34
closed trades
50%
win rate
-0.45
total pnl ($)
0.943
weight
7d window — n=5 wr=20% pnl=-32.22
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 06:42:09 (35.9d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
aaw
n: 42
· wr: 59.5%
· total_bps: +472.6
· mean_bps: +11.25
· sharpe: +0.18
· max_dd_bps: -475.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 34 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 23:20 | BTC | Buy | 64419.2→63905.8 | -6.21 | timeout |
| 06-22 19:05 | BTC | Buy | 65040.3→64338.8 | -8.19 | timeout |
| 06-22 11:34 | BTC | Buy | 64260.2→64550.8 | +2.50 | timeout |
| 06-18 04:11 | BTC | Buy | 64623.2→63743.9 | -10.16 | stop_loss |
| 06-17 19:29 | BTC | Buy | 65386.3→64495.5 | -10.17 | stop_loss |
| 06-11 08:54 | BTC | Buy | 62794.1→62908.9 | +0.62 | timeout |
| 06-11 04:54 | BTC | Buy | 61814.1→62763.9 | +10.09 | timeout |
| 06-11 00:53 | BTC | Buy | 61693.1→61850.9 | +1.15 | timeout |
| 06-10 20:49 | BTC | Buy | 61955.1→61780.9 | -2.61 | timeout |
| 06-10 16:43 | BTC | Buy | 61632.1→62247.9 | +6.35 | timeout |
| 06-08 08:26 | BTC | Buy | 62945.1→63085.8 | +0.91 | timeout |
| 06-08 04:22 | BTC | Buy | 63168.2→62869.9 | -3.94 | timeout |
| 06-07 22:14 | BTC | Buy | 61699.1→63050.8 | +14.71 | take_profit |
| 06-07 19:18 | BTC | Buy | 62144.1→61297.3 | -10.16 | stop_loss |
| 06-07 16:20 | BTC | Buy | 62073.1→62229.9 | +1.12 | timeout |
| 06-07 12:11 | BTC | Buy | 62306.1→62323.9 | -0.43 | timeout |
| 06-07 08:09 | BTC | Buy | 61581.1→62335.9 | +7.97 | timeout |
| 06-07 04:06 | BTC | Buy | 60803→61559.9 | +8.08 | timeout |
| 06-07 00:06 | BTC | Buy | 60503→60804 | +2.83 | timeout |
| 06-06 20:04 | BTC | Buy | 60890→60517 | -4.90 | timeout |
| 06-06 16:02 | BTC | Buy | 60857→60788 | -1.41 | timeout |
| 06-06 10:17 | BTC | Buy | 60998→60561 | -5.66 | timeout |
| 05-18 12:00 | BTC | Buy | 77051.9→77250.1 | +1.15 | timeout |
| 05-15 13:37 | BTC | Buy | 80594→79502.3 | -10.11 | stop_loss |
| 05-15 11:31 | BTC | Buy | 80866→80587 | -3.04 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.70 | timeout |
| 05-11 23:32 | BTC | Buy | 81869.1→81715.9 | -1.94 | timeout |
| 05-11 19:31 | BTC | Buy | 81365.1→81835.9 | +3.42 | timeout |
| 05-06 07:11 | BTC | Buy | 79803→81554.9 | +14.65 | take_profit |
| 05-04 23:33 | BTC | Buy | 79918→79795 | -1.68 | timeout |
| 05-04 19:33 | BTC | Buy | 79502→79910 | +2.99 | timeout |
| 05-04 14:21 | BTC | Buy | 78324.9→79022 | +5.61 | timeout |
| 04-30 05:40 | BTC | Buy | 76247→75667 | -5.95 | timeout |
| 04-30 01:40 | BTC | Buy | 75889→76247 | +2.67 | timeout |
Paper vs Live
Paper (trades.jsonl)
34
closed
50%
win rate
-0.45
total pnl ($)
-0.1 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 | 34 | 50% | -0.1 | -0.45 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 19:38 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 07:11 | BTC | Buy | +14.65 | The market was in a mild downtrend across timeframes with negative funding, indicating bearish sentiment. The thesis worked because the short-term buy was quickly rewarded by a take-profit trigger, capitalizing on a brief counter-trend bounce. |
| 05-04 23:33 | BTC | Buy | -1.68 | The market was in a low volatility, high open interest regime with positive funding rates indicating a bullish bias. The trade failed because the position was closed due to a timeout, preventing any profit from being realized before the session ended. |
| 05-04 19:33 | BTC | Buy | +2.99 | The market was characterized by neutral funding rates and elevated open interest, suggesting a stable but potentially range-bound environment. The trade failed because the position was forcibly closed due to a timeout, preventing any profit from being reali… |
| 05-04 14:21 | BTC | Buy | +5.61 | The market was in a neutral consolidation phase with flat hourly momentum and zero funding rates, indicating a lack of directional bias. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized profit or loss. |
| 04-30 05:40 | BTC | BUY | -5.95 | # Trade Analysis: vix_crypto_correlation_breakdown_long **Market Context:** Bitcoin was in a mild downtrend at close ($75,650, -2.09% 24h, -2.93% 7d) with negative funding rates (-0.0043%) indicating bearish sentiment, while the 1h candle showed minimal mo… |
| 04-30 01:40 | BTC | BUY | +2.67 | Bitcoin was consolidating near $76,325 with minimal intraday momentum (1h: +0.15%, 24h: -0.25%) and soft weekly pressure (-2.39% over 7 days), while funding rates remained benign at +0.0533% bps. The trade's thesis—that a VIX/crypto correlation breakdown wo… |