199
closed trades
45%
win rate
-124.46
total pnl ($)
1.056
weight
7d window — n=49 wr=39% pnl=-30.33
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 01:58:55 (40.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
adp
n: 1050
· wr: 43.0%
· total_bps: -6232.3
· mean_bps: -5.94
· sharpe: -0.09
· max_dd_bps: -6252.2
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 03:54 | ETH | Buy | 1571.96→1572.44 | -0.58 | timeout |
| 06-28 02:52 | ETH | Buy | 1575.46→1571.44 | -3.44 | timeout |
| 06-28 01:29 | ETH | Buy | 1577.16→1573.94 | -2.94 | timeout |
| 06-28 00:24 | ETH | Buy | 1572.36→1575.54 | +1.14 | timeout |
| 06-27 23:23 | ETH | Buy | 1571.76→1570.84 | -1.48 | timeout |
| 06-27 22:19 | ETH | Buy | 1582.06→1569.14 | -9.06 | timeout |
| 06-27 16:27 | ETH | Buy | 1600.46→1601.34 | -0.34 | timeout |
| 06-27 13:32 | ETH | Buy | 1584.26→1585.14 | -0.34 | timeout |
| 06-27 12:29 | ETH | Buy | 1579.86→1583.14 | +1.18 | timeout |
| 06-27 11:27 | ETH | Buy | 1582.76→1579.44 | -2.99 | timeout |
| 06-27 10:20 | ETH | Buy | 1580.36→1583.04 | +0.80 | timeout |
| 06-27 09:08 | ETH | Buy | 1584.16→1583.54 | -1.28 | timeout |
| 06-26 15:32 | ETH | Buy | 1565.46→1581.24 | +9.17 | timeout |
| 06-26 14:33 | ETH | Buy | 1531.95→1564.04 | +20.05 | timeout |
| 06-26 12:43 | ETH | Buy | 1550.15→1525.78 | -16.62 | stop_loss |
| 06-26 12:26 | ETH | Buy | 1547.65→1550.14 | +0.71 | timeout |
| 06-26 11:36 | ETH | Buy | 1553.96→1547.55 | -5.02 | timeout |
| 06-26 09:06 | ETH | Buy | 1575.16→1560.74 | -10.05 | timeout |
| 06-26 07:12 | ETH | Buy | 1545.05→1573.84 | +17.73 | timeout |
| 06-26 06:08 | ETH | Buy | 1549.75→1544.05 | -4.59 | timeout |
| 06-26 04:58 | ETH | Buy | 1555.06→1547.55 | -5.73 | timeout |
| 06-26 03:48 | ETH | Buy | 1528.55→1546.05 | +10.55 | timeout |
| 06-26 02:12 | ETH | Buy | 1558.76→1534.08 | -16.72 | stop_loss |
| 06-26 01:30 | ETH | Buy | 1567.76→1557.34 | -7.54 | timeout |
| 06-25 20:41 | ETH | Buy | 1558.16→1560.44 | +0.57 | timeout |
| 06-25 19:38 | ETH | Buy | 1561.46→1557.34 | -3.53 | timeout |
| 06-25 18:40 | ETH | Buy | 1571.06→1560.74 | -7.46 | timeout |
| 06-25 17:39 | ETH | Buy | 1563.06→1571.24 | +4.34 | timeout |
| 06-25 16:33 | ETH | Buy | 1559.96→1563.54 | +1.40 | timeout |
| 06-25 15:15 | ETH | Buy | 1568.96→1544.07 | -16.76 | stop_loss |
| 06-25 15:03 | ETH | Buy | 1559.66→1558.74 | -1.48 | timeout |
| 06-24 22:39 | ETH | Buy | 1617.06→1615.34 | -1.96 | timeout |
| 06-24 21:37 | ETH | Buy | 1611.56→1615.94 | +1.82 | timeout |
| 06-24 20:36 | ETH | Buy | 1578.56→1610.94 | +19.62 | timeout |
| 06-24 19:34 | ETH | Buy | 1577.96→1574.84 | -2.86 | timeout |
| 06-24 18:34 | ETH | Buy | 1572.26→1576.94 | +2.11 | timeout |
| 06-23 19:38 | ETH | Buy | 1653.97→1659.23 | +2.29 | timeout |
| 06-23 17:46 | ETH | Buy | 1661.27→1658.63 | -2.48 | timeout |
| 06-23 16:34 | ETH | Buy | 1659.87→1661.03 | -0.20 | timeout |
| 06-23 15:32 | ETH | Buy | 1659.27→1656.73 | -2.42 | timeout |
| 06-23 14:31 | ETH | Buy | 1645.86→1661.03 | +8.32 | timeout |
| 06-23 13:31 | ETH | Buy | 1658.57→1645.54 | -8.75 | timeout |
| 06-23 12:33 | ETH | Buy | 1661.37→1656.53 | -3.80 | timeout |
| 06-23 11:31 | ETH | Buy | 1652.27→1659.73 | +3.63 | timeout |
| 06-23 10:27 | ETH | Buy | 1652.47→1652.83 | -0.66 | timeout |
| 06-23 09:29 | ETH | Buy | 1641.46→1652.63 | +5.92 | timeout |
| 06-22 00:58 | ETH | Buy | 1706.27→1726.13 | +10.73 | timeout |
| 06-21 23:53 | ETH | Buy | 1716.87→1706.33 | -7.03 | timeout |
| 06-21 22:48 | ETH | Buy | 1720.07→1714.23 | -4.29 | timeout |
| 06-19 08:13 | ETH | Buy | 1696.47→1696.03 | -1.16 | timeout |
| 06-19 07:11 | ETH | Buy | 1697.77→1697.23 | -1.22 | timeout |
| 06-18 18:34 | ETH | Buy | 1684.07→1685.03 | -0.32 | timeout |
| 06-18 17:32 | ETH | Buy | 1683.67→1683.13 | -1.21 | timeout |
| 06-16 09:39 | ETH | Buy | 1783.38→1789.72 | +2.65 | timeout |
| 06-16 08:32 | ETH | Buy | 1773.58→1784.02 | +4.99 | timeout |
| 06-16 07:23 | ETH | Buy | 1765.28→1771.42 | +2.59 | timeout |
| 06-15 17:02 | ETH | Buy | 1841.18→1837.42 | -2.95 | timeout |
| 06-15 04:27 | ETH | Buy | 1720.77→1718.03 | -2.50 | timeout |
| 06-13 17:27 | ETH | Buy | 1673.87→1675.43 | +0.04 | timeout |
| 06-12 18:16 | ETH | Buy | 1670.47→1667.03 | -2.95 | timeout |
| 06-12 17:10 | ETH | Buy | 1665.47→1674.13 | +4.31 | timeout |
| 06-12 15:49 | ETH | Buy | 1687.87→1661.3 | -16.63 | stop_loss |
| 06-12 14:52 | ETH | Buy | 1657.67→1676.53 | +10.48 | timeout |
| 06-12 13:47 | ETH | Buy | 1666.57→1657.73 | -6.20 | timeout |
| 06-12 12:34 | ETH | Buy | 1673.27→1667.53 | -4.33 | timeout |
| 06-12 11:28 | ETH | Buy | 1671.87→1676.33 | +1.77 | timeout |
| 06-12 10:22 | ETH | Buy | 1676.77→1675.63 | -1.58 | timeout |
| 06-12 09:15 | ETH | Buy | 1666.57→1674.53 | +3.88 | timeout |
| 06-12 08:11 | ETH | Buy | 1659.97→1666.03 | +2.75 | timeout |
| 06-12 07:07 | ETH | Buy | 1665.57→1659.93 | -4.28 | timeout |
| 06-12 06:04 | ETH | Buy | 1674.17→1664.33 | -6.77 | timeout |
| 06-12 05:02 | ETH | Buy | 1671.47→1675.63 | +1.59 | timeout |
| 06-12 04:01 | ETH | Buy | 1675.87→1671.63 | -3.43 | timeout |
| 06-12 03:00 | ETH | Buy | 1666.97→1674.83 | +3.82 | timeout |
| 06-12 01:58 | ETH | Buy | 1672.97→1664.83 | -5.76 | timeout |
| 06-12 00:57 | ETH | Buy | 1673.27→1673.13 | -0.99 | timeout |
| 06-11 16:34 | ETH | Buy | 1646.16→1643.54 | -2.51 | timeout |
| 06-11 15:30 | ETH | Buy | 1648.66→1645.54 | -2.80 | timeout |
| 06-11 14:29 | ETH | Buy | 1648.36→1648.94 | -0.56 | timeout |
| 06-11 05:48 | ETH | Buy | 1655.87→1648.94 | -5.10 | timeout |
| 06-11 04:43 | ETH | Buy | 1645.86→1653.43 | +3.69 | timeout |
| 06-11 03:40 | ETH | Buy | 1633.96→1644.94 | +5.80 | timeout |
| 06-11 02:36 | ETH | Buy | 1639.36→1632.04 | -5.38 | timeout |
| 06-11 01:26 | ETH | Buy | 1629.26→1638.74 | +4.91 | timeout |
| 06-11 00:25 | ETH | Buy | 1618.66→1628.84 | +5.38 | timeout |
| 06-10 23:20 | ETH | Buy | 1604.56→1620.84 | +9.25 | timeout |
| 06-10 22:19 | ETH | Buy | 1621.26→1607.84 | -9.17 | timeout |
| 06-10 21:15 | ETH | Buy | 1626.86→1619.64 | -5.33 | timeout |
| 06-10 20:11 | ETH | Buy | 1629.56→1625.84 | -3.18 | timeout |
| 06-10 19:06 | ETH | Buy | 1633.86→1628.74 | -4.03 | timeout |
| 06-10 17:32 | ETH | Buy | 1648.66→1622.73 | -16.64 | stop_loss |
| 06-10 16:33 | ETH | Buy | 1648.96→1646.54 | -2.38 | timeout |
| 06-10 15:25 | ETH | Buy | 1645.96→1648.34 | +0.54 | timeout |
| 06-10 14:22 | ETH | Buy | 1635.16→1644.54 | +4.83 | timeout |
| 06-10 13:21 | ETH | Buy | 1623.26→1634.74 | +6.17 | timeout |
| 06-10 12:20 | ETH | Buy | 1619.26→1620.74 | +0.02 | timeout |
| 06-10 11:18 | ETH | Buy | 1617.56→1617.94 | -0.66 | timeout |
| 06-10 10:15 | ETH | Buy | 1613.76→1619.44 | +2.63 | timeout |
| 06-10 09:15 | ETH | Buy | 1636.36→1612.44 | -15.51 | timeout |
| 06-09 18:22 | ETH | Buy | 1646.46→1650.33 | +1.45 | timeout |
Paper vs Live
Paper (trades.jsonl)
199
closed
45%
win rate
-124.46
total pnl ($)
-6.3 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 | 199 | 45% | -6.3 | -124.46 |
Recent bounces (last 20 of 7)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 04:08 | ETH | Buy | circuit_breaker |
| 06-28 02:55 | ETH | Buy | circuit_breaker |
| 06-28 01:57 | ETH | Buy | circuit_breaker |
| 06-28 00:33 | ETH | Buy | circuit_breaker |
| 06-27 23:25 | ETH | Buy | circuit_breaker |
| 06-27 22:29 | ETH | Buy | circuit_breaker |
| 06-27 21:25 | ETH | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||