23
closed trades
43%
win rate
-34.85
total pnl ($)
1.179
weight
7d window — n=6 wr=50% pnl=-11.06
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:08:29 (24.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ab
n: 16
· wr: 37.5%
· total_bps: -604.5
· mean_bps: -37.78
· sharpe: -0.31
· max_dd_bps: -618.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 23 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 08:45 | BTC | Buy | 59623→60338 | +5.53 | timeout |
| 06-26 04:14 | BTC | Buy | 59734→59888 | +0.85 | timeout |
| 06-24 13:42 | BTC | Buy | 63067.2→61513.2 | -12.77 | stop_loss |
| 06-23 23:48 | BTC | Buy | 62459.1→62707.9 | +1.54 | timeout |
| 06-22 23:52 | BTC | Buy | 64632.2→63957.8 | -5.63 | timeout |
| 06-21 20:13 | BTC | Buy | 64121.2→64103.8 | -0.59 | timeout |
| 06-18 00:04 | BTC | Buy | 64775.2→64566.8 | -2.08 | timeout |
| 06-15 09:40 | BTC | Buy | 65423.3→65537.7 | +0.43 | timeout |
| 06-12 14:33 | BTC | Buy | 63564.2→63573.8 | -0.42 | timeout |
| 06-08 15:16 | BTC | Buy | 63254.2→64052.8 | +5.84 | timeout |
| 06-05 13:57 | BTC | Buy | 62362.1→60827.5 | -12.76 | stop_loss |
| 06-02 14:23 | BTC | Buy | 69665.5→67945.6 | -12.80 | stop_loss |
| 05-30 22:02 | BTC | Buy | 73571.7→73860.3 | +1.45 | timeout |
| 05-29 10:05 | BTC | Buy | 73752.7→73656.3 | -1.14 | timeout |
| 05-25 22:54 | BTC | Buy | 77496.9→77173.1 | -2.58 | timeout |
| 05-23 20:00 | BTC | Buy | 74573.7→75948.2 | +8.74 | timeout |
| 05-21 17:14 | BTC | Buy | 77868.9→77406.1 | -3.44 | timeout |
| 05-20 09:00 | BTC | Buy | 76998.8→77432.1 | +2.31 | timeout |
| 05-12 10:43 | BTC | Buy | 81724.1→81715.9 | -0.54 | timeout |
| 05-11 03:59 | BTC | Buy | 81373.1→80716 | -4.54 | timeout |
| 05-10 01:39 | BTC | Buy | 80349→80543 | +0.77 | timeout |
| 05-07 09:43 | BTC | Buy | 81584.1→80831 | -5.08 | timeout |
| 04-22 23:16 | BTC | Buy | 78137→78515 | +2.07 | timeout |
Paper vs Live
Paper (trades.jsonl)
23
closed
43%
win rate
-34.85
total pnl ($)
-29.9 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 | 23 | 43% | -29.9 | -34.85 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 01:39 | BTC | Buy | +0.77 | BTC was in a mild uptrend across multiple timeframes with low funding and moderate volume. The thesis failed because the trade was closed by timeout before reaching the target, as the market moved too slowly to trigger the exit. |
| 05-07 09:43 | BTC | Buy | -5.08 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but negative daily and weekly momentum. The trade failed because the thesis did not trigger an entry before the timeout, resulting in a small negative PnL from fees or slippage. |
| 04-22 23:16 | BTC | Buy | +2.07 | Bitcoin was trading in a stable range with moderate positive funding at 0.009% and open interest holding steady near $4.02B, indicating balanced market conditions without strong directional conviction. The stress-bounce thesis didn't materialize as DAI's 13… |