61
closed trades
44%
win rate
+19.32
total pnl ($)
1.492
weight
7d window — n=8 wr=62% pnl=+38.50
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 12:49:18 (41.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acg
n: 34
· wr: 41.2%
· total_bps: -655.2
· mean_bps: -19.27
· sharpe: -0.16
· max_dd_bps: -1288.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 61 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 01:23 | BTC | Sell | 60293→60140 | +1.67 | timeout |
| 06-27 04:56 | BTC | Sell | 59244→60216 | -17.32 | timeout |
| 06-26 08:19 | BTC | Sell | 59778→60153 | -7.26 | timeout |
| 06-25 12:25 | BTC | Sell | 60637→61194.1 | -10.10 | timeout |
| 06-24 16:06 | BTC | Sell | 62953.9→60186 | +42.79 | take_profit |
| 06-23 20:19 | BTC | Sell | 63948.8→62411.1 | +23.15 | timeout |
| 06-23 00:19 | BTC | Sell | 64255.8→63889.2 | +4.80 | timeout |
| 06-22 03:55 | BTC | Sell | 64117.8→64016.2 | +0.76 | timeout |
| 06-21 07:56 | BTC | Sell | 64068.8→64140.2 | -1.94 | timeout |
| 06-20 11:47 | BTC | Sell | 62997.8→63724.2 | -12.37 | timeout |
| 06-19 16:22 | BTC | Sell | 62888.9→63261.2 | -6.78 | timeout |
| 06-18 20:25 | BTC | Sell | 63951.8→63103.2 | +12.16 | timeout |
| 06-18 00:24 | BTC | Sell | 65306.7→64604.2 | +9.97 | timeout |
| 06-17 04:00 | BTC | Sell | 66445.7→65840.3 | +8.28 | timeout |
| 06-16 08:04 | BTC | Sell | 67146.6→66322.3 | +11.28 | timeout |
| 06-14 21:40 | BTC | Sell | 63798.8→65374.9 | -25.60 | stop_loss |
| 06-14 15:34 | BTC | Sell | 64422.8→63988.2 | +5.87 | timeout |
| 06-13 19:27 | BTC | Sell | 63461.8→64129.2 | -11.41 | timeout |
| 06-12 23:22 | BTC | Sell | 62980.9→63422.2 | -7.84 | timeout |
| 06-12 03:26 | BTC | Sell | 63101.8→63384.2 | -5.25 | timeout |
| 06-11 07:24 | BTC | Sell | 62281.9→62744.1 | -8.12 | timeout |
| 06-10 11:20 | BTC | Sell | 61806.9→61097.1 | +10.53 | timeout |
| 06-09 15:29 | BTC | Sell | 63138.8→61283.1 | +28.52 | timeout |
| 06-08 19:17 | BTC | Sell | 63239.8→63384.2 | -3.11 | timeout |
| 06-07 22:14 | BTC | Sell | 62144.9→63675 | -25.54 | stop_loss |
| 06-07 03:05 | BTC | Sell | 60656→61458.1 | -14.04 | timeout |
| 06-05 12:34 | BTC | Sell | 63512.8→61866.1 | +25.08 | timeout |
| 06-04 03:05 | BTC | Sell | 62235.9→63770.1 | -25.55 | stop_loss |
| 06-03 20:31 | BTC | Sell | 66333.7→65506.3 | +11.67 | timeout |
| 06-02 19:31 | BTC | Sell | 69925.5→66603.3 | +46.62 | take_profit |
| 06-02 00:44 | BTC | Sell | 72727.4→71148.6 | +21.01 | timeout |
| 05-31 21:44 | BTC | Sell | 74061.3→73712.7 | +3.80 | timeout |
| 05-31 01:40 | BTC | Sell | 73526.3→74109.7 | -8.72 | timeout |
| 05-29 22:34 | BTC | Sell | 73678.3→73502.7 | +1.53 | timeout |
| 05-28 23:51 | BTC | Sell | 73356.3→73529.7 | -3.06 | timeout |
| 05-28 03:47 | BTC | Sell | 75767.2→73459.7 | +29.57 | timeout |
| 05-27 07:47 | BTC | Sell | 76433.2→75879.8 | +6.17 | timeout |
| 05-26 11:44 | BTC | Sell | 77361.1→77195.9 | +1.27 | timeout |
| 05-25 15:45 | BTC | Sell | 77123.1→77619.9 | -7.20 | timeout |
| 05-24 19:45 | BTC | Sell | 76738.2→76672.8 | +0.01 | timeout |
| 05-23 20:55 | BTC | Sell | 75167.2→77015.3 | -25.44 | stop_loss |
| 05-23 03:44 | BTC | Sell | 77302.1→75627.8 | +20.77 | timeout |
| 05-22 07:44 | BTC | Sell | 77181.1→77446.9 | -4.32 | timeout |
| 05-21 11:43 | BTC | Sell | 77594.1→77221.9 | +4.04 | timeout |
| 05-20 15:43 | BTC | Sell | 76887.2→77441.9 | -7.94 | timeout |
| 05-19 19:43 | BTC | Sell | 76796.2→76857.8 | -1.50 | timeout |
| 05-18 23:43 | BTC | Sell | 76914.2→77073.9 | -2.90 | timeout |
| 05-16 09:21 | BTC | Sell | 79238→79242 | -0.82 | timeout |
| 05-12 14:43 | BTC | Sell | 81715.9→81724.1 | -0.92 | timeout |
| 05-12 05:19 | BTC | Sell | 81255.9→81724.1 | -6.71 | timeout |
| 05-11 09:21 | BTC | Sell | 81304.9→80898 | +4.27 | timeout |
| 05-10 13:20 | BTC | Sell | 80803→80920 | -2.28 | timeout |
| 05-09 17:19 | BTC | Sell | 80268→80681 | -6.01 | timeout |
| 05-08 21:19 | BTC | Sell | 79616→80166 | -7.73 | timeout |
| 05-08 01:18 | BTC | Sell | 81168.9→79751 | +16.64 | timeout |
| 05-07 05:17 | BTC | Sell | 82088.9→81117.1 | +11.01 | timeout |
| 05-06 06:37 | BTC | Sell | 78934.1→81448.8 | -32.59 | stop_loss |
| 05-04 04:19 | BTC | Sell | 78637.1→80569.3 | -25.38 | stop_loss |
| 05-03 14:14 | BTC | Sell | 78726.1→78703.9 | -0.48 | timeout |
| 05-02 18:13 | BTC | Sell | 78254.1→78284.9 | -1.33 | timeout |
| 05-01 22:12 | BTC | Sell | 77072.1→78253.9 | -16.37 | timeout |
Paper vs Live
Paper (trades.jsonl)
61
closed
44%
win rate
+19.32
total pnl ($)
+2.7 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 | 61 | 44% | +2.7 | +19.32 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:20 | BTC | Sell | -2.28 | BTC was trading in a narrow range with low volatility, showing minimal directional bias across timeframes. The sell thesis failed because the market did not move within the timeout window, resulting in a small loss from funding costs. |
| 05-09 17:19 | BTC | Sell | -6.01 | The market was in a mild downtrend with BTC declining 1.61% over 24 hours and negative momentum across major assets. The short thesis failed because the trade was closed by timeout before the anticipated move materialized, resulting in a small loss from hol… |
| 05-08 21:19 | BTC | Sell | -7.73 | The market was in a short-term uptrend (1h +0.32%) but within a broader 24h and 7d decline, with low funding and moderate open interest. The thesis failed because the timeout close_reason indicates the trade was never executed, likely due to a lack of a fil… |
| 05-08 01:18 | BTC | Sell | +16.64 | The market was in a neutral-to-slightly-bullish regime with low funding and stable open interest. The thesis failed because the trade was closed by timeout before the expected bearish move materialized, as the sideways consolidation persisted longer than an… |
| 05-07 05:17 | BTC | Sell | +11.01 | The market was in a mild downtrend with BTC declining 1.56% over 24 hours and negative hourly momentum. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the slow grind lower did not trigger an exit wi… |
| 05-06 06:37 | BTC | Sell | -32.59 | The market was in a tight consolidation phase with neutral funding rates and stable open interest around $81,302. The thesis failed because price action breached the predefined stop-loss level, invalidating the anticipated reversal setup. |
| 05-02 18:13 | BTC | Sell | -1.33 | Market was consolidating near recent highs with minimal intraday momentum (BTC down 0.06% in the final hour, flat 24h) while funding rates had turned slightly negative, suggesting short-covering rather than fresh momentum. The trade's thesis failed because … |
| 05-01 22:12 | BTC | Sell | -16.37 | Bitcoin was consolidating near resistance after a modest 2.61% 24-hour rally, with slightly negative funding (-0.68 bps) suggesting reduced leverage appetite at local highs. The trade's thesis failed because the 15 trending token alt mania signal didn't gen… |