20
closed trades
55%
win rate
+17.07
total pnl ($)
1.177
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 03:36:13 (33.4d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
kl
n: 20
· wr: 70.0%
· total_bps: +518.0
· mean_bps: +25.90
· sharpe: +0.44
· max_dd_bps: -135.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 20 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-29 05:54 | BTC | Buy | 73532.7→73387.3 | -1.47 | timeout |
| 05-29 02:07 | BTC | Buy | 73303.7→73560.3 | +1.26 | timeout |
| 05-28 21:39 | BTC | Buy | 72884.6→73762.3 | +5.53 | timeout |
| 05-21 01:52 | BTC | Buy | 77629.9→77871.1 | +1.09 | timeout |
| 05-20 21:51 | BTC | Buy | 77524.9→77576.1 | -0.14 | timeout |
| 05-01 20:13 | BTC | Buy | 78777.9→78249.1 | -3.79 | timeout |
| 05-01 12:53 | BTC | Buy | 76888.8→77928.1 | +6.31 | timeout |
| 05-01 03:32 | BTC | Buy | 76311.8→77165.1 | +5.19 | timeout |
| 04-27 00:53 | BTC | Buy | 78204→78898 | +3.99 | timeout |
| 04-26 20:52 | BTC | Buy | 78079→78249 | +0.64 | timeout |
| 04-26 16:52 | BTC | Buy | 77945→77996 | -0.12 | timeout |
| 04-26 12:51 | BTC | Buy | 77886→77828 | -0.82 | timeout |
| 04-26 08:51 | BTC | Buy | 77457→77980 | +2.93 | timeout |
| 04-26 04:51 | BTC | Buy | 77516→77664 | +0.50 | timeout |
| 04-26 00:49 | BTC | Buy | 77300→77513 | +0.93 | timeout |
| 04-25 20:50 | BTC | Buy | 77705→77378 | -2.55 | timeout |
| 04-25 16:49 | BTC | Buy | 77755→77358 | -3.00 | timeout |
| 04-25 12:49 | BTC | Buy | 77492→77511 | -0.33 | timeout |
| 04-25 08:49 | BTC | Buy | 77580→77591 | -0.38 | timeout |
| 04-25 04:48 | BTC | Buy | 77299→77569 | +1.30 | timeout |
Paper vs Live
Paper (trades.jsonl)
20
closed
55%
win rate
+17.07
total pnl ($)
+17.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 20 | 55% | +17.1 | +17.07 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 20:13 | BTC | Buy | -3.79 | Bitcoin was consolidating with a mild 1-hour pullback (-0.36%) while maintaining 24-hour gains (+2.13%), reflecting a risk-on environment despite the late-session softness, yet the trade's thesis failed because the macro correlation breakdown never material… |
| 05-01 12:53 | BTC | Buy | +6.31 | Bitcoin rallied +135 bps during a six-hour window when TradFi risk-on signals (VIX -10.21%, S&P +0.98%) were accelerating while crypto fear-greed remained depressed at 26, creating the exact macro correlation breakdown the strategy sought to exploit. The th… |
| 05-01 03:32 | BTC | Buy | +5.19 | BTC rallied 0.81% in the final hour and closed at $77,212 (+1.72% over 24h), while TradFi risk-on signals persisted with the VIX near 16.9 and equities bid, confirming the macro correlation breakdown thesis. The trade's thesis worked mechanically—BTC did co… |
| 04-27 00:53 | BTC | BUY | +3.99 | When the trade closed after 6 hours, Bitcoin had rallied to $78,898 on moderate positive risk sentiment (VIX down 3.11%, DXY down 0.31%, S&P up 0.38%), but macro conditions had shifted away from the divergence setup that originally justified the thesis. The… |
| 04-26 20:52 | BTC | BUY | +0.64 | BTC was trading in a low-conviction environment with negative funding (-0.001159%) and substantial open interest ($3.8B), indicating market participants were unwilling to hold long leverage positions despite price elevation. The thesis failed because the ex… |
| 04-26 16:52 | BTC | BUY | -0.12 | At close, Bitcoin was trading at $77,996 with elevated funding rates (0.0133%) and $3.8B in open interest, reflecting sustained leverage positioning without a clear directional catalyst. The thesis failed because the expected sentiment convergence between T… |
| 04-26 12:51 | BTC | BUY | -0.82 | At close, Bitcoin had settled into a period of funding rate normalization at 0.0022% with elevated open interest of $3.78B, indicating the market had absorbed the earlier risk-on signal without sustained directional conviction. The trade's thesis failed bec… |
| 04-26 08:51 | BTC | BUY | +2.93 | At close, Bitcoin was trading in a low-volatility consolidation phase with minimal funding rate pressure (0.0005%) and massive open interest ($3.77B), indicating market equilibrium without directional conviction. The trade's thesis failed because the expect… |
| 04-26 04:51 | BTC | BUY | +0.50 | BTC had drifted modestly higher over the 6-hour hold period (+0.22% from entry to close at $77,664), with stable funding rates and no macro catalyst to accelerate the risk-on sentiment convergence. The thesis failed to materialize within the 360-minute wind… |
| 04-26 00:49 | BTC | BUY | +0.93 | At close, Bitcoin had stalled near $77,551 with minimal hourly movement (-0.09%), failing to sustain the risk-on momentum that had characterized the broader market earlier. The thesis underperformed because the expected sentiment convergence between TradFi'… |