152
closed trades
29%
win rate
-145.36
total pnl ($)
0.909
weight
7d window — n=42 wr=26% pnl=-34.67
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:59:42 (19.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aly
n: 32730
· wr: 32.6%
· total_bps: -401019.9
· mean_bps: -12.25
· sharpe: -0.30
· max_dd_bps: -401019.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 14:30 | BTC | Buy | 65464.3→64832.3 | -5.28 | stop_loss |
| 06-22 07:18 | BTC | Buy | 64161.2→64199.8 | -0.15 | timeout |
| 06-21 04:26 | BTC | Buy | 64400.2→64461.8 | +0.03 | timeout |
| 06-20 11:59 | BTC | Buy | 63651.2→63654.8 | -0.42 | timeout |
| 06-20 11:26 | BTC | Buy | 63640.2→63678.8 | -0.15 | timeout |
| 06-20 10:52 | BTC | Buy | 63675.2→63614.8 | -0.93 | timeout |
| 06-20 10:20 | BTC | Buy | 63497.2→63667.8 | +0.89 | timeout |
| 06-20 07:03 | BTC | Buy | 63679.2→63647.8 | -0.70 | timeout |
| 06-20 04:20 | BTC | Buy | 63377.2→63473.8 | +0.31 | timeout |
| 06-18 18:05 | BTC | Buy | 62598.1→62622.9 | -0.24 | timeout |
| 06-18 08:58 | BTC | Buy | 64453.2→64367.8 | -1.11 | timeout |
| 06-18 03:02 | BTC | Buy | 64566.2→64528.8 | -0.74 | timeout |
| 06-18 02:31 | BTC | Buy | 64710.2→64683.8 | -0.66 | timeout |
| 06-18 01:53 | BTC | Buy | 64508.2→64479.8 | -0.67 | timeout |
| 06-18 01:23 | BTC | Buy | 64624.2→64629.8 | -0.41 | timeout |
| 06-17 20:57 | BTC | Buy | 64169.2→64290.8 | +0.50 | timeout |
| 06-17 18:05 | BTC | Buy | 65578.3→64948.3 | -5.25 | stop_loss |
| 06-17 18:01 | BTC | Buy | 65943.3→65310.1 | -5.25 | stop_loss |
| 06-17 17:56 | BTC | Buy | 65896.3→66003.7 | +0.36 | timeout |
| 06-17 15:56 | BTC | Buy | 65221.3→65695.7 | +3.19 | timeout |
| 06-17 15:23 | BTC | Buy | 65243.3→65291.7 | -0.08 | timeout |
| 06-17 12:55 | BTC | Buy | 64844.2→64969.8 | +0.52 | timeout |
| 06-17 12:22 | BTC | Buy | 64668.2→64733.8 | +0.05 | timeout |
| 06-17 10:50 | BTC | Buy | 64923.2→64833.8 | -1.14 | timeout |
| 06-17 07:51 | BTC | Buy | 65625.3→65406.7 | -2.12 | timeout |
| 06-17 04:23 | BTC | Buy | 65735.3→65821.7 | +0.21 | timeout |
| 06-17 03:53 | BTC | Buy | 65822.3→65814.7 | -0.51 | timeout |
| 06-17 01:25 | BTC | Buy | 65691.3→65510.7 | -1.83 | timeout |
| 06-16 22:20 | BTC | Buy | 65746.3→65819.7 | +0.10 | timeout |
| 06-16 20:30 | BTC | Buy | 65741.3→65720.7 | -0.61 | timeout |
| 06-16 19:57 | BTC | Buy | 65832.3→65554.7 | -2.56 | timeout |
| 06-16 15:52 | BTC | Buy | 65680.3→65899.7 | +1.22 | timeout |
| 06-16 12:53 | BTC | Buy | 66355.3→66381.7 | -0.25 | timeout |
| 06-16 10:22 | BTC | Buy | 66615.3→66645.7 | -0.22 | timeout |
| 06-16 09:51 | BTC | Buy | 66775.3→66459.7 | -2.81 | timeout |
| 06-16 00:51 | BTC | Buy | 66296.3→66302.7 | -0.40 | timeout |
| 06-15 22:39 | BTC | Buy | 66408.3→66252.7 | -1.62 | timeout |
| 06-15 22:03 | BTC | Buy | 66484.3→66417.7 | -0.95 | timeout |
| 06-15 21:32 | BTC | Buy | 66562.3→66356.7 | -2.00 | timeout |
| 06-15 21:02 | BTC | Buy | 66522.3→66481.7 | -0.76 | timeout |
| 06-15 20:26 | BTC | Buy | 66568.3→66527.7 | -0.76 | timeout |
| 06-15 18:52 | BTC | Buy | 66913.3→66779.7 | -1.45 | timeout |
| 06-15 15:53 | BTC | Buy | 66586.3→67199.6 | +4.16 | timeout |
| 06-15 15:22 | BTC | Buy | 66458.3→66637.7 | +0.90 | timeout |
| 06-15 14:51 | BTC | Buy | 66629.3→66605.7 | -0.63 | timeout |
| 06-15 10:53 | BTC | Buy | 65542.3→65739.7 | +1.06 | timeout |
| 06-15 07:30 | BTC | Buy | 65935.3→65943.7 | -0.39 | timeout |
| 06-15 06:53 | BTC | Buy | 65802.3→65845.7 | -0.12 | timeout |
| 06-15 00:54 | BTC | Buy | 65734.3→65557.7 | -1.79 | timeout |
| 06-14 21:09 | BTC | Buy | 63793.2→63992.8 | +1.11 | timeout |
| 06-14 17:58 | BTC | Buy | 63927.2→63671.8 | -2.45 | timeout |
| 06-14 17:28 | BTC | Buy | 64116.2→63876.8 | -2.32 | timeout |
| 06-14 13:49 | BTC | Buy | 64306.2→64277.8 | -0.67 | timeout |
| 06-14 07:52 | BTC | Buy | 64237.2→64387.8 | +0.72 | timeout |
| 06-14 05:15 | BTC | Buy | 64484.2→64330.8 | -1.64 | timeout |
| 06-14 04:45 | BTC | Buy | 64465.2→64354.8 | -1.30 | timeout |
| 06-14 04:09 | BTC | Buy | 64482.2→64489.8 | -0.39 | timeout |
| 06-14 03:33 | BTC | Buy | 64525.2→64495.8 | -0.68 | timeout |
| 06-14 02:58 | BTC | Buy | 64570.2→64467.8 | -1.24 | timeout |
| 06-14 02:27 | BTC | Buy | 64627.2→64522.8 | -1.26 | timeout |
| 06-14 01:53 | BTC | Buy | 64513.2→64607.8 | +0.28 | timeout |
| 06-14 00:26 | BTC | Buy | 64489.2→64437.8 | -0.85 | timeout |
| 06-13 22:54 | BTC | Buy | 64486.2→64432.8 | -0.87 | timeout |
| 06-13 20:52 | BTC | Buy | 64306.2→64228.8 | -1.05 | timeout |
| 06-13 20:20 | BTC | Buy | 64158.2→64227.8 | +0.09 | timeout |
| 06-13 18:53 | BTC | Buy | 63983.2→64086.8 | +0.36 | timeout |
| 06-13 16:55 | BTC | Buy | 64288.2→63965.8 | -2.96 | timeout |
| 06-13 13:53 | BTC | Buy | 64078.2→64073.8 | -0.49 | timeout |
| 06-13 11:57 | BTC | Buy | 63796.2→63896.8 | +0.33 | timeout |
| 06-13 11:23 | BTC | Buy | 63748.2→63921.8 | +0.91 | timeout |
| 06-13 00:01 | BTC | Buy | 63481.2→63551.8 | +0.10 | timeout |
| 06-12 21:24 | BTC | Buy | 63507.2→63536.8 | -0.22 | timeout |
| 06-12 20:54 | BTC | Buy | 63588.2→63379.8 | -2.09 | timeout |
| 06-12 19:06 | BTC | Buy | 63808.2→63674.8 | -1.50 | timeout |
| 06-12 17:59 | BTC | Buy | 63960.2→63837.8 | -1.41 | timeout |
| 06-12 17:26 | BTC | Buy | 63866.2→63776.8 | -1.15 | timeout |
| 06-12 04:25 | BTC | Buy | 63346.2→63705.8 | +2.39 | timeout |
| 06-12 03:51 | BTC | Buy | 63598.2→63470.8 | -1.45 | timeout |
| 06-12 01:22 | BTC | Buy | 63603.2→63386.8 | -2.16 | timeout |
| 06-12 00:42 | BTC | Buy | 63649.2→63659.8 | -0.37 | timeout |
| 06-11 23:51 | BTC | Buy | 63510.2→63534.8 | -0.26 | timeout |
| 06-11 23:18 | BTC | Buy | 63616.2→63362.8 | -2.45 | timeout |
| 06-11 20:50 | BTC | Buy | 63648.2→63251.8 | -3.57 | timeout |
| 06-11 14:13 | BTC | Buy | 62882.1→62733.9 | -1.63 | timeout |
| 06-11 13:39 | BTC | Buy | 62763.1→62798.9 | -0.17 | timeout |
| 06-11 12:30 | BTC | Buy | 63151.2→62544.6 | -5.26 | stop_loss |
| 06-11 12:21 | BTC | Buy | 63100.2→62927.9 | -1.82 | timeout |
| 06-11 08:00 | BTC | Buy | 62729.1→62728.9 | -0.46 | timeout |
| 06-11 07:23 | BTC | Buy | 62878.1→62710.9 | -1.79 | timeout |
| 06-10 18:55 | BTC | Buy | 61930.1→61765.9 | -1.78 | timeout |
| 06-10 18:22 | BTC | Buy | 62034.1→61846.9 | -1.96 | timeout |
| 06-10 16:46 | BTC | Buy | 62621.1→62019.9 | -5.25 | stop_loss |
| 06-10 16:25 | BTC | Buy | 62302.1→62115.9 | -1.95 | timeout |
| 06-09 08:45 | BTC | Buy | 63188.2→62976.9 | -2.12 | timeout |
| 06-09 08:07 | BTC | Buy | 63328.2→62718.5 | -5.27 | stop_loss |
| 06-09 07:43 | BTC | Buy | 63326.2→63161.8 | -1.75 | timeout |
| 06-09 07:09 | BTC | Buy | 63323.2→63411.8 | +0.25 | timeout |
| 06-09 06:36 | BTC | Buy | 63496.2→63358.8 | -1.53 | timeout |
| 06-09 06:02 | BTC | Buy | 63200.2→63288.8 | +0.25 | timeout |
| 06-09 05:28 | BTC | Buy | 62781.1→63296.8 | +3.66 | timeout |
Paper vs Live
Paper (trades.jsonl)
152
closed
29%
win rate
-145.36
total pnl ($)
-19.1 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 | 150 | 29% | -17.2 | -129.54 |
| ETH | 2 | 0% | -158.2 | -15.82 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 14:22 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-27 05:15 | ETH | Buy | -7.96 | ETH was declining sharply in the hour before the stop-loss triggered, dropping 2.26% as Bitcoin also sold off 1.43%, creating bearish momentum across the crypto market. The stablecoin supply expansion thesis failed because the positive 7-day delta signal ($… |
| 04-19 20:44 | ETH | Buy | -7.86 | ETH was consolidating with minimal intraday movement (up 0.07% in the hour) while Bitcoin showed slight weakness, indicating a lack of bullish conviction despite the stablecoin supply expansion signal. The trade's thesis failed because the +$2.38B stablecoi… |