117
closed trades
36%
win rate
-221.50
total pnl ($)
0.881
weight
7d window — n=20 wr=35% pnl=-62.85
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:57:41 (24.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
eg
n: 544
· wr: 43.8%
· total_bps: -7044.6
· mean_bps: -12.95
· sharpe: -0.13
· max_dd_bps: -7221.2
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 |
|---|---|---|---|---|---|
| 06-28 16:41 | BTC | Buy | 60384→59711 | -6.01 | timeout |
| 06-28 08:15 | BTC | Buy | 60100→60144 | -0.09 | timeout |
| 06-28 00:13 | BTC | Buy | 60737→60085 | -5.79 | timeout |
| 06-27 16:42 | BTC | Buy | 60371→60755 | +2.73 | timeout |
| 06-27 08:42 | BTC | Buy | 59944→60366 | +3.07 | timeout |
| 06-27 00:44 | BTC | Buy | 60135→59900 | -2.41 | timeout |
| 06-26 12:40 | BTC | Buy | 60279→59150.5 | -9.82 | stop_loss |
| 06-26 02:13 | BTC | Buy | 59853→58738.7 | -9.76 | stop_loss |
| 06-25 23:56 | BTC | Buy | 59512→59726 | +1.34 | timeout |
| 06-25 13:40 | BTC | Buy | 61729.1→60576.7 | -9.77 | stop_loss |
| 06-25 07:51 | BTC | Buy | 60937→61783.9 | +6.51 | timeout |
| 06-24 17:22 | BTC | Buy | 60403→59279.4 | -9.74 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62648.1→61483.2 | -9.75 | stop_loss |
| 06-24 07:58 | BTC | Buy | 62719.1→62602.9 | -1.40 | timeout |
| 06-23 23:40 | BTC | Buy | 62301.1→62570.9 | +1.72 | timeout |
| 06-23 15:38 | BTC | Buy | 62967.1→62308.9 | -5.66 | timeout |
| 06-23 06:21 | BTC | Buy | 63953.2→62755.5 | -9.82 | stop_loss |
| 06-22 23:51 | BTC | Buy | 64831.2→63939.8 | -7.32 | timeout |
| 06-22 15:42 | BTC | Buy | 64237.2→65050.7 | +5.86 | timeout |
| 06-22 07:23 | BTC | Buy | 63746.2→64220.8 | +3.26 | timeout |
| 06-21 23:27 | BTC | Buy | 64180.2→63697.8 | -4.20 | timeout |
| 06-21 15:22 | BTC | Buy | 64203.2→64158.8 | -0.78 | timeout |
| 06-21 07:17 | BTC | Buy | 64254.2→64222.8 | -0.69 | timeout |
| 06-20 23:18 | BTC | Buy | 63941.2→64261.8 | +2.05 | timeout |
| 06-20 15:11 | BTC | Buy | 63655.2→63873.8 | +1.24 | timeout |
| 06-20 07:12 | BTC | Buy | 63258.2→63605.8 | +2.29 | timeout |
| 06-19 23:08 | BTC | Buy | 63162.2→63266.8 | +0.37 | timeout |
| 06-19 15:08 | BTC | Buy | 62818.1→63155.8 | +2.27 | timeout |
| 06-19 07:14 | BTC | Buy | 62759.1→62793.9 | -0.16 | timeout |
| 06-18 23:37 | BTC | Buy | 63046.2→62867.9 | -1.84 | timeout |
| 06-18 15:15 | BTC | Buy | 64055.2→63518.8 | -4.63 | timeout |
| 06-18 07:02 | BTC | Buy | 64345.2→64038.8 | -2.83 | timeout |
| 06-17 22:03 | BTC | Buy | 65105.3→63894.8 | -9.74 | stop_loss |
| 06-17 14:52 | BTC | Buy | 65628.3→65102.7 | -4.46 | timeout |
| 06-17 06:52 | BTC | Buy | 65672.3→65621.7 | -0.84 | timeout |
| 06-16 22:46 | BTC | Buy | 65686.3→65652.7 | -0.74 | timeout |
| 06-16 14:36 | BTC | Buy | 66373.3→65554.7 | -6.64 | timeout |
| 06-16 05:14 | BTC | Buy | 66449.3→66015.7 | -3.70 | timeout |
| 06-15 21:07 | BTC | Buy | 66630.3→66461.7 | -1.74 | timeout |
| 06-15 09:16 | BTC | Buy | 65446.3→65682.7 | +1.36 | timeout |
| 06-15 00:08 | BTC | Buy | 64035.2→65735.7 | +12.83 | timeout |
| 06-14 16:05 | BTC | Buy | 64385.2→64021.8 | -3.27 | timeout |
| 06-14 01:40 | BTC | Buy | 64089.2→64562.8 | +3.26 | timeout |
| 06-13 17:30 | BTC | Buy | 63806.2→64059.8 | +1.54 | timeout |
| 06-13 08:55 | BTC | Buy | 63587.2→63777.8 | +1.02 | timeout |
| 06-13 00:58 | BTC | Buy | 63925.2→63615.8 | -2.90 | timeout |
| 06-12 16:44 | BTC | Buy | 63350.2→63834.8 | +3.36 | timeout |
| 06-12 08:04 | BTC | Buy | 63577.2→63101.8 | -4.19 | timeout |
| 06-12 00:00 | BTC | Buy | 62762.1→63549.8 | +5.79 | timeout |
| 06-11 15:56 | BTC | Buy | 62697.1→62614.9 | -1.16 | timeout |
| 06-11 07:52 | BTC | Buy | 61518.1→62657.9 | +8.77 | timeout |
| 06-10 21:50 | BTC | Buy | 62366.1→61199.3 | -9.81 | stop_loss |
| 06-10 15:50 | BTC | Buy | 61680.1→62278.9 | +4.39 | timeout |
| 06-10 02:35 | BTC | Buy | 61727.1→62016.9 | +1.92 | timeout |
| 06-09 14:29 | BTC | Buy | 62694.1→61525.1 | -9.78 | stop_loss |
| 06-09 10:33 | BTC | Buy | 62745.1→62639.9 | -1.27 | timeout |
| 06-09 00:48 | BTC | Buy | 63611.2→62426.6 | -9.77 | stop_loss |
| 06-08 16:45 | BTC | Buy | 63132.2→63634.8 | +3.50 | timeout |
| 06-08 05:07 | BTC | Buy | 63729.2→62541.6 | -9.77 | stop_loss |
| 06-07 22:15 | BTC | Buy | 62203.1→64187.8 | +15.51 | take_profit |
| 06-07 16:31 | BTC | Buy | 62496.1→62231.9 | -2.59 | timeout |
| 06-07 08:25 | BTC | Buy | 60805→62438.9 | +13.00 | timeout |
| 06-07 00:23 | BTC | Buy | 60670→60783 | +0.47 | timeout |
| 06-06 16:19 | BTC | Buy | 61055.1→60748 | -2.96 | timeout |
| 06-06 04:09 | BTC | Buy | 61465.1→60321.8 | -9.75 | stop_loss |
| 06-05 18:43 | BTC | Buy | 60909→59776.1 | -9.76 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62114.1→60958.5 | -9.76 | stop_loss |
| 06-05 03:06 | BTC | Buy | 63514.2→62314.7 | -9.88 | stop_loss |
| 06-04 17:40 | BTC | Buy | 64122.2→62928.4 | -9.77 | stop_loss |
| 06-04 09:31 | BTC | Buy | 63846.2→62658.5 | -9.75 | stop_loss |
| 06-03 23:54 | BTC | Buy | 65292.3→64077.7 | -9.75 | stop_loss |
| 06-03 23:03 | BTC | Buy | 65779.3→64556.5 | -9.74 | stop_loss |
| 06-03 12:32 | BTC | Buy | 66305.3→67067.6 | +5.27 | timeout |
| 06-02 22:59 | BTC | Buy | 67471.4→66214.6 | -9.77 | stop_loss |
| 06-02 14:00 | BTC | Buy | 69970.5→68750.8 | -9.18 | stop_loss |
| 06-02 09:04 | BTC | Buy | 70842.5→69608.3 | -9.20 | stop_loss |
| 06-02 00:50 | BTC | Buy | 71343.4→71202.6 | -1.49 | timeout |
| 06-01 04:20 | BTC | Buy | 73691.3→73439.7 | -2.17 | timeout |
| 05-31 16:22 | BTC | Buy | 73935.3→73528.7 | -3.22 | timeout |
| 05-31 07:44 | BTC | Buy | 73771.3→73828.7 | -0.11 | timeout |
| 05-30 17:41 | BTC | Buy | 73522.3→73899.7 | +2.08 | timeout |
| 05-30 14:56 | BTC | Buy | 73536.3→73901.7 | +1.98 | timeout |
| 05-30 00:34 | BTC | Buy | 74019.3→73423.7 | -4.49 | timeout |
| 05-29 14:34 | BTC | Buy | 73678.3→72825.6 | -6.27 | timeout |
| 05-29 04:51 | BTC | Buy | 73663.3→73394.7 | -2.31 | timeout |
| 05-29 04:51 | BTC | Buy | 73663.3→73225.7 | -3.46 | timeout |
| 05-28 20:50 | BTC | Buy | 73516.3→73663.7 | +0.50 | timeout |
| 05-28 12:45 | BTC | Buy | 73116.3→73472.7 | +1.96 | timeout |
| 05-28 03:18 | BTC | Buy | 75220.2→73905.6 | -9.19 | stop_loss |
| 05-27 20:45 | BTC | Buy | 75873.2→75227.8 | -4.72 | timeout |
| 05-27 12:43 | BTC | Buy | 75269.2→75862.8 | +3.52 | timeout |
| 05-27 04:44 | BTC | Buy | 76028.2→75292.8 | -5.26 | timeout |
| 05-26 20:43 | BTC | Buy | 77040.1→76038.8 | -6.97 | timeout |
| 05-26 12:43 | BTC | Buy | 76702.2→77049.9 | +1.81 | timeout |
| 05-26 04:43 | BTC | Buy | 77201.9→76706.2 | -3.66 | timeout |
| 05-25 20:42 | BTC | Buy | 77310.9→77246.1 | -0.91 | timeout |
| 05-25 12:41 | BTC | Buy | 77138.1→77312.9 | +0.65 | timeout |
| 05-25 04:40 | BTC | Buy | 76618.2→77138.9 | +2.93 | timeout |
| 05-24 20:41 | BTC | Buy | 77040.1→76634.8 | -3.09 | timeout |
| 05-24 12:41 | BTC | Buy | 76711.2→77048.9 | +1.74 | timeout |
Paper vs Live
Paper (trades.jsonl)
117
closed
36%
win rate
-221.50
total pnl ($)
-37.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 117 | 36% | -37.7 | -221.50 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 17:35 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||