8
closed trades
38%
win rate
-30.03
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:02:24 (38.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cj__restored_d30913a5
n: 26
· wr: 38.5%
· total_bps: -671.9
· mean_bps: -25.84
· sharpe: -0.11
· max_dd_bps: -1546.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 8 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-11 08:14 | BTC | Sell | 61579.9→62796.1 | -10.20 | timeout |
| 06-09 03:23 | BTC | Buy | 63230.2→62801.9 | -3.82 | timeout |
| 05-23 21:00 | BTC | Sell | 75472.2→77327.5 | -12.71 | stop_loss |
| 05-10 05:02 | BTC | Sell | 80329→80700 | -2.71 | timeout |
| 05-09 05:01 | BTC | Buy | 79632→80329 | +3.94 | timeout |
| 05-08 05:00 | BTC | Sell | 80961→79632 | +7.82 | timeout |
| 05-06 10:34 | BTC | Sell | 80338→82312.2 | -12.63 | stop_loss |
| 04-26 03:03 | BTC | Sell | 77571→77457 | +0.28 | timeout |
Paper vs Live
Paper (trades.jsonl)
8
closed
38%
win rate
-30.03
total pnl ($)
-76.1 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 | 8 | 38% | -76.1 | -30.03 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 05:02 | BTC | Sell | -2.71 | BTC was trading in a narrow range with low volatility and slightly positive funding. The short thesis failed because the market did not move as expected within the time limit, triggering a timeout with a small loss. |
| 05-09 05:01 | BTC | Buy | +3.94 | The market was in a mild short-term uptrend with low volatility and neutral funding, as BTC edged up 0.06% on the hour while remaining down over the past week. The thesis failed because the trade was closed by timeout, indicating the expected directional mo… |
| 05-08 05:00 | BTC | Sell | +7.82 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade expired via timeout before the expected bearish continuation materialized. |
| 05-06 10:34 | BTC | Sell | -12.63 | The market was in a mild downtrend with low funding and declining open interest, suggesting weak bearish conviction. The thesis failed because the stop-loss was triggered by a sudden short squeeze, catching the short position against the prevailing low-fund… |
| 04-26 03:03 | BTC | Sell | +0.28 | BTC was trading sideways at $77,506 with minimal intraday volatility (1h: +0.02%, 24h: -0.16%), while funding rates remained moderately positive at 0.94% and open interest held steady around $3.83B. The thesis failed because the anticipated regime shift fro… |