17
closed trades
53%
win rate
+12.36
total pnl ($)
1.045
weight
7d window — n=2 wr=0% pnl=-7.78
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 07:15:59 (34.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
fb
n: 10
· wr: 40.0%
· total_bps: -120.0
· mean_bps: -12.00
· sharpe: -0.12
· max_dd_bps: -352.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 17 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-17 04:44 | BTC | Sell | 65811.7→65897.3 | -1.08 | timeout |
| 06-16 10:36 | BTC | Sell | 65799.7→66623.3 | -6.69 | timeout |
| 06-14 20:50 | BTC | Sell | 64305.8→64015.2 | +1.82 | timeout |
| 06-13 22:59 | BTC | Sell | 64204.8→64441.2 | -2.28 | timeout |
| 06-13 03:02 | BTC | Sell | 63694.8→63657.2 | -0.15 | timeout |
| 06-09 21:35 | BTC | Sell | 62304.9→62023.1 | +1.79 | timeout |
| 05-28 10:45 | BTC | Sell | 74202.3→73477.7 | +4.44 | timeout |
| 05-27 16:43 | BTC | Sell | 75943.2→75105.8 | +5.07 | timeout |
| 05-23 02:52 | BTC | Sell | 76418.2→75525.8 | +5.40 | timeout |
| 05-22 08:52 | BTC | Sell | 77422.1→77283.9 | +0.49 | timeout |
| 05-12 06:43 | BTC | Sell | 81715.9→81724.1 | -0.51 | timeout |
| 05-08 15:11 | BTC | Sell | 79318→79956 | -4.45 | timeout |
| 05-07 21:09 | BTC | Sell | 81094.9→79626 | +8.65 | timeout |
| 05-06 23:07 | BTC | Sell | 81543.9→81097.1 | +2.27 | timeout |
| 05-02 22:13 | BTC | Sell | 78273.1→78733.9 | -3.39 | timeout |
| 04-28 17:30 | BTC | Sell | 76732→76093 | +3.71 | timeout |
| 04-27 23:29 | BTC | Sell | 76746→77093 | -2.71 | timeout |
Paper vs Live
Paper (trades.jsonl)
17
closed
53%
win rate
+12.36
total pnl ($)
+14.4 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 | 17 | 53% | +14.4 | +12.36 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 15:11 | BTC | Sell | -4.45 | The market was in a persistent downtrend across timeframes, with BTC falling 2.45% in 24 hours and negative funding. The short thesis failed because the trade was closed by timeout before the downtrend could fully materialize into a profitable exit. |
| 05-07 21:09 | BTC | Sell | +8.65 | The market was in a low-funding, sideways regime with stable open interest, offering no strong directional bias. The thesis failed because the trade expired via timeout without triggering an entry, as the anticipated sell signal never materialized. |
| 05-06 23:07 | BTC | Sell | +2.27 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed timeframe. |
| 05-02 22:13 | BTC | Sell | -3.39 | # Trade Analysis: SP500-Crypto Decoupling Fade At close, Bitcoin had stabilized near its entry level with elevated funding rates (0.0157%) and massive open interest ($3.99B), suggesting the market had already priced in institutional rotation flows and the … |