133
closed trades
36%
win rate
-114.05
total pnl ($)
1.047
weight
7d window — n=30 wr=33% pnl=-13.04
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 03:05:38 (44.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
restored_tvl_l2_sustained_outflow_risk_reversion_long
n: 126
· wr: 37.3%
· total_bps: -1232.5
· mean_bps: -9.78
· sharpe: -0.11
· max_dd_bps: -2030.4
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 |
|---|---|---|---|---|---|
| 06-30 06:26 | BTC | Buy | 59940→59502 | -3.07 | timeout |
| 06-30 04:30 | BTC | Buy | 59844→59550 | -2.17 | timeout |
| 06-29 21:54 | BTC | Buy | 60508→60540 | -0.16 | timeout |
| 06-29 14:08 | BTC | Buy | 59964→59148.5 | -5.45 | stop_loss |
| 06-29 09:22 | BTC | Buy | 59631→59949 | +1.64 | timeout |
| 06-29 04:22 | BTC | Buy | 59246→59855 | +3.52 | timeout |
| 06-29 02:58 | BTC | Buy | 59015→59717 | +4.12 | timeout |
| 06-28 22:21 | BTC | Buy | 59596→59223 | -2.69 | timeout |
| 06-28 20:59 | BTC | Buy | 59662→59629 | -0.54 | timeout |
| 06-28 14:39 | BTC | Buy | 60046→60068 | -0.20 | timeout |
| 06-28 11:45 | BTC | Buy | 60200→60279 | +0.15 | timeout |
| 06-28 08:16 | BTC | Buy | 60200→60129 | -0.78 | timeout |
| 06-28 05:26 | BTC | Buy | 60189→59821 | -2.63 | timeout |
| 06-28 01:59 | BTC | Buy | 60177→60184 | -0.30 | timeout |
| 06-27 19:51 | BTC | Buy | 60746→60162 | -3.94 | timeout |
| 06-27 13:53 | BTC | Buy | 60367→60537 | +0.72 | timeout |
| 06-27 07:46 | BTC | Buy | 60278→60462 | +0.81 | timeout |
| 06-27 01:46 | BTC | Buy | 59984→59937 | -0.63 | timeout |
| 06-26 19:51 | BTC | Buy | 60135→59863 | -2.05 | timeout |
| 06-26 18:19 | BTC | Buy | 59958→59974 | -0.25 | timeout |
| 06-26 13:18 | BTC | Buy | 59684→58872.6 | -5.44 | stop_loss |
| 06-26 08:32 | BTC | Buy | 59950→60283 | +1.75 | timeout |
| 06-26 07:15 | BTC | Buy | 59243→60542 | +7.89 | take_profit |
| 06-26 02:12 | BTC | Buy | 59826→59011.5 | -5.44 | stop_loss |
| 06-26 01:25 | BTC | Buy | 59590→59379 | -1.66 | timeout |
| 06-25 20:19 | BTC | Buy | 59742→59598 | -1.24 | timeout |
| 06-25 19:19 | BTC | Buy | 59283→59197 | -0.88 | timeout |
| 06-25 04:21 | BTC | Buy | 60941→60816 | -1.11 | timeout |
| 06-25 00:18 | BTC | Buy | 60692→60961 | +1.33 | timeout |
| 06-24 20:49 | BTC | Buy | 59735→61064.9 | +8.03 | take_profit |
| 06-24 16:43 | BTC | Buy | 60969→60139.9 | -5.42 | stop_loss |
| 06-11 18:45 | BTC | Buy | 62862.1→63489.8 | +3.39 | timeout |
| 06-11 12:37 | BTC | Buy | 62921.1→62723.9 | -1.53 | timeout |
| 06-11 06:29 | BTC | Buy | 62033.1→62820.9 | +4.41 | timeout |
| 06-10 22:17 | BTC | Buy | 61922.1→61080.4 | -5.44 | stop_loss |
| 06-10 18:21 | BTC | Buy | 61859.1→61932.9 | +0.10 | timeout |
| 06-10 12:45 | BTC | Buy | 61171.1→61677.9 | +2.77 | timeout |
| 06-10 09:21 | BTC | Buy | 61586.1→60741.6 | -5.48 | stop_loss |
| 06-09 23:48 | BTC | Buy | 61755.1→62016.9 | +1.26 | timeout |
| 06-09 14:29 | BTC | Buy | 62377.1→61524.1 | -5.47 | stop_loss |
| 06-09 11:45 | BTC | Buy | 63187.2→62604.9 | -3.79 | timeout |
| 06-08 20:15 | BTC | Buy | 63790.2→63238.8 | -3.58 | timeout |
| 06-08 14:11 | BTC | Buy | 63373.2→63767.8 | +1.99 | timeout |
| 06-08 08:01 | BTC | Buy | 63137.2→63194.8 | -0.01 | timeout |
| 06-07 22:14 | BTC | Buy | 61742.1→63095.8 | +7.88 | take_profit |
| 06-07 20:07 | BTC | Buy | 61949.1→61505.9 | -3.02 | timeout |
| 06-07 12:34 | BTC | Buy | 62543.1→61683.1 | -5.50 | stop_loss |
| 06-07 07:49 | BTC | Buy | 61597.1→62219.9 | +3.46 | timeout |
| 06-07 01:47 | BTC | Buy | 60799→61364.9 | +3.14 | timeout |
| 06-06 19:04 | BTC | Buy | 60584→60551 | -0.54 | timeout |
| 06-06 10:30 | BTC | Buy | 61138.1→60303.8 | -5.46 | stop_loss |
| 06-06 04:14 | BTC | Buy | 60870→60039 | -5.46 | stop_loss |
| 06-05 23:31 | BTC | Buy | 61591.1→60752.6 | -5.45 | stop_loss |
| 06-05 20:08 | BTC | Buy | 59191→60488 | +7.88 | take_profit |
| 06-05 15:41 | BTC | Buy | 60861→60031 | -5.45 | stop_loss |
| 06-05 12:01 | BTC | Buy | 62617.1→61765 | -5.44 | stop_loss |
| 06-05 06:16 | BTC | Buy | 62771.1→61917.9 | -5.43 | stop_loss |
| 06-05 00:56 | BTC | Buy | 63590.2→63433.8 | -1.25 | timeout |
| 06-04 16:34 | BTC | Buy | 64300.2→63425.1 | -5.45 | stop_loss |
| 06-04 10:29 | BTC | Buy | 63287.2→62425.6 | -5.44 | stop_loss |
| 06-04 05:07 | BTC | Buy | 64641.2→63761.9 | -5.44 | stop_loss |
| 06-03 23:07 | BTC | Buy | 65305.3→64417.6 | -5.43 | stop_loss |
| 06-03 15:59 | BTC | Buy | 66951.3→66040.7 | -5.44 | stop_loss |
| 06-03 08:31 | BTC | Buy | 66349.3→67042.6 | +3.57 | timeout |
| 06-03 03:23 | BTC | Buy | 66554.3→66418.7 | -1.10 | timeout |
| 06-02 19:55 | BTC | Buy | 67151.4→67158.6 | -0.29 | timeout |
| 06-02 11:07 | BTC | Buy | 69914.5→69545.5 | -2.34 | timeout |
| 06-02 02:04 | BTC | Buy | 71455.6→70484.2 | -5.45 | stop_loss |
| 06-02 01:18 | BTC | Buy | 71093.6→71297.4 | +0.72 | timeout |
| 05-29 20:48 | BTC | Buy | 74023.7→73686.3 | -2.05 | timeout |
| 05-29 12:45 | BTC | Buy | 73775.7→73254.3 | -2.99 | timeout |
| 05-29 04:51 | BTC | Buy | 73754.7→73387.3 | -2.22 | timeout |
| 05-29 04:51 | BTC | Buy | 73754.7→73218.3 | -3.08 | timeout |
| 05-28 23:03 | BTC | Buy | 73544.7→73545.3 | -0.35 | timeout |
| 05-28 16:23 | BTC | Buy | 73271.7→73189.3 | -0.78 | timeout |
| 05-28 10:04 | BTC | Buy | 72993.6→73493.3 | +2.23 | timeout |
| 05-25 22:09 | BTC | Buy | 77608.9→77297.1 | -1.86 | timeout |
| 05-25 16:08 | BTC | Buy | 77288.9→77546.1 | +0.89 | timeout |
| 05-25 10:07 | BTC | Buy | 77336.9→77563.1 | +0.74 | timeout |
| 05-25 04:07 | BTC | Buy | 77149.9→76959.2 | -1.27 | timeout |
| 05-25 03:03 | BTC | Buy | 76849.8→77086.1 | +0.81 | timeout |
| 05-24 22:07 | BTC | Buy | 76616.8→76617.2 | -0.34 | timeout |
| 05-24 21:03 | BTC | Buy | 76612.8→76693.2 | +0.05 | timeout |
| 05-24 14:16 | BTC | Buy | 77209.9→76123.1 | -5.62 | stop_loss |
| 05-24 10:06 | BTC | Buy | 76783.8→76957.2 | +0.49 | timeout |
| 05-24 04:06 | BTC | Buy | 76634.8→76789.2 | +0.41 | timeout |
| 05-24 02:06 | BTC | Buy | 76755.8→76831.2 | +0.02 | timeout |
| 05-23 20:57 | BTC | Buy | 75516.8→77177.1 | +7.90 | take_profit |
| 05-23 20:07 | BTC | Buy | 75517.8→75904.2 | +1.57 | timeout |
| 05-23 16:06 | BTC | Buy | 74721.7→75536.2 | +3.74 | timeout |
| 05-23 14:06 | BTC | Buy | 74641.7→75069.2 | +1.81 | timeout |
| 05-23 07:50 | BTC | Buy | 75454.8→74429 | -5.43 | stop_loss |
| 05-23 07:50 | BTC | Buy | 75612.8→74588 | -5.42 | stop_loss |
| 05-23 04:05 | BTC | Buy | 75561.8→75609.2 | -0.10 | timeout |
| 05-23 02:06 | BTC | Buy | 75869.8→75408.2 | -2.62 | timeout |
| 05-22 19:30 | BTC | Buy | 76724.8→75684.4 | -5.43 | stop_loss |
| 05-22 19:30 | BTC | Buy | 76783.8→75684.4 | -5.71 | stop_loss |
| 05-22 16:06 | BTC | Buy | 77399.9→76776.2 | -3.38 | timeout |
| 05-22 14:05 | BTC | Buy | 77282.9→77082.1 | -1.32 | timeout |
| 05-22 10:05 | BTC | Buy | 77477.9→77273.1 | -1.34 | timeout |
Paper vs Live
Paper (trades.jsonl)
133
closed
36%
win rate
-114.05
total pnl ($)
-22.7 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 | 133 | 36% | -22.7 | -114.05 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 07:02 | BTC | Buy | -0.35 | The market was in a mild uptrend over 24h and 7d, with neutral funding and low volatility. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 23:02 | BTC | Buy | -0.92 | BTC was trading in a narrow, low-volatility range with minimal directional bias across timeframes. The thesis failed because the trade expired without reaching its target or stop, as the market lacked the momentum needed to trigger an exit before the timeout. |
| 05-09 15:02 | BTC | Buy | +0.01 | The market was in a low-volatility, sideways grind with neutral funding and moderate open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum led to a timeout. |
| 05-09 07:02 | BTC | Buy | -1.14 | The market was in a mild downtrend across timeframes, with BTC down 1.64% in 24 hours and negative weekly momentum. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from holding costs or slippage wi… |
| 05-08 23:01 | BTC | Buy | +0.78 | BTC was in a short-term uptrend on the hourly but remained in a broader weekly decline, with funding slightly positive. The trade closed on timeout with a small profit, as the thesis of a brief bounce held but lacked momentum to trigger an exit before expir… |