22
closed trades
36%
win rate
+2.79
total pnl ($)
1.101
weight
7d window — n=4 wr=75% pnl=-0.71
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 22:43:00 (36.5d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
adu
n: 5
· wr: 80.0%
· total_bps: +297.9
· mean_bps: +59.58
· sharpe: +0.47
· max_dd_bps: -156.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 22 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-20 10:29 | BTC | Sell | 63930.8→63652.2 | +1.22 | timeout |
| 06-20 10:29 | ETH | Sell | 1741.83→1728.07 | +2.45 | timeout |
| 06-17 10:26 | BTC | Sell | 65723.7→64893.2 | +3.94 | timeout |
| 06-15 11:26 | ETH | Sell | 1724.33→1766.96 | -8.33 | stop_loss |
| 06-14 10:27 | ETH | Sell | 1670.93→1677.67 | -1.57 | timeout |
| 06-14 10:27 | BTC | Sell | 63567.8→64580.2 | -5.42 | timeout |
| 06-11 10:20 | ETH | Sell | 1670.93→1655.07 | +2.95 | timeout |
| 06-11 10:19 | BTC | Sell | 62706.9→62795.1 | -0.58 | timeout |
| 06-07 05:18 | BTC | Sell | 60519→62014.1 | -8.33 | stop_loss |
| 06-07 01:17 | ETH | Sell | 1552.74→1591.15 | -8.32 | stop_loss |
| 06-04 00:24 | BTC | Sell | 66994.7→64053.2 | +13.97 | take_profit |
| 06-03 20:02 | ETH | Sell | 1874.21→1791.98 | +13.96 | take_profit |
| 05-23 23:59 | BTC | Sell | 77606.1→76723.8 | +3.48 | timeout |
| 05-23 07:46 | ETH | Sell | 2133.39→2039.7 | +14.01 | take_profit |
| 05-20 23:59 | BTC | Sell | 76982.2→77525.9 | -2.54 | timeout |
| 05-20 23:59 | ETH | Sell | 2129.39→2128.91 | -0.15 | timeout |
| 05-13 22:43 | BTC | Sell | 81715.9→81724.1 | -0.25 | timeout |
| 05-13 22:43 | ETH | Sell | 2339.37→2339.83 | -0.28 | timeout |
| 05-13 13:22 | ETH | Sell | 2329.07→2339.83 | -1.72 | timeout |
| 05-13 13:22 | BTC | Sell | 81226.9→81724.1 | -2.20 | timeout |
| 05-10 13:23 | BTC | Sell | 79712→80952 | -5.28 | timeout |
| 05-09 17:11 | ETH | Sell | 2277.37→2333.5 | -8.25 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
22
closed
36%
win rate
+2.79
total pnl ($)
+1.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 11 | 36% | +11.4 | +4.76 |
| BTC | 11 | 36% | -7.7 | -1.97 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a mild uptrend with BTC up 1.70% over 24 hours and positive short-term momentum. The short thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the market continued to grind higher without … |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a mild uptrend with BTC up 1.70% over 24 hours and positive short-term momentum. The short thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the market continued to grind higher. |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a mild uptrend with low volatility, as BTC posted small gains across all timeframes. The short thesis failed because the trade expired without a significant move, and the close_reason of timeout indicates the expected bearish catalyst neve… |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a mild uptrend with BTC gaining 1.70% over 24 hours and positive short-term momentum. The short thesis failed because the trade was closed by timeout before the expected bearish move materialized, as the market continued to grind higher ag… |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a mild uptrend with BTC gaining 1.70% over 24 hours and neutral funding. The short thesis failed because the trade expired before a bearish move materialized, as the timeout close_reason indicates the position was closed without hitting a … |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a low-volatility, sideways grind with BTC up 0.11% on the hour and neutral funding, offering no clear directional edge. The short thesis failed because the trade expired without a meaningful move, as the timeout close captured only minor a… |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a mild uptrend with low volatility, as BTC posted small gains across timeframes and funding rates remained near neutral. The short thesis failed because the trade was closed by timeout before a significant move materialized, leaving no opp… |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a mild uptrend with low volatility, as BTC posted small gains across timeframes and funding remained neutral. The short thesis failed because the trade expired via timeout without reaching a profitable exit, as the sideways drift prevented… |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a low-volatility, sideways grind with neutral funding and flat OI, offering no clear directional edge. The thesis failed because the trade was entered without a catalyst and expired via timeout, as the lack of momentum prevented any profit… |
| 05-10 13:23 | BTC | Sell | -5.28 | The market was in a low-volatility, sideways grind with neutral funding and flat OI, offering no clear directional edge. The thesis failed because the short lacked a catalyst or momentum to materialize, and the timeout closed the trade before any move devel… |