64
closed trades
38%
win rate
-110.61
total pnl ($)
0.917
weight
7d window — n=13 wr=23% pnl=-51.61
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:53:48 (39.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abs__restored_d9501598
n: 48
· wr: 41.7%
· total_bps: -507.5
· mean_bps: -10.57
· sharpe: -0.17
· max_dd_bps: -952.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 64 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 13:19 | BTC | Buy | 59457→58642.7 | -9.13 | stop_loss |
| 06-26 09:51 | BTC | Buy | 60543→59717.1 | -9.09 | stop_loss |
| 06-25 18:12 | BTC | Buy | 59424→59501 | +0.25 | timeout |
| 06-24 08:36 | BTC | Buy | 62697.1→62686.9 | -0.68 | timeout |
| 06-24 04:34 | BTC | Buy | 62781.1→62673.9 | -1.64 | timeout |
| 06-24 00:21 | BTC | Buy | 62424.1→62804.9 | +3.25 | timeout |
| 06-23 19:53 | BTC | Buy | 62321.1→62328.9 | -0.49 | timeout |
| 06-23 15:42 | BTC | Buy | 62554.1→62268.9 | -3.44 | timeout |
| 06-23 08:27 | BTC | Buy | 62922.1→62066.8 | -9.05 | stop_loss |
| 06-23 06:08 | BTC | Buy | 63980.2→63083.3 | -9.33 | stop_loss |
| 06-22 23:23 | BTC | Buy | 64364.2→63944.8 | -4.64 | timeout |
| 06-22 19:04 | BTC | Buy | 65091.3→64320.8 | -7.97 | timeout |
| 06-22 11:32 | BTC | Buy | 64327.2→64423.8 | +0.34 | timeout |
| 06-19 14:41 | BTC | Buy | 62391.1→63319.8 | +8.76 | timeout |
| 06-18 10:18 | BTC | Buy | 63909.2→63943.8 | -0.24 | timeout |
| 06-18 05:08 | BTC | Buy | 64502.2→63622 | -9.10 | stop_loss |
| 06-18 02:13 | BTC | Buy | 64167.2→64497.8 | +2.65 | timeout |
| 06-17 19:29 | BTC | Buy | 65385.3→64496.5 | -9.06 | stop_loss |
| 06-11 09:18 | BTC | Buy | 62663.1→62797.9 | +0.76 | timeout |
| 06-11 05:16 | BTC | Buy | 62071.1→62640.9 | +5.14 | timeout |
| 06-11 01:06 | BTC | Buy | 61658.1→61934.9 | +2.24 | timeout |
| 06-10 21:05 | BTC | Buy | 62259.1→61659.9 | -6.58 | timeout |
| 06-10 17:00 | BTC | Buy | 61540.1→62186.9 | +5.99 | timeout |
| 06-10 12:59 | BTC | Buy | 61231.1→61542.9 | +2.63 | timeout |
| 06-09 23:47 | BTC | Buy | 61793.1→62016.9 | +1.72 | timeout |
| 06-09 19:44 | BTC | Buy | 61333.1→61855.9 | +4.75 | timeout |
| 06-08 10:28 | BTC | Buy | 63022.2→63106.8 | +0.28 | timeout |
| 06-08 06:26 | BTC | Buy | 63191.2→63009.8 | -2.36 | timeout |
| 06-08 02:23 | BTC | Buy | 62994.1→63008.8 | -0.43 | timeout |
| 06-07 19:40 | BTC | Buy | 62042.1→61198.3 | -9.06 | stop_loss |
| 06-07 18:43 | BTC | Buy | 61935.1→62166.9 | +1.79 | timeout |
| 06-07 12:34 | BTC | Buy | 62511.1→61653.1 | -9.14 | stop_loss |
| 06-07 10:10 | BTC | Buy | 61660.1→62381.9 | +6.75 | timeout |
| 06-07 06:10 | BTC | Buy | 61509.1→61652.9 | +0.91 | timeout |
| 06-07 02:04 | BTC | Buy | 60608→61459.9 | +8.21 | timeout |
| 06-06 22:04 | BTC | Buy | 60557→60588 | -0.23 | timeout |
| 06-06 17:57 | BTC | Buy | 60777→60498 | -3.42 | timeout |
| 06-06 13:53 | BTC | Buy | 60903→60741 | -2.22 | timeout |
| 06-06 09:50 | BTC | Buy | 61007.1→60931 | -1.36 | timeout |
| 06-06 04:11 | BTC | Buy | 61101.1→60269.8 | -9.07 | stop_loss |
| 06-05 23:22 | BTC | Buy | 61845.1→61004.4 | -9.06 | stop_loss |
| 06-05 18:29 | BTC | Buy | 60917→60088.9 | -9.06 | stop_loss |
| 06-05 15:41 | BTC | Buy | 60839→60012 | -9.06 | stop_loss |
| 06-04 12:48 | BTC | Buy | 62379.1→63747.8 | +13.15 | take_profit |
| 06-03 16:02 | BTC | Buy | 66739.3→65827.8 | -9.11 | stop_loss |
| 06-02 09:12 | BTC | Buy | 70444.5→69486.8 | -9.09 | stop_loss |
| 06-02 02:07 | BTC | Buy | 71177.6→70208.4 | -9.08 | stop_loss |
| 06-01 23:55 | BTC | Buy | 71542.6→71422.4 | -1.64 | timeout |
| 05-18 14:34 | BTC | Buy | 77291.9→76241 | -9.07 | stop_loss |
| 05-18 11:43 | BTC | Buy | 76914.8→77284.1 | +2.42 | timeout |
| 05-16 07:13 | BTC | Buy | 79139→78015.1 | -9.43 | stop_loss |
| 05-16 03:31 | BTC | Buy | 79076→79131 | -0.12 | timeout |
| 05-15 23:31 | BTC | Buy | 79144→79068 | -1.15 | timeout |
| 05-15 19:30 | BTC | Buy | 79160→79099 | -1.04 | timeout |
| 05-15 13:37 | BTC | Buy | 80594→79502.3 | -9.03 | stop_loss |
| 05-15 11:31 | BTC | Buy | 80857→80586 | -2.66 | timeout |
| 05-12 02:43 | BTC | Buy | 81724.1→81715.9 | -0.62 | timeout |
| 05-11 23:31 | BTC | Buy | 81876.1→81715.9 | -1.79 | timeout |
| 05-11 19:31 | BTC | Buy | 81365.1→81835.9 | +3.05 | timeout |
| 05-06 07:11 | BTC | Buy | 79803→81554.9 | +13.08 | take_profit |
| 05-04 23:33 | BTC | Buy | 79918→79795 | -1.50 | timeout |
| 05-04 19:33 | BTC | Buy | 79502→79910 | +2.67 | timeout |
| 05-04 14:21 | BTC | Buy | 78324.9→79022 | +5.01 | timeout |
| 04-30 10:02 | BTC | Buy | 75554→76083.8 | +3.82 | timeout |
Paper vs Live
Paper (trades.jsonl)
64
closed
38%
win rate
-110.61
total pnl ($)
-27.6 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 | 64 | 38% | -27.6 | -110.61 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 07:11 | BTC | Buy | +13.08 | BTC was in a mild downtrend across all timeframes with negative funding and declining open interest. The thesis worked because the short-term bounce hit the take profit target before the broader bearish pressure resumed. |
| 05-04 23:33 | BTC | Buy | -1.50 | The market was in a low-funding, high-open-interest state indicating a potential long squeeze or consolidation. The thesis failed because the trade was closed due to a timeout, preventing any profit from being realized before the session ended. |
| 05-04 19:33 | BTC | Buy | +2.67 | The market was in a neutral state with low funding rates and high open interest, indicating a lack of strong directional conviction. The trade failed because the position was closed due to a timeout, meaning the anticipated move never materialized within th… |
| 05-04 14:21 | BTC | Buy | +5.01 | The market was in a low-volatility consolidation phase with flat funding rates and stable order book depth. The trade failed because the position was forcibly closed due to a timeout, preventing any potential profit from the slight upward momentum. |
| 04-30 10:02 | BTC | BUY | +3.82 | The market was grinding sideways with BTC up 0.10% in the hour before close while remaining down 2.05% over 24h, showing subdued intraday momentum despite negative medium-term performance. The VIX spike fade thesis worked because the rapid mean-reversion si… |