173
closed trades
39%
win rate
-25.99
total pnl ($)
1.231
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 20:58:28 (35.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aew__restored_5df97e73
n: 205
· wr: 43.9%
· total_bps: -1542.2
· mean_bps: -7.52
· sharpe: -0.20
· max_dd_bps: -1861.8
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 |
|---|---|---|---|---|---|
| 06-01 04:28 | BTC | Sell | 73497.3→73395.7 | +0.12 | timeout |
| 06-01 01:29 | BTC | Sell | 73460.3→73613.7 | -0.76 | timeout |
| 05-31 21:50 | BTC | Sell | 73580.3→73825.7 | -1.08 | timeout |
| 05-31 17:38 | BTC | Sell | 73638.3→73681.7 | -0.38 | timeout |
| 05-31 14:07 | BTC | Sell | 73934.3→73770.7 | +0.34 | timeout |
| 05-31 10:37 | BTC | Sell | 73835.3→73789.7 | -0.07 | timeout |
| 05-31 07:23 | BTC | Sell | 74116.3→73894.7 | +0.54 | timeout |
| 05-31 06:37 | BTC | Sell | 74129.3→74051.7 | +0.04 | timeout |
| 05-31 01:33 | BTC | Sell | 73771.3→74152.7 | -1.54 | timeout |
| 05-30 20:15 | BTC | Sell | 73996.3→73931.7 | -0.00 | timeout |
| 05-30 15:50 | BTC | Sell | 73814.3→73865.7 | -0.40 | timeout |
| 05-30 11:30 | BTC | Sell | 73526.3→73565.7 | -0.36 | timeout |
| 05-30 07:32 | BTC | Sell | 73528.3→73522.7 | -0.21 | timeout |
| 05-30 02:45 | BTC | Sell | 73499.3→73686.7 | -0.88 | timeout |
| 05-29 22:05 | BTC | Sell | 73599.3→73378.7 | +0.54 | timeout |
| 05-29 17:49 | BTC | Sell | 73772.3→74010.7 | -1.05 | timeout |
| 05-29 14:00 | BTC | Sell | 73333.3→73122.7 | +0.50 | timeout |
| 05-29 11:08 | BTC | Sell | 73804.3→73623.7 | +0.40 | timeout |
| 05-29 08:24 | BTC | Sell | 73678.3→73765.7 | -0.53 | timeout |
| 05-29 04:39 | BTC | Sell | 73338.3→73394.7 | -0.42 | timeout |
| 05-29 04:39 | BTC | Sell | 73338.3→73225.7 | +0.17 | timeout |
| 05-29 01:32 | BTC | Sell | 73548.3→73508.7 | -0.09 | timeout |
| 05-28 22:36 | BTC | Sell | 73620.3→73535.7 | +0.07 | timeout |
| 05-28 20:44 | BTC | Sell | 73645.3→73707.7 | -0.44 | timeout |
| 05-28 17:42 | BTC | Sell | 72919.4→73500.7 | -2.26 | timeout |
| 05-28 14:44 | BTC | Sell | 73496.3→72768.6 | +2.30 | timeout |
| 05-28 12:18 | BTC | Sell | 73337.3→73315.7 | -0.15 | timeout |
| 05-28 09:41 | BTC | Sell | 73353.3→73439.7 | -0.53 | timeout |
| 05-28 07:05 | BTC | Sell | 72996.4→73124.7 | -0.68 | timeout |
| 05-28 04:02 | BTC | Sell | 74251.3→73030.7 | +3.96 | take_profit |
| 05-28 02:04 | BTC | Sell | 74425.3→74235.7 | +0.42 | timeout |
| 05-27 23:34 | BTC | Sell | 74601.3→74296.7 | +0.81 | timeout |
| 05-27 21:04 | BTC | Sell | 74998.2→75178.8 | -0.84 | timeout |
| 05-27 18:33 | BTC | Sell | 75125.2→74873.7 | +0.63 | timeout |
| 05-27 16:03 | BTC | Sell | 74980.3→75362.8 | -1.53 | timeout |
| 05-27 13:33 | BTC | Sell | 75777.2→75172.8 | +1.80 | timeout |
| 05-27 11:02 | BTC | Sell | 75715.2→75929.8 | -0.96 | timeout |
| 05-27 08:31 | BTC | Sell | 75755.2→75984.8 | -1.01 | timeout |
| 05-27 06:00 | BTC | Sell | 75649.2→75673.8 | -0.32 | timeout |
| 05-27 03:31 | BTC | Sell | 75842.2→75810.8 | -0.13 | timeout |
| 05-27 01:00 | BTC | Sell | 75844.2→76040.8 | -0.89 | timeout |
| 05-26 22:30 | BTC | Sell | 75999.2→75761.8 | +0.57 | timeout |
| 05-26 19:59 | BTC | Sell | 75963.2→76006.8 | -0.37 | timeout |
| 05-26 17:28 | BTC | Sell | 76404.2→76054.8 | +0.94 | timeout |
| 05-26 14:26 | BTC | Sell | 77047.1→78099.9 | -3.71 | stop_loss |
| 05-26 12:28 | BTC | Sell | 77313.1→76919.8 | +1.07 | timeout |
| 05-26 09:57 | BTC | Sell | 76665.2→76628.8 | -0.11 | timeout |
| 05-26 07:27 | BTC | Sell | 76906.2→76670.8 | +0.55 | timeout |
| 05-26 04:56 | BTC | Sell | 76560.2→76752.8 | -0.87 | timeout |
| 05-26 02:26 | BTC | Sell | 77042.1→76695.8 | +0.92 | timeout |
| 05-25 23:55 | BTC | Sell | 77339.1→77305.9 | -0.12 | timeout |
| 05-25 21:24 | BTC | Sell | 77404.1→77253.9 | +0.27 | timeout |
| 05-25 18:54 | BTC | Sell | 77725.1→77532.9 | +0.41 | timeout |
| 05-25 16:24 | BTC | Sell | 77530.1→77562.9 | -0.33 | timeout |
| 05-25 13:54 | BTC | Sell | 77243.1→77291.9 | -0.39 | timeout |
| 05-25 11:25 | BTC | Sell | 77587.1→77389.9 | +0.42 | timeout |
| 05-25 08:54 | BTC | Sell | 77468.1→77376.9 | +0.08 | timeout |
| 05-25 06:24 | BTC | Sell | 77101.1→77201.9 | -0.56 | timeout |
| 05-25 03:53 | BTC | Sell | 77030.1→77009.9 | -0.16 | timeout |
| 05-25 01:23 | BTC | Sell | 76906.2→77185.9 | -1.16 | timeout |
| 05-24 22:53 | BTC | Sell | 76671.2→76866.8 | -0.88 | timeout |
| 05-24 20:23 | BTC | Sell | 76583.2→76652.8 | -0.46 | timeout |
| 05-24 17:52 | BTC | Sell | 76339.2→76667.8 | -1.33 | timeout |
| 05-24 15:22 | BTC | Sell | 76957.2→76393.8 | +1.64 | timeout |
| 05-24 12:52 | BTC | Sell | 77223.1→77043.9 | +0.36 | timeout |
| 05-24 10:21 | BTC | Sell | 76789.2→76939.8 | -0.72 | timeout |
| 05-24 07:51 | BTC | Sell | 76803.2→76766.8 | -0.10 | timeout |
| 05-24 05:22 | BTC | Sell | 76870.2→76669.8 | +0.44 | timeout |
| 05-24 02:51 | BTC | Sell | 76836.2→76778.8 | -0.04 | timeout |
| 05-24 00:20 | BTC | Sell | 76503.2→76657.8 | -0.74 | timeout |
| 05-23 20:55 | BTC | Sell | 75955.2→76994.3 | -3.72 | stop_loss |
| 05-23 19:20 | BTC | Sell | 75444.2→75935.8 | -1.89 | timeout |
| 05-23 16:50 | BTC | Sell | 75499.2→75442.8 | -0.03 | timeout |
| 05-23 14:19 | BTC | Sell | 74695.3→75188.8 | -1.91 | timeout |
| 05-23 11:49 | BTC | Sell | 74605.3→74752.7 | -0.73 | timeout |
| 05-23 09:19 | BTC | Sell | 75216.2→74643.7 | +1.71 | timeout |
| 05-23 06:48 | BTC | Sell | 75468.2→75363.8 | +0.12 | timeout |
| 05-23 04:17 | BTC | Sell | 75452.2→75604.8 | -0.75 | timeout |
| 05-23 01:48 | BTC | Sell | 75538.2→75389.8 | +0.27 | timeout |
| 05-22 23:17 | BTC | Sell | 75982.2→75777.8 | +0.46 | timeout |
| 05-22 20:48 | BTC | Sell | 76482.2→75909.8 | +1.68 | timeout |
| 05-22 18:18 | BTC | Sell | 76874.2→76851.8 | -0.15 | timeout |
| 05-22 15:47 | BTC | Sell | 77203.1→76706.8 | +1.41 | timeout |
| 05-22 13:17 | BTC | Sell | 77279.1→77484.9 | -0.90 | timeout |
| 05-22 10:46 | BTC | Sell | 77294.1→77307.9 | -0.27 | timeout |
| 05-22 08:16 | BTC | Sell | 77395.1→77476.9 | -0.50 | timeout |
| 05-22 05:45 | BTC | Sell | 77730.1→77557.9 | +0.34 | timeout |
| 05-22 03:15 | BTC | Sell | 77422.1→77682.9 | -1.09 | timeout |
| 05-22 00:45 | BTC | Sell | 77578.1→77436.9 | +0.24 | timeout |
| 05-21 22:15 | BTC | Sell | 77680.1→77627.9 | -0.05 | timeout |
| 05-21 19:44 | BTC | Sell | 77960.1→77593.9 | +0.97 | timeout |
| 05-21 17:13 | BTC | Sell | 77251.1→77412.9 | -0.76 | timeout |
| 05-21 14:43 | BTC | Sell | 77242.1→76970.8 | +0.67 | timeout |
| 05-21 12:12 | BTC | Sell | 77621.1→77152.9 | +1.31 | timeout |
| 05-21 09:42 | BTC | Sell | 77756.1→77693.9 | -0.02 | timeout |
| 05-21 07:12 | BTC | Sell | 77858.1→77564.9 | +0.73 | timeout |
| 05-21 04:41 | BTC | Sell | 77985.1→77978.9 | -0.21 | timeout |
| 05-21 02:12 | BTC | Sell | 77619.1→77853.9 | -1.00 | timeout |
| 05-20 23:42 | BTC | Sell | 77569.1→77459.9 | +0.13 | timeout |
| 05-20 21:11 | BTC | Sell | 77503.1→77742.9 | -1.02 | timeout |
Paper vs Live
Paper (trades.jsonl)
173
closed
39%
win rate
-25.99
total pnl ($)
-6.0 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 | 173 | 39% | -6.0 | -25.99 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:02 | BTC | Sell | -0.57 | The market was in a mild uptrend with BTC up 2.52% over 24 hours and positive funding. The short thesis failed because the trade expired via timeout without reaching a target, as the bullish momentum persisted and prevented a reversal. |
| 05-10 08:31 | BTC | Sell | -0.88 | The market was in a low-funding, sideways regime with moderate open interest. The thesis failed because the timeout close_reason indicates the trade was not executed, resulting in a negligible loss from holding costs. |
| 05-10 06:00 | BTC | Sell | -0.04 | BTC was trading in a narrow range with low volatility, showing slight intraday weakness but holding weekly gains. The thesis failed because the trade expired via timeout without reaching the target or stop, as the market lacked the directional momentum need… |
| 05-10 03:29 | BTC | Sell | -0.79 | BTC was in a mild uptrend across all timeframes with low funding, suggesting a neutral-to-bullish bias. The short thesis failed because the market did not reverse within the timeout period, and the small loss reflects the cost of waiting for a move that nev… |
| 05-10 00:59 | BTC | Sell | -0.00 | BTC was trading in a narrow range with low volatility, showing modest gains across timeframes. The sell thesis failed because the position was closed by timeout before the anticipated downside materialized, as the market remained range-bound without trigger… |
| 05-09 22:28 | BTC | Sell | -0.26 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional edge. The thesis failed because the timeout closed the trade before any significant move materialized, resulting in a negligible loss from fees … |
| 05-09 19:56 | BTC | Sell | -0.64 | BTC traded in a narrow range with low volatility, showing slight hourly gains but remaining weak on longer timeframes. The sell thesis failed because the expected directional move did not materialize within the timeout period, resulting in a small loss from… |
| 05-09 17:27 | BTC | Sell | -1.42 | The market was in a mild downtrend with BTC declining 1.61% over 24 hours, but the short thesis failed because the trade was closed by timeout before the anticipated move materialized. |
| 05-09 14:57 | BTC | Sell | -0.13 | The market was in a low-funding, neutral regime with no clear directional bias. The thesis failed because the trade expired without reaching a target or stop, resulting in a negligible loss from the timeout. |
| 05-09 12:25 | BTC | Sell | -0.75 | The market was in a mild downtrend with BTC declining 1.92% over 24 hours and negative momentum across major coins. The thesis failed because the trade was not executed before the timeout, resulting in a small negative PnL from the unfilled order. |