72
closed trades
40%
win rate
-91.46
total pnl ($)
1.100
weight
7d window — n=11 wr=55% pnl=+1.36
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 01:30:23 (34.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
vz
n: 40
· wr: 32.5%
· total_bps: -725.3
· mean_bps: -18.13
· sharpe: -0.23
· max_dd_bps: -912.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 72 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 14:07 | BTC | Sell | 64128.8→64096.2 | -0.26 | timeout |
| 06-21 02:07 | BTC | Sell | 63938.8→64216.2 | -3.13 | timeout |
| 06-20 18:06 | BTC | Sell | 63700.8→63842.2 | -1.87 | timeout |
| 06-18 22:21 | BTC | Buy | 62683.1→62769.9 | +0.32 | timeout |
| 06-18 14:16 | BTC | Buy | 64487.2→63802.8 | -6.90 | timeout |
| 06-18 02:32 | BTC | Buy | 64383.2→64692.8 | +2.32 | timeout |
| 06-17 18:33 | BTC | Buy | 64739.2→65383.7 | +5.40 | timeout |
| 06-17 06:13 | BTC | Buy | 65753.3→65824.7 | +0.10 | timeout |
| 06-16 22:06 | BTC | Buy | 65827.3→65724.7 | -1.50 | timeout |
| 06-15 22:06 | BTC | Sell | 67137.6→66404.3 | +6.03 | timeout |
| 06-15 10:04 | BTC | Sell | 65768.7→65616.3 | +0.85 | timeout |
| 06-13 22:28 | BTC | Sell | 64026.8→64505.2 | -5.01 | timeout |
| 06-12 02:18 | BTC | Sell | 63500.8→63570.2 | -1.16 | timeout |
| 06-11 18:19 | BTC | Sell | 63074.8→63578.2 | -5.30 | timeout |
| 06-11 10:14 | BTC | Sell | 62669.9→62909.1 | -2.79 | timeout |
| 06-10 22:04 | BTC | Sell | 62464.9→61151.1 | +12.08 | timeout |
| 06-09 22:05 | BTC | Buy | 61000→62016.9 | +9.48 | timeout |
| 06-08 22:08 | BTC | Sell | 63825.8→63460.2 | +2.91 | timeout |
| 06-08 10:07 | BTC | Buy | 62877.1→63461.8 | +5.04 | timeout |
| 06-06 22:10 | BTC | Sell | 60723→60595 | +0.70 | timeout |
| 06-06 10:03 | BTC | Sell | 60829→60708 | +0.67 | timeout |
| 06-05 18:52 | BTC | Buy | 60394→59270.4 | -11.71 | stop_loss |
| 06-05 06:21 | BTC | Buy | 62703.1→61537.1 | -11.69 | stop_loss |
| 06-04 22:11 | BTC | Sell | 63770.8→63279.2 | +4.08 | timeout |
| 06-04 14:02 | BTC | Sell | 63601.8→64263.2 | -6.80 | timeout |
| 06-03 02:07 | BTC | Buy | 67358.4→66759.7 | -5.88 | timeout |
| 06-02 14:01 | BTC | Buy | 69902.5→68598.3 | -11.75 | stop_loss |
| 06-02 09:02 | BTC | Buy | 70948.5→69628.7 | -11.74 | stop_loss |
| 06-02 00:28 | BTC | Buy | 71479.6→71199.4 | -2.94 | timeout |
| 05-31 05:45 | BTC | Sell | 73773.3→74072.7 | -2.96 | timeout |
| 05-30 22:05 | BTC | Sell | 73890.3→73830.7 | -0.02 | timeout |
| 05-28 23:00 | BTC | Buy | 73439.7→73517.3 | +0.05 | timeout |
| 05-28 14:17 | BTC | Buy | 73388.7→73424.3 | -0.29 | timeout |
| 05-28 03:56 | BTC | Buy | 74457.7→73071.8 | -11.71 | stop_loss |
| 05-27 22:10 | BTC | Buy | 75264.8→74481.3 | -6.81 | timeout |
| 05-27 14:07 | BTC | Buy | 75888.8→75082.2 | -6.90 | timeout |
| 05-27 06:02 | BTC | Buy | 75931.8→75661.2 | -2.64 | timeout |
| 05-26 22:02 | BTC | Buy | 76411.8→75908.2 | -4.51 | timeout |
| 05-25 14:04 | BTC | Sell | 77321.1→77336.9 | -0.63 | timeout |
| 05-24 18:41 | BTC | Sell | 77041.1→76661.8 | +2.43 | timeout |
| 05-24 10:07 | BTC | Sell | 76734.2→76974.8 | -2.38 | timeout |
| 05-23 21:00 | BTC | Sell | 75904.2→77314.5 | -11.69 | stop_loss |
| 05-23 14:05 | BTC | Buy | 74541.7→75051.2 | +3.56 | timeout |
| 05-23 02:05 | BTC | Buy | 75878.8→75397.2 | -4.36 | timeout |
| 05-22 18:04 | BTC | Buy | 77422.9→76689.2 | -6.26 | timeout |
| 05-22 06:02 | BTC | Sell | 77534.1→77470.9 | -0.05 | timeout |
| 05-21 10:04 | BTC | Sell | 78111.1→77614.9 | +3.31 | timeout |
| 05-19 22:05 | BTC | Buy | 76448.8→76813.2 | +2.27 | timeout |
| 05-18 22:05 | BTC | Buy | 76288.8→77097.1 | +5.79 | timeout |
| 05-18 14:05 | BTC | Buy | 77108.9→76876.2 | -2.38 | timeout |
| 05-16 06:11 | BTC | Buy | 79123→78921.1 | -2.06 | timeout |
| 05-15 22:11 | BTC | Buy | 79182→79030 | -1.67 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.61 | timeout |
| 05-12 02:35 | BTC | Sell | 81862.9→81724.1 | +0.47 | timeout |
| 05-11 06:09 | BTC | Sell | 81995.9→80906 | +7.46 | timeout |
| 05-08 18:29 | BTC | Buy | 80281→80197 | -1.20 | timeout |
| 05-08 10:29 | BTC | Buy | 79649→79871 | +1.14 | timeout |
| 05-08 02:29 | BTC | Buy | 80114→79434 | -5.66 | timeout |
| 05-07 17:27 | BTC | Buy | 81005.1→79502.3 | -11.69 | stop_loss |
| 05-04 10:43 | BTC | Sell | 80320→78950.9 | +9.70 | timeout |
| 05-02 18:18 | BTC | Sell | 78099.1→78339.9 | -2.40 | timeout |
| 05-02 10:18 | BTC | Sell | 78246.1→78265.9 | -0.68 | timeout |
| 05-02 02:16 | BTC | Sell | 78208.1→78265.9 | -1.02 | timeout |
| 05-01 18:15 | BTC | Sell | 77531.1→78533.9 | -8.31 | timeout |
| 04-30 10:22 | BTC | Buy | 75633→76013.2 | +2.47 | timeout |
| 04-30 02:22 | BTC | Buy | 75616→76131 | +3.55 | timeout |
| 04-29 18:22 | BTC | Sell | 77112→75261 | +13.86 | timeout |
| 04-28 22:25 | BTC | Buy | 75996→76306 | +1.91 | timeout |
| 04-28 14:23 | BTC | Buy | 76852→75878 | -8.14 | timeout |
| 04-28 06:23 | BTC | Buy | 77226→76888 | -3.17 | timeout |
| 04-27 22:23 | BTC | Buy | 76740→76818 | +0.07 | timeout |
| 04-27 14:23 | BTC | Buy | 77626→77842 | +1.13 | timeout |
Paper vs Live
Paper (trades.jsonl)
72
closed
40%
win rate
-91.46
total pnl ($)
-21.1 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 | 72 | 40% | -21.1 | -91.46 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 18:29 | BTC | Buy | -1.20 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade expired via timeout without reaching a favorable exit, likely due to insufficient momentum in the weak recovery. |
| 05-08 10:29 | BTC | Buy | +1.14 | The market was in a neutral to slightly bullish regime with low funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the allotted time. |
| 05-08 02:29 | BTC | Buy | -5.66 | BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The trade failed because the entry never triggered within the timeout period, resulting in a small negative PnL from fees or slippage. |
| 05-07 17:27 | BTC | Buy | -11.69 | The market was in a persistent downtrend across multiple timeframes, with BTC declining 1.73% in 24 hours and 2.82% over the week. The thesis failed because the stop_loss was triggered as the bearish momentum continued, invalidating the entry assumption of … |
| 05-02 18:18 | BTC | Sell | -2.40 | # Trade Analysis: tick-1777724290 **Market Context at Close:** Bitcoin was trading sideways at $78,371 with minimal intraday volatility (-0.06% 1h), negative funding rates (-0.015%), and a massive open interest of $4.07B, suggesting a crowded long position… |
| 05-02 10:18 | BTC | Sell | -0.68 | # Trade Analysis BTC traded sideways in a narrow 1-hour range (-0.05%) while maintaining slight positive momentum over 24h (+1.15%), providing no directional catalyst to compress the -4.5bps perp-spot basis or validate the short trader positioning signal. … |
| 05-02 02:16 | BTC | Sell | -1.02 | Bitcoin was consolidating near $78,300 with minimal intraday momentum (1h flat) despite modest 24h gains, while funding rates turned slightly negative, suggesting reduced leverage positioning. The trade's thesis failed because the top trader positioning div… |
| 05-01 18:15 | BTC | Sell | -8.31 | Bitcoin was consolidating within a tight 1-hour range (+0.44%) after a strong 24-hour rally (+2.88%), with negative funding rates (-0.19%) suggesting short positioning was unprofitable. The trade's thesis failed because the top trader z-score divergence (-1… |
| 04-30 10:22 | BTC | Buy | +2.47 | BTC was consolidating near $76,034 with mild negative momentum across 1h/24h/7d timeframes (all down 0–2.4%), while funding rates remained slightly positive at 0.0125%, indicating subdued leverage appetite. The trade's thesis didn't work because the top tra… |
| 04-30 02:22 | BTC | Buy | +3.55 | # Trade Closure Analysis Bitcoin was trading flat-to-slightly-down at $75,769 (−0.72% 1h, −0.85% 24h) with negative funding rates (−0.022%) signaling weak leverage demand as the position timed out. The top trader basis divergence thesis failed to deliver b… |