73
closed trades
52%
win rate
+200.40
total pnl ($)
1.762
weight
7d window — n=19 wr=53% pnl=+88.74
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 18:21:04 (24.0d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
x3485392_72218
n: 1198
· wr: 49.9%
· total_bps: +7407.7
· mean_bps: +6.18
· sharpe: +0.03
· max_dd_bps: -11090.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 73 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 07:18 | BTC | Sell | 60554→60301 | +1.64 | timeout |
| 06-27 01:00 | BTC | Sell | 59642→60036 | -3.73 | timeout |
| 06-26 18:34 | BTC | Sell | 59499→59838 | -3.17 | timeout |
| 06-25 13:57 | BTC | Sell | 61048.9→58367.9 | +21.45 | take_profit |
| 06-25 13:54 | BTC | Sell | 61308.9→58616.9 | +21.50 | take_profit |
| 06-25 13:53 | BTC | Sell | 61690.9→58981.9 | +21.47 | take_profit |
| 06-25 07:16 | BTC | Sell | 59442→61862 | -20.80 | stop_loss |
| 06-24 16:47 | BTC | Sell | 62815.9→60057 | +21.44 | take_profit |
| 06-24 16:46 | BTC | Sell | 62835.9→60077 | +21.38 | take_profit |
| 06-24 13:20 | BTC | Sell | 62115.9→62162.1 | -0.83 | timeout |
| 06-23 23:57 | BTC | Sell | 64023.8→62719.1 | +9.72 | timeout |
| 06-23 17:56 | BTC | Sell | 64616.8→62312.1 | +17.40 | timeout |
| 06-23 03:56 | BTC | Sell | 63886.8→64013.2 | -1.44 | timeout |
| 06-22 21:56 | BTC | Sell | 63737.8→64253.2 | -4.49 | timeout |
| 06-22 15:50 | BTC | Sell | 64213.8→64888.2 | -5.71 | timeout |
| 06-22 03:16 | BTC | Sell | 64291.8→64113.2 | +1.01 | timeout |
| 06-21 21:15 | BTC | Sell | 63953.8→63611.2 | +2.23 | timeout |
| 06-21 15:13 | BTC | Sell | 63875.8→64160.2 | -2.73 | timeout |
| 06-20 19:41 | BTC | Sell | 62968.9→63863.2 | -7.58 | timeout |
| 06-20 01:45 | BTC | Sell | 62887.9→63532.2 | -5.56 | timeout |
| 06-19 19:22 | BTC | Sell | 62724.9→62995.1 | -2.58 | timeout |
| 06-19 14:00 | BTC | Sell | 63947.8→63179.2 | +5.46 | timeout |
| 06-18 19:31 | BTC | Sell | 64639.8→62773.1 | +13.78 | timeout |
| 06-18 13:22 | BTC | Sell | 64980.8→64345.2 | +4.43 | timeout |
| 06-18 07:21 | BTC | Sell | 65469.7→64170.2 | +9.46 | timeout |
| 06-17 18:55 | BTC | Sell | 65822.7→65751.3 | +0.17 | timeout |
| 06-17 08:37 | BTC | Sell | 66537.7→65084.3 | +10.47 | timeout |
| 06-17 02:24 | BTC | Sell | 66004.7→66054.3 | -0.81 | timeout |
| 06-16 08:52 | BTC | Sell | 65685.7→66771.3 | -8.74 | timeout |
| 06-15 12:55 | BTC | Sell | 64019.8→66620.6 | -20.78 | stop_loss |
| 06-15 12:50 | BTC | Sell | 63944.8→66556.6 | -20.89 | stop_loss |
| 06-15 08:41 | BTC | Sell | 64447.8→65688.3 | -10.07 | timeout |
| 06-14 20:33 | BTC | Sell | 64228.8→63928.2 | +1.93 | timeout |
| 06-14 14:32 | BTC | Sell | 64144.8→64069.2 | +0.14 | timeout |
| 06-14 08:27 | BTC | Sell | 63778.8→64453.2 | -5.72 | timeout |
| 06-13 20:14 | BTC | Sell | 63586.8→64247.2 | -5.64 | timeout |
| 06-13 14:12 | BTC | Sell | 63388.8→64142.2 | -6.35 | timeout |
| 06-13 08:12 | BTC | Sell | 63277.8→63788.2 | -4.41 | timeout |
| 06-12 20:07 | BTC | Sell | 63569.8→63663.2 | -1.18 | timeout |
| 06-12 14:06 | BTC | Sell | 62864.9→63351.2 | -4.25 | timeout |
| 06-12 08:04 | BTC | Sell | 62729.9→63117.2 | -3.58 | timeout |
| 06-11 19:55 | BTC | Sell | 61939.9→63612.2 | -13.82 | timeout |
| 06-11 13:54 | BTC | Sell | 62153.9→63184.2 | -8.63 | timeout |
| 06-11 07:51 | BTC | Sell | 61651.9→62695.1 | -8.77 | timeout |
| 06-10 15:12 | BTC | Sell | 61557.9→61901.1 | -3.20 | timeout |
| 06-10 09:12 | BTC | Sell | 62757.9→61134.1 | +12.36 | timeout |
| 06-09 17:47 | BTC | Sell | 63432.8→61636.1 | +13.78 | timeout |
| 06-09 11:44 | BTC | Sell | 63619.8→62614.1 | +7.40 | timeout |
| 06-08 23:40 | BTC | Sell | 63173.8→63090.2 | +0.24 | timeout |
| 06-08 16:50 | BTC | Sell | 62187.9→63585.2 | -11.59 | timeout |
| 06-08 10:19 | BTC | Sell | 62398.9→63254.2 | -7.30 | timeout |
| 06-07 22:14 | BTC | Sell | 60553→63013.6 | -20.78 | stop_loss |
| 06-07 03:15 | BTC | Sell | 60881→61492.1 | -5.41 | timeout |
| 06-06 21:11 | BTC | Sell | 61762.9→60788 | +7.37 | timeout |
| 06-06 15:15 | BTC | Sell | 60491→60553 | -0.97 | timeout |
| 06-05 15:39 | BTC | Sell | 62997.8→60231 | +21.50 | take_profit |
| 06-05 13:56 | BTC | Sell | 63777.8→60975 | +21.53 | take_profit |
| 06-05 09:40 | BTC | Sell | 62883.9→62773.1 | +0.41 | timeout |
| 06-05 04:59 | BTC | Sell | 64356.8→63604.2 | +5.34 | timeout |
| 06-04 00:29 | BTC | Sell | 66328.7→63416.2 | +21.49 | take_profit |
| 06-04 00:26 | BTC | Sell | 66748.7→63817.2 | +21.50 | take_profit |
| 06-03 23:16 | BTC | Sell | 66724.7→64461.2 | +16.54 | timeout |
| 06-02 19:30 | BTC | Sell | 70102.5→66988.3 | +21.77 | take_profit |
| 06-02 14:09 | BTC | Sell | 71585.4→68442.4 | +21.53 | take_profit |
| 06-02 13:43 | BTC | Sell | 71685.4→68893.4 | +19.07 | timeout |
| 06-02 02:07 | BTC | Sell | 73393.3→70168.5 | +21.65 | take_profit |
| 06-01 22:42 | BTC | Sell | 73870.3→71154.6 | +18.08 | timeout |
| 06-01 05:48 | BTC | Sell | 74047.3→73422.7 | +3.80 | timeout |
| 05-31 23:51 | BTC | Sell | 73808.3→73693.7 | +0.30 | timeout |
| 05-31 21:15 | BTC | Sell | 73952.3→73678.7 | +1.39 | timeout |
| 05-31 09:50 | BTC | Sell | 73560.3→73959.7 | -3.01 | timeout |
| 05-31 00:24 | BTC | Sell | 73471.3→73908.7 | -3.40 | timeout |
| 05-30 13:43 | BTC | Sell | 73214.3→73717.7 | -3.82 | timeout |
Paper vs Live
Paper (trades.jsonl)
73
closed
52%
win rate
+200.40
total pnl ($)
+54.7 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 | 73 | 52% | +54.7 | +200.40 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 13:45 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||