27
closed trades
41%
win rate
-28.96
total pnl ($)
1.259
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 18:18:55 (25.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cc
n: 33
· wr: 51.5%
· total_bps: -344.0
· mean_bps: -10.42
· sharpe: -0.13
· max_dd_bps: -779.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 27 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-11 21:09 | BTC | Buy | 81259.1→81729.9 | +2.44 | timeout |
| 05-11 04:07 | BTC | Buy | 81383.1→80701 | -4.68 | timeout |
| 05-10 22:06 | BTC | Buy | 80917→80916 | -0.46 | timeout |
| 05-10 16:05 | BTC | Buy | 80687→81315.9 | +3.47 | timeout |
| 05-10 10:04 | BTC | Buy | 80608→80705 | +0.15 | timeout |
| 05-10 04:04 | BTC | Buy | 80856→80737 | -1.21 | timeout |
| 05-09 22:02 | BTC | Buy | 80351→80731 | +1.93 | timeout |
| 05-09 14:10 | BTC | Buy | 80408→80322 | -0.99 | timeout |
| 05-09 08:09 | BTC | Buy | 80117→80299 | +0.71 | timeout |
| 05-09 02:08 | BTC | Buy | 80160→80406 | +1.10 | timeout |
| 05-08 20:07 | BTC | Buy | 80175→80116 | -0.84 | timeout |
| 05-08 14:08 | BTC | Buy | 79492→79837 | +1.71 | timeout |
| 05-07 21:37 | BTC | Buy | 80727→79860 | -5.85 | timeout |
| 05-07 14:32 | BTC | Buy | 81625.1→80110.9 | -9.75 | stop_loss |
| 05-07 09:36 | BTC | Buy | 81115.1→81054.9 | -0.82 | timeout |
| 05-07 03:18 | BTC | Buy | 81214.1→80992 | -1.82 | timeout |
| 05-06 21:18 | BTC | Buy | 82097.1→81389.9 | -4.74 | timeout |
| 04-27 21:05 | BTC | Buy | 77614→76834 | -5.47 | timeout |
| 04-27 15:05 | BTC | Buy | 77698→77453 | -2.03 | timeout |
| 04-27 05:16 | BTC | Buy | 79302→78112 | -7.95 | stop_loss |
| 04-27 03:04 | BTC | Buy | 78201→79080 | +5.17 | timeout |
| 04-26 21:03 | BTC | Buy | 77780→78183 | +2.14 | timeout |
| 04-26 15:03 | BTC | Buy | 77991→78059 | -0.01 | timeout |
| 04-26 09:02 | BTC | Buy | 77467→77975 | +2.83 | timeout |
| 04-26 03:02 | BTC | Buy | 77269→77458 | +0.77 | timeout |
| 04-25 19:02 | BTC | Buy | 77742→77269 | -3.49 | timeout |
| 04-24 18:42 | BTC | Buy | 77626→77502 | -1.25 | timeout |
Paper vs Live
Paper (trades.jsonl)
27
closed
41%
win rate
-28.96
total pnl ($)
-21.4 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 | 27 | 41% | -21.4 | -28.96 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 10:04 | BTC | Buy | +0.15 | BTC was trading in a narrow range with low volatility, showing slight intraday weakness but maintaining a positive weekly trend. The trade timed out without hitting its target or stop, as the sideways market lacked the momentum needed to trigger a profitabl… |
| 05-10 04:04 | BTC | Buy | -1.21 | The market was in a low-funding, neutral OI regime with no clear directional momentum. The thesis failed because the trade was closed by timeout without entry, resulting in a small negative PnL from an unfilled order. |
| 05-09 22:02 | BTC | Buy | +1.93 | BTC was trading in a narrow range near $79,814 with low volatility and mixed short-term momentum. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 14:10 | BTC | Buy | -0.99 | The market was in a mild downtrend with BTC down 1.62% over 24 hours and negative momentum across the broader crypto space. The thesis failed because the trade was not executed (entry=None) and was closed due to timeout, likely from a lack of favorable pric… |
| 05-09 08:09 | BTC | Buy | +0.71 | BTC traded in a narrow range near $79,888 with low volatility and mixed short-term momentum. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed timeframe. |
| 05-09 02:08 | BTC | Buy | +1.10 | The market was in a mild downtrend across the board with low funding and declining open interest. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-08 20:07 | BTC | Buy | -0.84 | The market was in a short-term uptrend on the hourly timeframe but remained in a broader daily and weekly downtrend. The trade failed because the timeout close_reason indicates the thesis did not trigger an entry or exit within the allowed time, likely due … |
| 05-08 14:08 | BTC | Buy | +1.71 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-07 21:37 | BTC | Buy | -5.85 | The market was in a mild downtrend with BTC down 1.54% over 24 hours and 2.66% over 7 days, showing persistent bearish pressure. The thesis failed because the trade was closed due to timeout, meaning the expected price move did not materialize within the al… |
| 05-07 14:32 | BTC | Buy | -9.75 | The market was in a persistent downtrend across multiple timeframes, with BTC declining 2.48% over the past week and negative hourly momentum. The thesis failed because the stop-loss was triggered as the bearish regime continued, confirming the trade was en… |