204
closed trades
46%
win rate
-63.53
total pnl ($)
0.951
weight
7d window — n=28 wr=46% pnl=-31.32
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:12:19 (37.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
hv
n: 100
· wr: 36.0%
· total_bps: -1633.2
· mean_bps: -16.33
· sharpe: -0.29
· max_dd_bps: -2093.6
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 20:20 | BTC | Sell | 64724.8→64475.2 | +1.48 | timeout |
| 06-22 12:38 | BTC | Sell | 64206.8→65080.8 | -7.24 | stop_loss |
| 06-22 08:08 | BTC | Sell | 63927.8→64155.2 | -2.23 | timeout |
| 06-22 01:26 | BTC | Sell | 63670.8→64541.5 | -7.28 | stop_loss |
| 06-21 20:04 | BTC | Sell | 64193.8→64152.2 | -0.13 | timeout |
| 06-21 14:02 | BTC | Sell | 64188.8→64083.2 | +0.36 | timeout |
| 06-21 08:01 | BTC | Sell | 64384.8→64185.2 | +1.10 | timeout |
| 06-21 01:59 | BTC | Sell | 63978.8→64242.2 | -2.50 | timeout |
| 06-20 19:55 | BTC | Sell | 64072.8→63908.2 | +0.83 | timeout |
| 06-20 13:53 | BTC | Sell | 63666.8→63419.2 | +1.50 | timeout |
| 06-20 07:49 | BTC | Sell | 63433.8→63697.2 | -2.53 | timeout |
| 06-20 01:47 | BTC | Sell | 63086.8→63554.2 | -4.15 | timeout |
| 06-19 19:43 | BTC | Sell | 63233.8→62994.1 | +1.45 | timeout |
| 06-19 13:38 | BTC | Sell | 62410.9→62837.1 | -3.88 | timeout |
| 06-19 07:33 | BTC | Sell | 62727.9→62717.1 | -0.37 | timeout |
| 06-19 01:29 | BTC | Sell | 62941.9→62905.1 | -0.18 | timeout |
| 06-18 19:28 | BTC | Sell | 63277.8→62778.1 | +3.46 | timeout |
| 06-18 13:23 | BTC | Sell | 64413.8→64316.2 | +0.31 | timeout |
| 06-18 07:22 | BTC | Sell | 64443.8→64170.2 | +1.67 | timeout |
| 06-18 01:22 | BTC | Sell | 64325.8→64668.2 | -3.10 | timeout |
| 06-17 16:26 | BTC | Sell | 65174.7→66062.3 | -7.26 | stop_loss |
| 06-17 13:14 | BTC | Sell | 64963.8→65081.3 | -1.34 | timeout |
| 06-17 07:11 | BTC | Sell | 65795.7→65672.3 | +0.49 | timeout |
| 06-17 01:07 | BTC | Sell | 65855.7→65766.3 | +0.24 | timeout |
| 06-16 19:05 | BTC | Sell | 65671.7→65701.3 | -0.66 | timeout |
| 06-16 13:04 | BTC | Sell | 66811.7→66412.3 | +2.55 | timeout |
| 06-16 07:02 | BTC | Sell | 65728.7→66378.3 | -5.41 | timeout |
| 06-16 00:57 | BTC | Sell | 66476.7→66219.3 | +1.48 | timeout |
| 06-15 18:54 | BTC | Sell | 66590.7→66816.3 | -2.13 | timeout |
| 06-15 12:50 | BTC | Sell | 65687.7→66585.6 | -7.29 | stop_loss |
| 06-15 06:50 | BTC | Sell | 65476.7→65847.3 | -3.28 | timeout |
| 06-14 21:25 | BTC | Sell | 64023.8→64905.7 | -7.34 | stop_loss |
| 06-14 18:42 | BTC | Sell | 63890.8→63759.2 | +0.60 | timeout |
| 06-14 12:43 | BTC | Sell | 64448.8→64318.2 | +0.56 | timeout |
| 06-14 06:40 | BTC | Sell | 64503.8→64222.2 | +1.73 | timeout |
| 06-14 00:35 | BTC | Sell | 64224.8→64520.2 | -2.75 | timeout |
| 06-13 18:34 | BTC | Sell | 64130.8→64172.2 | -0.77 | timeout |
| 06-13 12:29 | BTC | Sell | 63785.8→63960.2 | -1.80 | timeout |
| 06-13 06:29 | BTC | Sell | 63686.8→63665.2 | -0.28 | timeout |
| 06-13 00:25 | BTC | Sell | 63501.8→63569.2 | -0.96 | timeout |
| 06-12 15:13 | BTC | Sell | 63465.8→64332.4 | -7.27 | stop_loss |
| 06-12 12:23 | BTC | Sell | 63504.8→63576.2 | -1.00 | timeout |
| 06-12 06:21 | BTC | Sell | 63583.8→63093.2 | +3.42 | timeout |
| 06-12 00:26 | BTC | Sell | 63425.8→63570.2 | -1.57 | timeout |
| 06-11 17:49 | BTC | Sell | 62772.9→63635 | -7.30 | stop_loss |
| 06-11 12:07 | BTC | Sell | 62752.9→62981.1 | -2.25 | timeout |
| 06-11 06:06 | BTC | Sell | 62191.9→62547.1 | -3.28 | timeout |
| 06-11 00:00 | BTC | Sell | 61881.9→61495.1 | +2.66 | timeout |
| 06-10 17:58 | BTC | Sell | 62134.9→61900.1 | +1.45 | timeout |
| 06-10 11:50 | BTC | Sell | 61673.9→61000 | +5.01 | timeout |
| 06-09 19:44 | BTC | Sell | 61281.9→61861.1 | -5.16 | timeout |
| 06-09 13:43 | BTC | Sell | 62618.9→62418.1 | +1.15 | timeout |
| 06-09 07:39 | BTC | Sell | 62704.9→63154.2 | -4.02 | timeout |
| 06-09 01:39 | BTC | Sell | 63708.8→62699.1 | +7.47 | timeout |
| 06-08 19:37 | BTC | Sell | 63846.8→63509.2 | +2.20 | timeout |
| 06-08 13:32 | BTC | Sell | 63309.8→63350.2 | -0.76 | timeout |
| 06-08 07:29 | BTC | Sell | 63126.8→63160.2 | -0.71 | timeout |
| 06-07 22:13 | BTC | Sell | 61777.9→62619.4 | -7.26 | stop_loss |
| 06-07 19:31 | BTC | Sell | 62005.9→61385.1 | +4.55 | timeout |
| 06-07 13:24 | BTC | Sell | 62601.9→61715.1 | +6.64 | timeout |
| 06-07 07:12 | BTC | Sell | 61465.9→62131.1 | -5.87 | timeout |
| 06-07 01:08 | BTC | Sell | 60702→61281.1 | -5.21 | timeout |
| 06-06 19:05 | BTC | Sell | 60575→60559 | -0.33 | timeout |
| 06-06 13:04 | BTC | Sell | 61131.9→61023.1 | +0.43 | timeout |
| 06-06 04:34 | BTC | Sell | 60864→59528 | +10.53 | take_profit |
| 06-06 01:00 | BTC | Sell | 61623.9→61278.1 | +2.36 | timeout |
| 06-05 16:22 | BTC | Sell | 60706→61533.8 | -7.27 | stop_loss |
| 06-05 13:04 | BTC | Sell | 62527.9→62044.1 | +3.42 | timeout |
| 06-05 04:59 | BTC | Sell | 62776.9→63637 | -7.30 | stop_loss |
| 06-05 00:57 | BTC | Sell | 63522.8→63431.2 | +0.27 | timeout |
| 06-04 19:16 | BTC | Sell | 64224.8→63933.2 | +1.82 | timeout |
| 06-04 13:08 | BTC | Sell | 63280.8→63571.2 | -2.76 | timeout |
| 06-04 08:48 | BTC | Sell | 64337.8→63492.2 | +6.12 | timeout |
| 06-04 00:25 | BTC | Sell | 65284.7→63854.2 | +10.50 | take_profit |
| 06-03 16:23 | BTC | Sell | 67205.6→65733.3 | +10.51 | take_profit |
| 06-03 05:11 | BTC | Sell | 66298.7→67203.9 | -7.28 | stop_loss |
| 06-03 03:24 | BTC | Sell | 66389.7→66421.3 | -0.69 | timeout |
| 06-02 16:18 | BTC | Sell | 67144.6→68058.4 | -7.25 | stop_loss |
| 06-02 11:08 | BTC | Sell | 69964.5→69566.5 | +2.42 | timeout |
| 06-02 08:57 | BTC | Sell | 70806.5→69750.5 | +7.03 | timeout |
| 06-02 01:47 | BTC | Sell | 71010.4→70853.5 | +0.68 | timeout |
| 06-01 03:30 | BTC | Sell | 73749.3→73949.7 | -1.80 | timeout |
| 05-31 17:55 | BTC | Sell | 73830.3→73685.7 | +0.54 | timeout |
| 05-31 09:45 | BTC | Sell | 74065.3→73952.7 | +0.34 | timeout |
| 05-31 03:44 | BTC | Sell | 73771.3→74143.7 | -2.96 | timeout |
| 05-31 01:05 | BTC | Sell | 73945.3→74090.7 | -1.42 | timeout |
| 05-30 13:41 | BTC | Sell | 73522.3→73720.7 | -1.79 | timeout |
| 05-29 10:34 | BTC | Sell | 73678.3→73581.7 | +0.21 | timeout |
| 05-29 04:25 | BTC | Sell | 73822.3→73278.7 | +3.25 | timeout |
| 05-29 04:25 | BTC | Sell | 73822.3→73225.7 | +3.61 | timeout |
| 05-28 22:34 | BTC | Sell | 73655.3→73540.7 | +0.35 | timeout |
| 05-28 16:07 | BTC | Sell | 73459.3→72774.6 | +4.24 | timeout |
| 05-28 09:46 | BTC | Sell | 72965.4→73489.7 | -4.04 | timeout |
| 05-28 03:46 | BTC | Sell | 74423.3→73501.7 | +5.74 | timeout |
| 05-27 21:45 | BTC | Sell | 74869.3→74542.7 | +1.74 | timeout |
| 05-27 15:45 | BTC | Sell | 75781.2→75227.8 | +3.20 | timeout |
| 05-27 09:43 | BTC | Sell | 75578.2→75905.8 | -2.64 | timeout |
| 05-27 03:43 | BTC | Sell | 75919.2→75730.8 | +0.78 | timeout |
| 05-26 21:43 | BTC | Sell | 75916.2→76000.8 | -1.00 | timeout |
| 05-26 15:42 | BTC | Sell | 77217.1→76477.8 | +4.34 | timeout |
Paper vs Live
Paper (trades.jsonl)
204
closed
46%
win rate
-63.53
total pnl ($)
-6.3 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 | 204 | 46% | -6.3 | -63.53 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 22:51 | BTC | Sell | stale_intent |
| 06-22 10:27 | BTC | Sell | stale_intent |
| 06-22 04:23 | BTC | Sell | stale_intent |
| 06-21 22:36 | BTC | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 08:19 | BTC | Sell | -0.42 | The market was in a mild uptrend across timeframes with low funding, suggesting neutral-to-bullish sentiment. The short thesis failed because the trade expired without a move lower, as the timeout close_reason indicates the position was closed on time rathe… |
| 05-10 02:19 | BTC | Sell | +0.13 | BTC was in a mild uptrend across all timeframes with negative funding, suggesting short positioning was crowded. The short thesis failed because the market continued grinding higher, and the trade was closed by timeout without reaching a profitable exit. |
| 05-09 20:16 | BTC | Sell | -1.78 | The market was in a low-volatility, sideways grind with neutral funding and stable 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 14:15 | BTC | Sell | -1.61 | BTC was trading in a narrow range with low volatility, showing a slight bearish bias over the 24-hour and weekly periods. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within th… |
| 05-09 08:13 | BTC | Sell | +0.74 | BTC traded in a narrow range with low volatility, showing minimal directional movement across timeframes. The short thesis failed because the market did not decline as expected, and the trade was closed by timeout without reaching a profit target or stop loss. |
| 05-09 02:12 | BTC | Sell | -1.35 | The market was in a mild downtrend with BTC declining 1.45% over 24 hours, but the short thesis failed because the trade expired via timeout before the move materialized, resulting in a small loss from funding costs. |
| 05-08 20:11 | BTC | Sell | -1.78 | The market was in a mild short-term uptick (BTC +0.29% 1h) within a broader downtrend (-2.16% 24h, -1.80% 7d). The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient volatility or momentum… |
| 05-08 14:11 | BTC | Sell | -0.87 | The market was in a low-funding, sideways regime with no clear directional catalyst. The thesis failed because the trade expired without reaching the target, resulting in a small loss from funding costs. |
| 05-08 08:10 | BTC | Sell | -0.95 | BTC traded in a narrow range with low volatility, showing a slight 1-hour gain but remaining in a weekly downtrend. The thesis failed because the timeout close_reason indicates the trade was exited prematurely without reaching a target or stop, likely due t… |
| 05-08 02:08 | BTC | Sell | -0.23 | The market was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade expired without reaching the target or stop, as the sideways price action did not trigger the expected d… |