100
closed trades
40%
win rate
-74.95
total pnl ($)
1.315
weight
7d window — n=18 wr=61% pnl=+12.72
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:49:57 (35.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abo__restored_8cb7b494
n: 30
· wr: 33.3%
· total_bps: -862.8
· mean_bps: -28.76
· sharpe: -0.32
· max_dd_bps: -1434.1
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 13:11 | ETH | Buy | 1746.67→1764.52 | +5.79 | timeout |
| 06-22 11:35 | SUI | Buy | 0.708647→0.730997 | +19.12 | take_profit |
| 06-22 09:13 | ADA | Buy | 0.15873→0.16087 | +7.85 | timeout |
| 06-22 09:06 | LINK | Buy | 7.87027→7.9927 | +9.14 | timeout |
| 06-21 21:07 | SOL | Buy | 74.0111→73.24 | -7.01 | timeout |
| 06-21 01:06 | INJ | Buy | 4.99175→5.04294 | +5.88 | timeout |
| 06-20 21:06 | SOL | Buy | 71.6968→72.0692 | +2.65 | timeout |
| 06-19 17:05 | XRP | Buy | 1.12718→1.12962 | +0.81 | timeout |
| 06-19 09:06 | XRP | Buy | 1.13508→1.12352 | -6.92 | timeout |
| 06-19 03:16 | APT | Buy | 0.64176→0.629528 | -12.48 | stop_loss |
| 06-19 01:04 | AVAX | Buy | 6.37989→6.31042 | -7.34 | timeout |
| 06-18 15:17 | AVAX | Buy | 6.61315→6.48503 | -12.63 | stop_loss |
| 06-18 09:15 | ADA | Buy | 0.165821→0.166998 | +3.87 | timeout |
| 06-18 09:10 | NEAR | Buy | 2.18195→2.22044 | +10.43 | timeout |
| 06-18 09:04 | LINK | Buy | 8.004→8.02609 | +1.15 | timeout |
| 06-17 18:00 | APT | Buy | 0.688272→0.674194 | -13.36 | stop_loss |
| 06-17 17:09 | BNB | Buy | 605.811→605.189 | -1.24 | timeout |
| 06-17 01:12 | SUI | Buy | 0.796499→0.806188 | +7.00 | timeout |
| 06-15 21:29 | SOL | Buy | 75.6363→74.5048 | -9.94 | timeout |
| 06-15 21:18 | ETH | Buy | 1839.98→1819.02 | -7.71 | timeout |
| 06-15 21:04 | XRP | Buy | 1.27992→1.25556 | -12.48 | stop_loss |
| 06-15 19:19 | LINK | Buy | 8.53833→8.37571 | -12.49 | stop_loss |
| 06-15 17:32 | APT | Buy | 0.710478→0.696777 | -12.62 | stop_loss |
| 06-15 13:06 | DOGE | Buy | 0.0887452→0.0899905 | +8.17 | timeout |
| 06-15 05:11 | ETH | Buy | 1728.07→1717.93 | -4.24 | timeout |
| 06-15 05:03 | XRP | Buy | 1.1836→1.1819 | -1.44 | timeout |
| 06-14 14:35 | SUI | Buy | 0.7594→0.744911 | -12.48 | stop_loss |
| 06-13 21:14 | SOL | Buy | 68.1432→68.2718 | +0.66 | timeout |
| 06-13 21:08 | NEAR | Buy | 2.12943→2.09848 | -9.69 | timeout |
| 06-13 13:10 | ADA | Buy | 0.173373→0.173357 | -0.64 | timeout |
| 06-13 09:08 | LTC | Buy | 43.2788→43.6631 | +4.97 | timeout |
| 06-12 01:07 | APT | Buy | 0.651363→0.644639 | -7.05 | timeout |
| 06-11 13:17 | ETH | Buy | 1657.17→1649.93 | -3.31 | timeout |
| 06-11 13:08 | BNB | Buy | 599.12→599.35 | -0.36 | timeout |
| 06-11 09:19 | DOGE | Buy | 0.0848872→0.0848218 | -1.08 | timeout |
| 06-11 09:03 | ADA | Buy | 0.166122→0.166608 | +1.27 | timeout |
| 06-11 05:21 | NEAR | Buy | 2.0108→2.07438 | +19.19 | take_profit |
| 06-10 17:05 | LTC | Buy | 42.0645→42.4184 | +4.78 | timeout |
| 06-10 16:46 | ADA | Buy | 0.164841→0.161629 | -12.74 | stop_loss |
| 06-10 13:36 | INJ | Buy | 5.04826→5.2092 | +19.38 | take_profit |
| 06-09 13:05 | SOL | Buy | 66.666→66.2391 | -4.54 | timeout |
| 06-07 22:14 | LTC | Buy | 41.4504→42.8253 | +20.19 | take_profit |
| 06-06 13:09 | AVAX | Buy | 6.66637→6.76991 | +9.16 | timeout |
| 06-06 13:05 | BNB | Buy | 578.175→576.156 | -2.70 | timeout |
| 06-06 10:30 | ETH | Buy | 1571.26→1541.67 | -12.33 | stop_loss |
| 06-06 10:30 | DOGE | Buy | 0.0815544→0.079977 | -12.66 | stop_loss |
| 06-06 10:30 | SUI | Buy | 0.703366→0.689762 | -12.64 | stop_loss |
| 06-06 04:31 | LINK | Buy | 7.17659→7.02893 | -13.42 | stop_loss |
| 06-05 19:05 | XRP | Buy | 1.09727→1.07639 | -12.48 | stop_loss |
| 06-05 16:55 | AVAX | Buy | 6.84071→7.05794 | +19.28 | take_profit |
| 06-05 13:57 | LTC | Buy | 44.2511→43.4014 | -12.56 | stop_loss |
| 06-05 13:56 | LINK | Buy | 7.54339→7.39605 | -12.77 | stop_loss |
| 06-05 13:52 | SOL | Buy | 66.2859→65.0307 | -12.38 | stop_loss |
| 06-05 13:07 | LTC | Buy | 43.906→44.2599 | +4.50 | timeout |
| 06-05 05:47 | LINK | Buy | 7.81895→7.66984 | -12.48 | stop_loss |
| 06-05 05:32 | NEAR | Buy | 2.16064→2.22914 | +19.24 | take_profit |
| 06-05 04:24 | ADA | Buy | 0.16071→0.165779 | +19.15 | take_profit |
| 06-05 02:55 | INJ | Buy | 5.36864→5.26455 | -12.69 | stop_loss |
| 06-04 21:22 | INJ | Buy | 5.49527→5.38976 | -12.56 | stop_loss |
| 06-04 05:06 | AVAX | Buy | 8.05571→7.90237 | -12.47 | stop_loss |
| 06-04 01:16 | AVAX | Buy | 8.04401→7.89108 | -12.45 | stop_loss |
| 06-04 01:07 | AVAX | Buy | 8.06171→8.0087 | -4.67 | timeout |
| 06-03 20:55 | INJ | Buy | 6.53363→6.40439 | -12.91 | stop_loss |
| 06-03 13:10 | LINK | Buy | 8.53093→8.51557 | -1.73 | timeout |
| 06-03 09:08 | DOGE | Buy | 0.0922391→0.0937416 | +9.60 | timeout |
| 06-03 07:16 | ADA | Buy | 0.210223→0.216856 | +19.13 | take_profit |
| 06-03 06:34 | INJ | Buy | 6.48652→6.69203 | +19.22 | take_profit |
| 06-02 22:18 | SUI | Buy | 0.829777→0.813919 | -12.50 | stop_loss |
| 06-02 19:33 | LTC | Buy | 48.3611→47.4084 | -12.90 | stop_loss |
| 06-02 19:33 | XRP | Buy | 1.22931→1.2059 | -12.42 | stop_loss |
| 05-30 14:40 | BNB | Buy | 673.268→685.379 | +10.64 | timeout |
| 05-30 09:25 | SOL | Buy | 82.4764→82.2227 | -2.51 | timeout |
| 05-30 09:15 | BNB | Buy | 659.885→671.202 | +10.12 | timeout |
| 05-30 09:06 | LINK | Buy | 9.23441→9.11392 | -8.69 | timeout |
| 05-29 19:17 | APT | Buy | 0.941735→0.923307 | -12.81 | stop_loss |
| 05-28 21:07 | XRP | Buy | 1.30793→1.31667 | +3.64 | timeout |
| 05-28 10:25 | INJ | Buy | 5.45516→5.35128 | -12.42 | stop_loss |
| 05-26 17:06 | XRP | Buy | 1.35034→1.33986 | -5.37 | timeout |
| 05-26 08:27 | NEAR | Buy | 2.72938→2.67749 | -12.43 | stop_loss |
| 05-25 13:05 | APT | Buy | 0.963141→0.963459 | -0.39 | timeout |
| 05-25 10:57 | INJ | Buy | 5.24071→5.40765 | +19.32 | take_profit |
| 05-24 21:04 | BNB | Buy | 656.094→655.586 | -1.09 | timeout |
| 05-24 21:03 | LTC | Buy | 52.7862→52.6638 | -2.02 | timeout |
| 05-24 13:01 | LINK | Buy | 9.55429→9.54751 | -1.04 | timeout |
| 05-24 06:06 | DOGE | Buy | 0.103106→0.102964 | -1.46 | timeout |
| 05-24 05:02 | LINK | Buy | 9.55709→9.51872 | -3.08 | timeout |
| 05-24 01:06 | DOGE | Buy | 0.102506→0.103154 | +3.35 | timeout |
| 05-24 01:01 | ADA | Buy | 0.243961→0.246178 | +5.08 | timeout |
| 05-23 18:33 | APT | Buy | 0.943236→0.973257 | +19.31 | take_profit |
| 05-23 17:01 | XRP | Buy | 1.32393→1.33747 | +5.80 | timeout |
| 05-23 13:00 | SUI | Buy | 0.994909→1.00565 | +6.21 | timeout |
| 05-22 07:39 | NEAR | Buy | 2.18325→2.25324 | +19.47 | take_profit |
| 05-22 01:01 | ADA | Buy | 0.252603→0.249088 | -9.30 | timeout |
| 05-22 00:58 | NEAR | Buy | 1.92238→1.9837 | +19.38 | take_profit |
| 05-21 15:20 | NEAR | Buy | 1.74474→1.80615 | +21.41 | take_profit |
| 05-21 09:02 | INJ | Buy | 4.94624→4.96136 | +1.31 | timeout |
| 05-20 21:01 | LTC | Buy | 54.2976→54.0935 | -2.95 | timeout |
| 05-16 07:13 | AVAX | Buy | 9.47807→9.30002 | -12.28 | stop_loss |
| 05-12 03:43 | ETH | Buy | 2339.83→2339.37 | -0.69 | timeout |
| 05-01 21:17 | ETH | Buy | 2304.83→2286.47 | -5.54 | timeout |
Paper vs Live
Paper (trades.jsonl)
100
closed
40%
win rate
-74.95
total pnl ($)
-11.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| LINK | 10 | 20% | -88.5 | -55.41 |
| INJ | 9 | 56% | +25.8 | +14.54 |
| ADA | 9 | 67% | +60.1 | +33.68 |
| XRP | 9 | 33% | -72.8 | -40.86 |
| AVAX | 8 | 25% | -67.0 | -33.38 |
| LTC | 8 | 50% | +7.9 | +4.00 |
| NEAR | 8 | 75% | +174.2 | +87.00 |
| ETH | 7 | 14% | -63.9 | -28.03 |
| APT | 7 | 14% | -89.8 | -39.42 |
| SOL | 7 | 29% | -75.7 | -33.07 |
| SUI | 6 | 50% | -14.1 | -5.29 |
| DOGE | 6 | 50% | +16.3 | +5.92 |
| BNB | 6 | 33% | +41.4 | +15.37 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 08:26 | ETH | Buy | stale_intent |
| 06-22 04:27 | ADA | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 21:17 | ETH | Buy | -5.54 | ETH was consolidating with mild hourly weakness (-0.45%) while maintaining modest 24h gains (+1.31%), suggesting indecision in a range-bound market that lacked directional conviction. The strategy's extreme negative z-score overcorrection signal failed beca… |