96
closed trades
39%
win rate
-55.48
total pnl ($)
1.239
weight
7d window — n=30 wr=33% pnl=+2.46
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 10:15:04 (40.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
recovered_013
n: 56
· wr: 44.6%
· total_bps: -408.4
· mean_bps: -7.29
· sharpe: -0.08
· max_dd_bps: -1165.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 96 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 13:55 | ETH | Sell | 1538.45→1567.24 | -9.81 | stop_loss |
| 06-26 07:06 | ETH | Sell | 1545.15→1574.44 | -9.93 | stop_loss |
| 06-26 03:56 | ETH | Sell | 1531.95→1560.94 | -9.91 | stop_loss |
| 06-26 03:01 | ETH | Sell | 1567.84→1517.95 | +15.44 | take_profit |
| 06-26 00:35 | ETH | Sell | 1559.94→1567.96 | -3.03 | timeout |
| 06-25 21:14 | ETH | Sell | 1576.24→1563.26 | +3.67 | timeout |
| 06-25 13:47 | ETH | Sell | 1633.94→1581.86 | +15.48 | take_profit |
| 06-25 13:43 | ETH | Sell | 1646.44→1594.06 | +15.45 | take_profit |
| 06-25 02:00 | ETH | Sell | 1613.94→1619.96 | -2.31 | timeout |
| 06-24 20:01 | ETH | Sell | 1559.64→1588.95 | -9.86 | stop_loss |
| 06-24 16:51 | ETH | Sell | 1644.84→1592.46 | +15.47 | take_profit |
| 06-24 16:39 | ETH | Sell | 1665.53→1624.06 | +11.99 | timeout |
| 06-24 12:02 | ETH | Sell | 1672.53→1677.27 | -1.86 | timeout |
| 06-24 08:56 | ETH | Sell | 1667.13→1672.97 | -2.19 | timeout |
| 06-24 05:52 | ETH | Sell | 1670.83→1672.67 | -1.01 | timeout |
| 06-24 02:46 | ETH | Sell | 1666.63→1666.47 | -0.40 | timeout |
| 06-23 23:21 | ETH | Sell | 1656.83→1661.97 | -2.00 | timeout |
| 06-23 20:05 | ETH | Sell | 1659.83→1664.57 | -1.88 | timeout |
| 06-23 16:57 | ETH | Sell | 1658.63→1659.47 | -0.70 | timeout |
| 06-23 13:55 | ETH | Sell | 1648.54→1659.37 | -3.75 | timeout |
| 06-23 06:38 | ETH | Sell | 1727.23→1687.97 | +10.89 | timeout |
| 06-23 03:43 | ETH | Sell | 1720.23→1726.77 | -2.34 | timeout |
| 06-23 00:40 | ETH | Sell | 1733.43→1726.57 | +1.51 | timeout |
| 06-22 21:37 | ETH | Sell | 1739.33→1732.87 | +1.40 | timeout |
| 06-22 18:21 | ETH | Sell | 1761.92→1744.87 | +4.41 | timeout |
| 06-22 15:23 | ETH | Sell | 1747.13→1751.88 | -1.79 | timeout |
| 06-22 12:20 | ETH | Sell | 1744.83→1763.88 | -5.88 | timeout |
| 06-22 09:20 | ETH | Sell | 1731.13→1746.97 | -5.00 | timeout |
| 06-22 01:27 | ETH | Sell | 1727.23→1759.56 | -9.81 | stop_loss |
| 06-22 01:24 | ETH | Sell | 1712.03→1744.15 | -9.81 | stop_loss |
| 06-19 15:51 | ETH | Sell | 1690.13→1707.47 | -5.59 | timeout |
| 06-19 12:09 | ETH | Sell | 1697.83→1691.47 | +1.43 | timeout |
| 06-19 09:06 | ETH | Sell | 1694.33→1695.47 | -0.78 | timeout |
| 06-19 06:02 | ETH | Sell | 1714.03→1695.87 | +4.84 | timeout |
| 06-18 20:36 | ETH | Sell | 1717.43→1712.37 | +1.04 | timeout |
| 06-18 20:20 | ETH | Sell | 1684.83→1716.43 | -9.82 | stop_loss |
| 06-18 15:46 | ETH | Sell | 1749.33→1693.67 | +15.46 | take_profit |
| 06-18 14:23 | ETH | Sell | 1749.63→1739.57 | +2.42 | timeout |
| 06-18 11:26 | ETH | Sell | 1727.73→1741.67 | -4.46 | timeout |
| 06-18 08:22 | ETH | Sell | 1750.62→1748.77 | +0.11 | timeout |
| 06-18 05:17 | ETH | Sell | 1755.02→1728.27 | +7.16 | timeout |
| 06-18 02:18 | ETH | Sell | 1741.33→1753.48 | -3.92 | timeout |
| 06-17 23:08 | ETH | Sell | 1762.82→1742.57 | +5.30 | timeout |
| 06-17 17:02 | ETH | Sell | 1762.62→1771.78 | -3.03 | timeout |
| 06-17 16:28 | ETH | Sell | 1755.82→1788.77 | -9.83 | stop_loss |
| 06-15 10:10 | ETH | Sell | 1716.73→1721.67 | -1.88 | timeout |
| 06-15 05:47 | ETH | Sell | 1719.63→1717.47 | +0.19 | timeout |
| 06-15 02:39 | ETH | Sell | 1709.43→1722.17 | -4.16 | timeout |
| 06-12 19:01 | ETH | Sell | 1664.83→1666.97 | -1.10 | timeout |
| 06-09 19:31 | ETH | Sell | 1626.34→1656.79 | -9.80 | stop_loss |
| 06-08 05:13 | ETH | Sell | 1705.43→1651.17 | +15.42 | take_profit |
| 06-05 16:10 | ETH | Sell | 1606.74→1555.56 | +15.46 | take_profit |
| 06-05 01:57 | ETH | Sell | 1771.62→1754.58 | +4.34 | timeout |
| 06-04 13:38 | ETH | Sell | 1757.02→1789.97 | -9.83 | stop_loss |
| 06-04 12:17 | ETH | Sell | 1779.92→1754.58 | +6.66 | timeout |
| 06-03 21:48 | ETH | Sell | 1806.42→1840.3 | -9.83 | stop_loss |
| 06-03 21:43 | ETH | Sell | 1802.32→1836.1 | -9.82 | stop_loss |
| 06-03 21:41 | ETH | Sell | 1826.32→1814.08 | +2.90 | timeout |
| 06-02 15:26 | ETH | Sell | 1974.6→1911.39 | +15.56 | take_profit |
| 06-02 04:59 | ETH | Sell | 2006.8→1997.2 | +1.95 | timeout |
| 06-01 17:27 | ETH | Sell | 1987.7→1986 | +0.00 | timeout |
| 06-01 05:24 | ETH | Sell | 2012.2→1998.9 | +2.89 | timeout |
| 06-01 00:39 | ETH | Sell | 1996.2→2014.3 | -4.97 | timeout |
| 05-30 00:33 | ETH | Sell | 2014.6→2011.1 | +0.44 | timeout |
| 05-29 15:37 | ETH | Sell | 2012.9→2039.3 | -6.98 | timeout |
| 05-29 15:31 | ETH | Sell | 1994.9→2032.62 | -9.90 | stop_loss |
| 05-29 07:16 | ETH | Sell | 2007.8→2018.4 | -3.08 | timeout |
| 05-23 13:01 | ETH | Sell | 2023.9→2035 | -3.19 | timeout |
| 05-22 05:42 | ETH | Sell | 2130.39→2130.81 | -0.52 | timeout |
| 05-21 16:05 | ETH | Sell | 2113.19→2134.51 | -5.46 | timeout |
| 05-21 10:14 | ETH | Sell | 2141.49→2127.91 | +2.73 | timeout |
| 05-21 04:43 | ETH | Sell | 2126.19→2143.51 | -4.50 | timeout |
| 05-20 19:37 | ETH | Sell | 2130.69→2136.71 | -1.86 | timeout |
| 05-20 14:01 | ETH | Sell | 2130.79→2120.51 | +1.98 | timeout |
| 05-20 01:40 | ETH | Sell | 2116.29→2106.31 | +1.91 | timeout |
| 05-19 21:49 | ETH | Sell | 2116.59→2118.21 | -0.80 | timeout |
| 05-18 21:33 | ETH | Sell | 2101.79→2141.18 | -9.80 | stop_loss |
| 05-18 12:42 | ETH | Sell | 2115.19→2154.89 | -9.84 | stop_loss |
| 05-16 03:51 | ETH | Sell | 2222.28→2226.32 | -1.35 | timeout |
| 05-15 19:54 | ETH | Sell | 2210.78→2223.22 | -3.25 | timeout |
| 05-12 03:43 | ETH | Sell | 2339.37→2339.83 | -0.57 | timeout |
| 05-12 02:05 | ETH | Sell | 2338.57→2339.83 | -0.74 | timeout |
| 05-11 22:41 | ETH | Sell | 2335.17→2339.63 | -1.39 | timeout |
| 05-11 18:50 | ETH | Sell | 2322.37→2341.13 | -4.47 | timeout |
| 05-11 04:50 | ETH | Sell | 2374.96→2331.23 | +8.78 | timeout |
| 05-10 20:18 | ETH | Sell | 2334.57→2350.24 | -3.79 | timeout |
| 05-10 17:17 | ETH | Sell | 2324.17→2349.93 | -5.96 | timeout |
| 05-09 04:13 | ETH | Sell | 2307.57→2322.13 | -3.58 | timeout |
| 05-09 00:27 | ETH | Sell | 2314.57→2308.23 | +0.94 | timeout |
| 05-08 17:47 | ETH | Sell | 2288.27→2313.53 | -5.94 | timeout |
| 05-08 11:43 | ETH | Sell | 2274.57→2289.73 | -3.80 | timeout |
| 05-08 08:41 | ETH | Sell | 2278.87→2285.03 | -1.81 | timeout |
| 05-07 23:26 | ETH | Sell | 2300.37→2290.03 | +1.81 | timeout |
| 05-07 14:41 | ETH | Sell | 2328.77→2293.03 | +7.23 | timeout |
| 05-07 10:52 | ETH | Sell | 2330.47→2325.53 | +0.61 | timeout |
| 05-07 07:51 | ETH | Sell | 2318.87→2345.13 | -6.11 | timeout |
Paper vs Live
Paper (trades.jsonl)
96
closed
39%
win rate
-55.48
total pnl ($)
-11.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 96 | 39% | -11.7 | -55.48 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 04:13 | ETH | Sell | -3.58 | The market was in a mild downtrend with ETH losing 1.34% over 24 hours and 2.86% over the week, while funding remained neutral. The short thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small loss … |
| 05-09 00:27 | ETH | Sell | +0.94 | The market was in a mild intraday uptick within a broader downtrend, with ETH recovering 0.55% on the hour but still down over 1% on the day. The thesis failed because the short-side expectation of continued weakness did not materialize within the timeout w… |
| 05-08 17:47 | ETH | Sell | -5.94 | ETH was in a mild intraday uptick but remained in a clear 7-day downtrend with negative funding and falling OI. The short thesis failed because the trade expired via timeout before the broader bearish momentum could materialize into a profitable move. |
| 05-08 11:43 | ETH | Sell | -3.80 | The market was in a mild downtrend with ETH declining 1.15% over 24 hours and 2.75% over 7 days, while funding remained slightly positive. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materializ… |
| 05-08 08:41 | ETH | Sell | -1.81 | The market was in a mild downtrend with ETH losing 1.26% over 24 hours and 3.72% over the week, while funding remained slightly positive. The thesis failed because the trade was closed due to timeout, likely as the expected directional move did not material… |
| 05-07 23:26 | ETH | Sell | +1.81 | The market was in a mild downtrend with ETH down 0.94% over 24 hours and 3.79% over the week, showing bearish momentum. The thesis failed because the trade expired without reaching its target or stop, as the timeout close_reason indicates the position was c… |
| 05-07 14:41 | ETH | Sell | +7.23 | The market was in a mild downtrend across both ETH and BTC, with negative hourly, daily, and weekly performance. The thesis worked because the short position profited from the continued decline, but the trade was closed by timeout before capturing the full … |
| 05-07 10:52 | ETH | Sell | +0.61 | The market was in a mild downtrend with ETH losing 1.10% over 24 hours and 3.68% over 7 days, while funding remained neutral. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient directi… |
| 05-07 07:51 | ETH | Sell | -6.11 | The market was in a low-funding, neutral regime with moderate open interest, showing no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the expected move did not materialize within the … |