77
closed trades
38%
win rate
-31.80
total pnl ($)
1.116
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 14:37:05 (42.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afc
n: 113
· wr: 37.2%
· total_bps: -1426.0
· mean_bps: -12.62
· sharpe: -0.25
· max_dd_bps: -1683.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 77 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-31 02:13 | BTC | Buy | 73778.7→74127.3 | +0.90 | timeout |
| 05-30 21:20 | BTC | Buy | 73997.7→73958.3 | -0.34 | timeout |
| 05-30 12:10 | BTC | Buy | 73534.7→73563.3 | -0.12 | timeout |
| 05-28 17:55 | BTC | Buy | 72870.6→73472.3 | +1.72 | timeout |
| 05-27 22:13 | BTC | Buy | 75239.8→74214.2 | -3.42 | stop_loss |
| 05-27 12:23 | BTC | Buy | 75855.8→75886.2 | -0.11 | timeout |
| 05-26 13:52 | BTC | Buy | 77210.9→77241.1 | -0.12 | timeout |
| 05-26 09:51 | BTC | Buy | 76612.8→76608.2 | -0.22 | timeout |
| 05-26 01:21 | BTC | Buy | 77205.9→76795.2 | -1.46 | timeout |
| 05-25 21:22 | BTC | Buy | 77549.9→77248.1 | -1.13 | timeout |
| 05-25 08:52 | BTC | Buy | 77236.9→77340.1 | +0.10 | timeout |
| 05-25 00:54 | BTC | Buy | 76904.8→77124.1 | +0.46 | timeout |
| 05-24 21:53 | BTC | Buy | 76671.8→76199.2 | -1.66 | timeout |
| 05-24 18:53 | BTC | Buy | 76606.8→76562.2 | -0.35 | timeout |
| 05-24 15:52 | BTC | Buy | 77044.9→76347.2 | -2.34 | timeout |
| 05-24 12:52 | BTC | Buy | 76953.8→77041.1 | +0.05 | timeout |
| 05-24 09:52 | BTC | Buy | 76839.8→76939.2 | +0.08 | timeout |
| 05-24 06:52 | BTC | Buy | 76781.8→76993.2 | +0.43 | timeout |
| 05-24 02:22 | BTC | Buy | 76726.8→76811.2 | +0.04 | timeout |
| 05-23 23:21 | BTC | Buy | 76667.8→76684.2 | -0.16 | timeout |
| 05-22 19:30 | BTC | Buy | 76819.8→75763.3 | -3.45 | stop_loss |
| 05-22 15:52 | BTC | Buy | 77389.9→76730.2 | -2.22 | timeout |
| 05-22 12:52 | BTC | Buy | 77252.9→77472.1 | +0.45 | timeout |
| 05-22 09:51 | BTC | Buy | 77452.9→77276.1 | -0.75 | timeout |
| 05-22 06:51 | BTC | Buy | 77808.9→77455.1 | -1.28 | timeout |
| 05-22 03:51 | BTC | Buy | 77484.9→77767.1 | +0.64 | timeout |
| 05-22 00:51 | BTC | Buy | 77606.9→77429.1 | -0.75 | timeout |
| 05-21 21:51 | BTC | Buy | 77559.9→77622.1 | -0.03 | timeout |
| 05-21 18:51 | BTC | Buy | 77154.9→77488.1 | +0.80 | timeout |
| 05-21 15:51 | BTC | Buy | 77258.9→77265.1 | -0.20 | timeout |
| 05-21 12:22 | BTC | Buy | 77641.9→77091.1 | -1.88 | timeout |
| 05-21 09:21 | BTC | Buy | 77537.9→77892.1 | +0.86 | timeout |
| 05-21 06:22 | BTC | Buy | 77998.9→77811.1 | -0.78 | timeout |
| 05-21 03:21 | BTC | Buy | 77966.9→77953.1 | -0.26 | timeout |
| 05-21 00:20 | BTC | Buy | 77632.9→77611.1 | -0.28 | timeout |
| 05-20 21:21 | BTC | Buy | 77401.9→77628.1 | +0.47 | timeout |
| 05-20 18:20 | BTC | Buy | 77515.9→77593.1 | +0.02 | timeout |
| 05-20 15:20 | BTC | Buy | 77524.9→77625.1 | +0.09 | timeout |
| 05-20 10:51 | BTC | Buy | 77232.9→77503.1 | +0.60 | timeout |
| 05-20 07:50 | BTC | Buy | 77163.9→77241.1 | +0.02 | timeout |
| 05-20 04:50 | BTC | Buy | 76795.8→76737.2 | -0.40 | timeout |
| 05-20 01:21 | BTC | Buy | 76738.8→76852.2 | +0.13 | timeout |
| 05-19 22:20 | BTC | Buy | 76820.8→76711.2 | -0.55 | timeout |
| 05-19 19:20 | BTC | Buy | 76801.8→76953.2 | +0.24 | timeout |
| 05-19 16:19 | BTC | Buy | 76840.8→76473.2 | -1.34 | timeout |
| 05-19 12:08 | BTC | Buy | 76746.8→76723.2 | -0.29 | timeout |
| 05-19 09:08 | BTC | Buy | 76960.8→77015.1 | -0.05 | timeout |
| 05-19 06:07 | BTC | Buy | 76774.8→76929.2 | +0.26 | timeout |
| 05-19 03:07 | BTC | Buy | 77227.9→76657.2 | -1.95 | timeout |
| 05-19 00:06 | BTC | Buy | 77044.9→76989.2 | -0.38 | timeout |
| 05-18 14:18 | BTC | Buy | 77500.9→76447.9 | -3.41 | stop_loss |
| 05-18 10:13 | BTC | Buy | 76914.8→76744.2 | -0.74 | timeout |
| 05-16 08:36 | BTC | Buy | 78995.9→78992 | -0.23 | timeout |
| 05-15 22:35 | BTC | Buy | 79092→79040 | -0.36 | timeout |
| 05-15 13:38 | BTC | Buy | 80471→79380.3 | -3.40 | stop_loss |
| 05-15 11:41 | BTC | Buy | 80560→80548 | -0.25 | timeout |
| 05-12 01:03 | BTC | Buy | 81734.1→81715.9 | -0.27 | timeout |
| 05-11 21:42 | BTC | Buy | 81907.1→81717.9 | -0.76 | timeout |
| 05-11 09:42 | BTC | Buy | 80769→80868 | +0.07 | timeout |
| 05-11 06:41 | BTC | Buy | 80626→80873 | +0.50 | timeout |
| 05-11 03:40 | BTC | Buy | 81420.1→80578 | -2.65 | timeout |
| 05-11 00:38 | BTC | Buy | 81093.1→81719.9 | +1.60 | timeout |
| 05-10 21:38 | BTC | Buy | 81197.1→80816 | -1.32 | timeout |
| 05-10 18:36 | BTC | Buy | 81324.1→81274.9 | -0.36 | timeout |
| 05-10 15:36 | BTC | Buy | 80892→81027.9 | +0.18 | timeout |
| 05-10 12:35 | BTC | Buy | 80713→80859 | +0.21 | timeout |
| 05-10 09:35 | BTC | Buy | 80723→80766 | -0.09 | timeout |
| 05-10 06:32 | BTC | Buy | 80757→80619 | -0.61 | timeout |
| 05-10 03:34 | BTC | Buy | 80562→80718 | +0.24 | timeout |
| 05-09 23:37 | BTC | Buy | 80817→80644 | -0.71 | timeout |
| 05-09 20:35 | BTC | Buy | 80790→80685 | -0.52 | timeout |
| 05-09 17:35 | BTC | Buy | 80321→80834 | +1.29 | timeout |
| 05-09 14:33 | BTC | Buy | 80299→80267 | -0.31 | timeout |
| 05-09 11:33 | BTC | Buy | 80375→80289 | -0.46 | timeout |
| 05-09 08:34 | BTC | Buy | 80372→80384 | -0.17 | timeout |
| 05-09 05:33 | BTC | Buy | 80345→80448 | +0.09 | timeout |
| 05-09 02:32 | BTC | Buy | 80163→80418 | +0.54 | timeout |
Paper vs Live
Paper (trades.jsonl)
77
closed
38%
win rate
-31.80
total pnl ($)
-17.4 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 | 77 | 38% | -17.4 | -31.80 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:35 | BTC | Buy | +0.21 | BTC was trading in a narrow range with low volatility, showing slight intraday weakness but neutral funding and stable open interest. The trade timed out without triggering an entry, so the thesis was never tested, resulting in a small positive PnL from fun… |
| 05-10 09:35 | BTC | Buy | -0.09 | BTC was trading in a narrow range with low volatility, showing slight positive momentum over 24h and 7d. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time window. |
| 05-10 06:32 | BTC | Buy | -0.61 | BTC was trading in a narrow range with low volatility and neutral funding, showing no clear directional bias. The trade failed because the thesis lacked a catalyst to trigger entry before the timeout closed the order. |
| 05-10 03:34 | BTC | Buy | +0.24 | BTC was in a mild uptrend across all timeframes with low funding, suggesting neutral momentum. The thesis failed because the trade was closed by timeout before reaching target, as the market lacked the volatility to trigger an exit. |
| 05-09 23:37 | BTC | Buy | -0.71 | BTC traded in a narrow range with low volatility, showing slight hourly and daily gains but a weekly decline. The thesis failed because the trade was not triggered before the timeout, resulting in a minimal negative PnL from holding costs. |
| 05-09 20:35 | BTC | Buy | -0.52 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a negative weekly trend. The thesis failed because the trade was closed due to a timeout, likely as the market lacked directional momentum to trigger an exit within the … |
| 05-09 17:35 | BTC | Buy | +1.29 | The market was in a mild downtrend across major cryptocurrencies, with BTC down over 1% in the last 24 hours and negative momentum persisting. The thesis failed because the trade was closed by timeout before a favorable move materialized, as the sideways-to… |
| 05-09 14:33 | 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 due to a timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 11:33 | BTC | Buy | -0.46 | The market was in a persistent downtrend across all timeframes, with BTC declining 2.04% in 24 hours and negative momentum in ETH. The thesis failed because the trade was not executed (entry=None) and expired via timeout, likely due to a lack of a favorable… |
| 05-09 08:34 | BTC | Buy | -0.17 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without entry execution, resulting in a negligible loss from the timeout close reason. |