22
closed trades
50%
win rate
-2.76
total pnl ($)
1.067
weight
7d window — n=4 wr=50% pnl=-10.59
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 15:07:37 (41.9d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
aca
n: 10
· wr: 80.0%
· total_bps: +339.8
· mean_bps: +33.98
· sharpe: +0.46
· max_dd_bps: -142.6
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 |
|---|---|---|---|---|---|
| 06-30 00:07 | ETH | Buy | 1623.46→1611.84 | -4.03 | timeout |
| 06-29 00:09 | BTC | Sell | 59497→59356 | +0.75 | timeout |
| 06-24 20:49 | ETH | Sell | 1596.14→1618.17 | -7.35 | stop_loss |
| 06-24 20:02 | BTC | Sell | 60277→60213 | +0.05 | timeout |
| 06-23 12:05 | BTC | Sell | 62784.9→62445.1 | +2.22 | timeout |
| 06-23 08:24 | ETH | Sell | 1678.43→1641.56 | +10.53 | take_profit |
| 06-22 20:07 | BTC | Buy | 64698.2→64550.8 | -1.59 | timeout |
| 06-22 12:08 | ETH | Buy | 1745.47→1764.42 | +4.95 | timeout |
| 06-22 01:22 | ETH | Sell | 1712.83→1736.34 | -7.31 | stop_loss |
| 06-18 00:04 | BTC | Sell | 64383.8→64569.2 | -1.88 | timeout |
| 06-17 19:38 | ETH | Sell | 1774.02→1735.17 | +10.50 | take_profit |
| 06-17 15:49 | BTC | Sell | 64819.8→65703.1 | -7.26 | stop_loss |
| 06-15 04:07 | ETH | Buy | 1726.27→1717.33 | -3.05 | timeout |
| 06-11 12:07 | BTC | Buy | 62759.1→63000.8 | +1.46 | timeout |
| 06-09 17:17 | BTC | Sell | 61001.9→61833 | -7.26 | stop_loss |
| 06-08 20:10 | BTC | Buy | 63789.2→63301.8 | -4.28 | timeout |
| 06-06 10:30 | ETH | Buy | 1571.26→1549.67 | -7.32 | stop_loss |
| 06-02 20:11 | ETH | Sell | 1923.51→1916.49 | +1.38 | timeout |
| 05-28 03:18 | ETH | Sell | 2025.1→1978.2 | +11.11 | take_profit |
| 05-27 00:02 | ETH | Sell | 2073.79→2076.31 | -1.03 | timeout |
| 05-23 00:04 | ETH | Sell | 2069.49→2066.01 | +0.42 | timeout |
| 05-22 20:04 | BTC | Sell | 76870.2→75844.8 | +6.23 | timeout |
Paper vs Live
Paper (trades.jsonl)
22
closed
50%
win rate
-2.76
total pnl ($)
-2.5 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 | 12 | 50% | +14.7 | +8.81 |
| BTC | 10 | 50% | -23.0 | -11.57 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 20:15 | BTC | Buy | -1.06 | Bitcoin was consolidating with mild hourly weakness (-0.36% 1h) despite positive 24h momentum (+2.13%), while funding rates turned negative (-0.0049%), suggesting long liquidation pressure was building. The volume ratio reversal signal (z=-2.95, ratio=0.61)… |