153
closed trades
44%
win rate
+33.10
total pnl ($)
1.222
weight
7d window — n=10 wr=50% pnl=-0.56
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:18:39 (23.9d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
acl
n: 126
· wr: 43.7%
· total_bps: +1487.7
· mean_bps: +11.81
· sharpe: +0.08
· max_dd_bps: -1586.2
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 |
|---|---|---|---|---|---|
| 06-25 13:57 | BTC | Buy | 59741→58270.9 | -12.68 | stop_loss |
| 06-25 13:57 | BTC | Sell | 60993→58311.9 | +21.44 | take_profit |
| 06-24 15:28 | BTC | Buy | 62314.1→60777.6 | -12.70 | stop_loss |
| 06-24 14:19 | BTC | Buy | 62394.1→60844.5 | -12.84 | stop_loss |
| 06-24 14:19 | BTC | Buy | 62386.1→60844.5 | -12.77 | stop_loss |
| 06-24 12:20 | BTC | Sell | 62999.8→62789.1 | +1.23 | timeout |
| 06-24 03:22 | BTC | Sell | 64298.8→62503.1 | +13.59 | timeout |
| 06-21 18:23 | BTC | Sell | 63678.8→63987.2 | -2.93 | timeout |
| 06-21 01:54 | BTC | Buy | 63073.2→64251.8 | +8.83 | timeout |
| 06-20 18:51 | BTC | Buy | 62701.1→63793.8 | +8.28 | timeout |
| 06-20 00:21 | BTC | Sell | 62868.9→63473.2 | -5.24 | timeout |
| 06-19 23:49 | BTC | Buy | 62608.1→63292.8 | +4.99 | timeout |
| 06-19 21:48 | BTC | Buy | 62672.1→63099.8 | +2.90 | timeout |
| 06-19 18:54 | BTC | Sell | 64287.8→63021.2 | +9.43 | timeout |
| 06-19 08:52 | BTC | Sell | 64695.8→62625.1 | +15.40 | timeout |
| 06-18 15:57 | BTC | Buy | 63932.2→62359.7 | -12.58 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64596.2→63007.3 | -12.33 | stop_loss |
| 06-18 12:51 | BTC | Sell | 65619.7→64284.2 | +9.72 | timeout |
| 06-18 06:46 | BTC | Sell | 65804.7→64097.2 | +12.52 | timeout |
| 06-18 02:54 | BTC | Sell | 65831.7→64658.2 | +8.50 | timeout |
| 06-18 00:11 | BTC | Sell | 66075.7→64607.2 | +10.74 | timeout |
| 06-17 04:54 | BTC | Sell | 66192.7→65923.3 | +1.63 | timeout |
| 06-17 02:52 | BTC | Sell | 66479.7→65835.3 | +4.45 | timeout |
| 06-16 18:53 | BTC | Sell | 66546.7→65865.3 | +4.78 | timeout |
| 06-16 17:49 | BTC | Sell | 66158.7→65887.3 | +1.69 | timeout |
| 06-16 12:22 | BTC | Sell | 65842.7→66610.3 | -6.18 | timeout |
| 06-15 15:54 | BTC | Sell | 65659.7→67287 | -12.83 | stop_loss |
| 06-15 06:51 | BTC | Sell | 64517.8→65872.3 | -10.93 | timeout |
| 06-15 04:54 | BTC | Sell | 64467.8→65662.3 | -9.68 | timeout |
| 06-15 03:44 | BTC | Sell | 64327.8→65911.2 | -12.73 | stop_loss |
| 06-14 21:40 | BTC | Sell | 63750.8→65368.9 | -13.14 | stop_loss |
| 06-14 20:59 | BTC | Sell | 64208.8→63999.2 | +1.21 | timeout |
| 06-14 14:53 | BTC | Sell | 63777.8→63949.2 | -1.78 | timeout |
| 06-14 00:50 | BTC | Sell | 63802.8→64544.2 | -6.29 | timeout |
| 06-13 09:48 | BTC | Sell | 63461.8→63771.2 | -2.78 | timeout |
| 06-13 05:22 | BTC | Sell | 63387.8→63545.2 | -1.71 | timeout |
| 06-12 15:59 | BTC | Sell | 62892.9→63556.2 | -5.68 | timeout |
| 06-12 15:13 | BTC | Sell | 62772.9→64333.4 | -12.80 | stop_loss |
| 06-12 09:57 | BTC | Sell | 62714.9→63785.2 | -8.86 | timeout |
| 06-11 18:00 | BTC | Sell | 62154.9→63689 | -12.68 | stop_loss |
| 06-11 17:20 | BTC | Buy | 61042.1→62345.9 | +10.14 | timeout |
| 06-11 15:49 | BTC | Buy | 61149.1→62613.9 | +11.41 | timeout |
| 06-11 03:55 | BTC | Sell | 61200.9→62708.5 | -12.73 | stop_loss |
| 06-11 01:07 | BTC | Buy | 61825.1→61916.9 | +0.27 | timeout |
| 06-10 20:34 | BTC | Sell | 61526.9→61898.1 | -3.40 | timeout |
| 06-10 13:04 | BTC | Sell | 63354.8→61503.1 | +14.13 | timeout |
| 06-09 14:07 | BTC | Sell | 63149.8→62103.1 | +7.84 | timeout |
| 06-09 09:04 | BTC | Sell | 62996.8→62816.1 | +1.00 | timeout |
| 06-09 07:33 | BTC | Sell | 62949.9→63129.2 | -1.81 | timeout |
| 06-09 06:46 | BTC | Sell | 63578.8→63380.2 | +1.18 | timeout |
| 06-09 05:37 | BTC | Sell | 63142.8→63448.2 | -2.84 | timeout |
| 06-07 22:14 | BTC | Sell | 62201.9→63734 | -12.77 | stop_loss |
| 06-07 22:14 | BTC | Sell | 62202.9→63734 | -12.76 | stop_loss |
| 06-07 22:14 | BTC | Buy | 60548→63205.8 | +21.51 | take_profit |
| 06-07 22:14 | BTC | Sell | 61618.9→63135.7 | -12.76 | stop_loss |
| 06-07 17:34 | BTC | Buy | 60829→62242.9 | +11.19 | timeout |
| 06-07 16:58 | BTC | Buy | 60514→61998.9 | +11.79 | timeout |
| 06-07 08:38 | BTC | Buy | 59999→62634.9 | +21.56 | take_profit |
| 06-07 06:36 | BTC | Sell | 60746→62241.2 | -12.78 | stop_loss |
| 06-06 04:11 | BTC | Buy | 61806.1→60282.8 | -12.78 | stop_loss |
| 06-05 18:43 | BTC | Buy | 61320.1→59812.1 | -12.75 | stop_loss |
| 06-05 15:39 | BTC | Buy | 61584.1→60069.9 | -12.73 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62472.1→60935.5 | -12.75 | stop_loss |
| 06-05 13:51 | BTC | Buy | 62693.1→61151.3 | -12.75 | stop_loss |
| 06-05 06:24 | BTC | Sell | 63976.8→61158.1 | +21.51 | take_profit |
| 06-05 06:24 | BTC | Buy | 62714.1→61171.3 | -12.74 | stop_loss |
| 06-05 06:23 | BTC | Buy | 62777.1→61213.3 | -12.82 | stop_loss |
| 06-05 06:16 | BTC | Buy | 63434.2→61874 | -12.68 | stop_loss |
| 06-05 05:59 | BTC | Buy | 63816.2→62245.7 | -12.71 | stop_loss |
| 06-05 02:30 | BTC | Buy | 64115.2→62536.6 | -12.75 | stop_loss |
| 06-04 14:11 | BTC | Sell | 62932.9→64482.4 | -12.77 | stop_loss |
| 06-04 01:58 | BTC | Sell | 64948.8→62097.1 | +21.50 | take_profit |
| 06-04 01:23 | BTC | Sell | 65458.7→62584.1 | +21.51 | take_profit |
| 06-03 23:38 | BTC | Sell | 67258.6→64303.2 | +21.52 | take_profit |
| 06-03 21:56 | BTC | Sell | 67278.6→65679.3 | +11.46 | timeout |
| 06-03 20:55 | BTC | Buy | 66340.3→64656.4 | -13.19 | stop_loss |
| 06-03 20:55 | BTC | Buy | 66560.3→64920.3 | -12.83 | stop_loss |
| 06-03 20:44 | BTC | Buy | 66774.3→65132.2 | -12.80 | stop_loss |
| 06-03 03:50 | BTC | Buy | 67157.4→65478 | -12.96 | stop_loss |
| 06-02 19:35 | BTC | Sell | 69944.5→66549.3 | +23.79 | take_profit |
| 06-02 14:27 | BTC | Sell | 70884.5→67771.4 | +21.55 | take_profit |
| 06-02 14:10 | BTC | Sell | 71553.4→68411.4 | +21.55 | take_profit |
| 06-02 09:22 | BTC | Sell | 72644.4→69453.5 | +21.65 | take_profit |
| 06-02 09:04 | BTC | Sell | 72753.4→69557.5 | +21.65 | take_profit |
| 06-02 01:59 | BTC | Sell | 73915.3→70669.5 | +21.65 | take_profit |
| 06-01 05:43 | BTC | Sell | 73771.3→73387.7 | +2.21 | timeout |
| 05-31 15:40 | BTC | Sell | 73521.3→73694.7 | -1.56 | timeout |
| 05-31 14:04 | BTC | Sell | 73506.3→73771.7 | -2.22 | timeout |
| 05-31 02:55 | BTC | Sell | 73596.3→73950.7 | -2.78 | timeout |
| 05-30 18:49 | BTC | Sell | 73235.3→74021.7 | -5.68 | timeout |
| 05-30 01:48 | BTC | Sell | 73466.3→73606.7 | -1.35 | timeout |
| 05-29 18:23 | BTC | Buy | 73271.7→73821.3 | +3.16 | timeout |
| 05-29 12:53 | BTC | Sell | 73107.3→73325.7 | -1.92 | timeout |
| 05-29 12:23 | BTC | Buy | 72894.6→73283.3 | +2.18 | timeout |
| 05-29 10:53 | BTC | Buy | 73112.7→73603.3 | +2.85 | timeout |
| 05-28 15:53 | BTC | Sell | 75845.2→72907.6 | +19.10 | timeout |
| 05-28 03:37 | BTC | Buy | 75202.8→73351.6 | -12.76 | stop_loss |
| 05-28 03:18 | BTC | Buy | 75672.8→73810.4 | -12.76 | stop_loss |
| 05-28 03:16 | BTC | Buy | 75894.8→74028.3 | -12.75 | stop_loss |
| 05-28 01:17 | BTC | Buy | 75980.8→74095.2 | -12.87 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
153
closed
44%
win rate
+33.10
total pnl ($)
+3.7 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 | 153 | 44% | +3.7 | +33.10 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 10:04 | BTC | Sell | -2.21 | BTC was trading in a narrow range with low volatility and slightly negative short-term momentum. The sell thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs. |
| 05-10 04:03 | BTC | Sell | -3.48 | BTC was trading in a narrow range with low volatility and slightly positive momentum over the past 24 hours. The short thesis failed because the market did not move decisively lower within the expected timeframe, leading to a timeout exit with a small loss. |
| 05-09 22:04 | BTC | Sell | -5.37 | The market was in a mild uptrend on the hourly timeframe with neutral funding, but the broader 24h and 7d trends were slightly negative. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materi… |
| 05-09 21:04 | BTC | Sell | -5.04 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a daily decline. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs. |
| 05-09 16:03 | BTC | Sell | -3.56 | BTC traded in a narrow range near $79,495 with low volatility and slightly negative momentum across timeframes. The sell thesis failed because the market lacked directional conviction to trigger a profitable exit before the timeout, resulting in a small los… |
| 05-09 03:02 | BTC | Sell | -3.99 | BTC was drifting lower in a mild downtrend across all timeframes with neutral funding. The short thesis failed because the trade expired via timeout before the anticipated breakdown materialized. |
| 05-08 14:05 | BTC | Sell | +9.73 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional edge. The thesis failed because the trade expired via timeout without reaching a target or stop, as the lack of volatility prevented any meaning… |
| 05-08 08:04 | BTC | Sell | +8.21 | The market was in a mild short-term uptick (+0.16% hourly) within a broader weekly downtrend (-2.30% 7d). The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to low volatility or a sideways grind. |
| 05-08 03:33 | BTC | Sell | +10.90 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade was closed by timeout before the expected bearish continuation materialized. |
| 05-08 01:18 | BTC | Sell | +8.58 | The market was in a neutral range with low funding and moderate open interest, showing no clear directional bias. The thesis failed because the trade expired without hitting a target or stop, as the lack of volatility prevented the short from realizing a la… |