85
closed trades
34%
win rate
-81.31
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 20:13:59 (40.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
acd__restored_27dcbb4f
n: 110
· wr: 36.4%
· total_bps: -1135.8
· mean_bps: -10.33
· sharpe: -0.19
· max_dd_bps: -1896.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 85 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-01 05:14 | BTC | Buy | 73574.7→73475.3 | -1.13 | timeout |
| 05-31 22:47 | BTC | Buy | 73593.7→73924.3 | +1.80 | timeout |
| 05-31 18:32 | BTC | Buy | 73664.7→73660.3 | -0.49 | timeout |
| 05-30 01:58 | BTC | Buy | 73404.7→73614.3 | +0.97 | timeout |
| 05-29 05:57 | BTC | Buy | 73578.7→73387.3 | -1.77 | timeout |
| 05-29 03:27 | BTC | Buy | 73616.7→73362.3 | -2.20 | timeout |
| 05-29 01:04 | BTC | Buy | 73546.7→73757.3 | +0.96 | timeout |
| 05-28 23:55 | BTC | Buy | 73472.7→73541.3 | -0.01 | timeout |
| 05-28 21:33 | BTC | Buy | 73406.7→73678.3 | +1.38 | timeout |
| 05-28 19:17 | BTC | Buy | 72866.6→73443.3 | +3.48 | timeout |
| 05-28 16:54 | BTC | Buy | 73504.7→73346.3 | -1.55 | timeout |
| 05-28 14:05 | BTC | Buy | 73561.7→72540.1 | -7.41 | stop_loss |
| 05-28 12:03 | BTC | Buy | 73319.7→73397.3 | +0.07 | timeout |
| 05-28 09:58 | BTC | Buy | 72956.6→73521.3 | +3.42 | timeout |
| 05-28 07:58 | BTC | Buy | 73235.7→73422.3 | +0.83 | timeout |
| 05-28 03:52 | BTC | Buy | 74305.7→73293.7 | -7.26 | stop_loss |
| 05-28 03:18 | BTC | Buy | 74421.7→73403.6 | -7.29 | stop_loss |
| 05-28 01:57 | BTC | Buy | 74314.7→74305.3 | -0.52 | timeout |
| 05-27 23:56 | BTC | Buy | 75028.8→74389.3 | -4.72 | timeout |
| 05-27 21:55 | BTC | Buy | 74861.7→74332.3 | -4.00 | timeout |
| 05-27 19:55 | BTC | Buy | 75255.8→75015.2 | -2.06 | timeout |
| 05-27 17:55 | BTC | Buy | 74952.7→74862.3 | -1.06 | timeout |
| 05-27 14:29 | BTC | Buy | 75745.8→74713.9 | -7.26 | stop_loss |
| 05-27 13:40 | BTC | Buy | 75855.8→74823.8 | -7.24 | stop_loss |
| 05-27 09:54 | BTC | Buy | 75647.8→75878.2 | +1.10 | timeout |
| 05-27 07:53 | BTC | Buy | 75639.8→75905.2 | +1.33 | timeout |
| 05-27 05:53 | BTC | Buy | 75934.8→75616.2 | -2.53 | timeout |
| 05-27 02:54 | BTC | Buy | 75706.8→75766.2 | -0.05 | timeout |
| 05-27 00:53 | BTC | Buy | 76035.8→75978.2 | -0.83 | timeout |
| 05-26 22:53 | BTC | Buy | 75952.8→75661.2 | -2.37 | timeout |
| 05-26 20:52 | BTC | Buy | 76443.8→76031.2 | -3.16 | timeout |
| 05-26 13:03 | BTC | Buy | 76659.8→77087.1 | +2.33 | timeout |
| 05-26 11:01 | BTC | Buy | 76875.8→77390.1 | +2.89 | timeout |
| 05-26 09:01 | BTC | Buy | 76680.8→76651.2 | -0.64 | timeout |
| 05-26 05:05 | BTC | Buy | 76658.8→76677.2 | -0.33 | timeout |
| 05-25 00:58 | BTC | Buy | 76583.8→77091.1 | +2.85 | timeout |
| 05-23 23:22 | BTC | Buy | 75889.8→76612.2 | +4.30 | timeout |
| 05-23 20:55 | BTC | Buy | 75388.8→77046.1 | +10.54 | take_profit |
| 05-23 19:21 | BTC | Buy | 75622.8→75931.2 | +1.58 | timeout |
| 05-23 03:24 | BTC | Buy | 75717.8→75559.2 | -1.50 | timeout |
| 05-23 01:24 | BTC | Buy | 75998.8→75440.2 | -4.14 | timeout |
| 05-22 23:23 | BTC | Buy | 76354.8→75720.2 | -4.62 | timeout |
| 05-22 19:30 | BTC | Buy | 76843.8→75800.3 | -7.25 | stop_loss |
| 05-22 19:23 | BTC | Buy | 76614.8→76347.2 | -2.21 | timeout |
| 05-22 12:08 | BTC | Buy | 77364.9→77417.1 | -0.13 | timeout |
| 05-22 09:03 | BTC | Buy | 77618.9→77230.1 | -2.98 | timeout |
| 05-22 04:56 | BTC | Buy | 77409.9→77608.1 | +0.83 | timeout |
| 05-21 18:30 | BTC | Buy | 77106.9→77706.1 | +3.42 | timeout |
| 05-21 16:31 | BTC | Buy | 77083.9→77181.1 | +0.17 | timeout |
| 05-20 04:16 | BTC | Buy | 76569.8→76788.2 | +0.96 | timeout |
| 05-20 02:14 | BTC | Buy | 76762.8→76776.2 | -0.39 | timeout |
| 05-19 15:44 | BTC | Buy | 76704.8→76458.2 | -2.08 | timeout |
| 05-19 03:37 | BTC | Buy | 77006.9→76751.2 | -2.13 | timeout |
| 05-19 01:37 | BTC | Buy | 77031.9→76848.2 | -1.65 | timeout |
| 05-18 23:37 | BTC | Buy | 76734.8→76999.1 | +1.26 | timeout |
| 05-18 19:44 | BTC | Buy | 76328.8→76783.2 | +2.51 | timeout |
| 05-18 17:43 | BTC | Buy | 76909.8→76641.2 | -2.21 | timeout |
| 05-18 14:34 | BTC | Buy | 77290.9→76244 | -7.23 | stop_loss |
| 05-18 13:43 | BTC | Buy | 76915.8→76775.2 | -1.38 | timeout |
| 05-18 11:43 | BTC | Buy | 76914.8→77283.1 | +1.93 | timeout |
| 05-16 10:06 | BTC | Buy | 78995.9→78992 | -0.49 | timeout |
| 05-16 07:13 | BTC | Buy | 79072→77973.1 | -7.39 | stop_loss |
| 05-16 05:06 | BTC | Buy | 79082→78954.1 | -1.25 | timeout |
| 05-16 03:05 | BTC | Buy | 79056→79113 | -0.08 | timeout |
| 05-16 01:05 | BTC | Buy | 79067→79055 | -0.52 | timeout |
| 05-15 23:05 | BTC | Buy | 79090→79048 | -0.70 | timeout |
| 05-15 17:41 | BTC | Buy | 79217→79395 | +0.67 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.50 | timeout |
| 05-08 17:05 | BTC | Buy | 80030→79838 | -1.66 | timeout |
| 05-08 15:04 | BTC | Buy | 80196→79984 | -1.78 | timeout |
| 05-08 13:05 | BTC | Buy | 79828→80022 | +0.76 | timeout |
| 05-08 11:04 | BTC | Buy | 79414→80188 | +4.42 | timeout |
| 05-08 09:02 | BTC | Buy | 79585→79820 | +1.02 | timeout |
| 05-08 07:02 | BTC | Buy | 79325→79406 | +0.05 | timeout |
| 05-08 05:02 | BTC | Buy | 79859→79577 | -2.23 | timeout |
| 05-08 02:50 | BTC | Buy | 79861→79574 | -2.26 | timeout |
| 05-08 00:50 | BTC | Buy | 79975→79821 | -1.42 | timeout |
| 05-07 22:48 | BTC | Buy | 80053→79845 | -1.76 | timeout |
| 05-07 20:48 | BTC | Buy | 79917→79938 | -0.33 | timeout |
| 05-07 18:47 | BTC | Buy | 80145→80126 | -0.58 | timeout |
| 05-07 14:44 | BTC | Buy | 80858→80129 | -4.97 | timeout |
| 05-07 14:38 | BTC | Buy | 81060.1→79962 | -7.23 | stop_loss |
| 05-07 12:44 | BTC | Buy | 81238.1→81025.9 | -1.77 | timeout |
| 05-07 07:23 | BTC | Buy | 80871→81595.9 | +4.03 | timeout |
| 05-02 18:12 | BTC | Buy | 78280.9→78277.1 | -0.47 | timeout |
Paper vs Live
Paper (trades.jsonl)
85
closed
34%
win rate
-81.31
total pnl ($)
-19.0 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 | 85 | 34% | -19.0 | -81.31 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 17:05 | BTC | Buy | -1.66 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the trade expired via timeout without reaching the target, as the lack of directional momentum prevented the expected move from materializing. |
| 05-08 15:04 | BTC | Buy | -1.78 | The market was in a persistent downtrend across timeframes, with BTC falling 2.45% in 24 hours and negative funding. The thesis failed because the trade was not triggered before the timeout, as the entry condition never materialized in the declining regime. |
| 05-08 13:05 | BTC | Buy | +0.76 | BTC traded in a narrow range with low volatility, showing a slight hourly uptick but remaining down over the past day and week. The thesis failed because the trade was closed due to a timeout, likely as the market lacked sufficient directional momentum to t… |
| 05-08 11:04 | BTC | Buy | +4.42 | The market was in a mild downtrend with BTC down 1.76% over 24 hours and negative weekly momentum. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 09:02 | BTC | Buy | +1.02 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected directional move did n… |
| 05-08 07:02 | BTC | Buy | +0.05 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade expired without reaching target or stop, as the market remained range-bound and directionless during the timeou… |
| 05-08 05:02 | BTC | Buy | -2.23 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1h gain but negative 24h and 7d performance. The thesis failed because the trade was closed due to timeout, likely as the expected directional move did not… |
| 05-08 02:50 | BTC | Buy | -2.26 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade was not triggered before the timeout, likely due to insufficient price movement or liquidity to fill the entry. |
| 05-08 00:50 | BTC | Buy | -1.42 | BTC traded in a narrow range with mild bearish drift across timeframes, showing low volatility and no clear directional catalyst. The thesis failed because the trade was closed by timeout without reaching any target or stop, as the sideways market never tri… |
| 05-07 22:48 | BTC | Buy | -1.76 | The market was in a mild intraday uptick within a broader weekly downtrend, with low funding and declining open interest. The thesis failed because the trade was closed by timeout, likely due to insufficient directional conviction or a lack of follow-throug… |