6
closed trades
33%
win rate
-1.87
total pnl ($)
1.234
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 01:21:19 (35.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
nr
n: 10
· wr: 40.0%
· total_bps: -240.7
· mean_bps: -24.07
· sharpe: -0.30
· max_dd_bps: -399.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 6 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-12 12:43 | BTC | Sell | 81715.9→81724.1 | -0.43 | timeout |
| 05-12 10:08 | BTC | Sell | 82000.9→81724.1 | +1.16 | timeout |
| 05-09 10:06 | BTC | Sell | 80133→80182 | -0.70 | timeout |
| 05-08 18:04 | BTC | Sell | 79603→80177 | -3.61 | timeout |
| 05-07 18:04 | BTC | Sell | 80801→80149 | +3.27 | timeout |
| 04-28 06:02 | BTC | Sell | 76733→76930 | -1.56 | timeout |
Paper vs Live
Paper (trades.jsonl)
6
closed
33%
win rate
-1.87
total pnl ($)
-7.4 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 | 6 | 33% | -7.4 | -1.87 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 10:06 | BTC | Sell | -0.70 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a broader weekly decline. The sell thesis failed because the market did not move decisively within the timeout period, leading to a small loss from funding costs. |
| 05-08 18:04 | BTC | Sell | -3.61 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing slight hourly gains but significant 24-hour and 7-day losses. The thesis failed because the timeout close_reason indicates the trade was held too long in a sideways… |
| 05-07 18:04 | BTC | Sell | +3.27 | The market was in a mild downtrend with BTC down across all timeframes and neutral funding. The short thesis failed to trigger an entry before the timeout, so the small positive PnL came from the position never being opened. |