201
closed trades
40%
win rate
-21.44
total pnl ($)
1.254
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 00:31:00 (40.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afa__restored_29864730
n: 159
· wr: 42.8%
· total_bps: -277.6
· mean_bps: -1.75
· sharpe: -0.04
· max_dd_bps: -925.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-01 05:24 | BTC | Sell | 73928.3→73466.7 | +1.23 | timeout |
| 06-01 03:02 | BTC | Sell | 73966.3→73814.7 | +0.27 | timeout |
| 06-01 00:20 | BTC | Sell | 73757.3→73725.7 | -0.11 | timeout |
| 05-31 21:09 | BTC | Sell | 73583.3→73717.7 | -0.63 | timeout |
| 05-31 15:41 | BTC | Sell | 73931.3→73682.7 | +0.57 | timeout |
| 05-31 10:50 | BTC | Sell | 73886.3→73812.7 | +0.03 | timeout |
| 05-31 08:04 | BTC | Sell | 74049.3→73924.7 | +0.19 | timeout |
| 05-31 06:18 | BTC | Sell | 74120.3→73979.7 | +0.23 | timeout |
| 05-31 02:10 | BTC | Sell | 73820.3→74076.7 | -1.00 | timeout |
| 05-30 22:48 | BTC | Sell | 73909.3→73829.7 | +0.05 | timeout |
| 05-30 19:07 | BTC | Sell | 73882.3→73983.7 | -0.52 | timeout |
| 05-30 15:43 | BTC | Sell | 73749.3→73838.7 | -0.48 | timeout |
| 05-30 11:38 | BTC | Sell | 73500.3→73594.7 | -0.50 | timeout |
| 05-30 08:06 | BTC | Sell | 73576.3→73511.7 | -0.00 | timeout |
| 05-30 04:16 | BTC | Sell | 73653.3→73392.7 | +0.61 | timeout |
| 05-30 00:31 | BTC | Sell | 73366.3→73376.7 | -0.24 | timeout |
| 05-29 20:44 | BTC | Sell | 73711.3→73674.7 | -0.09 | timeout |
| 05-29 17:20 | BTC | Sell | 73361.3→74212.7 | -2.87 | timeout |
| 05-29 14:20 | BTC | Sell | 73378.3→72765.6 | +1.72 | timeout |
| 05-29 12:07 | BTC | Sell | 73704.3→73342.7 | +0.92 | timeout |
| 05-29 10:04 | BTC | Sell | 73370.3→73662.7 | -1.12 | timeout |
| 05-29 04:36 | BTC | Sell | 73533.3→73369.7 | +0.31 | timeout |
| 05-29 04:36 | BTC | Sell | 73533.3→73225.7 | +0.76 | timeout |
| 05-29 02:10 | BTC | Sell | 73544.3→73596.7 | -0.36 | timeout |
| 05-28 23:42 | BTC | Sell | 73729.3→73554.7 | +0.34 | timeout |
| 05-28 22:21 | BTC | Sell | 73296.3→73650.7 | -1.31 | timeout |
| 05-28 19:53 | BTC | Sell | 73447.3→73485.7 | -0.32 | timeout |
| 05-28 17:34 | BTC | Sell | 72757.4→73447.7 | -2.38 | timeout |
| 05-28 15:12 | BTC | Sell | 73497.3→72914.6 | +1.62 | timeout |
| 05-28 10:17 | BTC | Sell | 73319.3→73532.7 | -0.88 | timeout |
| 05-28 08:13 | BTC | Sell | 72949.4→73412.7 | -1.67 | timeout |
| 05-28 06:13 | BTC | Sell | 73191.3→72944.6 | +0.57 | timeout |
| 05-28 04:14 | BTC | Sell | 74298.3→73071.7 | +3.59 | timeout |
| 05-28 02:13 | BTC | Sell | 74435.3→74310.7 | +0.18 | timeout |
| 05-28 00:12 | BTC | Sell | 74330.3→74421.7 | -0.49 | timeout |
| 05-27 22:11 | BTC | Sell | 75017.2→74392.7 | +1.71 | timeout |
| 05-27 20:10 | BTC | Sell | 74849.3→75238.8 | -1.40 | timeout |
| 05-27 18:10 | BTC | Sell | 75210.2→74796.7 | +1.06 | timeout |
| 05-27 16:10 | BTC | Sell | 74960.3→75263.8 | -1.14 | timeout |
| 05-27 14:08 | BTC | Sell | 75738.2→74979.7 | +2.09 | timeout |
| 05-27 12:08 | BTC | Sell | 75846.2→75630.8 | +0.44 | timeout |
| 05-27 08:11 | BTC | Sell | 75663.2→75902.8 | -0.95 | timeout |
| 05-27 06:09 | BTC | Sell | 75627.2→75754.8 | -0.60 | timeout |
| 05-27 04:09 | BTC | Sell | 75922.2→75655.8 | +0.60 | timeout |
| 05-27 00:43 | BTC | Sell | 75745.2→75948.8 | -0.83 | timeout |
| 05-26 22:39 | BTC | Sell | 76009.2→75778.8 | +0.49 | timeout |
| 05-26 20:38 | BTC | Sell | 76206.2→75978.8 | +0.48 | timeout |
| 05-26 17:47 | BTC | Sell | 76371.2→76024.8 | +0.84 | timeout |
| 05-26 14:24 | BTC | Sell | 76775.2→77819.8 | -3.34 | stop_loss |
| 05-26 13:47 | BTC | Sell | 77242.1→77027.9 | +0.43 | timeout |
| 05-26 11:47 | BTC | Sell | 76689.2→77202.9 | -1.75 | timeout |
| 05-26 09:45 | BTC | Sell | 76618.2→76653.8 | -0.32 | timeout |
| 05-26 07:45 | BTC | Sell | 76838.2→76626.8 | +0.43 | timeout |
| 05-26 05:45 | BTC | Sell | 76519.2→76842.8 | -1.18 | timeout |
| 05-26 03:45 | BTC | Sell | 76700.2→76608.8 | +0.07 | timeout |
| 05-26 01:45 | BTC | Sell | 77218.1→76628.8 | +1.55 | timeout |
| 05-25 23:44 | BTC | Sell | 77310.1→77301.9 | -0.18 | timeout |
| 05-25 21:44 | BTC | Sell | 77473.1→77267.9 | +0.41 | timeout |
| 05-25 19:44 | BTC | Sell | 77598.1→77366.9 | +0.48 | timeout |
| 05-25 17:44 | BTC | Sell | 77581.1→77547.9 | -0.10 | timeout |
| 05-25 15:44 | BTC | Sell | 77294.1→77594.9 | -1.10 | timeout |
| 05-25 13:44 | BTC | Sell | 77368.1→77266.9 | +0.10 | timeout |
| 05-25 11:43 | BTC | Sell | 77495.1→77427.9 | -0.00 | timeout |
| 05-25 09:42 | BTC | Sell | 77191.1→77549.9 | -1.27 | timeout |
| 05-25 07:42 | BTC | Sell | 77369.1→77254.9 | +0.14 | timeout |
| 05-25 05:42 | BTC | Sell | 77040.1→77410.9 | -1.31 | timeout |
| 05-25 03:42 | BTC | Sell | 77149.1→77046.9 | +0.10 | timeout |
| 05-25 01:42 | BTC | Sell | 76784.2→77072.9 | -1.07 | timeout |
| 05-24 23:42 | BTC | Sell | 76604.2→77100.9 | -1.70 | timeout |
| 05-24 21:41 | BTC | Sell | 76639.2→76251.8 | +0.96 | timeout |
| 05-24 19:42 | BTC | Sell | 76587.2→76678.8 | -0.48 | timeout |
| 05-24 17:40 | BTC | Sell | 76419.2→76663.8 | -0.94 | timeout |
| 05-24 15:40 | BTC | Sell | 77015.1→76409.8 | +1.60 | timeout |
| 05-24 13:39 | BTC | Sell | 77261.1→76847.8 | +1.02 | timeout |
| 05-24 11:40 | BTC | Sell | 76930.2→77204.9 | -1.03 | timeout |
| 05-24 09:38 | BTC | Sell | 76838.2→76970.8 | -0.60 | timeout |
| 05-24 07:39 | BTC | Sell | 76660.2→76840.8 | -0.74 | timeout |
| 05-24 05:38 | BTC | Sell | 76859.2→76653.8 | +0.41 | timeout |
| 05-24 03:37 | BTC | Sell | 76844.2→76830.8 | -0.16 | timeout |
| 05-24 01:37 | BTC | Sell | 76629.2→76865.8 | -0.91 | timeout |
| 05-23 23:37 | BTC | Sell | 77027.1→76690.8 | +0.80 | timeout |
| 05-23 20:41 | BTC | Sell | 75883.2→76914.3 | -3.33 | stop_loss |
| 05-23 19:37 | BTC | Sell | 75373.2→75853.8 | -1.67 | timeout |
| 05-23 17:37 | BTC | Sell | 75588.2→75398.8 | +0.37 | timeout |
| 05-23 02:39 | BTC | Sell | 75425.2→75456.8 | -0.30 | timeout |
| 05-23 00:38 | BTC | Sell | 75778.2→75248.8 | +1.40 | timeout |
| 05-22 22:38 | BTC | Sell | 75889.2→75697.8 | +0.38 | timeout |
| 05-22 20:38 | BTC | Sell | 76869.2→75903.8 | +2.68 | timeout |
| 05-22 18:37 | BTC | Sell | 76892.2→76679.8 | +0.43 | timeout |
| 05-22 16:36 | BTC | Sell | 76845.2→76854.8 | -0.23 | timeout |
| 05-22 14:37 | BTC | Sell | 77434.1→76789.8 | +1.71 | timeout |
| 05-22 12:37 | BTC | Sell | 77245.1→77405.9 | -0.68 | timeout |
| 05-22 10:35 | BTC | Sell | 77493.1→77318.9 | +0.31 | timeout |
| 05-22 08:16 | BTC | Sell | 77421.1→77472.9 | -0.36 | timeout |
| 05-22 06:16 | BTC | Sell | 77759.1→77441.9 | +0.73 | timeout |
| 05-22 04:15 | BTC | Sell | 77615.1→77849.9 | -0.90 | timeout |
| 05-22 02:14 | BTC | Sell | 77576.1→77634.9 | -0.38 | timeout |
| 05-22 00:14 | BTC | Sell | 77621.1→77426.9 | +0.37 | timeout |
| 05-21 22:13 | BTC | Sell | 77686.1→77635.9 | -0.05 | timeout |
| 05-21 20:13 | BTC | Sell | 77864.1→77659.9 | +0.40 | timeout |
Paper vs Live
Paper (trades.jsonl)
201
closed
40%
win rate
-21.44
total pnl ($)
-4.7 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 | 201 | 40% | -4.7 | -21.44 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:23 | BTC | Sell | -0.77 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without a trigger, as the timeout close_reason indicates no entry was executed. |
| 05-10 10:23 | BTC | Sell | -0.43 | The market was in a low-funding, sideways regime with declining open interest, offering no clear directional edge. The thesis failed because the trade expired without a fill, as the timeout close_reason indicates the limit order was never triggered. |
| 05-10 08:22 | BTC | Sell | -0.49 | The market was in a mild uptrend across multiple timeframes with low funding, suggesting cautious bullish sentiment. The short thesis failed because the trade expired via timeout without reaching a target or stop, as the gradual upward drift prevented a mea… |
| 05-10 06:22 | BTC | Sell | -0.05 | The market was in a neutral range with low funding and stable open interest, offering no clear directional edge. The thesis failed because the trade expired without a price move, as the timeout close_reason indicates no entry or exit occurred. |
| 05-10 04:20 | BTC | Sell | -0.63 | The market was in a mild uptrend with BTC up 2.65% over 24 hours, showing bullish momentum. The short thesis failed because the trade expired via timeout without a favorable move, as the persistent upward bias prevented the expected decline. |
| 05-10 01:59 | BTC | Sell | -0.27 | BTC was trading in a narrow range with low volatility, showing mild upward momentum across timeframes. The thesis failed because the trade expired via timeout without reaching the target or stop, as the market lacked the directional conviction needed to tri… |
| 05-09 23:57 | BTC | Sell | -0.01 | BTC was trading in a narrow, low-volatility range with neutral funding and flat short-term momentum. The sell thesis failed because the market lacked directional conviction, and the trade expired without a move due to the timeout close reason. |
| 05-09 21:56 | BTC | Sell | -0.12 | BTC was trading in a narrow, low-volatility range near $79,814 with flat funding and declining 24h momentum. The short thesis failed because the market lacked directional conviction, and the trade expired without reaching a target or stop, resulting in a sm… |
| 05-09 19:54 | BTC | Sell | -0.29 | BTC was trading in a narrow, low-volatility range with mixed short-term signals and neutral funding. The sell thesis failed because the market lacked directional momentum, and the trade expired without reaching a target or stop. |
| 05-09 17:53 | BTC | Sell | -1.11 | The market was in a low-volatility, range-bound regime with neutral funding and steady open interest. The thesis failed because the timeout closed the trade before the anticipated move materialized, resulting in a small loss from funding costs. |