44
closed trades
43%
win rate
-59.92
total pnl ($)
0.906
weight
7d window — n=8 wr=25% pnl=-20.20
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:15:02 (33.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
qo
n: 15
· wr: 40.0%
· total_bps: -231.1
· mean_bps: -15.40
· sharpe: -0.19
· max_dd_bps: -647.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 44 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 01:26 | ETH | Sell | 1713.03→1745.15 | -9.82 | stop_loss |
| 06-20 22:08 | BTC | Buy | 63994.2→64006.8 | -0.35 | timeout |
| 06-18 22:06 | ETH | Sell | 1687.53→1706.57 | -6.06 | timeout |
| 06-18 22:06 | BTC | Sell | 62626.9→62910.1 | -2.74 | timeout |
| 06-18 06:14 | BTC | Sell | 64598.8→63927.2 | +4.75 | timeout |
| 06-17 22:04 | ETH | Sell | 1773.42→1727.77 | +12.42 | timeout |
| 06-17 16:17 | BTC | Sell | 64841.8→66052.3 | -9.79 | stop_loss |
| 06-15 22:07 | ETH | Buy | 1840.78→1810.82 | -8.61 | timeout |
| 06-15 06:10 | ETH | Buy | 1728.47→1720.43 | -2.79 | timeout |
| 06-13 22:09 | BTC | Buy | 64097.2→64409.8 | +1.98 | timeout |
| 06-11 14:11 | ETH | Buy | 1657.07→1643.94 | -4.43 | timeout |
| 06-11 10:06 | BTC | Buy | 62567.1→62859.9 | +1.85 | timeout |
| 06-11 02:08 | ETH | Sell | 1625.64→1640.96 | -5.13 | timeout |
| 06-09 22:05 | BTC | Sell | 60966→62023.1 | -9.14 | timeout |
| 06-08 22:08 | BTC | Buy | 63849.2→63464.8 | -3.47 | timeout |
| 06-06 14:09 | BTC | Buy | 61001→60921 | -1.10 | timeout |
| 06-06 10:30 | ETH | Buy | 1571.26→1541.87 | -9.80 | stop_loss |
| 06-04 10:47 | ETH | Buy | 1775.38→1741.65 | -9.94 | stop_loss |
| 06-04 10:29 | BTC | Buy | 63611.2→62425.6 | -9.76 | stop_loss |
| 06-02 22:11 | ETH | Sell | 1923.71→1893.19 | +7.48 | timeout |
| 06-01 02:10 | ETH | Sell | 2002.2→2003.6 | -0.79 | timeout |
| 05-31 02:11 | BTC | Buy | 73934.7→74081.3 | +0.52 | timeout |
| 05-28 06:04 | ETH | Sell | 2024.3→1978.2 | +10.89 | timeout |
| 05-27 22:09 | BTC | Sell | 75238.2→74535.7 | +4.24 | timeout |
| 05-27 02:02 | ETH | Sell | 2074.49→2072.21 | +0.10 | timeout |
| 05-27 02:02 | BTC | Sell | 76026.2→75845.8 | +0.72 | timeout |
| 05-24 06:01 | BTC | Buy | 76671.8→76803.2 | +0.38 | timeout |
| 05-23 02:04 | ETH | Sell | 2069.19→2065.91 | +0.36 | timeout |
| 05-22 22:04 | BTC | Sell | 76861.2→75924.8 | +5.66 | timeout |
| 05-21 17:55 | ETH | Sell | 2114.69→2154.09 | -9.73 | stop_loss |
| 05-20 14:07 | ETH | Buy | 2132.11→2119.29 | -3.49 | timeout |
| 05-15 22:11 | BTC | Sell | 79174→79038 | +0.39 | timeout |
| 05-12 04:43 | BTC | Sell | 81715.9→81724.1 | -0.48 | timeout |
| 05-12 04:43 | ETH | Sell | 2339.37→2339.83 | -0.56 | timeout |
| 05-08 02:04 | ETH | Sell | 2298.37→2278.83 | +3.42 | timeout |
| 05-08 01:04 | ETH | Sell | 2293.17→2287.53 | +0.79 | timeout |
| 05-07 22:05 | BTC | Sell | 79850→79575 | +1.29 | timeout |
| 05-07 22:04 | ETH | Sell | 2294.07→2286.03 | +1.19 | timeout |
| 05-07 13:05 | ETH | Sell | 2336.37→2328.43 | +1.13 | timeout |
| 05-02 01:16 | BTC | Buy | 78437.9→78291.1 | -1.21 | timeout |
| 04-28 02:01 | BTC | Sell | 76829→77058 | -1.75 | timeout |
| 04-27 22:16 | BTC | Sell | 76778→76815 | -0.69 | timeout |
| 04-27 22:02 | ETH | Sell | 2272→2285.6 | -3.44 | timeout |
| 04-27 05:16 | ETH | Buy | 2368.7→2349.7 | -4.46 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
44
closed
43%
win rate
-59.92
total pnl ($)
-27.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 23 | 39% | -35.4 | -41.24 |
| BTC | 21 | 48% | -18.1 | -18.68 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 00:30 | ETH | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 02:04 | ETH | Sell | +3.42 | The market was in a mild downtrend with ETH down 3.57% over the week and BTC also declining, while short-term funding remained neutral. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materiali… |
| 05-08 01:04 | ETH | Sell | +0.79 | The market was in a mild downtrend with ETH declining 1% over 24 hours and 3.9% over the week, while funding remained neutral. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient volati… |
| 05-07 22:05 | BTC | Sell | +1.29 | BTC was in a mild downtrend over the past week with low hourly volatility. The short thesis failed because the trade was closed by timeout before the expected move materialized. |
| 05-07 22:04 | ETH | Sell | +1.19 | The market was in a mild short-term uptrend with ETH gaining 0.22% in the hour, but the broader 24-hour and 7-day trends remained negative. The thesis failed because the trade was closed due to a timeout, likely before the expected move materialized in the … |
| 05-07 13:05 | ETH | Sell | +1.13 | The market was in a mild downtrend with ETH down 0.92% over 24 hours and 3.74% over the week, while funding remained slightly positive. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materiali… |
| 05-07 13:05 | ETH | Sell | +1.13 | The market exhibited low volatility with neutral funding and stable open interest, lacking directional momentum. The thesis failed because the trade was closed due to timeout, as the expected price movement did not materialize within the holding period. |
| 05-07 13:05 | ETH | Sell | +1.13 | The market was in a mild downtrend with ETH declining over multiple timeframes alongside BTC. The thesis failed because the trade was closed due to a timeout, not because of a price-based invalidation, leaving a small positive PnL from an incomplete exit. |
| 05-07 13:05 | ETH | Sell | +1.13 | The market was in a mild downtrend with ETH losing 1.56% over 24 hours and 4.36% over the week, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insuffic… |
| 05-07 13:05 | ETH | Sell | +1.13 | The market was in a mild downtrend with ETH falling 1.52% over 24 hours, tracking BTC's decline. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, low-volatility regime did not trigger the intended… |
| 05-07 13:05 | ETH | Sell | +1.13 | The market was in a neutral to slightly bearish regime with low funding and moderate open interest, lacking a strong directional catalyst. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the… |