1283
closed trades
42%
win rate
-862.99
total pnl ($)
0.250
weight
7d window — n=165 wr=41% pnl=-189.44
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 23:41:53 (42.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ci
n: 686
· wr: 45.2%
· total_bps: -7780.3
· mean_bps: -11.34
· sharpe: -0.14
· max_dd_bps: -7987.9
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 15:01 | BNB | Buy | 555.129→554.691 | -0.81 | timeout |
| 06-28 13:10 | SOL | Buy | 71.7488→71.3733 | -3.09 | timeout |
| 06-28 12:02 | ETH | Buy | 1577.46→1581.04 | +0.68 | timeout |
| 06-28 11:06 | BNB | Sell | 555.531→555.289 | -0.26 | timeout |
| 06-28 09:57 | ADA | Buy | 0.144476→0.144614 | +0.05 | timeout |
| 06-28 08:16 | SOL | Buy | 70.7296→71.0953 | +2.14 | timeout |
| 06-28 07:35 | BTC | Sell | 60173→60117 | +0.01 | timeout |
| 06-28 06:47 | ADA | Buy | 0.144656→0.143804 | -3.35 | timeout |
| 06-28 04:51 | BNB | Sell | 557.211→557.239 | -0.50 | timeout |
| 06-28 04:08 | SOL | Buy | 70.5606→70.7964 | +1.24 | timeout |
| 06-28 03:25 | BTC | Buy | 59965→60231 | +1.77 | timeout |
| 06-28 01:00 | SOL | Sell | 71.3393→70.6796 | +4.15 | timeout |
| 06-28 00:32 | ADA | Buy | 0.145446→0.145504 | -0.25 | timeout |
| 06-28 00:04 | ETH | Buy | 1579.26→1572.54 | -2.56 | timeout |
| 06-27 22:16 | BNB | Buy | 562.01→553.934 | -7.62 | stop_loss |
| 06-27 20:41 | XRP | Sell | 1.07133→1.05476 | +7.24 | timeout |
| 06-27 19:32 | ADA | Buy | 0.146957→0.144891 | -7.44 | stop_loss |
| 06-27 18:28 | SOL | Sell | 72.6961→71.7978 | +5.73 | timeout |
| 06-27 17:57 | ADA | Buy | 0.148577→0.14649 | -7.42 | stop_loss |
| 06-27 17:04 | ETH | Buy | 1586.86→1589.04 | +0.24 | timeout |
| 06-27 15:38 | XRP | Sell | 1.06073→1.07561 | -7.47 | stop_loss |
| 06-27 14:03 | ETH | Buy | 1581.46→1589.24 | +2.01 | timeout |
| 06-27 14:03 | SOL | Sell | 71.7922→72.2738 | -3.81 | timeout |
| 06-27 13:02 | BNB | Buy | 565.221→563.839 | -1.68 | timeout |
| 06-27 12:23 | ADA | Buy | 0.147517→0.146853 | -2.66 | timeout |
| 06-27 10:02 | SOL | Buy | 71.7318→71.8172 | +0.14 | timeout |
| 06-27 09:18 | ADA | Buy | 0.147697→0.146703 | -3.84 | timeout |
| 06-27 08:04 | BTC | Sell | 60313→60446 | -1.54 | timeout |
| 06-27 07:06 | ETH | Buy | 1579.66→1580.64 | -0.13 | timeout |
| 06-27 04:45 | BTC | Buy | 59923→60334 | +2.98 | timeout |
| 06-27 03:32 | BNB | Buy | 567.332→565.809 | -1.82 | timeout |
| 06-27 03:10 | ADA | Sell | 0.147913→0.148327 | -1.84 | timeout |
| 06-27 02:20 | XRP | Sell | 1.04624→1.0619 | -7.93 | stop_loss |
| 06-27 00:28 | BNB | Buy | 566.562→566.758 | -0.29 | timeout |
| 06-27 00:02 | XRP | Buy | 1.05136→1.04924 | -1.46 | timeout |
| 06-26 23:04 | DOGE | Buy | 0.0750508→0.0757231 | +4.00 | timeout |
| 06-26 22:36 | BTC | Buy | 59781→59853 | +0.14 | timeout |
| 06-26 20:10 | DOGE | Buy | 0.0751988→0.0756301 | +2.39 | timeout |
| 06-26 19:00 | ETH | Buy | 1559.56→1572.24 | +3.60 | timeout |
| 06-26 18:45 | BTC | Buy | 60469→59644.2 | -7.28 | stop_loss |
| 06-26 18:23 | XRP | Buy | 1.04266→1.04614 | +1.23 | timeout |
| 06-26 15:37 | DOGE | Buy | 0.0734564→0.0750462 | +10.37 | take_profit |
| 06-26 14:00 | XRP | Sell | 1.02774→1.04218 | -7.48 | stop_loss |
| 06-26 13:18 | ETH | Buy | 1544.85→1523.69 | -7.30 | stop_loss |
| 06-26 13:18 | ADA | Buy | 0.144116→0.142063 | -7.58 | stop_loss |
| 06-26 11:53 | DOGE | Buy | 0.0742836→0.073227 | -7.58 | stop_loss |
| 06-26 10:13 | BTC | Buy | 59731→59696 | -0.75 | timeout |
| 06-26 09:51 | ETH | Buy | 1574.16→1552.57 | -7.31 | stop_loss |
| 06-26 09:22 | ETH | Buy | 1551.56→1560.84 | +2.55 | timeout |
| 06-26 08:11 | DOGE | Buy | 0.0745416→0.0747973 | +1.24 | timeout |
| 06-26 06:43 | SOL | Buy | 68.1422→69.6296 | +10.45 | take_profit |
| 06-26 05:55 | ADA | Buy | 0.140005→0.143034 | +10.38 | take_profit |
| 06-26 04:17 | BTC | Buy | 58859.9→60150 | +10.51 | take_profit |
| 06-26 03:53 | ETH | Buy | 1520.95→1554.24 | +10.50 | take_profit |
| 06-26 02:13 | SOL | Buy | 67.1831→66.2549 | -7.36 | stop_loss |
| 06-26 02:12 | BTC | Buy | 59764→58940.6 | -7.34 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1568.16→1546.37 | -7.38 | stop_loss |
| 06-26 01:34 | ADA | Buy | 0.143806→0.141754 | -7.58 | stop_loss |
| 06-26 01:29 | XRP | Buy | 1.04486→1.03023 | -7.45 | stop_loss |
| 06-26 00:02 | BTC | Sell | 59548→59804 | -2.59 | timeout |
| 06-25 23:27 | SOL | Sell | 67.1349→68.0842 | -7.52 | stop_loss |
| 06-25 23:03 | BNB | Buy | 554.569→560.35 | +4.74 | timeout |
| 06-25 22:01 | DOGE | Buy | 0.0732823→0.0748613 | +10.31 | take_profit |
| 06-25 21:33 | SOL | Sell | 66.1101→67.0436 | -7.52 | stop_loss |
| 06-25 19:18 | ADA | Buy | 0.142176→0.141055 | -4.41 | timeout |
| 06-25 19:09 | BTC | Buy | 59281→59289 | -0.38 | timeout |
| 06-25 19:09 | BNB | Buy | 551.748→553.961 | +1.53 | timeout |
| 06-25 18:56 | XRP | Buy | 1.03436→1.03434 | -0.42 | timeout |
| 06-25 14:10 | DOGE | Buy | 0.07216→0.0737126 | +10.31 | take_profit |
| 06-25 13:53 | ETH | Buy | 1574.46→1552.87 | -7.31 | stop_loss |
| 06-25 13:48 | SOL | Buy | 66.66→65.7372 | -7.37 | stop_loss |
| 06-25 13:46 | XRP | Sell | 1.07203→1.04816 | +10.68 | take_profit |
| 06-25 13:42 | ADA | Buy | 0.147527→0.145451 | -7.49 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61209.1→60376.8 | -7.25 | stop_loss |
| 06-25 12:28 | ETH | Buy | 1646.56→1623.63 | -7.41 | stop_loss |
| 06-25 11:06 | BNB | Buy | 570.263→562.248 | -7.50 | stop_loss |
| 06-25 10:45 | XRP | Buy | 1.08757→1.0721 | -7.57 | stop_loss |
| 06-25 10:41 | SOL | Buy | 69.3044→68.3485 | -7.37 | stop_loss |
| 06-25 09:11 | ADA | Buy | 0.149927→0.149363 | -2.36 | timeout |
| 06-25 06:57 | DOGE | Buy | 0.076091→0.0772367 | +7.08 | timeout |
| 06-25 06:24 | BTC | Buy | 60840→61616.9 | +5.94 | timeout |
| 06-25 06:09 | ADA | Buy | 0.147657→0.149923 | +7.25 | timeout |
| 06-25 04:53 | XRP | Buy | 1.07427→1.07633 | +0.52 | timeout |
| 06-25 02:26 | BTC | Sell | 60891→60840 | -0.03 | timeout |
| 06-25 02:18 | BNB | Buy | 564.361→565.429 | +0.47 | timeout |
| 06-25 01:39 | XRP | Sell | 1.07433→1.07387 | -0.25 | timeout |
| 06-25 00:46 | DOGE | Buy | 0.0755299→0.076076 | +3.15 | timeout |
| 06-24 21:13 | ADA | Buy | 0.142286→0.145374 | +10.41 | take_profit |
| 06-24 20:50 | XRP | Sell | 1.06353→1.07851 | -7.51 | stop_loss |
| 06-24 20:21 | ADA | Sell | 0.141905→0.143948 | -7.66 | stop_loss |
| 06-24 20:09 | BTC | Sell | 60354→60663 | -3.04 | timeout |
| 06-24 19:35 | XRP | Sell | 1.06353→1.05686 | +2.65 | timeout |
| 06-24 17:44 | ETH | Buy | 1586.66→1564.86 | -7.31 | stop_loss |
| 06-24 16:51 | SOL | Buy | 67.5521→66.6097 | -7.43 | stop_loss |
| 06-24 15:43 | ETH | Buy | 1649.06→1626.32 | -7.35 | stop_loss |
| 06-24 15:33 | BNB | Buy | 573.093→564.976 | -7.53 | stop_loss |
| 06-24 15:32 | DOGE | Buy | 0.0768272→0.0757432 | -7.50 | stop_loss |
| 06-24 15:21 | XRP | Sell | 1.09363→1.06997 | +10.36 | take_profit |
| 06-24 14:09 | BNB | Sell | 576.426→569.932 | +5.18 | timeout |
| 06-24 13:23 | BTC | Buy | 62514.1→61663.1 | -7.26 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
1283
closed
42%
win rate
-862.99
total pnl ($)
-13.5 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 | 275 | 39% | -15.3 | -210.03 |
| ETH | 249 | 44% | -18.2 | -224.47 |
| ADA | 230 | 38% | -20.2 | -232.23 |
| SOL | 167 | 39% | -17.8 | -148.76 |
| DOGE | 134 | 51% | +6.2 | +41.30 |
| XRP | 131 | 44% | -13.5 | -88.42 |
| BNB | 97 | 45% | -0.1 | -0.39 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:08 | ADA | Sell | -0.57 | ADA traded in a narrow range with low volatility, showing slight positive momentum over 24h and 7d. The sell thesis failed because the market lacked the directional push needed to trigger a profitable exit, leading to a timeout with a small loss. |
| 05-10 13:02 | BTC | Sell | -0.84 | The market was in a low-funding, sideways regime with no clear directional bias. The thesis failed because the trade expired without reaching a target or stop, resulting in a small loss from fees or slippage. |
| 05-10 12:35 | ETH | Sell | +1.02 | The market was in a mild downtrend with ETH losing 1.19% in the hour and 0.93% over 24 hours, while BTC showed slight 24-hour strength. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to low volati… |
| 05-10 10:01 | BTC | Buy | +0.30 | BTC was trading in a tight range near $81,210 with neutral funding and stable OI, showing no clear directional bias. The thesis failed because the trade was closed by timeout without hitting any target or stop, as the market lacked the volatility needed to … |
| 05-10 09:00 | ADA | Sell | -7.35 | ADA was in a short-term uptrend with positive funding and rising prices across timeframes. The short thesis failed because the stop_loss was triggered as the bullish momentum continued, overriding the anticipated reversal. |
| 05-10 07:07 | ADA | Sell | +0.28 | ADA was in a short-term downtrend (-2.21% on the hour) but still positive over 24h and 7d, with neutral funding and moderate open interest. The sell thesis failed because the timeout closed the trade before the expected intraday weakness materialized, as th… |
| 05-10 07:02 | BTC | Sell | -0.53 | The market was in a mild uptrend with BTC up 2.40% over 24 hours and positive funding, indicating persistent bullish pressure. The short thesis failed because the trade expired without a reversal, as the market continued to grind higher against the position. |
| 05-10 04:06 | ADA | Sell | +0.47 | The market was in a low-volatility, sideways grind with elevated funding, suggesting a crowded short bias. The thesis failed because the trade was closed by timeout before the anticipated mean reversion could materialize, as the funding-driven pressure did … |
| 05-10 04:01 | BTC | Buy | +0.06 | BTC was trading in a narrow range with low volatility, showing a slight uptrend over the past 24 hours and 7 days. The trade failed because the thesis did not trigger an entry before the timeout, as the market lacked the momentum needed to reach the intende… |
| 05-10 01:15 | ETH | Sell | +1.28 | The market was in a short-term uptrend with ETH gaining 1.06% in the hour and 1.51% over 24 hours, while BTC also showed positive momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not mater… |