81
closed trades
52%
win rate
+73.53
total pnl ($)
1.418
weight
7d window — n=20 wr=60% pnl=+29.64
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 08:14:56 (38.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aol
n: 25
· wr: 36.0%
· total_bps: -200.5
· mean_bps: -8.02
· sharpe: -0.16
· max_dd_bps: -330.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 81 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 23:46 | BTC | Sell | 60083→60055 | -0.22 | timeout |
| 06-26 22:15 | BTC | Sell | 59798→59919 | -1.44 | timeout |
| 06-26 14:00 | BTC | Sell | 59167→60277.1 | -9.83 | stop_loss |
| 06-26 13:19 | BTC | Sell | 60521→58587.9 | +15.53 | take_profit |
| 06-26 12:18 | BTC | Sell | 59910→59607 | +2.10 | timeout |
| 06-26 04:58 | BTC | Sell | 60157→59886 | +1.80 | timeout |
| 06-26 03:24 | BTC | Sell | 59592→58803.9 | +6.14 | timeout |
| 06-24 15:31 | BTC | Sell | 62745.9→60734 | +15.56 | take_profit |
| 06-23 02:57 | BTC | Sell | 64466.8→64238.2 | +1.32 | timeout |
| 06-22 20:38 | BTC | Sell | 65253.7→64476.2 | +5.52 | timeout |
| 06-22 19:06 | BTC | Sell | 64751.8→64323.2 | +2.87 | timeout |
| 06-22 13:36 | BTC | Sell | 64123.8→65317.9 | -9.74 | stop_loss |
| 06-22 09:45 | BTC | Sell | 64445.8→64097.2 | +2.28 | timeout |
| 06-22 08:15 | BTC | Sell | 63888.8→64271.2 | -3.43 | timeout |
| 06-21 23:03 | BTC | Sell | 64207.8→63650.2 | +3.89 | timeout |
| 06-21 16:52 | BTC | Sell | 64146.8→64168.2 | -0.63 | timeout |
| 06-21 15:20 | BTC | Sell | 64035.8→64180.2 | -1.59 | timeout |
| 06-21 08:50 | BTC | Sell | 64242.8→63908.2 | +2.19 | timeout |
| 06-20 23:57 | BTC | Sell | 63964.8→64298.2 | -3.05 | timeout |
| 06-20 22:22 | BTC | Sell | 64209.8→64102.2 | +0.39 | timeout |
| 06-20 16:36 | BTC | Sell | 63608.8→63893.2 | -2.66 | timeout |
| 06-20 15:04 | BTC | Sell | 63600.8→64032.2 | -3.82 | timeout |
| 06-20 07:36 | BTC | Sell | 63682.8→63702.2 | -0.60 | timeout |
| 06-20 03:51 | BTC | Sell | 63159.8→63453.2 | -2.78 | timeout |
| 06-19 07:00 | BTC | Sell | 62907.9→62886.1 | -0.29 | timeout |
| 06-18 18:05 | BTC | Sell | 64107.8→62621.1 | +11.07 | timeout |
| 06-17 01:18 | BTC | Sell | 66082.7→65664.3 | +2.73 | timeout |
| 06-16 23:43 | BTC | Sell | 65810.7→65697.3 | +0.44 | timeout |
| 06-15 05:08 | BTC | Sell | 65024.7→65600.3 | -4.87 | timeout |
| 06-14 21:34 | BTC | Sell | 63803.8→64998.7 | -9.81 | stop_loss |
| 06-13 08:47 | BTC | Sell | 63800.8→63854.2 | -0.84 | timeout |
| 06-13 07:15 | BTC | Sell | 63571.8→63705.2 | -1.50 | timeout |
| 06-11 19:51 | BTC | Sell | 62866.9→63618.2 | -6.39 | timeout |
| 06-11 18:13 | BTC | Sell | 63143.8→63439.2 | -2.75 | timeout |
| 06-10 00:36 | BTC | Sell | 61704.9→62023.1 | -3.05 | timeout |
| 06-09 23:03 | BTC | Sell | 61060.9→62023.1 | -8.35 | timeout |
| 06-08 15:03 | BTC | Sell | 63159.8→64018.2 | -7.23 | timeout |
| 06-08 13:11 | BTC | Sell | 62927.9→63779.2 | -7.20 | timeout |
| 06-08 06:08 | BTC | Sell | 62819.9→62833.1 | -0.55 | timeout |
| 06-08 05:20 | BTC | Sell | 63190.8→62593.1 | +4.28 | timeout |
| 06-07 22:14 | BTC | Sell | 62048.9→63203.7 | -9.76 | stop_loss |
| 06-06 15:19 | BTC | Sell | 61049.9→60424 | +4.68 | timeout |
| 06-06 13:46 | BTC | Sell | 60805→60890 | -1.16 | timeout |
| 06-04 00:25 | BTC | Sell | 66044.7→63937.2 | +15.50 | take_profit |
| 06-03 22:31 | BTC | Sell | 66626.7→65127.3 | +10.80 | timeout |
| 06-03 01:49 | BTC | Sell | 67242.6→66511.3 | +4.99 | timeout |
| 06-02 23:56 | BTC | Sell | 67517.6→66779.3 | +5.02 | timeout |
| 06-02 15:30 | BTC | Sell | 69495.5→67278.4 | +15.51 | take_profit |
| 06-02 14:01 | BTC | Sell | 69907.5→68674.8 | +0.00 | stop_loss |
| 06-02 01:38 | BTC | Sell | 71581.4→70803.5 | +5.03 | timeout |
| 06-01 23:35 | BTC | Sell | 71143.4→71331.6 | -1.73 | timeout |
| 05-29 13:34 | BTC | Sell | 73677.3→72902.6 | +4.81 | timeout |
| 05-29 09:48 | BTC | Sell | 73351.3→73776.7 | -3.33 | timeout |
| 05-29 07:49 | BTC | Sell | 73721.3→73380.7 | +1.86 | timeout |
| 05-29 05:52 | BTC | Sell | 73507.3→73394.7 | +0.35 | timeout |
| 05-29 03:57 | BTC | Sell | 73563.3→73277.7 | +1.53 | timeout |
| 05-29 03:16 | BTC | Sell | 73435.3→73378.7 | -0.03 | timeout |
| 05-29 01:33 | BTC | Sell | 73585.3→73506.7 | +0.13 | timeout |
| 05-28 23:43 | BTC | Sell | 73342.3→73554.7 | -1.85 | timeout |
| 05-28 22:03 | BTC | Sell | 72941.4→73808.7 | -6.35 | timeout |
| 05-28 03:54 | BTC | Sell | 74531.3→73231.3 | +0.00 | stop_loss |
| 05-28 03:18 | BTC | Sell | 75135.2→73815.6 | +0.00 | stop_loss |
| 05-28 02:54 | BTC | Sell | 75006.2→74317.7 | +4.14 | timeout |
| 05-28 01:24 | BTC | Sell | 74810.3→74480.7 | +1.76 | timeout |
| 05-27 23:53 | BTC | Sell | 75224.2→74340.7 | +5.44 | timeout |
| 05-27 22:22 | BTC | Sell | 75256.2→74557.7 | +4.21 | timeout |
| 05-27 20:52 | BTC | Sell | 75040.2→75239.8 | -1.76 | timeout |
| 05-27 15:01 | BTC | Sell | 75933.2→74983.7 | +5.80 | timeout |
| 05-27 07:00 | BTC | Sell | 75911.2→75804.8 | +0.21 | timeout |
| 05-27 03:15 | BTC | Sell | 76071.2→75852.8 | +0.97 | timeout |
| 05-27 01:43 | BTC | Sell | 75875.2→75878.8 | -0.49 | timeout |
| 05-27 00:14 | BTC | Sell | 76456.2→75947.8 | +2.87 | timeout |
| 05-26 22:42 | BTC | Sell | 76471.2→75763.8 | +4.18 | timeout |
| 05-26 19:42 | BTC | Sell | 77032.1→75977.8 | +6.42 | timeout |
| 05-26 17:30 | BTC | Sell | 77262.1→75912.7 | +0.00 | stop_loss |
| 05-26 10:50 | BTC | Sell | 76607.2→77524.9 | -6.44 | timeout |
| 05-26 07:00 | BTC | Sell | 77280.1→76871.8 | +2.19 | timeout |
| 05-26 04:06 | BTC | Sell | 77329.1→76589.8 | +4.33 | timeout |
| 05-26 02:36 | BTC | Sell | 77374.1→76653.8 | +4.20 | timeout |
| 05-26 01:06 | BTC | Sell | 77567.1→76635.8 | +5.54 | timeout |
| 05-25 18:35 | BTC | Sell | 77413.1→77582.9 | -1.50 | timeout |
Paper vs Live
Paper (trades.jsonl)
81
closed
52%
win rate
+73.53
total pnl ($)
+17.6 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 | 81 | 52% | +19.0 | +73.53 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||