16
closed trades
69%
win rate
+33.75
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:30:42 (41.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
lw
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 16 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-22 03:36 | BTC | Buy | 77602.9→77758.1 | +0.49 | timeout |
| 05-02 11:10 | BTC | Buy | 76256.8→78149.1 | +11.95 | timeout |
| 05-02 10:30 | BTC | Buy | 76403.8→78189.1 | +11.21 | timeout |
| 05-02 09:50 | BTC | Buy | 76290.8→78266.1 | +12.45 | timeout |
| 05-02 09:19 | BTC | Buy | 76398.8→78282.1 | +11.82 | timeout |
| 05-02 08:27 | BTC | Buy | 76422.8→78245.1 | +11.39 | timeout |
| 04-27 15:21 | BTC | Buy | 77974→76726 | -8.45 | stop_loss |
| 04-27 15:21 | BTC | Buy | 78063→76813 | -8.46 | stop_loss |
| 04-27 15:18 | BTC | Buy | 78150→76899 | -8.45 | stop_loss |
| 04-27 15:18 | BTC | Buy | 78152→76901 | -8.45 | stop_loss |
| 04-27 15:18 | BTC | Buy | 78214→76962 | -8.45 | stop_loss |
| 04-26 19:10 | BTC | Buy | 77447→78299 | +5.05 | timeout |
| 04-26 18:40 | BTC | Buy | 77495→78131 | +3.65 | timeout |
| 04-26 17:59 | BTC | Buy | 77475→77992 | +2.89 | timeout |
| 04-26 17:20 | BTC | Buy | 77471→77987 | +2.88 | timeout |
| 04-26 16:48 | BTC | Buy | 77569→77989 | +2.26 | timeout |
Paper vs Live
Paper (trades.jsonl)
16
closed
69%
win rate
+33.75
total pnl ($)
+42.6 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 | 16 | 69% | +42.6 | +33.75 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 11:10 | BTC | Buy | +11.95 | # Trade Analysis: BTC Long (tradfi_risk_on_rotation_crypto_fear_lag_long) Bitcoin was consolidating near session highs with minimal intraday volatility (−0.05% 1h) and positive daily momentum (0.97% 24h), supported by stable funding rates (0.0232%), while … |
| 05-02 10:30 | BTC | Buy | +11.21 | # Trade Analysis: BTC Long (tradfi_risk_on_rotation_crypto_fear_lag_long) Bitcoin was consolidating near $78,242 with modest positive momentum (1.27% over 24h, 0.78% over 7d) and neutral short-term price action (−0.15% last hour), suggesting risk-on sentim… |
| 05-02 09:50 | BTC | Buy | +12.45 | At close, BTC was trading near $78,266 with modest positive funding (0.25% annualized) and elevated open interest ($4.1B), suggesting balanced long-short positioning without extreme leverage buildup. The thesis succeeded because the trade captured a risk-on… |
| 05-02 09:19 | BTC | Buy | +11.82 | # Trade Analysis: tradfi_risk_on_rotation_crypto_fear_lag_long Bitcoin was consolidating near $78,300 with modest positive momentum (1.29% over 24h, 0.97% over 7d) and neutral short-term technicals (0.05% in the last hour), indicating sideways market condi… |
| 05-02 08:27 | BTC | Buy | +11.39 | # Trade Analysis: BTC tradfi_risk_on_rotation_crypto_fear_lag_long Bitcoin was consolidating near $78,303 with minimal intraday volatility (1h: +0.09%), showing modest 24h and 7d gains amid neutral funding conditions (0.48bps) and elevated open interest. T… |
| 04-27 15:21 | BTC | buy | -8.46 | The market was experiencing modest crypto-wide weakness at close, with BTC down 1.38% in the prior hour and 1.32% over 24h, while funding rates turned slightly negative (-0.001732%), signaling reduced leveraged long positioning. The trade's thesis failed be… |
| 04-27 15:21 | BTC | buy | -8.45 | At close, Bitcoin had declined 1.37% in the past hour and 1.63% over 24 hours despite a positive 7-day trend, while funding rates turned slightly negative (-0.001851%), signaling reduced leverage and weakening bullish sentiment in the perpetuals market. The… |
| 04-27 15:21 | BTC | buy | -8.46 | BTC was declining into the close, down 1.37% over the prior hour and 1.63% over 24 hours, suggesting a shift away from risk-on sentiment that the strategy was positioned to capture. The trade's thesis—that crypto fear lag would reverse into a risk-on rotati… |
| 04-27 15:18 | BTC | buy | -8.45 | At close, Bitcoin was in a mild downtrend with a -1.37% 1-hour decline and -1.63% 24-hour loss, while funding rates turned slightly negative (-0.001851%), signaling risk-off sentiment after the prior risk-on positioning. The trade's thesis failed because th… |
| 04-27 15:18 | BTC | buy | -8.45 | # Trade Closure Analysis BTC was declining sharply into the close, down 1.37% in the hour and 1.63% over 24h, with negative funding rates (-0.0018%) suggesting weak leverage positioning across the market. The "tradfi_risk_on_rotation_crypto_fear_lag_long" … |