5
closed trades
60%
win rate
+24.38
total pnl ($)
1.353
weight
7d window — n=2 wr=100% pnl=+23.77
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:59:33 (23.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
recovered_016__restored_e66974bd
n: 6
· wr: 50.0%
· total_bps: +279.3
· mean_bps: +46.55
· sharpe: +0.34
· max_dd_bps: -110.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-24 13:26 | BTC | Sell | 62875.9→61831.1 | +7.86 | timeout |
| 06-23 13:21 | BTC | Sell | 64185.8→62077.1 | +15.91 | timeout |
| 06-12 02:18 | BTC | Sell | 62764.9→63573.2 | -6.84 | timeout |
| 05-12 10:43 | BTC | Sell | 81715.9→81724.1 | -0.48 | timeout |
| 05-07 21:02 | BTC | Sell | 81168.9→79816 | +7.93 | timeout |
Paper vs Live
Paper (trades.jsonl)
5
closed
60%
win rate
+24.38
total pnl ($)
+97.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 5 | 60% | +97.3 | +24.38 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 21:02 | BTC | Sell | +7.93 | The market was in a low-funding, sideways regime with stable open interest, offering no strong directional impetus. The thesis failed because the trade was closed by timeout without an entry, as no favorable price action materialized within the allowed window. |