31
closed trades
35%
win rate
-132.88
total pnl ($)
0.846
weight
7d window — n=6 wr=0% pnl=-68.64
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 13:30:09 (25.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aow
n: 13
· wr: 38.5%
· total_bps: -1294.3
· mean_bps: -99.56
· sharpe: -0.72
· max_dd_bps: -1388.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 31 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 12:43 | BTC | Buy | 60500→59010.5 | -12.77 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61632.1→60115.9 | -12.74 | stop_loss |
| 06-24 14:17 | BTC | Buy | 62590.1→61050.4 | -12.73 | stop_loss |
| 06-24 13:48 | BTC | Buy | 62810.1→61265.3 | -12.75 | stop_loss |
| 06-23 08:17 | BTC | Buy | 64034.2→62435.6 | -12.98 | stop_loss |
| 06-23 04:24 | BTC | Buy | 64470.2→63924.8 | -4.67 | timeout |
| 06-22 04:21 | BTC | Buy | 63470.2→63927.8 | +3.07 | timeout |
| 06-21 00:51 | BTC | Buy | 63007.2→64284.8 | +9.58 | timeout |
| 06-18 15:40 | BTC | Buy | 64360.2→62775.5 | -12.50 | stop_loss |
| 06-17 19:50 | BTC | Buy | 65668.3→64053.8 | -12.76 | stop_loss |
| 06-17 11:05 | BTC | Buy | 66135.3→64502.5 | -12.93 | stop_loss |
| 06-16 22:28 | BTC | Buy | 65181.3→65707.7 | +3.41 | timeout |
| 06-15 15:54 | BTC | Buy | 64425.2→67253.6 | +21.53 | take_profit |
| 06-14 21:22 | BTC | Buy | 63570.2→64671.8 | +8.17 | timeout |
| 06-13 20:18 | BTC | Buy | 63507.2→64266.8 | +5.53 | timeout |
| 06-12 19:51 | BTC | Buy | 61913.1→63593.8 | +13.11 | timeout |
| 06-11 19:45 | BTC | Buy | 61859.9→63647.2 | +13.74 | timeout |
| 06-09 17:21 | BTC | Buy | 62247.9→61865.1 | -3.62 | timeout |
| 06-09 14:11 | BTC | Buy | 63502.8→62007.1 | -12.23 | stop_loss |
| 06-07 22:14 | BTC | Buy | 60781→63462.2 | +21.62 | take_profit |
| 06-05 18:52 | BTC | Buy | 60929→59501.7 | -12.17 | stop_loss |
| 06-05 05:59 | BTC | Buy | 63773.8→62280.2 | -12.12 | stop_loss |
| 06-03 23:08 | BTC | Buy | 66029.7→64479.4 | -12.19 | stop_loss |
| 06-03 03:43 | BTC | Buy | 67497.6→65912.2 | -12.20 | stop_loss |
| 06-02 07:03 | BTC | Buy | 71455.4→69779.4 | -12.23 | stop_loss |
| 06-01 15:24 | BTC | Buy | 73623.3→71240.2 | -16.78 | stop_loss |
| 05-31 12:17 | BTC | Buy | 73352.3→73941.7 | +3.30 | timeout |
| 05-30 11:30 | BTC | Buy | 73342.3→73565.7 | +0.96 | timeout |
| 05-28 01:17 | BTC | Buy | 75971.2→74170.8 | -12.31 | stop_loss |
| 05-27 04:30 | BTC | Buy | 77301.1→75486.5 | -12.14 | stop_loss |
| 05-27 04:17 | BTC | Buy | 77392.1→75574.5 | -12.08 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
31
closed
35%
win rate
-132.88
total pnl ($)
-85.0 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 | 31 | 35% | -85.0 | -132.88 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||