56
closed trades
32%
win rate
-74.83
total pnl ($)
1.166
weight
7d window — n=13 wr=31% pnl=-15.32
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 13:13:30 (41.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
act
n: 31
· wr: 48.4%
· total_bps: -272.1
· mean_bps: -8.78
· sharpe: -0.15
· max_dd_bps: -672.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 56 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 22:14 | BTC | Sell | 59635→59626 | -0.37 | timeout |
| 06-26 16:20 | SOL | Buy | 72.9059→72.1111 | -5.90 | stop_loss |
| 06-26 08:13 | SOL | Buy | 70.6946→69.9285 | -5.87 | stop_loss |
| 06-25 17:26 | SOL | Sell | 66.354→67.0846 | -5.96 | stop_loss |
| 06-24 21:59 | SOL | Sell | 67.3569→68.0852 | -5.86 | stop_loss |
| 06-24 20:17 | ETH | Sell | 1595.04→1612.17 | -5.82 | stop_loss |
| 06-24 17:21 | BTC | Sell | 60284→59372 | +7.11 | take_profit |
| 06-23 14:04 | SOL | Sell | 69.1926→69.2684 | -1.02 | timeout |
| 06-23 10:05 | BTC | Sell | 62793.9→62516.1 | +1.74 | timeout |
| 06-23 08:17 | ETH | Sell | 1679.03→1653.97 | +7.01 | take_profit |
| 06-23 02:11 | ETH | Sell | 1724.83→1726.07 | -0.81 | timeout |
| 06-22 18:07 | BTC | Buy | 64660.2→64658.8 | -0.47 | timeout |
| 06-22 10:08 | ETH | Buy | 1745.47→1750.22 | +0.90 | timeout |
| 06-22 00:37 | ETH | Sell | 1712.03→1730.44 | -5.82 | stop_loss |
| 06-21 18:09 | SOL | Buy | 73.9761→73.9919 | -0.36 | timeout |
| 06-20 18:09 | BTC | Buy | 64016.2→63800.8 | -2.13 | timeout |
| 06-20 18:09 | SOL | Buy | 71.7598→71.6682 | -1.10 | timeout |
| 06-18 18:07 | SOL | Sell | 68.6927→68.5333 | +0.72 | timeout |
| 06-18 18:07 | ETH | Sell | 1685.83→1680.57 | +1.11 | timeout |
| 06-18 18:06 | BTC | Sell | 62627.9→62673.1 | -0.83 | timeout |
| 06-17 22:04 | SOL | Sell | 71.8012→70.8186 | +6.40 | timeout |
| 06-17 22:03 | BTC | Sell | 64371.8→63927.2 | +3.00 | timeout |
| 06-17 16:28 | ETH | Sell | 1773.32→1792.37 | -5.82 | stop_loss |
| 06-17 14:07 | BTC | Sell | 64843.8→65241.3 | -3.51 | timeout |
| 06-15 18:05 | SOL | Buy | 75.0273→75.1717 | +0.51 | timeout |
| 06-15 17:33 | ETH | Buy | 1841.48→1821.71 | -5.82 | stop_loss |
| 06-15 01:22 | ETH | Buy | 1728.57→1710.07 | -5.80 | stop_loss |
| 06-13 18:08 | SOL | Buy | 68.2552→68.1058 | -1.53 | timeout |
| 06-11 10:03 | ETH | Buy | 1655.97→1657.43 | -0.02 | timeout |
| 06-11 06:04 | BTC | Buy | 62622.1→62566.9 | -0.90 | timeout |
| 06-10 22:09 | ETH | Sell | 1623.54→1610.46 | +3.57 | timeout |
| 06-10 21:51 | SOL | Sell | 63.4755→62.5224 | +7.04 | take_profit |
| 06-09 17:03 | BTC | Sell | 60963→61612.9 | -5.78 | stop_loss |
| 06-09 10:05 | SOL | Buy | 66.671→66.1981 | -3.99 | timeout |
| 06-08 18:07 | BTC | Buy | 63838.2→63558.8 | -2.65 | timeout |
| 06-06 10:02 | ETH | Buy | 1571.26→1559.04 | -4.34 | timeout |
| 06-06 08:32 | SOL | Buy | 62.5784→63.5045 | +6.95 | take_profit |
| 06-05 12:36 | SOL | Buy | 65.9299→65.2156 | -5.86 | stop_loss |
| 06-04 09:25 | BTC | Buy | 63608.2→62932.4 | -5.76 | stop_loss |
| 06-02 16:18 | ETH | Sell | 1922.81→1944.07 | -5.98 | stop_loss |
| 06-01 16:57 | SOL | Sell | 79.5171→80.3792 | -5.87 | stop_loss |
| 06-01 10:10 | SOL | Sell | 80.7509→80.9991 | -1.97 | timeout |
| 06-01 10:09 | ETH | Sell | 1976.9→1986.5 | -2.86 | timeout |
| 05-31 22:10 | ETH | Sell | 2002.4→2008.5 | -1.97 | timeout |
| 05-31 18:10 | SOL | Sell | 81.8777→81.7753 | +0.18 | timeout |
| 05-30 22:10 | BTC | Buy | 73955.7→73859.3 | -1.11 | timeout |
| 05-30 04:35 | SOL | Buy | 82.7414→81.8358 | -5.92 | stop_loss |
| 05-28 02:04 | ETH | Sell | 2023.8→2017.7 | +1.05 | timeout |
| 05-28 02:03 | SOL | Sell | 82.5106→82.1093 | +1.98 | timeout |
| 05-26 22:06 | SOL | Sell | 83.8124→83.6285 | +0.64 | timeout |
| 05-26 22:02 | ETH | Sell | 2074.09→2072.71 | -0.12 | timeout |
| 05-26 10:01 | SOL | Sell | 84.3223→84.4187 | -1.02 | timeout |
| 05-23 10:00 | SOL | Sell | 82.1997→81.9633 | +0.98 | timeout |
| 05-22 22:04 | SOL | Sell | 84.7813→85.1078 | -2.37 | timeout |
| 05-22 22:04 | ETH | Sell | 2068.79→2077.61 | -2.57 | timeout |
| 05-22 18:04 | BTC | Sell | 76861.2→76764.8 | +0.19 | timeout |
Paper vs Live
Paper (trades.jsonl)
56
closed
32%
win rate
-74.83
total pnl ($)
-26.7 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 | 24 | 38% | -24.3 | -29.22 |
| ETH | 18 | 28% | -37.9 | -34.12 |
| BTC | 14 | 29% | -16.3 | -11.48 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-29 00:09 | ETH | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-01 18:15 | ETH | Buy | +0.62 | ETH was consolidating near session highs with modest hourly gains (+0.27%) while BTC outpaced it (+0.44%), suggesting mild demand but no explosive momentum into the close. The trade's thesis worked because the taker-fade signal (z=-2.01 on a 1.21 ratio) ide… |
| 05-01 18:15 | BTC | Buy | +0.96 | BTC was consolidating with modest upside momentum at close ($78,573), up 2.88% over 24h and 0.44% in the final hour, while funding rates had turned slightly negative at -0.0019%, signaling reduced leverage appetite. The trade's thesis worked because the tak… |