71
closed trades
41%
win rate
-242.88
total pnl ($)
0.682
weight
7d window — n=14 wr=29% pnl=-91.30
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-27 07:57:05 (32.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
x2189873_18495
n: 33
· wr: 18.2%
· total_bps: -4410.5
· mean_bps: -133.65
· sharpe: -0.60
· max_dd_bps: -6242.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 71 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 02:58 | BTC | Buy | 59582→60145 | +4.27 | timeout |
| 06-27 14:53 | BTC | Buy | 58459.9→60577 | +17.66 | timeout |
| 06-27 06:45 | BTC | Buy | 59393→60406 | +8.08 | timeout |
| 06-27 02:43 | BTC | Buy | 59427→60270 | +6.61 | timeout |
| 06-26 13:18 | BTC | Buy | 60248→58764.7 | -12.77 | stop_loss |
| 06-26 02:21 | BTC | Buy | 59824→58351.9 | -12.75 | stop_loss |
| 06-25 13:59 | BTC | Buy | 59558→58090 | -12.71 | stop_loss |
| 06-25 13:49 | BTC | Buy | 60735→59241.4 | -12.73 | stop_loss |
| 06-25 13:48 | BTC | Buy | 60828→59332.4 | -12.72 | stop_loss |
| 06-25 13:43 | BTC | Buy | 61694.1→60176.9 | -12.74 | stop_loss |
| 06-24 16:51 | BTC | Buy | 61296.1→59749.1 | -13.05 | stop_loss |
| 06-24 14:19 | BTC | Buy | 62529.1→60966.5 | -12.94 | stop_loss |
| 06-24 14:13 | BTC | Buy | 62674.1→61132.4 | -12.74 | stop_loss |
| 06-24 13:47 | BTC | Buy | 62833.1→61285.3 | -12.77 | stop_loss |
| 06-17 11:05 | BTC | Buy | 66119.3→64489.5 | -12.85 | stop_loss |
| 06-17 09:59 | BTC | Buy | 66341.3→64883.8 | -11.54 | timeout |
| 06-17 08:39 | BTC | Buy | 66547.3→64910.3 | -12.75 | stop_loss |
| 06-17 05:53 | BTC | Buy | 66853.3→65767.7 | -8.62 | timeout |
| 06-16 13:47 | BTC | Buy | 65637.3→66093.7 | +2.90 | timeout |
| 06-16 09:47 | BTC | Buy | 65294.3→66574.7 | +9.35 | timeout |
| 06-15 16:10 | BTC | Buy | 64441.2→67271.6 | +21.51 | take_profit |
| 06-15 15:47 | BTC | Buy | 64287.2→67112.6 | +21.55 | take_profit |
| 06-15 01:29 | BTC | Buy | 64217.2→65395.7 | +8.68 | timeout |
| 06-14 21:27 | BTC | Buy | 63791.2→64894.8 | +8.16 | timeout |
| 06-14 09:18 | BTC | Buy | 63609.2→64331.8 | +5.15 | timeout |
| 06-14 05:20 | BTC | Buy | 63812.2→64318.8 | +3.56 | timeout |
| 06-13 13:01 | BTC | Buy | 63527.2→64116.8 | +4.08 | timeout |
| 06-13 09:04 | BTC | Buy | 63406.2→63788.8 | +2.45 | timeout |
| 06-12 20:45 | BTC | Buy | 62830.1→63491.8 | +4.79 | timeout |
| 06-12 16:40 | BTC | Buy | 62625.1→63947.8 | +10.03 | timeout |
| 06-11 20:15 | BTC | Buy | 61601.1→63478.8 | +14.59 | timeout |
| 06-11 18:02 | BTC | Buy | 61086.1→63767.8 | +21.37 | take_profit |
| 06-11 06:07 | BTC | Buy | 61736.1→62562.9 | +6.02 | timeout |
| 06-11 02:07 | BTC | Buy | 62135.1→62152.9 | -0.36 | timeout |
| 06-09 16:05 | BTC | Buy | 62478.1→60941.5 | -12.91 | stop_loss |
| 06-09 14:46 | BTC | Buy | 62761.1→61216.3 | -12.76 | stop_loss |
| 06-09 13:36 | BTC | Buy | 63743.2→62173.8 | -12.75 | stop_loss |
| 06-09 13:34 | BTC | Buy | 62961.1→62314.9 | -5.55 | timeout |
| 06-09 09:44 | BTC | Buy | 61684.1→62636.9 | +7.31 | timeout |
| 06-08 21:33 | BTC | Buy | 62542.1→63666.8 | +8.49 | timeout |
| 06-07 22:14 | BTC | Buy | 60941→63616.8 | +21.52 | take_profit |
| 06-07 22:14 | BTC | Buy | 60670→63333.8 | +21.52 | take_profit |
| 06-07 20:59 | BTC | Buy | 61248.1→61893.9 | +4.86 | timeout |
| 06-07 08:48 | BTC | Buy | 60182→62826.9 | +21.55 | take_profit |
| 06-06 04:27 | BTC | Buy | 61286.1→59774.1 | -12.79 | stop_loss |
| 06-06 04:14 | BTC | Buy | 61540.1→60026 | -12.76 | stop_loss |
| 06-05 18:43 | BTC | Buy | 61296.1→59788.1 | -12.76 | stop_loss |
| 06-05 14:26 | BTC | Buy | 61842.1→60320.8 | -12.75 | stop_loss |
| 06-05 13:57 | BTC | Buy | 62307.1→60774.6 | -12.75 | stop_loss |
| 06-05 06:22 | BTC | Buy | 62878.1→61328.3 | -12.69 | stop_loss |
| 06-05 06:20 | BTC | Buy | 63180.2→61616.1 | -12.78 | stop_loss |
| 06-05 06:01 | BTC | Buy | 63684.2→62117.8 | -12.69 | stop_loss |
| 06-05 06:01 | BTC | Buy | 63701.2→62133.8 | -12.71 | stop_loss |
| 06-04 00:29 | BTC | Buy | 65045.3→63445.1 | -12.75 | stop_loss |
| 06-03 23:38 | BTC | Buy | 65857.3→64229.7 | -12.81 | stop_loss |
| 06-03 20:55 | BTC | Buy | 66433.3→64797.3 | -12.80 | stop_loss |
| 06-03 20:46 | BTC | Buy | 66665.3→65025.2 | -12.81 | stop_loss |
| 06-03 16:27 | BTC | Buy | 67204.4→65549.9 | -12.78 | stop_loss |
| 06-03 03:43 | BTC | Buy | 67548.4→65886.7 | -12.75 | stop_loss |
| 06-02 15:26 | BTC | Buy | 69046.5→67346.9 | -12.76 | stop_loss |
| 06-02 14:10 | BTC | Buy | 69994.5→68271.4 | -12.77 | stop_loss |
| 06-02 12:35 | BTC | Buy | 70823.5→69082 | -12.80 | stop_loss |
| 06-02 06:56 | BTC | Buy | 71691.6→69912.5 | -12.96 | stop_loss |
| 06-01 22:38 | BTC | Buy | 72835.6→71033.9 | -12.91 | stop_loss |
| 06-01 15:32 | BTC | Buy | 73777.7→71299.8 | -17.42 | stop_loss |
| 06-01 15:32 | BTC | Buy | 74123.7→71299.8 | -19.71 | stop_loss |
| 06-01 04:38 | BTC | Buy | 73940.7→73419.3 | -4.05 | timeout |
| 05-31 21:43 | BTC | Buy | 73529.7→73649.3 | +0.36 | timeout |
| 05-30 23:00 | BTC | Buy | 73588.7→73844.3 | +1.12 | timeout |
| 05-30 18:35 | BTC | Buy | 73678.7→73993.3 | +1.52 | timeout |
| 05-30 14:25 | BTC | Buy | 73440.7→73939.3 | +2.81 | timeout |
Paper vs Live
Paper (trades.jsonl)
71
closed
41%
win rate
-242.88
total pnl ($)
-67.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 71 | 41% | -67.7 | -242.88 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 03:37 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||