974
closed trades
39%
win rate
-1590.75
total pnl ($)
0.250
weight
7d window — n=165 wr=43% pnl=-186.16
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 07:51:46 (42.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abp
n: 123
· wr: 35.8%
· total_bps: -1633.5
· mean_bps: -13.28
· sharpe: -0.17
· max_dd_bps: -2565.6
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 |
|---|---|---|---|---|---|
| 06-30 05:29 | SOL | Buy | 74.6712→73.9949 | -6.22 | timeout |
| 06-30 05:14 | XRP | Buy | 1.05706→1.04604 | -7.04 | timeout |
| 06-30 04:47 | ARB | Buy | 0.0766792→0.076111 | -5.18 | timeout |
| 06-30 02:18 | OP | Buy | 0.100155→0.0982363 | -12.52 | stop_loss |
| 06-30 00:28 | ETH | Buy | 1626.06→1603.14 | -9.37 | timeout |
| 06-29 20:52 | AVAX | Buy | 6.64076→6.67963 | +3.06 | timeout |
| 06-29 20:40 | ADA | Buy | 0.145536→0.147183 | +6.47 | timeout |
| 06-29 20:18 | SUI | Buy | 0.688962→0.704434 | +13.43 | timeout |
| 06-29 20:03 | OP | Buy | 0.103616→0.101624 | -12.60 | stop_loss |
| 06-29 17:15 | ETH | Buy | 1568.66→1618.54 | +19.29 | take_profit |
| 06-29 15:20 | SUI | Buy | 0.695554→0.688608 | -6.84 | timeout |
| 06-29 13:38 | SOL | Buy | 72.6389→73.428 | +6.20 | timeout |
| 06-29 13:15 | XRP | Buy | 1.04796→1.06013 | +6.71 | timeout |
| 06-29 13:04 | ARB | Buy | 0.0757489→0.076021 | +1.69 | timeout |
| 06-29 12:01 | OP | Buy | 0.102396→0.100445 | -12.51 | stop_loss |
| 06-29 08:00 | XRP | Buy | 1.04596→1.04844 | +0.90 | timeout |
| 06-29 04:51 | ADA | Buy | 0.144066→0.143844 | -1.53 | timeout |
| 06-29 04:41 | SUI | Buy | 0.683701→0.684489 | +0.15 | timeout |
| 06-29 04:12 | LINK | Buy | 7.22871→7.30017 | +5.58 | timeout |
| 06-29 03:59 | OP | Buy | 0.0994048→0.102554 | +19.23 | take_profit |
| 06-28 23:46 | ADA | Buy | 0.143096→0.143794 | +2.49 | timeout |
| 06-28 23:34 | SUI | Buy | 0.68172→0.67833 | -3.67 | timeout |
| 06-28 21:49 | OP | Buy | 0.100635→0.098656 | -12.85 | stop_loss |
| 06-28 21:39 | SOL | Buy | 71.2287→70.8314 | -4.02 | timeout |
| 06-28 21:27 | XRP | Buy | 1.04776→1.04234 | -3.76 | timeout |
| 06-28 18:24 | ADA | Buy | 0.144376→0.143114 | -6.02 | timeout |
| 06-28 17:00 | BNB | Buy | 556.879→551.922 | -6.07 | timeout |
| 06-28 16:33 | OP | Buy | 0.101905→0.0998651 | -13.06 | stop_loss |
| 06-28 14:57 | OP | Buy | 0.0993648→0.101515 | +12.92 | timeout |
| 06-28 12:54 | ADA | Buy | 0.144876→0.144834 | -0.72 | timeout |
| 06-28 12:36 | SUI | Buy | 0.683851→0.688198 | +3.40 | timeout |
| 06-28 12:01 | LINK | Buy | 7.26982→7.27898 | +0.23 | timeout |
| 06-28 10:45 | XRP | Buy | 1.04566→1.04704 | +0.27 | timeout |
| 06-28 07:32 | SUI | Buy | 0.682891→0.682539 | -0.83 | timeout |
| 06-28 06:54 | LINK | Buy | 7.29792→7.25918 | -3.87 | timeout |
| 06-28 06:45 | LTC | Buy | 42.2356→42.2424 | -0.48 | timeout |
| 06-28 06:08 | ETH | Buy | 1571.66→1567.54 | -2.18 | timeout |
| 06-28 04:24 | OP | Buy | 0.100335→0.101595 | +7.32 | timeout |
| 06-28 01:08 | DOGE | Buy | 0.0748477→0.0743814 | -4.43 | timeout |
| 06-28 00:51 | BNB | Buy | 559.09→557.341 | -2.49 | timeout |
| 06-28 00:44 | ETH | Buy | 1577.86→1574.74 | -1.79 | timeout |
| 06-28 00:11 | XRP | Buy | 1.05916→1.04824 | -6.95 | timeout |
| 06-27 22:15 | SOL | Buy | 71.6938→70.3463 | -12.31 | stop_loss |
| 06-27 19:25 | ADA | Buy | 0.148697→0.145811 | -12.61 | stop_loss |
| 06-27 19:25 | SUI | Buy | 0.710878→0.697237 | -12.51 | stop_loss |
| 06-27 19:21 | ETH | Buy | 1592.46→1589.14 | -1.86 | timeout |
| 06-27 18:51 | SOL | Buy | 72.3499→71.8662 | -4.74 | timeout |
| 06-27 18:44 | XRP | Buy | 1.06257→1.05764 | -3.40 | timeout |
| 06-27 15:51 | ADA | Buy | 0.147127→0.148843 | +6.69 | timeout |
| 06-27 15:10 | LINK | Buy | 7.36854→7.42274 | +4.04 | timeout |
| 06-27 14:15 | ETH | Buy | 1578.86→1593.34 | +5.17 | timeout |
| 06-27 13:47 | XRP | Buy | 1.05546→1.06293 | +3.88 | timeout |
| 06-27 13:40 | SOL | Buy | 71.9838→72.4591 | +3.58 | timeout |
| 06-27 10:51 | ADA | Buy | 0.147887→0.147053 | -4.06 | timeout |
| 06-27 10:06 | LINK | Buy | 7.35544→7.36596 | +0.35 | timeout |
| 06-27 09:09 | ETH | Buy | 1583.26→1582.74 | -0.75 | timeout |
| 06-27 08:41 | XRP | Buy | 1.05996→1.05534 | -3.28 | timeout |
| 06-27 08:35 | SOL | Buy | 72.1328→72.1272 | -0.61 | timeout |
| 06-27 05:29 | SUI | Buy | 0.698765→0.706573 | +6.40 | timeout |
| 06-27 05:07 | LINK | Buy | 7.37844→7.35176 | -2.79 | timeout |
| 06-27 04:04 | ETH | Buy | 1579.16→1581.04 | +0.18 | timeout |
| 06-27 03:36 | XRP | Buy | 1.04406→1.06033 | +9.20 | timeout |
| 06-27 03:30 | SOL | Buy | 71.6117→72.1592 | +4.22 | timeout |
| 06-27 00:07 | LINK | Buy | 7.31453→7.37476 | +4.54 | timeout |
| 06-26 23:57 | LTC | Buy | 41.6444→41.8595 | +2.63 | timeout |
| 06-26 22:41 | XRP | Buy | 1.04596→1.04534 | -0.95 | timeout |
| 06-26 22:36 | SOL | Buy | 72.3899→71.6652 | -6.86 | timeout |
| 06-26 21:51 | OP | Buy | 0.106087→0.106063 | -0.74 | timeout |
| 06-26 18:59 | LTC | Buy | 41.3053→41.6236 | +4.21 | timeout |
| 06-26 18:21 | BNB | Buy | 554.169→567.248 | +14.15 | timeout |
| 06-26 16:35 | DOGE | Buy | 0.0732433→0.0755511 | +19.11 | take_profit |
| 06-26 16:00 | ADA | Buy | 0.145116→0.149783 | +19.53 | take_profit |
| 06-26 15:26 | ETH | Buy | 1532.95→1581.94 | +19.41 | take_profit |
| 06-26 14:20 | OP | Buy | 0.103156→0.106423 | +19.23 | take_profit |
| 06-26 13:19 | AVAX | Buy | 6.16144→6.04297 | -12.57 | stop_loss |
| 06-26 12:40 | LINK | Buy | 7.23571→7.09737 | -12.54 | stop_loss |
| 06-26 12:39 | BNB | Buy | 566.882→555.963 | -12.64 | stop_loss |
| 06-26 12:39 | LTC | Buy | 41.4994→40.7065 | -12.53 | stop_loss |
| 06-26 10:39 | ETH | Buy | 1576.66→1547.17 | -12.24 | stop_loss |
| 06-26 09:49 | SOL | Buy | 70.5056→69.18 | -12.33 | stop_loss |
| 06-26 08:18 | DOGE | Buy | 0.0733733→0.0745614 | +9.52 | timeout |
| 06-26 08:13 | BNB | Buy | 556.759→566.968 | +10.86 | timeout |
| 06-26 07:29 | XRP | Buy | 1.02116→1.04734 | +15.45 | timeout |
| 06-26 07:28 | SUI | Buy | 0.677549→0.698945 | +19.15 | take_profit |
| 06-26 07:14 | ADA | Buy | 0.142326→0.146823 | +19.19 | take_profit |
| 06-26 03:56 | ETH | Buy | 1513.35→1561.64 | +19.39 | take_profit |
| 06-26 03:56 | SOL | Buy | 66.1709→68.2688 | +19.25 | take_profit |
| 06-26 02:21 | BNB | Buy | 561.12→550.377 | -12.56 | stop_loss |
| 06-26 02:17 | XRP | Buy | 1.03286→1.01984 | -8.43 | timeout |
| 06-26 02:12 | DOGE | Buy | 0.0748477→0.0734099 | -12.57 | stop_loss |
| 06-26 02:11 | ETH | Buy | 1576.76→1547.17 | -12.26 | stop_loss |
| 06-26 01:57 | AVAX | Buy | 6.23236→6.11371 | -12.45 | stop_loss |
| 06-25 23:30 | SOL | Buy | 66.392→68.5007 | +19.29 | take_profit |
| 06-25 21:59 | OP | Buy | 0.101975→0.105344 | +20.07 | take_profit |
| 06-25 21:52 | ETH | Buy | 1560.46→1576.14 | +5.71 | timeout |
| 06-25 21:16 | XRP | Buy | 1.03926→1.03304 | -4.25 | timeout |
| 06-25 21:11 | SOL | Buy | 66.792→66.452 | -3.72 | timeout |
| 06-25 19:23 | ARB | Buy | 0.0733783→0.0718861 | -13.25 | stop_loss |
| 06-25 19:05 | OP | Buy | 0.102716→0.100764 | -12.45 | stop_loss |
| 06-25 13:48 | BNB | Buy | 562.631→551.886 | -12.51 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
974
closed
39%
win rate
-1590.75
total pnl ($)
-26.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| SOL | 147 | 39% | -30.5 | -279.33 |
| ETH | 139 | 43% | -18.1 | -158.26 |
| XRP | 131 | 31% | -38.8 | -317.29 |
| DOGE | 105 | 42% | -14.2 | -94.47 |
| LTC | 103 | 30% | -51.6 | -332.89 |
| BNB | 81 | 41% | -21.1 | -107.32 |
| ADA | 66 | 42% | -15.5 | -63.92 |
| OP | 52 | 42% | +5.7 | +18.88 |
| SUI | 41 | 46% | +3.7 | +9.23 |
| LINK | 38 | 50% | +0.6 | +1.16 |
| APT | 21 | 29% | -105.1 | -137.76 |
| NEAR | 19 | 47% | -35.4 | -42.14 |
| AVAX | 14 | 21% | -87.3 | -76.46 |
| ARB | 12 | 17% | -89.8 | -67.41 |
| INJ | 5 | 80% | +183.2 | +57.23 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 02:26 | ADA | Buy | -1.88 | # Trade Analysis: ADA Volume Imbalance Long 1. **Market Context at Close**: ADA was flat to slightly negative (1h=-0.14%, 24h=+0.57%) while BTC showed modest upside momentum (+2.22% over 24h), creating a divergence where ADA failed to participate in broade… |
| 05-01 21:25 | ADA | Buy | -1.72 | The ADA market was showing modest stability with a slight 1-hour decline of -0.16% while Bitcoin and Ethereum posted positive 24-hour gains (2.20% and 1.44% respectively), suggesting selective strength in the broader crypto complex that didn't extend to Car… |
| 05-01 16:28 | ETH | Buy | +4.83 | # Trade Analysis Ethereum was consolidating near session highs with modest 1-hour weakness (-0.53%) despite strong 24-hour gains (+1.81%), while Bitcoin showed relative strength at +2.52% over 24h, suggesting mixed momentum across the crypto complex at clo… |
| 05-01 16:24 | ADA | Buy | +1.58 | ADA was consolidating near its entry level with modest weakness in the 1-hour timeframe (-0.39%) while Bitcoin and Ethereum showed slightly stronger intraday momentum, indicating a lack of sustained directional conviction across the crypto complex. The trad… |
| 05-01 11:28 | ETH | Buy | -0.99 | # Trade Analysis: ETH Volume Imbalance Long Ethereum drifted sideways in a low-volatility consolidation phase (1h +0.16%, 24h +0.81%) while Bitcoin held modest strength, creating a risk-off environment where mean-reversion signals lacked directional confir… |
| 05-01 11:23 | ADA | Buy | -3.02 | ADA drifted sideways during the 5-hour hold, with the pair posting only +0.01% on the 1-hour timeframe and +0.49% over 24 hours—insufficient upside momentum to overcome the 38.75 bps slippage and execution costs that accumulated across the timeout exit. The… |
| 05-01 06:28 | ETH | Buy | +5.68 | ETH was consolidating near session highs with modest positive momentum (up 1.57% in 24h, +0.12% in the final hour) as the trade timed out after 5 hours. The thesis worked because the volume_binance_taker_buy_imbalance_fear_divergence_long signal correctly i… |
| 05-01 06:23 | ADA | Buy | +3.72 | The market was consolidating with ADA trading sideways near $0.248–$0.249 while Bitcoin and Ethereum showed modest intraday strength (+0.10% to +0.12% 1h), suggesting risk-on sentiment without directional conviction. The thesis worked because the volume-bas… |
| 05-01 01:27 | ETH | Buy | -1.71 | # Trade Analysis: ETH Buy (volume_binance_taker_buy_imbalance_fear_divergence_long) At close, ETH was flat to slightly negative over the 1-hour window (0.08%) while Bitcoin showed mild strength (+0.14% 1h), suggesting weak conviction in Ethereum's directio… |
| 04-30 10:26 | ETH | BUY | +4.11 | # Trade Analysis: ETH Volume Imbalance Long (CLOSED) **Market Context at Close:** Ethereum was consolidating weakness with a -3.58% 24-hour decline and -0.29% 1-hour retreat, while Bitcoin's softer -2.28% 24h performance and flat funding rates suggested ab… |