224
closed trades
48%
win rate
+26.07
total pnl ($)
1.149
weight
7d window — n=40 wr=38% pnl=-12.67
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 23:44:33 (38.6d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
jz
n: 663
· wr: 55.4%
· total_bps: +6951.4
· mean_bps: +10.48
· sharpe: +0.10
· max_dd_bps: -4113.6
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 |
|---|---|---|---|---|---|
| 06-27 11:10 | BTC | Sell | 60274→60364 | -1.19 | timeout |
| 06-27 01:41 | BTC | Sell | 59933→59942 | -0.52 | timeout |
| 06-26 15:25 | ETH | Sell | 1560.14→1581.55 | -7.31 | stop_loss |
| 06-26 13:55 | ETH | Sell | 1543.95→1565.14 | -7.32 | stop_loss |
| 06-26 12:40 | ETH | Sell | 1565.04→1530.85 | +10.47 | take_profit |
| 06-26 07:28 | BTC | Sell | 59819→60635.3 | -7.27 | stop_loss |
| 06-26 03:45 | BTC | Sell | 58847.1→59648.8 | -7.27 | stop_loss |
| 06-26 02:13 | BTC | Sell | 60036→58713.9 | +10.56 | take_profit |
| 06-26 00:36 | BTC | Sell | 59518→59701 | -1.98 | timeout |
| 06-25 21:34 | BTC | Sell | 59498→59850 | -3.40 | timeout |
| 06-25 15:12 | ETH | Sell | 1589.54→1554.86 | +10.46 | take_profit |
| 06-25 13:45 | BTC | Sell | 61221.9→59881 | +10.50 | take_profit |
| 06-25 12:28 | BTC | Sell | 61725.9→61049.1 | +5.03 | timeout |
| 06-25 09:30 | BTC | Sell | 61542.9→61674.1 | -1.51 | timeout |
| 06-25 05:07 | BTC | Sell | 60897→61733.9 | -7.32 | stop_loss |
| 06-25 03:25 | BTC | Sell | 60965→60785 | +1.02 | timeout |
| 06-25 00:25 | BTC | Sell | 60617→60928 | -3.02 | timeout |
| 06-24 20:01 | BTC | Sell | 59419→60228.1 | -7.28 | stop_loss |
| 06-24 16:47 | ETH | Sell | 1649.14→1613.16 | +10.45 | take_profit |
| 06-24 11:49 | ETH | Sell | 1657.43→1680.51 | -7.41 | stop_loss |
| 06-24 11:01 | ETH | Sell | 1672.63→1663.57 | +2.26 | timeout |
| 06-24 08:02 | BTC | Sell | 62715.9→62642.1 | +0.13 | timeout |
| 06-24 04:58 | BTC | Sell | 62962.9→62769.1 | +1.10 | timeout |
| 06-24 01:52 | BTC | Sell | 62632.9→62953.1 | -3.00 | timeout |
| 06-23 22:52 | BTC | Sell | 62191.9→62533.1 | -3.20 | timeout |
| 06-23 19:49 | BTC | Sell | 62221.9→62254.1 | -0.71 | timeout |
| 06-23 16:41 | BTC | Sell | 62292.9→62584.1 | -2.79 | timeout |
| 06-23 13:39 | ETH | Sell | 1651.23→1656.37 | -2.02 | timeout |
| 06-23 08:17 | ETH | Sell | 1689.73→1652.67 | +10.51 | take_profit |
| 06-23 06:21 | ETH | Sell | 1727.63→1689.57 | +10.56 | take_profit |
| 06-23 04:38 | ETH | Sell | 1725.43→1722.87 | +0.30 | timeout |
| 06-22 22:55 | ETH | Sell | 1729.43→1723.87 | +1.15 | timeout |
| 06-22 10:39 | ETH | Sell | 1734.83→1747.77 | -4.16 | timeout |
| 06-22 07:18 | ETH | Sell | 1736.13→1745.07 | -3.02 | timeout |
| 06-22 01:18 | ETH | Sell | 1711.13→1734.64 | -7.31 | stop_loss |
| 06-22 01:09 | ETH | Sell | 1716.53→1725.67 | -3.09 | timeout |
| 06-21 22:08 | ETH | Sell | 1722.23→1716.77 | +1.13 | timeout |
| 06-21 18:54 | ETH | Sell | 1724.23→1734.17 | -3.33 | timeout |
| 06-21 15:20 | ETH | Sell | 1722.23→1729.37 | -2.53 | timeout |
| 06-21 10:14 | ETH | Sell | 1734.23→1733.77 | -0.32 | timeout |
| 06-20 05:10 | ETH | Sell | 1704.43→1728.34 | -7.46 | stop_loss |
| 06-20 03:17 | ETH | Sell | 1705.33→1707.37 | -1.04 | timeout |
| 06-19 23:48 | ETH | Sell | 1701.33→1706.87 | -2.08 | timeout |
| 06-19 19:01 | ETH | Sell | 1705.13→1702.07 | +0.46 | timeout |
| 06-19 15:59 | ETH | Sell | 1691.03→1707.27 | -5.25 | timeout |
| 06-19 12:52 | ETH | Sell | 1697.53→1692.87 | +0.93 | timeout |
| 06-19 09:51 | ETH | Sell | 1696.43→1692.27 | +0.78 | timeout |
| 06-19 06:48 | ETH | Sell | 1701.43→1696.67 | +0.95 | timeout |
| 06-19 03:47 | ETH | Sell | 1709.73→1697.37 | +3.17 | timeout |
| 06-19 00:45 | ETH | Sell | 1712.83→1716.07 | -1.37 | timeout |
| 06-18 19:44 | ETH | Sell | 1680.33→1703.42 | -7.32 | stop_loss |
| 06-18 15:42 | ETH | Sell | 1741.13→1703.07 | +10.48 | take_profit |
| 06-18 15:40 | ETH | Sell | 1741.83→1703.77 | +10.47 | take_profit |
| 06-18 12:41 | ETH | Sell | 1751.62→1747.87 | +0.63 | timeout |
| 06-18 07:37 | ETH | Sell | 1730.13→1753.85 | -7.31 | stop_loss |
| 06-18 06:33 | ETH | Sell | 1756.72→1731.37 | +6.75 | timeout |
| 06-18 03:30 | ETH | Sell | 1749.53→1746.07 | +0.55 | timeout |
| 06-18 00:26 | ETH | Sell | 1739.83→1752.58 | -4.11 | timeout |
| 06-17 19:29 | ETH | Sell | 1776.42→1737.67 | +10.46 | take_profit |
| 06-17 16:16 | ETH | Sell | 1753.92→1778.07 | -7.32 | stop_loss |
| 06-17 15:23 | ETH | Sell | 1765.12→1761.18 | +0.67 | timeout |
| 06-17 12:19 | ETH | Sell | 1778.32→1763.08 | +3.83 | timeout |
| 06-17 05:41 | ETH | Sell | 1792.32→1796.38 | -1.57 | timeout |
| 06-17 02:36 | ETH | Sell | 1792.62→1793.78 | -0.76 | timeout |
| 06-16 23:31 | ETH | Sell | 1800.02→1795.08 | +0.95 | timeout |
| 06-16 18:02 | ETH | Sell | 1776.62→1800.98 | -7.30 | stop_loss |
| 06-16 14:32 | ETH | Sell | 1805.52→1765.98 | +10.50 | take_profit |
| 06-14 21:18 | ETH | Sell | 1663.23→1686.11 | -7.32 | stop_loss |
| 06-14 21:10 | ETH | Sell | 1663.13→1670.07 | -2.52 | timeout |
| 06-14 18:06 | ETH | Sell | 1665.73→1661.77 | +0.77 | timeout |
| 06-14 15:03 | ETH | Sell | 1672.43→1662.37 | +2.56 | timeout |
| 06-14 11:53 | ETH | Sell | 1674.73→1675.27 | -0.60 | timeout |
| 06-13 18:59 | ETH | Sell | 1679.03→1677.47 | +0.01 | timeout |
| 06-13 13:18 | ETH | Sell | 1674.13→1679.17 | -1.94 | timeout |
| 06-13 06:35 | ETH | Sell | 1668.73→1666.97 | +0.08 | timeout |
| 06-13 03:35 | ETH | Sell | 1662.83→1664.57 | -0.96 | timeout |
| 06-13 00:32 | ETH | Sell | 1665.73→1667.17 | -0.86 | timeout |
| 06-12 21:37 | ETH | Sell | 1669.03→1665.67 | +0.55 | timeout |
| 06-12 08:21 | ETH | Sell | 1653.13→1675.8 | -7.30 | stop_loss |
| 06-11 17:32 | ETH | Sell | 1646.34→1669 | -7.33 | stop_loss |
| 06-11 17:31 | ETH | Sell | 1642.34→1664.9 | -7.32 | stop_loss |
| 06-11 01:13 | BTC | Sell | 61264.9→62100.1 | -7.27 | stop_loss |
| 06-11 00:15 | BTC | Sell | 61814.9→61711.1 | +0.38 | timeout |
| 06-10 21:13 | ETH | Sell | 1639.04→1616.36 | +6.45 | timeout |
| 06-10 17:55 | BTC | Sell | 62167.9→61899.1 | +1.72 | timeout |
| 06-10 13:37 | BTC | Sell | 61336.9→62176.2 | -7.29 | stop_loss |
| 06-10 11:50 | BTC | Sell | 61656.9→61002 | +4.85 | timeout |
| 06-09 23:40 | BTC | Sell | 61784.9→62023.1 | -2.39 | timeout |
| 06-09 19:32 | BTC | Sell | 61215.9→62049.1 | -7.24 | stop_loss |
| 06-09 14:44 | ETH | Sell | 1670.73→1637.26 | +9.56 | timeout |
| 06-09 14:30 | ETH | Sell | 1672.13→1635.66 | +10.45 | take_profit |
| 06-07 01:13 | ETH | Sell | 1565.74→1587.25 | -7.32 | stop_loss |
| 06-07 01:08 | ETH | Sell | 1559.94→1581.45 | -7.34 | stop_loss |
| 06-06 21:35 | ETH | Sell | 1563.34→1564.16 | -0.73 | timeout |
| 06-06 18:26 | ETH | Sell | 1558.74→1556.46 | +0.25 | timeout |
| 06-06 15:22 | ETH | Sell | 1556.94→1553.26 | +0.73 | timeout |
| 06-06 10:36 | ETH | Sell | 1575.44→1541.05 | +10.46 | take_profit |
| 06-06 06:17 | BTC | Sell | 60769→61015.1 | -2.48 | timeout |
| 06-06 05:21 | ETH | Sell | 1521.65→1542.83 | -7.41 | stop_loss |
| 06-06 03:14 | BTC | Sell | 61406.9→60905 | +3.64 | timeout |
Paper vs Live
Paper (trades.jsonl)
224
closed
48%
win rate
+26.07
total pnl ($)
+2.2 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 | 173 | 47% | -2.3 | -19.20 |
| BTC | 51 | 51% | +17.7 | +45.26 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 21:13 | ETH | Sell | -2.99 | The market was in a short-term uptrend with ETH up 0.39% in the hour, but the broader 24-hour and 7-day trends remained negative. The thesis failed because the trade was closed by timeout before the anticipated bearish continuation materialized, resulting i… |
| 05-08 17:31 | ETH | Sell | -7.26 | ETH was declining over the past 24 hours and 7 days, with negative momentum across the broader market. The short thesis failed because the stop-loss was triggered as the price temporarily reversed against the prevailing downtrend. |
| 05-08 15:07 | ETH | Sell | +0.78 | The market was in a broad downtrend with ETH falling 2.40% over 24 hours alongside BTC. The thesis failed because the trade was closed by timeout before the bearish move could fully materialize, resulting in a small profit from the short bias. |
| 05-08 12:06 | ETH | Sell | -3.61 | ETH traded in a narrow range with slight bearish bias, consolidating near $2262 with low volatility across timeframes. The short thesis failed because the market lacked directional momentum and the position was closed by timeout before any significant move … |
| 05-08 09:05 | ETH | Sell | -0.47 | The market was in a mild downtrend with ETH losing 1.34% over 24 hours and 3.85% over 7 days, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small neg… |
| 05-08 06:05 | ETH | Sell | +0.88 | The market was in a neutral-to-slightly-bullish regime with elevated funding and high open interest, but no clear directional catalyst emerged. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the expected shor… |
| 05-08 03:04 | ETH | Sell | +3.02 | The market was in a mild downtrend with ETH down 0.90% over 24 hours and 3.58% over the week, while funding remained slightly positive. The thesis failed because the trade was closed due to a timeout, indicating the expected short-term move did not material… |
| 05-08 00:05 | ETH | Sell | +0.89 | The market was in a mild downtrend with ETH slightly negative across all timeframes and BTC also declining. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed time window. |