22
closed trades
73%
win rate
+35.62
total pnl ($)
1.207
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:19:17 (33.6d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
km__restored_ee83e266
n: 28
· wr: 60.7%
· total_bps: +428.9
· mean_bps: +15.32
· sharpe: +0.22
· max_dd_bps: -313.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 22 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-08 00:07 | ETH | Sell | 2297.47→2292.03 | +0.76 | timeout |
| 05-08 00:07 | BTC | Sell | 80187→80036 | +0.50 | timeout |
| 05-07 21:06 | ETH | Sell | 2291.07→2288.53 | +0.12 | timeout |
| 05-07 21:06 | BTC | Sell | 79790→79774 | -0.34 | timeout |
| 05-07 18:06 | ETH | Sell | 2309.17→2303.73 | +0.75 | timeout |
| 05-07 18:04 | BTC | Sell | 80435→80149 | +1.34 | timeout |
| 05-07 15:05 | ETH | Sell | 2328.87→2298.63 | +6.04 | timeout |
| 05-07 15:05 | BTC | Sell | 80922→80083 | +4.75 | timeout |
| 05-07 12:03 | ETH | Sell | 2345.17→2331.93 | +2.38 | timeout |
| 05-07 12:03 | BTC | Sell | 81506.9→80953 | +2.96 | timeout |
| 05-07 09:02 | ETH | Sell | 2326.67→2333.03 | -1.81 | timeout |
| 05-07 09:02 | BTC | Sell | 80953→81163.1 | -1.75 | timeout |
| 05-07 06:02 | BTC | Sell | 81117.9→81024.1 | +0.13 | timeout |
| 05-07 06:00 | ETH | Sell | 2324.57→2330.33 | -1.70 | timeout |
| 05-07 03:02 | ETH | Sell | 2345.17→2319.73 | +4.95 | timeout |
| 05-07 03:02 | BTC | Sell | 81279.9→81054.1 | +0.94 | timeout |
| 05-07 00:00 | ETH | Sell | 2348.57→2350.64 | -0.90 | timeout |
| 05-07 00:00 | BTC | Sell | 81445.9→81417.1 | -0.28 | timeout |
| 05-06 20:58 | ETH | Sell | 2358.66→2348.73 | +1.65 | timeout |
| 05-06 20:58 | BTC | Sell | 81624.9→81377.1 | +1.06 | timeout |
| 05-06 17:17 | BTC | Sell | 82088.9→81434.1 | +3.53 | timeout |
| 05-06 14:07 | ETH | Sell | 2391.06→2338.63 | +10.51 | take_profit |
Paper vs Live
Paper (trades.jsonl)
22
closed
73%
win rate
+35.62
total pnl ($)
+32.3 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 | 11 | 73% | +41.3 | +22.76 |
| BTC | 11 | 73% | +23.3 | +12.86 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 00:07 | ETH | Sell | +0.76 | ETH was in a mild downtrend across all timeframes with low volatility and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-08 00:07 | BTC | Sell | +0.50 | BTC traded in a narrow, low-volatility range with slight bearish bias across timeframes. The thesis failed because the expected directional move did not materialize within the timeout period, resulting in a minimal profit from funding decay. |
| 05-07 21:06 | ETH | Sell | +0.12 | The market was in a neutral range with low funding and stable open interest, offering no clear directional edge. The thesis failed because the trade expired via timeout without reaching a target or stop, as the lack of volatility prevented the short from ma… |
| 05-07 21:06 | BTC | Sell | -0.34 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable exit. |
| 05-07 18:06 | ETH | Sell | +0.75 | The market was in a mild downtrend with ETH declining 1.56% over 24 hours, while funding rates remained slightly positive. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the… |
| 05-07 18:04 | BTC | Sell | +1.34 | The market was in a mild downtrend with BTC down across all timeframes and low funding rates. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without reaching the target. |
| 05-07 15:05 | ETH | Sell | +6.04 | The market was in a mild downtrend with ETH declining 1.25% over 24 hours and 3.97% over the week, while funding rates remained neutral. The thesis succeeded because the short position captured a small profit during the persistent bearish drift, but the tra… |
| 05-07 15:05 | BTC | Sell | +4.75 | The market was in a mild downtrend with BTC declining across all timeframes and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-07 12:03 | ETH | Sell | +2.38 | The market was in a neutral range with low funding and moderate open interest, offering no clear directional edge. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-07 12:03 | BTC | Sell | +2.96 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional bias. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any meaningful price mo… |