63
closed trades
56%
win rate
+1.99
total pnl ($)
1.258
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 02:51:31 (40.1d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
afv
n: 41
· wr: 56.1%
· total_bps: +563.6
· mean_bps: +13.75
· sharpe: +0.32
· max_dd_bps: -163.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 63 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-01 03:30 | BTC | Sell | 73574.3→73949.7 | -0.45 | timeout |
| 06-01 01:07 | BTC | Sell | 74024.3→73617.7 | +0.34 | timeout |
| 05-31 21:54 | BTC | Sell | 73516.3→73831.7 | -0.39 | timeout |
| 05-31 18:26 | BTC | Sell | 73527.3→73637.7 | -0.18 | timeout |
| 05-31 15:26 | BTC | Sell | 73931.3→73739.7 | +0.13 | timeout |
| 05-31 12:40 | BTC | Sell | 73781.3→73911.7 | -0.20 | timeout |
| 05-31 09:48 | BTC | Sell | 73847.3→73956.7 | -0.18 | timeout |
| 05-31 01:55 | BTC | Sell | 73820.3→74033.7 | -0.28 | timeout |
| 05-30 23:17 | BTC | Sell | 73954.3→73827.7 | +0.06 | timeout |
| 05-30 19:19 | BTC | Sell | 73873.3→74028.7 | -0.22 | timeout |
| 05-30 15:36 | BTC | Sell | 73656.3→73893.7 | -0.31 | timeout |
| 05-30 11:40 | BTC | Sell | 73527.3→73593.7 | -0.13 | timeout |
| 05-29 10:50 | BTC | Sell | 73700.3→73609.7 | +0.03 | timeout |
| 05-29 03:48 | BTC | Sell | 73524.3→73320.7 | +0.14 | timeout |
| 05-28 22:46 | BTC | Sell | 73620.3→73513.7 | +0.04 | timeout |
| 05-28 21:09 | BTC | Sell | 73501.3→73623.7 | -0.19 | timeout |
| 05-28 18:47 | BTC | Sell | 73419.3→73604.7 | -0.25 | timeout |
| 05-28 16:34 | BTC | Sell | 72954.4→73207.7 | -0.33 | timeout |
| 05-28 13:50 | BTC | Sell | 73393.3→72954.6 | +0.38 | timeout |
| 05-28 11:40 | BTC | Sell | 73412.3→73375.7 | -0.03 | timeout |
| 05-28 07:29 | BTC | Sell | 72920.4→73219.7 | -0.37 | timeout |
| 05-28 03:54 | BTC | Sell | 74314.3→73206.7 | +1.05 | take_profit |
| 05-28 01:50 | BTC | Sell | 74438.3→74322.7 | +0.05 | timeout |
| 05-27 23:50 | BTC | Sell | 74399.3→74451.7 | -0.12 | timeout |
| 05-27 21:50 | BTC | Sell | 74944.3→74406.7 | +0.47 | timeout |
| 05-27 18:40 | BTC | Sell | 75005.2→74898.7 | +0.04 | timeout |
| 05-27 16:31 | BTC | Sell | 74981.3→75040.8 | -0.13 | timeout |
| 05-27 14:27 | BTC | Sell | 75924.2→74788.7 | +1.05 | take_profit |
| 05-27 12:09 | BTC | Sell | 75841.2→75646.8 | +0.12 | timeout |
| 05-27 10:09 | BTC | Sell | 75883.2→75862.8 | -0.05 | timeout |
| 05-27 02:59 | BTC | Sell | 76047.2→75787.8 | +0.19 | timeout |
| 05-27 00:20 | BTC | Sell | 75734.2→75864.8 | -0.20 | timeout |
| 05-26 22:20 | BTC | Sell | 76010.2→75741.8 | +0.20 | timeout |
| 05-26 20:20 | BTC | Sell | 76106.2→76028.8 | +0.01 | timeout |
| 05-26 18:20 | BTC | Sell | 76417.2→76086.8 | +0.26 | timeout |
| 05-26 14:26 | BTC | Sell | 77148.1→78027.9 | -0.92 | stop_loss |
| 05-26 13:48 | BTC | Sell | 77216.1→77114.9 | +0.03 | timeout |
| 05-26 10:50 | BTC | Sell | 76744.2→77615.7 | -0.92 | stop_loss |
| 05-26 09:19 | BTC | Sell | 76626.2→76742.8 | -0.18 | timeout |
| 05-26 02:58 | BTC | Sell | 76745.2→76576.8 | +0.10 | timeout |
| 05-26 00:57 | BTC | Sell | 77128.1→76765.8 | +0.28 | timeout |
| 05-25 22:57 | BTC | Sell | 77213.1→77135.9 | +0.01 | timeout |
| 05-25 17:37 | BTC | Sell | 77594.1→77558.9 | -0.03 | timeout |
| 05-24 16:56 | BTC | Sell | 76420.2→76584.8 | -0.23 | timeout |
| 05-23 15:45 | BTC | Sell | 74891.3→75455.8 | -0.63 | timeout |
| 05-22 18:14 | BTC | Sell | 76859.2→76777.8 | +0.01 | timeout |
| 05-22 15:14 | BTC | Sell | 77447.1→76762.8 | +0.60 | timeout |
| 05-21 23:54 | BTC | Sell | 77686.1→77682.9 | -0.06 | timeout |
| 05-21 15:03 | BTC | Sell | 77313.1→77028.9 | +0.21 | timeout |
| 05-20 23:21 | BTC | Sell | 77614.1→77433.9 | +0.11 | timeout |
| 05-19 14:41 | BTC | Sell | 76860.2→76466.8 | +0.32 | timeout |
| 05-18 18:19 | BTC | Sell | 76600.2→76321.8 | +0.21 | timeout |
| 05-18 14:19 | BTC | Sell | 77426.1→76471.8 | +0.86 | timeout |
| 05-15 20:03 | BTC | Sell | 79512→79156 | +0.27 | timeout |
| 05-15 13:39 | BTC | Sell | 80509→79305 | +1.05 | take_profit |
| 05-12 00:43 | BTC | Sell | 81715.9→81724.1 | -0.08 | timeout |
| 05-11 22:30 | BTC | Sell | 81839.9→81692.1 | +0.07 | timeout |
| 05-11 01:30 | BTC | Sell | 82231.9→81535.1 | +0.57 | timeout |
| 05-10 17:50 | BTC | Sell | 81310.9→81349.1 | -0.10 | timeout |
| 05-10 13:49 | BTC | Sell | 80810→80935 | -0.18 | timeout |
| 05-09 23:44 | BTC | Sell | 80723→80613 | +0.03 | timeout |
| 05-09 21:23 | BTC | Sell | 80866→80784 | +0.01 | timeout |
| 05-09 14:55 | BTC | Sell | 80372→80255 | +0.04 | timeout |
Paper vs Live
Paper (trades.jsonl)
63
closed
56%
win rate
+1.99
total pnl ($)
+4.1 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 | 63 | 56% | +4.1 | +1.99 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 23:44 | BTC | Sell | +0.03 | The market was in a low-volatility, sideways grind with BTC flat over the past week and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move never materialized in the given window. |
| 05-09 21:23 | BTC | Sell | +0.01 | BTC was in a narrow, slightly positive intraday range with low volatility and neutral funding. The thesis failed because the trade expired via timeout without reaching the target or stop, as the market lacked directional momentum to trigger an exit. |
| 05-09 14:55 | BTC | Sell | +0.04 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional edge. The thesis failed because the trade expired via timeout without triggering an entry, as the anticipated move never materialized within the… |