36
closed trades
50%
win rate
-2.65
total pnl ($)
1.178
weight
7d window — n=8 wr=50% pnl=+0.15
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 20:57:21 (34.7d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
aer__restored_768ddfba
n: 83
· wr: 61.4%
· total_bps: +1563.2
· mean_bps: +18.83
· sharpe: +0.16
· max_dd_bps: -1173.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 36 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 17:26 | BTC | Sell | 64113.8→64133.2 | -0.34 | timeout |
| 06-20 17:20 | BTC | Sell | 63502.8→63898.2 | -1.96 | timeout |
| 06-20 04:09 | BTC | Sell | 63478.8→63375.2 | +0.20 | timeout |
| 06-19 04:26 | BTC | Sell | 62933.9→62727.1 | +0.65 | timeout |
| 06-18 04:27 | BTC | Sell | 64520.8→63957.2 | +2.16 | timeout |
| 06-17 04:06 | BTC | Sell | 65667.7→65831.3 | -0.93 | timeout |
| 06-17 00:50 | BTC | Sell | 65800.7→65779.3 | -0.15 | timeout |
| 06-16 01:03 | BTC | Sell | 66477.7→66293.3 | +0.51 | timeout |
| 06-14 21:25 | BTC | Sell | 63993.8→64935.7 | -4.29 | stop_loss |
| 06-14 00:56 | BTC | Sell | 64248.8→64532.2 | -1.46 | timeout |
| 06-13 00:54 | BTC | Sell | 63379.8→63569.2 | -1.06 | timeout |
| 06-12 00:53 | BTC | Sell | 63347.8→63688.2 | -1.71 | timeout |
| 06-11 00:47 | BTC | Sell | 61742.9→61872.1 | -0.82 | timeout |
| 06-10 12:21 | BTC | Sell | 61587.9→61100.1 | +1.93 | timeout |
| 06-09 11:12 | BTC | Sell | 63388.8→62588.1 | +3.22 | timeout |
| 06-08 11:10 | BTC | Sell | 62903.9→63232.2 | -1.68 | timeout |
| 06-07 11:10 | BTC | Sell | 62169.9→62513.1 | -1.77 | timeout |
| 06-06 11:06 | BTC | Sell | 60799→60693 | +0.23 | timeout |
| 06-05 00:51 | BTC | Sell | 63521.8→63630.2 | -0.72 | timeout |
| 06-04 00:26 | BTC | Sell | 65183.7→63755.2 | +5.78 | take_profit |
| 06-03 16:48 | BTC | Sell | 66993.7→66019.3 | +3.76 | timeout |
| 05-23 11:43 | BTC | Sell | 75231.2→74772.7 | +1.43 | timeout |
| 05-22 11:43 | BTC | Sell | 77459.1→77309.9 | +0.29 | timeout |
| 05-21 11:43 | BTC | Sell | 77673.1→77221.9 | +1.36 | timeout |
| 05-20 11:43 | BTC | Sell | 77349.1→77332.9 | -0.18 | timeout |
| 05-19 11:42 | BTC | Sell | 77185.1→76719.8 | +1.41 | timeout |
| 05-18 11:43 | BTC | Sell | 76907.2→77290.9 | -1.61 | timeout |
| 05-12 02:43 | BTC | Sell | 81715.9→81724.1 | -0.28 | timeout |
| 05-12 02:17 | BTC | Sell | 81855.9→81724.1 | +0.19 | timeout |
| 05-11 10:37 | BTC | Sell | 80884→81032.1 | -0.74 | timeout |
| 05-11 10:16 | BTC | Sell | 81197.9→81042.1 | +0.30 | timeout |
| 05-11 02:16 | BTC | Sell | 81385.9→81206.1 | +0.38 | timeout |
| 05-10 23:00 | BTC | Sell | 81017.9→82198.2 | -4.25 | stop_loss |
| 05-10 18:15 | BTC | Sell | 80704→81394.1 | -2.59 | timeout |
| 05-10 00:16 | BTC | Sell | 80765→80690 | +0.01 | timeout |
| 05-09 00:17 | BTC | Sell | 80206→80107 | +0.08 | timeout |
Paper vs Live
Paper (trades.jsonl)
36
closed
50%
win rate
-2.65
total pnl ($)
-2.8 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 | 36 | 50% | -2.8 | -2.65 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 13:50 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 00:16 | BTC | Sell | +0.01 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the timeout closed the trade before any directional move materialized, capturing only negligible pnl. |
| 05-09 00:17 | BTC | Sell | +0.08 | BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The short thesis failed because the trade expired via timeout before the expected continuation lower materialized. |