11
closed trades
73%
win rate
+14.80
total pnl ($)
1.096
weight
7d window — n=1 wr=100% pnl=+4.83
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 17:40:11 (35.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
q
n: 3
· wr: 100.0%
· total_bps: +117.4
· mean_bps: +39.13
· sharpe: +3.17
· max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 11 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 17:02 | BTC | Buy | 66297.3→66998.6 | +4.83 | timeout |
| 06-05 16:10 | BTC | Buy | 60763→59934 | -7.27 | stop_loss |
| 06-04 17:04 | BTC | Sell | 64130.8→63493.2 | +4.53 | timeout |
| 06-03 20:43 | BTC | Buy | 66044.3→65146.2 | -7.26 | stop_loss |
| 05-28 17:18 | BTC | Sell | 73466.3→73388.7 | +0.10 | timeout |
| 05-26 17:00 | BTC | Sell | 77171.1→76520.8 | +3.77 | timeout |
| 05-15 17:00 | BTC | Buy | 78661.9→79223 | +3.12 | timeout |
| 05-06 17:06 | BTC | Buy | 81347.1→81575.9 | +0.96 | timeout |
| 05-04 14:51 | BTC | Buy | 78562.9→80288 | +10.53 | take_profit |
| 05-01 17:11 | BTC | Sell | 78585.1→78191.9 | +2.05 | timeout |
| 04-22 17:11 | BTC | Sell | 78938→78970 | -0.55 | timeout |
Paper vs Live
Paper (trades.jsonl)
11
closed
73%
win rate
+14.80
total pnl ($)
+26.9 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 | 11 | 73% | +26.9 | +14.80 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 17:06 | BTC | Buy | +0.96 | BTC traded in a narrow range with mild bearish bias across timeframes, showing low volatility and declining funding rates. The thesis failed because the trade was closed by timeout without reaching target or stop, as the market lacked directional momentum t… |
| 05-04 14:51 | BTC | Buy | +10.53 | The market was in a low-funding, high-open-interest regime indicating strong bullish sentiment and potential for continued upward momentum. The thesis worked because the price reached the predefined take-profit level, validating the initial long bias before… |
| 05-01 17:11 | BTC | Sell | +2.05 | The market was consolidating near the open with minimal 1-hour momentum (−0.10%), having already captured most of the 2.82% daily upside, which starved the fade signal of further downside room. The US cash-open fade thesis partially worked—the +61 bps initi… |
| 04-22 17:11 | BTC | Sell | -0.55 | At close, BTC had declined to $77,848 with minimal 1-hour momentum (0.15%) and flat 24-hour performance (-0.03%), while funding rates remained positive at 0.009%, suggesting modest long positioning. The US cash-open fade thesis failed because BTC's initial … |