5
closed trades
20%
win rate
-1.22
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 19:13:50 (38.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
agg__restored_9f121688
n: 18
· wr: 22.2%
· total_bps: -592.9
· mean_bps: -32.94
· sharpe: -0.56
· max_dd_bps: -592.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-14 12:48 | BTC | Sell | 64449.8→64299.2 | +0.06 | timeout |
| 05-10 23:02 | BTC | Sell | 81147.9→82330.3 | -0.62 | stop_loss |
| 05-10 17:04 | BTC | Sell | 80883→81335.1 | -0.26 | timeout |
| 05-09 18:15 | BTC | Sell | 80371→80797 | -0.25 | timeout |
| 05-09 14:14 | BTC | Sell | 80146→80379 | -0.15 | timeout |
Paper vs Live
Paper (trades.jsonl)
5
closed
20%
win rate
-1.22
total pnl ($)
-61.1 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 | 5 | 20% | -61.1 | -1.22 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 18:15 | BTC | Sell | -0.25 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum prevented any profitable exit within the t… |
| 05-09 14:14 | BTC | Sell | -0.15 | BTC traded in a narrow range with low volatility, showing slight bearish drift over the 24h and 7d periods. The sell thesis failed because the market did not move enough to trigger a profit within the timeout window, resulting in a small loss from funding c… |