75
closed trades
45%
win rate
-49.06
total pnl ($)
1.007
weight
7d window — n=21 wr=38% pnl=-38.88
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 19:31:15 (40.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aaz__restored_44e1a2e8
n: 36
· wr: 52.8%
· total_bps: -41.1
· mean_bps: -1.14
· sharpe: -0.02
· max_dd_bps: -511.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 75 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 03:29 | BTC | Buy | 60138→60230 | +0.41 | timeout |
| 06-27 22:23 | BTC | Buy | 60577→60028 | -6.46 | timeout |
| 06-26 13:19 | BTC | Buy | 59620→58505.8 | -12.73 | stop_loss |
| 06-26 10:52 | BTC | Buy | 59824→59366 | -5.58 | timeout |
| 06-25 13:40 | BTC | Buy | 61556.1→60411.8 | -12.66 | stop_loss |
| 06-25 09:52 | BTC | Buy | 61075.1→61719.9 | +6.27 | timeout |
| 06-25 03:50 | BTC | Buy | 60802→60745 | -1.19 | timeout |
| 06-24 20:49 | BTC | Buy | 59240→61129.9 | +20.19 | take_profit |
| 06-24 13:43 | BTC | Buy | 62610.1→61446.2 | -12.67 | stop_loss |
| 06-24 08:56 | BTC | Buy | 62730.1→62759.9 | -0.29 | timeout |
| 06-24 03:51 | BTC | Buy | 62539.1→62737.9 | +1.47 | timeout |
| 06-23 17:05 | BTC | Buy | 62451.1→62455.9 | -0.53 | timeout |
| 06-23 12:04 | BTC | Buy | 62917.1→62449.9 | -5.36 | timeout |
| 06-23 06:20 | BTC | Buy | 64105.2→62912.4 | -12.69 | stop_loss |
| 06-23 01:53 | BTC | Buy | 64400.2→64012.8 | -4.49 | timeout |
| 06-22 20:19 | BTC | Buy | 64938.2→64476.8 | -5.21 | timeout |
| 06-22 14:58 | BTC | Buy | 64103.2→64966.8 | +8.14 | timeout |
| 06-22 09:56 | BTC | Buy | 64055.2→64106.8 | -0.08 | timeout |
| 06-22 02:51 | BTC | Buy | 63818.2→64252.8 | +3.82 | timeout |
| 06-21 18:54 | BTC | Buy | 64060.2→64138.8 | +0.23 | timeout |
| 06-21 13:54 | BTC | Buy | 63939.2→64047.8 | +0.54 | timeout |
| 06-21 02:21 | BTC | Buy | 63932.2→64201.8 | +2.15 | timeout |
| 06-20 05:19 | BTC | Buy | 63481.2→63727.8 | +1.94 | timeout |
| 06-19 12:51 | BTC | Buy | 62579.1→62500.9 | -1.37 | timeout |
| 06-18 02:21 | BTC | Buy | 64274.2→64611.8 | +2.81 | timeout |
| 06-17 11:51 | BTC | Buy | 65626.3→64826.8 | -8.53 | timeout |
| 06-17 06:22 | BTC | Buy | 65486.3→65844.7 | +2.97 | timeout |
| 06-16 19:53 | BTC | Buy | 65695.3→65562.7 | -1.92 | timeout |
| 06-16 09:24 | BTC | Buy | 66042.3→66619.7 | +5.10 | timeout |
| 06-15 16:51 | BTC | Buy | 66201.3→67076.6 | +7.99 | timeout |
| 06-15 07:53 | BTC | Buy | 65424.3→65716.7 | +2.32 | timeout |
| 06-15 02:22 | BTC | Buy | 64664.2→65667.7 | +9.49 | timeout |
| 06-14 20:21 | BTC | Buy | 64043.2→63877.8 | -2.28 | timeout |
| 06-14 14:52 | BTC | Buy | 64561.2→63850.8 | -7.74 | timeout |
| 06-11 02:52 | BTC | Buy | 61228.1→62028.9 | +7.90 | timeout |
| 06-10 12:50 | BTC | Buy | 61681.1→61727.9 | -0.08 | timeout |
| 06-09 20:34 | BTC | Buy | 61317.1→62016.9 | +6.85 | timeout |
| 06-09 09:34 | BTC | Buy | 63088.2→62649.9 | -5.10 | timeout |
| 06-02 23:54 | BTC | Buy | 67152.4→66717.7 | -4.80 | timeout |
| 06-02 10:50 | BTC | Buy | 70403.5→69492.5 | -9.04 | timeout |
| 05-30 14:53 | BTC | Buy | 73578.7→73884.3 | +2.08 | timeout |
| 05-29 06:53 | BTC | Buy | 73480.7→73739.3 | +1.67 | timeout |
| 05-28 20:52 | BTC | Buy | 72926.6→73663.3 | +5.94 | timeout |
| 05-28 15:32 | BTC | Buy | 73384.7→72819.4 | -5.63 | timeout |
| 05-28 10:22 | BTC | Buy | 72936.6→73349.3 | +3.10 | timeout |
| 05-27 19:54 | BTC | Buy | 75068.8→75005.2 | -1.15 | timeout |
| 05-27 14:53 | BTC | Buy | 75853.8→75051.2 | -7.46 | timeout |
| 05-27 04:53 | BTC | Buy | 75894.8→75527.2 | -3.71 | timeout |
| 05-26 23:53 | BTC | Buy | 75942.8→75887.2 | -1.07 | timeout |
| 05-26 16:23 | BTC | Buy | 77222.9→76437.2 | -7.18 | timeout |
| 05-26 10:22 | BTC | Buy | 76838.8→76921.2 | +0.11 | timeout |
| 05-26 04:22 | BTC | Buy | 77234.9→76586.2 | -6.04 | timeout |
| 05-25 22:22 | BTC | Buy | 77600.9→77344.1 | -2.76 | timeout |
| 05-25 03:52 | BTC | Buy | 76823.8→77017.1 | +1.04 | timeout |
| 05-23 06:52 | BTC | Buy | 75382.8→75356.2 | -0.81 | timeout |
| 05-21 17:20 | BTC | Buy | 77163.9→77863.1 | +5.29 | timeout |
| 05-20 08:21 | BTC | Buy | 76691.8→77263.1 | +4.23 | timeout |
| 05-20 02:50 | BTC | Buy | 76984.8→76595.2 | -3.91 | timeout |
| 05-19 21:49 | BTC | Buy | 76773.8→76972.2 | +1.05 | timeout |
| 05-19 04:37 | BTC | Buy | 77015.9→76849.2 | -2.02 | timeout |
| 05-18 15:07 | BTC | Buy | 76790.8→76137.2 | -6.14 | timeout |
| 05-16 11:35 | BTC | Buy | 78842.9→78839 | -0.64 | timeout |
| 05-16 06:35 | BTC | Buy | 79011→78835.1 | -2.02 | timeout |
| 05-15 13:46 | BTC | Buy | 80465→78972.5 | -12.64 | stop_loss |
| 05-12 03:43 | BTC | Buy | 81724.1→81715.9 | -0.67 | timeout |
| 05-11 21:04 | BTC | Buy | 81317.1→81799.9 | +3.27 | timeout |
| 05-08 12:04 | BTC | Buy | 79406→80215 | +6.03 | timeout |
| 05-08 07:04 | BTC | Buy | 79625→79398 | -2.45 | timeout |
| 05-03 08:01 | BTC | Buy | 78135.9→78345.1 | +1.16 | timeout |
| 05-02 07:56 | BTC | Buy | 78383.9→78179.1 | -2.27 | timeout |
| 05-01 16:26 | BTC | Buy | 77365.9→78206.1 | +6.50 | timeout |
| 05-01 09:27 | BTC | Buy | 77133.9→77307.1 | +0.86 | timeout |
| 05-01 04:26 | BTC | Buy | 76262.8→77126.1 | +6.82 | timeout |
| 04-30 08:03 | BTC | Buy | 75700→76080.8 | +2.71 | timeout |
| 04-30 03:02 | BTC | Buy | 75882→75700 | -2.14 | timeout |
Paper vs Live
Paper (trades.jsonl)
75
closed
45%
win rate
-49.06
total pnl ($)
-10.0 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 | 75 | 45% | -10.0 | -49.06 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 22:36 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 12:04 | BTC | Buy | +6.03 | BTC was trading in a narrow range with minimal directional bias, showing slight hourly gains but negative daily and weekly momentum. The thesis failed because the trade expired via timeout without reaching its target or stop, as the sideways market lacked t… |
| 05-08 07:04 | BTC | Buy | -2.45 | The market was in a mild downtrend with BTC down over 1% in 24 hours and negative weekly momentum. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time frame. |
| 05-02 07:56 | BTC | Buy | -2.27 | BTC was consolidating near $78,189 with modest positive momentum over 24h (+1.41%) and 7d (+0.82%), but showing mild hourly weakness (-0.14%) at the time of timeout closure. The volume_trending_token_mcap_rank_degradation_rotation signal failed because BTC … |
| 05-01 16:26 | BTC | Buy | +6.50 | BTC was consolidating near $78,255 with mild intraday weakness (−0.48% on the 1h) despite modest 24h gains of +2.52%, while funding rates remained slightly negative at −0.0028%, signaling neutral-to-bearish short-term sentiment. The trade's volume-trending … |
| 05-01 09:27 | BTC | Buy | +0.86 | At close, Bitcoin was trading sideways-to-slightly-down on the 1-hour chart ($77,277, -0.14% 1h) while maintaining modest 24-hour gains (+1.40%), with elevated funding rates (0.39% annualized) signaling residual bullish positioning despite overnight consoli… |
| 05-01 04:26 | BTC | Buy | +6.82 | Bitcoin was consolidating near $77,037 with slight intraday weakness (-0.20% 1h) despite modest 24h gains (+2.11%), while funding rates turned negative (-0.010428%), signaling reduced leverage appetite. The thesis partially worked—your volume-trending rotat… |
| 04-30 08:03 | BTC | BUY | +2.71 | At close, BTC was consolidating near $76,067 with modest hourly gains (+0.47%) despite a weak 24h/7d backdrop (-1.27%/-2.52%), while funding rates turned slightly negative (-0.42bps), signaling mild long exhaustion. The trade's thesis worked due to the volu… |
| 04-30 03:02 | BTC | BUY | -2.14 | BTC declined 0.72% in the final hour before timeout, closing at $75,716 amid a broader 24-hour selloff (-1.06%) and negative 7-day momentum (-3.37%), with funding rates turning slightly negative (-0.002345%) signaling reduced leverage appetite. The volume_t… |