | 76629.2→76797.8 | -1.56 | timeout |
| 05-26 07:39 | BTC | Sell | 76643.2→76582.8 | -0.06 | timeout |
| 05-26 06:43 | BTC | Sell | 76818.2→76915.8 | -1.09 | timeout |
| 05-26 06:12 | BTC | Sell | 77170.1→76831.8 | +1.74 | timeout |
| 05-26 05:42 | BTC | Sell | 77304.1→76840.8 | +2.55 | timeout |
| 05-26 01:49 | BTC | Sell | 77357.1→76707.8 | +3.74 | timeout |
| 05-26 01:09 | BTC | Sell | 77436.1→76699.8 | +4.29 | timeout |
Paper vs Live
Paper (trades.jsonl)
108
closed
44%
win rate
+27.25
total pnl ($)
+4.5 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 | 108 | 44% | +5.0 | +27.25 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||