29
closed trades
45%
win rate
-25.86
total pnl ($)
1.116
weight
7d window — n=5 wr=40% pnl=-11.60
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 22:40:19 (37.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
adr
n: 11
· wr: 45.5%
· total_bps: +71.5
· mean_bps: +6.50
· sharpe: +0.09
· max_dd_bps: -209.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 29 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 03:58 | BTC | Buy | 64795.2→64021.8 | -3.85 | timeout |
| 06-21 15:50 | BTC | Buy | 64408.2→64213.8 | -1.16 | timeout |
| 06-20 03:50 | BTC | Buy | 63195.2→63459.8 | +0.99 | timeout |
| 06-18 15:40 | BTC | Buy | 64322.2→62736.5 | -7.65 | stop_loss |
| 06-17 03:49 | BTC | Buy | 65707.3→65784.7 | +0.07 | timeout |
| 06-15 15:29 | BTC | Buy | 65703.3→66623.7 | +3.94 | timeout |
| 06-14 03:23 | BTC | Buy | 64280.2→64502.8 | +0.78 | timeout |
| 06-12 15:22 | BTC | Buy | 63414.2→64242.8 | +3.63 | timeout |
| 06-11 02:20 | BTC | Buy | 61894.1→62176.9 | +1.08 | timeout |
| 06-09 12:03 | BTC | Buy | 63081.2→62818.9 | -1.50 | timeout |
| 06-08 00:02 | BTC | Buy | 62582.1→63177.8 | +2.55 | timeout |
| 06-06 11:39 | BTC | Buy | 60742→60775 | -0.09 | timeout |
| 06-05 01:19 | BTC | Buy | 63326.2→63386.8 | +0.03 | timeout |
| 06-02 15:26 | BTC | Buy | 69069.5→67370.9 | -7.65 | stop_loss |
| 06-01 15:31 | BTC | Buy | 73419.7→71251.8 | -9.17 | stop_loss |
| 05-30 23:25 | BTC | Buy | 73561.7→73812.3 | +0.72 | timeout |
| 05-28 23:22 | BTC | Buy | 73383.7→73543.3 | +0.34 | timeout |
| 05-27 09:53 | BTC | Buy | 75926.8→75846.2 | -0.54 | timeout |
| 05-25 20:52 | BTC | Buy | 77365.9→77259.1 | -0.72 | timeout |
| 05-24 08:51 | BTC | Buy | 76667.8→76778.2 | +0.12 | timeout |
| 05-22 11:35 | BTC | Buy | 77653.9→77274.1 | -1.77 | timeout |
| 05-20 23:34 | BTC | Buy | 77456.9→77398.1 | -0.51 | timeout |
| 05-19 11:34 | BTC | Buy | 76992.8→76843.2 | -0.87 | timeout |
| 05-17 23:34 | BTC | Buy | 78331.9→77836.1 | -2.16 | timeout |
| 05-16 11:33 | BTC | Buy | 79085→78063.1 | -4.14 | timeout |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.30 | timeout |
| 05-11 23:33 | BTC | Buy | 81102.1→81715.9 | +1.99 | timeout |
| 05-10 11:34 | BTC | Buy | 80609→80766 | +0.31 | timeout |
| 05-08 23:25 | BTC | Buy | 80165→80156 | -0.32 | timeout |
Paper vs Live
Paper (trades.jsonl)
29
closed
45%
win rate
-25.86
total pnl ($)
-29.5 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 | 29 | 45% | -29.5 | -25.86 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:34 | BTC | Buy | +0.31 | 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 holding period. |
| 05-08 23:25 | BTC | Buy | -0.32 | The market was in a mild intraday uptick (+0.55% 1h) within a broader short-term downtrend (-1.52% 24h, -1.48% 7d). The thesis failed because the trade was not executed (entry=None) and was closed by timeout, indicating the setup never triggered or was aban… |