56
closed trades
46%
win rate
-45.72
total pnl ($)
1.216
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 19:05:44 (34.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abt__restored_dad6e432
n: 217
· wr: 41.5%
· total_bps: -4789.9
· mean_bps: -22.07
· sharpe: -0.15
· max_dd_bps: -4829.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 56 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-13 03:17 | ETH | Buy | 1665.27→1667.43 | +0.24 | timeout |
| 06-12 19:55 | ETH | Buy | 1665.07→1664.73 | -0.68 | timeout |
| 06-12 12:31 | ETH | Buy | 1667.87→1667.33 | -0.77 | timeout |
| 06-12 05:28 | ETH | Buy | 1676.97→1667.33 | -4.15 | timeout |
| 06-11 22:28 | ETH | Buy | 1647.16→1676.63 | +10.60 | timeout |
| 06-11 15:18 | ETH | Buy | 1657.17→1642.44 | -6.14 | timeout |
| 06-11 08:21 | ETH | Buy | 1638.56→1656.03 | +6.05 | timeout |
| 06-10 21:58 | ETH | Buy | 1633.86→1603.14 | -12.28 | stop_loss |
| 06-02 19:33 | ETH | Buy | 1923.59→1887.47 | -12.30 | stop_loss |
| 06-02 14:03 | ETH | Buy | 1976.8→1970.7 | -2.49 | timeout |
| 06-02 05:24 | ETH | Buy | 1995.7→1997.7 | +0.06 | timeout |
| 06-01 20:45 | ETH | Buy | 1976.4→2007.4 | +9.23 | timeout |
| 05-28 13:03 | ETH | Buy | 1977.9→1990.9 | +3.55 | timeout |
| 05-26 04:04 | ETH | Buy | 2111.41→2090.69 | -6.67 | timeout |
| 05-25 20:08 | ETH | Buy | 2118.11→2121.09 | +0.26 | timeout |
| 05-25 13:08 | ETH | Buy | 2106.51→2117.69 | +2.71 | timeout |
| 05-25 06:08 | ETH | Buy | 2092.51→2104.39 | +2.95 | timeout |
| 05-24 23:08 | ETH | Buy | 2098.51→2092.09 | -2.50 | timeout |
| 05-24 14:16 | ETH | Buy | 2120.21→2080.75 | -12.22 | stop_loss |
| 05-24 09:07 | ETH | Buy | 2122.41→2119.79 | -1.39 | timeout |
| 05-23 20:55 | ETH | Buy | 2071.21→2137.39 | +19.39 | take_profit |
| 05-23 19:07 | ETH | Buy | 2030.2→2070.79 | +11.88 | timeout |
| 05-23 07:46 | ETH | Buy | 2066.41→2027.58 | -12.31 | stop_loss |
| 05-23 05:06 | ETH | Buy | 2076.61→2066.89 | -3.50 | timeout |
| 05-22 18:46 | ETH | Buy | 2121.51→2081.65 | -12.32 | stop_loss |
| 05-22 15:05 | ETH | Buy | 2129.21→2119.49 | -3.46 | timeout |
| 05-22 08:05 | ETH | Buy | 2128.01→2128.79 | -0.36 | timeout |
| 05-22 01:04 | ETH | Buy | 2144.71→2127.79 | -5.50 | timeout |
| 05-21 18:04 | ETH | Buy | 2114.51→2144.29 | +8.18 | timeout |
| 05-21 10:31 | ETH | Buy | 2147.71→2107.63 | -12.24 | stop_loss |
| 05-21 04:03 | ETH | Buy | 2135.81→2147.09 | +2.68 | timeout |
| 05-20 21:02 | ETH | Buy | 2120.21→2134.39 | +3.60 | timeout |
| 05-20 01:03 | ETH | Buy | 2113.91→2108.79 | -2.08 | timeout |
| 05-19 16:37 | ETH | Buy | 2115.21→2114.49 | -0.83 | timeout |
| 05-19 09:37 | ETH | Buy | 2125.41→2115.39 | -3.52 | timeout |
| 05-19 02:36 | ETH | Buy | 2110.51→2124.89 | +3.68 | timeout |
| 05-18 18:25 | ETH | Buy | 2116.41→2076.55 | -12.35 | stop_loss |
| 05-12 05:43 | ETH | Buy | 2339.83→2339.37 | -0.65 | timeout |
| 05-12 02:12 | ETH | Buy | 2338.63→2339.37 | -0.34 | timeout |
| 05-11 19:11 | ETH | Buy | 2329.73→2337.67 | +1.52 | timeout |
| 05-11 05:11 | ETH | Buy | 2345.43→2333.07 | -3.89 | timeout |
| 05-10 22:10 | ETH | Buy | 2334.13→2344.97 | +2.32 | timeout |
| 05-10 15:09 | ETH | Buy | 2327.63→2333.67 | +1.01 | timeout |
| 05-10 08:09 | ETH | Buy | 2321.23→2327.17 | +0.99 | timeout |
| 05-10 01:08 | ETH | Buy | 2331.23→2320.77 | -3.38 | timeout |
| 05-09 18:07 | ETH | Buy | 2313.03→2330.77 | +4.18 | timeout |
| 05-09 11:07 | ETH | Buy | 2323.03→2312.57 | -3.39 | timeout |
| 05-09 04:06 | ETH | Buy | 2308.73→2322.57 | +3.14 | timeout |
| 05-08 21:05 | ETH | Buy | 2281.23→2308.27 | +6.79 | timeout |
| 05-08 14:05 | ETH | Buy | 2271.73→2280.77 | +1.94 | timeout |
| 05-08 07:04 | ETH | Buy | 2292.03→2271.27 | -6.27 | timeout |
| 05-08 00:02 | ETH | Buy | 2290.73→2290.87 | -0.58 | timeout |
| 05-07 14:38 | ETH | Buy | 2330.33→2286.93 | -12.21 | stop_loss |
| 05-07 10:02 | ETH | Buy | 2319.73→2329.87 | +2.14 | timeout |
| 05-01 10:18 | ETH | Buy | 2273.03→2279.67 | +1.28 | timeout |
| 04-30 13:16 | ETH | Buy | 2243.8→2262.63 | +4.67 | timeout |
Paper vs Live
Paper (trades.jsonl)
56
closed
46%
win rate
-45.72
total pnl ($)
-12.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 56 | 46% | -12.7 | -45.72 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 08:09 | ETH | Buy | +0.99 | The market was in a mild uptrend with ETH gaining 0.33% in the hour and 1.90% over 24 hours, supported by positive funding and rising BTC. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insuffi… |
| 05-10 01:08 | ETH | Buy | -3.38 | ETH was in a mild uptrend across shorter timeframes but lagging BTC on the week, with neutral funding and moderate open interest. The trade failed because the thesis did not trigger an entry before the timeout, resulting in a small negative PnL from the unf… |
| 05-09 18:07 | ETH | Buy | +4.18 | The market was in a neutral to slightly bullish regime with low funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the holding period. |
| 05-09 11:07 | ETH | Buy | -3.39 | The market was in a broad downtrend across both ETH and BTC, with ETH losing 2.9% in 24 hours and 3.84% over the week. The thesis failed because the trade was closed by timeout before the bearish momentum could yield a profitable exit, as the entry never tr… |
| 05-09 04:06 | ETH | Buy | +3.14 | The market was in a mild downtrend with ETH declining 1.40% over 24 hours and 3.03% over 7 days, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before reaching a profitable exit, as the persistent bearish… |
| 05-08 21:05 | ETH | Buy | +6.79 | The market was in a short-term uptrend with ETH gaining 0.39% in the hour, but the broader 24-hour and 7-day trends were negative. The thesis failed because the trade was closed due to a timeout, likely not reaching the target or stop within the allowed tim… |
| 05-08 14:05 | ETH | Buy | +1.94 | The market was in a neutral to slightly bullish regime with low funding and moderate open interest. The thesis worked as the trade timed out with a small profit, indicating the position was not triggered but the market moved favorably within the timeout per… |
| 05-08 07:04 | ETH | Buy | -6.27 | The market was in a mild downtrend over the past week with ETH losing 3.63%, though the 1-hour timeframe showed a slight bounce. The trade failed because the thesis did not trigger an entry before the timeout close_reason, resulting in a small negative PnL … |
| 05-08 00:02 | ETH | Buy | -0.58 | ETH traded in a narrow, low-volatility range with mild bearish drift across timeframes. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the market lacked directional conviction to trigger an exit. |
| 05-07 14:38 | ETH | Buy | -12.21 | The market was in a broad downtrend, with ETH falling over 1% in 24 hours and nearly 4% over the week. The thesis failed because the stop-loss was triggered as the bearish momentum continued, invalidating the entry. |