106
closed trades
45%
win rate
+27.60
total pnl ($)
1.221
weight
7d window — n=13 wr=38% pnl=-4.60
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:57:03 (24.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bi
n: 322
· wr: 46.0%
· total_bps: -1602.8
· mean_bps: -4.98
· sharpe: -0.04
· max_dd_bps: -3441.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 16:25 | BTC | Buy | 60443→60685 | +1.56 | timeout |
| 06-26 23:50 | BTC | Buy | 60373→60045 | -3.18 | timeout |
| 06-26 03:56 | BTC | Sell | 58847.1→59953 | -9.85 | stop_loss |
| 06-25 14:08 | BTC | Sell | 58227.1→59311.6 | -9.76 | stop_loss |
| 06-25 09:41 | BTC | Buy | 60812→61714.9 | +6.96 | timeout |
| 06-24 17:21 | BTC | Sell | 61344.9→59387 | +15.48 | take_profit |
| 06-24 08:15 | BTC | Buy | 62864.1→62619.9 | -2.42 | timeout |
| 06-23 20:07 | BTC | Sell | 62420.9→62458.1 | -0.74 | timeout |
| 06-23 08:14 | BTC | Sell | 63912.8→62645.1 | +9.49 | timeout |
| 06-22 20:06 | BTC | Buy | 64750.2→64641.8 | -1.30 | timeout |
| 06-22 01:25 | BTC | Sell | 63289.8→64469.4 | -9.76 | stop_loss |
| 06-21 19:56 | BTC | Buy | 64120.2→64184.8 | +0.06 | timeout |
| 06-21 07:53 | BTC | Buy | 64263.2→64174.8 | -1.14 | timeout |
| 06-20 19:49 | BTC | Buy | 63724.2→63898.8 | +0.93 | timeout |
| 06-20 06:56 | BTC | Buy | 63324.2→63711.8 | +2.61 | timeout |
| 06-19 18:51 | BTC | Sell | 62438.9→63035.2 | -5.22 | timeout |
| 06-18 22:34 | BTC | Sell | 63848.8→62729.1 | +8.29 | timeout |
| 06-18 04:41 | BTC | Sell | 64314.8→63903.2 | +2.76 | timeout |
| 06-17 16:28 | BTC | Sell | 65078.7→66293.4 | -9.79 | stop_loss |
| 06-17 02:52 | BTC | Sell | 65876.7→65837.3 | -0.15 | timeout |
| 06-16 14:06 | BTC | Sell | 66087.7→66217.3 | -1.40 | timeout |
| 06-16 02:03 | BTC | Buy | 66803.3→66309.7 | -4.14 | timeout |
| 06-15 14:00 | BTC | Buy | 65819.3→66384.7 | +3.85 | timeout |
| 06-14 21:25 | BTC | Sell | 63700.8→64889.7 | -9.78 | stop_loss |
| 06-14 11:15 | BTC | Buy | 64470.2→64541.8 | +0.10 | timeout |
| 06-13 23:11 | BTC | Buy | 64262.2→64431.8 | +0.86 | timeout |
| 06-13 09:48 | BTC | Buy | 63815.2→63764.8 | -0.87 | timeout |
| 06-12 15:00 | BTC | Sell | 62987.9→64163.3 | -9.75 | stop_loss |
| 06-12 02:55 | BTC | Buy | 63472.2→63559.8 | +0.21 | timeout |
| 06-11 11:50 | BTC | Buy | 62440.1→63103.8 | +4.82 | timeout |
| 06-10 21:51 | BTC | Buy | 62222.1→61178.9 | -8.84 | timeout |
| 06-09 20:46 | BTC | Sell | 62458.9→62023.1 | +3.02 | timeout |
| 06-09 08:23 | BTC | Sell | 62928.9→62930.1 | -0.46 | timeout |
| 06-08 14:03 | BTC | Sell | 62829.9→63669.2 | -7.11 | timeout |
| 06-07 22:14 | BTC | Sell | 62183.9→63342.8 | -9.77 | stop_loss |
| 06-07 12:29 | BTC | Buy | 61544.1→61930.9 | +2.69 | timeout |
| 06-07 00:29 | BTC | Sell | 60585→60770 | -1.97 | timeout |
| 06-06 10:00 | BTC | Sell | 61051.9→60928 | +0.58 | timeout |
| 06-05 16:10 | BTC | Sell | 61922.9→59942 | +15.54 | take_profit |
| 06-05 06:24 | BTC | Sell | 63135.8→61111.1 | +15.57 | take_profit |
| 06-04 14:11 | BTC | Sell | 63280.8→64473.4 | -9.89 | stop_loss |
| 06-04 00:38 | BTC | Sell | 65284.7→63201.2 | +15.51 | take_profit |
| 06-03 16:01 | BTC | Buy | 67202.4→65952.7 | -9.77 | stop_loss |
| 06-03 07:07 | BTC | Buy | 66438.3→66982.7 | +3.63 | timeout |
| 06-02 14:27 | BTC | Sell | 69970.5→67730.4 | +15.57 | take_profit |
| 06-01 04:28 | BTC | Sell | 73672.3→73394.7 | +1.45 | timeout |
| 05-31 08:14 | BTC | Buy | 73865.7→73864.3 | -0.51 | timeout |
| 05-30 21:12 | BTC | Sell | 73767.3→73944.7 | -1.61 | timeout |
| 05-29 23:31 | BTC | Sell | 73837.3→73350.7 | +2.85 | timeout |
| 05-29 10:43 | BTC | Buy | 73321.7→73603.3 | +1.45 | timeout |
| 05-28 21:51 | BTC | Sell | 72996.4→73821.7 | -6.05 | timeout |
| 05-28 09:40 | BTC | Sell | 74220.3→73419.7 | +4.94 | timeout |
| 05-27 21:26 | BTC | Sell | 75202.2→75138.8 | -0.00 | timeout |
| 05-27 09:22 | BTC | Sell | 75811.2→75754.8 | -0.12 | timeout |
| 05-26 21:22 | BTC | Sell | 76809.2→75972.8 | +5.01 | timeout |
| 05-26 08:43 | BTC | Sell | 76845.2→76788.8 | -0.09 | timeout |
| 05-25 17:38 | BTC | Buy | 77579.9→77529.1 | -0.83 | timeout |
| 05-25 05:36 | BTC | Sell | 76172.2→77415.9 | -8.58 | timeout |
| 05-24 10:15 | BTC | Buy | 76876.8→76896.2 | -0.37 | timeout |
| 05-23 20:37 | BTC | Sell | 75152.2→76547.1 | -9.72 | stop_loss |
| 05-23 10:15 | BTC | Sell | 75447.2→74700.7 | +4.48 | timeout |
| 05-22 22:15 | BTC | Sell | 77027.1→75876.8 | +7.04 | timeout |
| 05-22 10:14 | BTC | Buy | 77634.9→77293.1 | -2.69 | timeout |
| 05-21 21:33 | BTC | Sell | 77102.1→77745.9 | -4.59 | timeout |
| 05-21 03:00 | BTC | Buy | 77387.9→77928.1 | +3.02 | timeout |
| 05-20 14:54 | BTC | Buy | 77373.9→77523.1 | +0.48 | timeout |
| 05-19 15:53 | BTC | Buy | 77237.9→76543.2 | -4.98 | timeout |
| 05-19 03:43 | BTC | Sell | 76739.2→76791.8 | -0.76 | timeout |
| 05-18 15:43 | BTC | Sell | 76907.2→76326.8 | +3.35 | timeout |
| 05-16 15:19 | BTC | Sell | 78239.1→78243 | -0.44 | timeout |
| 05-16 03:19 | BTC | Sell | 79084→79124 | -0.71 | timeout |
| 05-15 15:19 | BTC | Sell | 80680→79226 | +8.55 | timeout |
| 05-12 06:43 | BTC | Sell | 81715.9→81724.1 | -0.50 | timeout |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.49 | timeout |
| 05-12 03:57 | BTC | Buy | 81923.1→81715.9 | -1.71 | timeout |
| 05-11 00:19 | BTC | Buy | 81299.1→81563.9 | +1.13 | timeout |
| 05-10 12:19 | BTC | Buy | 80772→80822 | -0.15 | timeout |
| 05-10 00:18 | BTC | Buy | 80615→80673 | -0.10 | timeout |
| 05-09 10:44 | BTC | Buy | 80381→80287 | -1.02 | timeout |
| 05-08 22:44 | BTC | Buy | 80172→80275 | +0.18 | timeout |
| 05-08 10:42 | BTC | Sell | 79520→80066 | -3.88 | timeout |
| 05-07 22:36 | BTC | Sell | 80170→79792 | +1.93 | timeout |
| 05-07 09:21 | BTC | Sell | 81017.9→81053.1 | -0.66 | timeout |
| 05-06 21:18 | BTC | Buy | 82097.1→81389.9 | -4.74 | timeout |
| 05-06 13:16 | BTC | Buy | 80293→82088.9 | +10.65 | timeout |
| 05-04 18:03 | BTC | Sell | 79440→80386 | -6.43 | timeout |
| 05-04 04:11 | BTC | Buy | 78734.9→80388 | +10.01 | timeout |
| 05-03 03:07 | BTC | Buy | 78423.9→78096.1 | -2.53 | timeout |
| 05-02 14:39 | BTC | Sell | 78154.1→78353.9 | -1.75 | timeout |
| 05-01 22:21 | BTC | Buy | 78484.9→78352.1 | -1.26 | timeout |
| 05-01 10:21 | BTC | Buy | 76567.8→77260.1 | +4.05 | timeout |
| 04-29 23:37 | BTC | Sell | 76083→75754 | +1.71 | timeout |
| 04-29 10:54 | BTC | Buy | 76465→77601 | +6.98 | timeout |
| 04-28 19:31 | BTC | Sell | 76213→76121 | +0.15 | timeout |
| 04-28 03:59 | BTC | Sell | 76784→76774 | -0.38 | timeout |
| 04-27 15:58 | BTC | Sell | 77683→76765 | +5.46 | timeout |
| 04-27 03:57 | BTC | Buy | 78204→79069 | +5.08 | timeout |
| 04-26 15:56 | BTC | Buy | 78076→77990 | -1.00 | timeout |
| 04-26 03:45 | BTC | Sell | 77183→77340 | -1.47 | timeout |
| 04-25 11:48 | BTC | Sell | 77662→77585 | +0.05 | timeout |
Paper vs Live
Paper (trades.jsonl)
106
closed
45%
win rate
+27.60
total pnl ($)
+5.3 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 | 106 | 45% | +5.3 | +27.60 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:19 | BTC | Buy | -0.15 | BTC was trading in a narrow range near $80,932 with low volatility and slightly negative hourly momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the allowed timefr… |
| 05-10 00:18 | BTC | Buy | -0.10 | The market was in a low-funding, high-open-interest environment, suggesting a neutral-to-slightly-long bias with no immediate catalyst. The thesis failed because the trade was closed by timeout without entry or exit, indicating the order was never filled du… |
| 05-09 10:44 | BTC | Buy | -1.02 | BTC was trading in a narrow range near $79,770 with low volatility and slightly negative momentum over 24h and 7d. The thesis failed because the trade was closed by timeout without reaching entry or exit, indicating the expected directional move never mater… |
| 05-08 22:44 | BTC | Buy | +0.18 | BTC was in a mild intraday uptick but remained in a broader weekly downtrend with neutral funding. The trade's small profit came from a timeout exit, as the thesis for a short-term bounce was only partially validated before the position was automatically cl… |
| 05-08 10:42 | BTC | Sell | -3.88 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade was closed by timeout without reaching a target, as the lack of volatility prevented the short from materializing. |
| 05-07 22:36 | BTC | Sell | +1.93 | The market was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade was closed by timeout before the anticipated move materialized, as the sideways consolidation did not tr… |
| 05-07 09:21 | BTC | Sell | -0.66 | BTC traded in a narrow range with low volatility, showing a slight 1-hour gain but remaining in a weekly downtrend. The short thesis failed because the timeout closed the trade before any significant move materialized, capturing only a minor negative PnL fr… |
| 05-06 21:18 | BTC | Buy | -4.74 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.28% but still down over 2% on the week. The thesis failed because the trade was closed by timeout before the anticipated move materialized… |
| 05-06 13:16 | BTC | Buy | +10.65 | The market was in a broad downtrend with BTC falling 1% in the hour and nearly 2% in the day, reflecting persistent bearish pressure. The thesis failed because the trade was closed by timeout before a favorable move materialized, as the continued decline pr… |
| 05-04 18:03 | BTC | Sell | -6.43 | The market was in a neutral consolidation phase with flat funding rates and modest volatility, creating an environment where directional bets lacked immediate catalysts. The trade failed because the thesis could not be validated within the allotted time, re… |