142
closed trades
43%
win rate
-59.03
total pnl ($)
1.161
weight
7d window — n=24 wr=29% pnl=-14.57
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 07:15:45 (41.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abf
n: 81
· wr: 49.4%
· total_bps: -979.8
· mean_bps: -12.10
· sharpe: -0.19
· max_dd_bps: -1475.7
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 |
|---|---|---|---|---|---|
| 06-28 04:23 | BTC | Sell | 59955→60200 | -2.87 | timeout |
| 06-27 12:16 | BTC | Sell | 60303→60263 | -0.13 | timeout |
| 06-27 04:21 | BTC | Sell | 59994→60381 | -4.23 | timeout |
| 06-26 16:00 | BTC | Sell | 59405→60511.3 | -11.22 | stop_loss |
| 06-26 11:42 | BTC | Sell | 60158→59416 | +6.59 | timeout |
| 06-26 06:32 | BTC | Sell | 59216→60001 | -8.14 | timeout |
| 06-26 01:31 | BTC | Sell | 59532→59274 | +1.97 | timeout |
| 06-25 20:31 | BTC | Sell | 59291→59556 | -3.08 | timeout |
| 06-25 13:48 | BTC | Sell | 61545.9→59580 | +17.84 | take_profit |
| 06-25 10:26 | BTC | Sell | 61598.9→61570.1 | -0.25 | timeout |
| 06-25 05:21 | BTC | Sell | 60940→61484.1 | -5.66 | timeout |
| 06-24 20:06 | BTC | Sell | 59612→60724.4 | -11.25 | stop_loss |
| 06-24 16:47 | BTC | Sell | 62037.9→60053 | +17.85 | take_profit |
| 06-24 12:43 | BTC | Sell | 62646.9→62822.1 | -2.12 | timeout |
| 06-24 07:40 | BTC | Sell | 62626.9→62623.1 | -0.47 | timeout |
| 06-24 02:37 | BTC | Sell | 62539.9→62662.1 | -1.63 | timeout |
| 06-23 21:40 | BTC | Sell | 62587.9→62568.1 | -0.34 | timeout |
| 06-23 16:32 | BTC | Sell | 62566.9→62608.1 | -0.91 | timeout |
| 06-23 11:36 | BTC | Sell | 62824.9→62540.1 | +2.04 | timeout |
| 06-23 06:27 | BTC | Sell | 64162.8→62645.1 | +13.09 | timeout |
| 06-22 13:31 | BTC | Sell | 64045.8→65242.9 | -11.24 | stop_loss |
| 06-22 08:10 | BTC | Sell | 64012.8→64234.2 | -2.50 | timeout |
| 06-22 01:51 | BTC | Sell | 63678.8→64590.2 | -8.73 | timeout |
| 06-21 20:28 | BTC | Sell | 64220.8→64074.2 | +0.79 | timeout |
| 06-20 01:04 | BTC | Sell | 62998.8→63480.2 | -4.92 | timeout |
| 06-19 17:05 | BTC | Sell | 62625.9→62919.1 | -3.21 | timeout |
| 06-19 12:02 | BTC | Sell | 62843.9→62635.1 | +1.37 | timeout |
| 06-19 07:01 | BTC | Sell | 62996.8→62879.1 | +0.55 | timeout |
| 06-19 01:58 | BTC | Sell | 63088.8→63004.2 | +0.23 | timeout |
| 06-18 20:57 | BTC | Sell | 62330.9→63096.2 | -7.61 | timeout |
| 06-18 15:54 | BTC | Sell | 64132.8→62489.1 | +14.21 | timeout |
| 06-18 10:08 | BTC | Sell | 63674.8→64062.2 | -3.99 | timeout |
| 06-18 05:07 | BTC | Sell | 64588.8→63713.2 | +7.28 | timeout |
| 06-18 00:05 | BTC | Sell | 65378.7→64605.2 | +6.30 | timeout |
| 06-17 16:28 | BTC | Sell | 65249.7→66465.5 | -11.23 | stop_loss |
| 06-17 13:55 | BTC | Sell | 64911.8→65305.3 | -4.00 | timeout |
| 06-17 08:53 | BTC | Sell | 65818.7→64896.2 | +7.54 | timeout |
| 06-17 03:55 | BTC | Sell | 65697.7→65800.3 | -1.40 | timeout |
| 06-16 22:51 | BTC | Sell | 65892.7→65672.3 | +1.43 | timeout |
| 06-16 17:49 | BTC | Sell | 66401.7→65886.3 | +3.97 | timeout |
| 06-16 08:25 | BTC | Sell | 65832.7→66467.3 | -6.08 | timeout |
| 06-14 21:26 | BTC | Sell | 63782.8→64970.7 | -11.22 | stop_loss |
| 06-14 19:37 | BTC | Sell | 63970.8→63799.2 | +1.04 | timeout |
| 06-13 20:10 | BTC | Sell | 64229.8→64252.2 | -0.72 | timeout |
| 06-13 14:36 | BTC | Sell | 63785.8→64173.2 | -4.00 | timeout |
| 06-13 05:26 | BTC | Sell | 63540.8→63538.2 | -0.50 | timeout |
| 06-13 00:33 | BTC | Sell | 63629.8→63547.2 | +0.25 | timeout |
| 06-12 11:42 | BTC | Sell | 62900.9→63751.2 | -8.27 | timeout |
| 06-11 19:30 | BTC | Sell | 62722.9→63891.1 | -11.21 | stop_loss |
| 06-11 05:19 | BTC | Sell | 61900.9→62646.1 | -7.40 | timeout |
| 06-11 00:16 | BTC | Sell | 61784.9→61761.1 | -0.31 | timeout |
| 06-10 15:54 | BTC | Sell | 61674.9→62823.5 | -11.22 | stop_loss |
| 06-10 12:50 | BTC | Sell | 61674.9→61734.1 | -1.08 | timeout |
| 06-09 23:06 | BTC | Sell | 61670.9→62023.1 | -3.82 | timeout |
| 06-09 17:58 | BTC | Sell | 62541.9→61711.1 | +7.14 | timeout |
| 06-09 12:52 | BTC | Sell | 63171.8→62557.1 | +5.07 | timeout |
| 06-07 03:03 | BTC | Sell | 60647→61420.1 | -7.83 | timeout |
| 06-06 21:19 | BTC | Sell | 60748→60818 | -1.20 | timeout |
| 06-05 11:06 | BTC | Sell | 62503.9→62418.1 | +0.28 | timeout |
| 06-05 06:08 | BTC | Sell | 63228.8→62558.1 | +5.56 | timeout |
| 06-05 00:27 | BTC | Sell | 64025.8→63709.2 | +2.33 | timeout |
| 06-04 18:53 | BTC | Sell | 63762.8→63973.2 | -2.41 | timeout |
| 06-04 12:35 | BTC | Sell | 63795.8→63413.2 | +2.91 | timeout |
| 06-04 09:19 | BTC | Sell | 64531.8→63097.2 | +12.26 | timeout |
| 06-04 00:38 | BTC | Sell | 65298.7→63215.2 | +17.83 | take_profit |
| 06-03 23:47 | BTC | Sell | 66066.7→64305.2 | +14.81 | timeout |
| 06-03 17:04 | BTC | Sell | 66985.7→65905.3 | +8.77 | timeout |
| 06-03 09:31 | BTC | Sell | 66333.7→66804.3 | -4.57 | timeout |
| 06-03 05:52 | BTC | Sell | 66086.7→67317 | -11.22 | stop_loss |
| 06-03 01:46 | BTC | Sell | 67307.6→66491.3 | +6.46 | timeout |
| 06-02 19:50 | BTC | Sell | 68241.6→67228.4 | +8.01 | timeout |
| 06-02 12:08 | BTC | Sell | 69925.5→69471.5 | +3.25 | timeout |
| 06-02 10:13 | BTC | Sell | 70747.5→69696.5 | +8.06 | timeout |
| 06-02 04:09 | BTC | Sell | 71382.4→70848.5 | +3.82 | timeout |
| 06-01 02:55 | BTC | Sell | 73853.3→73723.7 | +0.51 | timeout |
| 05-31 19:04 | BTC | Sell | 73754.3→73612.7 | +0.60 | timeout |
| 05-30 14:40 | BTC | Sell | 73526.3→74016.7 | -4.32 | timeout |
| 05-30 09:47 | BTC | Sell | 73294.3→73547.7 | -2.50 | timeout |
| 05-30 00:28 | BTC | Sell | 73299.3→73456.7 | -1.74 | timeout |
| 05-29 16:50 | BTC | Sell | 73421.3→73987.7 | -4.93 | timeout |
| 05-29 06:11 | BTC | Sell | 73801.3→73394.7 | +2.68 | timeout |
| 05-29 01:22 | BTC | Sell | 73586.3→73596.7 | -0.56 | timeout |
| 05-28 19:45 | BTC | Sell | 72832.4→73421.7 | -5.13 | timeout |
| 05-28 14:30 | BTC | Sell | 73369.3→72968.6 | +2.65 | timeout |
| 05-28 09:22 | BTC | Sell | 72875.4→73358.7 | -4.34 | timeout |
| 05-28 02:27 | BTC | Sell | 75131.2→74194.7 | +6.65 | timeout |
| 05-27 21:26 | BTC | Sell | 75086.2→75137.8 | -0.89 | timeout |
| 05-27 16:25 | BTC | Sell | 75973.2→75047.8 | +6.50 | timeout |
| 05-27 11:24 | BTC | Sell | 75676.2→75980.8 | -2.87 | timeout |
| 05-27 06:25 | BTC | Sell | 75814.2→75683.8 | +0.44 | timeout |
| 05-27 01:24 | BTC | Sell | 76010.2→75813.8 | +0.95 | timeout |
| 05-26 15:22 | BTC | Sell | 76884.2→76684.8 | +0.98 | timeout |
| 05-26 10:21 | BTC | Sell | 76831.2→76918.8 | -1.18 | timeout |
| 05-26 05:21 | BTC | Sell | 77078.1→76847.8 | +1.20 | timeout |
| 05-25 01:44 | BTC | Sell | 76654.2→77124.9 | -4.04 | timeout |
| 05-23 20:40 | BTC | Sell | 75462.2→76863.3 | -11.18 | stop_loss |
| 05-23 15:51 | BTC | Sell | 74676.3→75487.8 | -6.76 | timeout |
| 05-23 10:51 | BTC | Sell | 75450.2→74683.7 | +5.32 | timeout |
| 05-23 05:51 | BTC | Sell | 75331.2→75436.8 | -1.32 | timeout |
| 05-23 00:09 | BTC | Sell | 76205.2→75562.8 | +4.34 | timeout |
Paper vs Live
Paper (trades.jsonl)
142
closed
43%
win rate
-59.03
total pnl ($)
-7.3 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 | 142 | 43% | -7.3 | -59.03 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 04:33 | BTC | Sell | circuit_breaker |
| 06-27 23:25 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 17:18 | BTC | Sell | -4.00 | BTC was declining across multiple timeframes with low funding and moderate open interest. The short thesis failed because the trade was closed by timeout before the downtrend could fully materialize into profit. |
| 05-08 22:13 | BTC | Sell | -4.79 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1h gain of 0.47% but still down over the past 24 hours and week. The short thesis failed because the trade was closed by timeout before the anticipated bea… |
| 05-08 17:12 | BTC | Sell | +2.12 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional edge. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of volatility prevented the short from m… |
| 05-08 12:12 | BTC | Sell | -6.37 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The sell thesis failed because the trade expired without reaching the target or stop, as the market lacked directional momentum to trigger an exit. |
| 05-08 07:11 | BTC | Sell | +0.96 | The market was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade was closed by timeout before the expected move materialized, as the sideways consolidation did not trigg… |
| 05-08 02:10 | BTC | Sell | -0.04 | BTC was trading in a narrow range with low volatility, showing minimal directional movement across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected price action did not materialize within the allotted time. |
| 05-07 21:09 | BTC | Sell | +0.34 | The market was in a low-funding, sideways regime with stable open interest. The thesis failed because the trade timed out without reaching the target or stop, as the lack of directional momentum prevented a profitable exit. |
| 05-07 16:09 | BTC | Sell | +7.67 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional momentum. The thesis failed because the trade expired via timeout without reaching a target or stop, as the lack of volatility prevented the sho… |
| 05-07 11:08 | BTC | Sell | +0.26 | BTC traded in a narrow range with low volatility, showing slight hourly gains but remaining in a weekly downtrend. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small positive PnL from funding r… |
| 05-07 06:04 | BTC | Sell | -0.45 | BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The short thesis failed because the trade expired via timeout without reaching target, as the market lacked the momentum to capitalize on the bearish structure. |