23
closed trades
43%
win rate
-8.88
total pnl ($)
1.158
weight
7d window — n=3 wr=67% pnl=+3.57
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:29:29 (33.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
sh__restored_a5f39b31
n: 32
· wr: 56.2%
· total_bps: +709.7
· mean_bps: +22.18
· sharpe: +0.17
· max_dd_bps: -938.7
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 |
|---|---|---|---|---|---|
| 06-21 14:53 | BTC | Sell | 64224.8→64048.2 | +0.88 | timeout |
| 06-19 14:52 | BTC | Sell | 62941.9→63270.2 | -3.11 | timeout |
| 06-17 14:23 | BTC | Sell | 66038.7→65215.3 | +5.79 | timeout |
| 06-13 14:25 | BTC | Sell | 63729.8→64114.2 | -3.44 | timeout |
| 06-11 14:21 | BTC | Sell | 62092.9→62855.1 | -6.54 | timeout |
| 06-08 14:21 | BTC | Sell | 63034.8→63820.2 | -6.66 | timeout |
| 05-29 07:23 | BTC | Sell | 73462.3→73793.7 | -2.64 | timeout |
| 05-28 14:50 | BTC | Sell | 74293.3→72834.6 | +9.43 | timeout |
| 05-21 21:47 | BTC | Sell | 77677.1→77673.9 | -0.38 | timeout |
| 05-16 19:32 | BTC | Sell | 78351.1→78242.9 | +0.28 | timeout |
| 05-16 17:00 | BTC | Sell | 78977.1→78181.9 | +4.59 | timeout |
| 05-12 10:43 | BTC | Sell | 81715.9→81724.1 | -0.44 | timeout |
| 05-12 06:46 | BTC | Sell | 81863.9→81724.1 | +0.39 | timeout |
| 05-12 06:05 | BTC | Sell | 81937.9→81724.1 | +0.84 | timeout |
| 05-12 05:00 | BTC | Sell | 81509.9→81724.1 | -1.78 | timeout |
| 05-09 19:53 | BTC | Sell | 80163→80899 | -5.05 | timeout |
| 05-09 19:11 | BTC | Sell | 80106→80837 | -5.02 | timeout |
| 05-09 18:29 | BTC | Sell | 80275→81003 | -4.99 | timeout |
| 05-09 17:50 | BTC | Sell | 80379→80773 | -2.90 | timeout |
| 05-09 17:00 | BTC | Sell | 80344→80604 | -2.05 | timeout |
| 05-07 21:41 | BTC | Sell | 80911→79827 | +6.29 | timeout |
| 05-07 17:02 | BTC | Sell | 80953→79810 | +6.65 | timeout |
| 05-04 17:01 | BTC | Sell | 80338→80101 | +0.98 | timeout |
Paper vs Live
Paper (trades.jsonl)
23
closed
43%
win rate
-8.88
total pnl ($)
-8.0 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 | 23 | 43% | -8.0 | -8.88 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 19:53 | BTC | Sell | -5.05 | The market was in a mild downtrend with low volatility, as BTC showed slight hourly gains but remained negative over 24 hours and 7 days. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the … |
| 05-09 19:11 | BTC | Sell | -5.02 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a broader downtrend over 24 hours and 7 days. The short thesis failed because the market remained range-bound and did not decline enough within the timeout period to ove… |
| 05-09 18:29 | BTC | Sell | -4.99 | The market was in a mild downtrend with BTC declining 1.48% over 24 hours and negative momentum across major assets. The thesis failed because the trade was not triggered before the timeout, resulting in a small loss from funding or spread costs without cap… |
| 05-09 17:50 | BTC | Sell | -2.90 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The short thesis failed because the trade expired without a directional move, as the timeout close captured no profit from the anticipated decline. |
| 05-09 17:00 | BTC | Sell | -2.05 | The market was in a mild downtrend with BTC declining 1.45% over 24 hours and negative momentum across the board. The thesis failed because the trade was closed due to timeout, indicating the expected bearish move did not materialize within the allotted tim… |
| 05-07 21:41 | BTC | Sell | +6.29 | The market was in a mild downtrend over the past week with low short-term volatility, as BTC traded near $79,363 with minimal hourly movement. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not … |
| 05-07 17:02 | BTC | Sell | +6.65 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed due to a timeout, meaning the expected move did not materialize within the allowed time frame. |
| 05-04 17:01 | BTC | Sell | +0.98 | The market was in a stable uptrend with low funding rates and rising open interest, indicating sustained bullish momentum. The trade failed because the sell thesis was invalid in this regime, resulting in a timeout exit with minimal loss. |