atr_breakout_momentum_long · strategy

383

closed trades

30%

win rate

-245.17

total pnl ($)

1.020

weight

7d window — n=8 wr=12% pnl=-18.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:29:08 (26.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_aox

n: 355 · wr: 27.0% · total_bps: -3877.9 · mean_bps: -10.92 · sharpe: -0.39 · max_dd_bps: -4007.6

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
06-29 22:42	BTC	Buy	60432→60339	-1.22	timeout
06-29 21:12	BTC	Buy	60414→60322	-1.22	timeout
06-29 20:34	BTC	Buy	60325→60420	+0.33	timeout
06-29 18:59	BTC	Buy	60389→60272	-1.43	timeout
06-29 18:18	BTC	Buy	60561→60374	-2.00	timeout
06-29 12:39	BTC	Buy	60622→59797.1	-7.26	stop_loss
06-23 05:52	BTC	Buy	63706.2→63380.8	-3.01	timeout
06-23 05:12	BTC	Buy	63997.2→63673.8	-2.98	timeout
06-22 21:06	BTC	Buy	64653.2→64406.8	-2.36	timeout
06-22 19:04	BTC	Buy	64688.2→64306.8	-3.40	timeout
06-22 18:01	BTC	Buy	64679.2→64588.8	-1.15	timeout
06-22 17:22	BTC	Buy	64743.2→64530.8	-2.09	timeout
06-22 16:51	BTC	Buy	64840.2→64632.8	-2.05	timeout
06-22 16:20	BTC	Buy	64952.2→64743.8	-2.05	timeout
06-22 15:49	BTC	Buy	64937.2→64874.8	-0.93	timeout
06-22 15:19	BTC	Buy	65141.3→64941.8	-1.98	timeout
06-22 14:37	BTC	Buy	65292.3→64862.8	-3.74	timeout
06-22 13:57	BTC	Buy	65113.3→65495.7	+2.48	timeout
06-22 13:19	BTC	Buy	64692.2→65059.7	+2.38	timeout
06-22 12:41	BTC	Buy	64605.2→65080.7	+3.22	timeout
06-22 04:57	BTC	Buy	63929.2→64068.8	+0.64	timeout
06-22 04:17	BTC	Buy	64214.2→63955.8	-2.46	timeout
06-22 03:36	BTC	Buy	64457.2→64203.8	-2.42	timeout
06-22 02:55	BTC	Buy	64634.2→64277.8	-3.21	timeout
06-22 02:18	BTC	Buy	64046.2→64581.8	+3.73	timeout
06-22 01:44	BTC	Buy	63887.2→64483.8	+4.22	timeout
06-21 22:49	BTC	Buy	63861.2→63661.8	-2.01	timeout
06-21 21:26	BTC	Buy	64070.2→63673.8	-3.54	timeout
06-21 20:53	BTC	Buy	64180.2→63741.8	-3.87	timeout
06-21 20:18	BTC	Buy	64163.2→64054.8	-1.29	timeout
06-21 19:44	BTC	Buy	64155.2→64169.8	-0.34	timeout
06-21 19:08	BTC	Buy	63991.2→64137.8	+0.70	timeout
06-21 18:32	BTC	Buy	64049.2→64126.8	+0.16	timeout
06-21 17:57	BTC	Buy	64123.2→64145.8	-0.27	timeout
06-21 17:21	BTC	Buy	64161.2→64122.8	-0.75	timeout
06-21 16:46	BTC	Buy	64281.2→64071.8	-2.08	timeout
06-21 16:11	BTC	Buy	64156.2→64142.8	-0.55	timeout
06-21 15:37	BTC	Buy	64032.2→64158.8	+0.54	timeout
06-21 15:01	BTC	Buy	64112.2→64111.8	-0.45	timeout
06-21 14:27	BTC	Buy	64105.2→64014.8	-1.15	timeout
06-21 13:53	BTC	Buy	64139.2→64046.8	-1.17	timeout
06-21 13:22	BTC	Buy	63989.2→64117.8	+0.56	timeout
06-21 12:50	BTC	Buy	64143.2→64011.8	-1.47	timeout
06-21 12:06	BTC	Buy	64310.2→64170.8	-1.53	timeout
06-21 11:31	BTC	Buy	64275.2→64276.8	-0.44	timeout
06-21 10:48	BTC	Buy	64098.2→64345.8	+1.48	timeout
06-21 10:04	BTC	Buy	63972.2→64186.8	+1.22	timeout
06-21 09:25	BTC	Buy	64044.2→64018.8	-0.65	timeout
06-21 08:46	BTC	Buy	64214.2→63918.8	-2.76	timeout
06-21 08:02	BTC	Buy	64226.2→64168.8	-0.90	timeout
06-21 07:18	BTC	Buy	64214.2→64228.8	-0.34	timeout
06-21 06:48	BTC	Buy	64215.2→64268.8	-0.03	timeout
06-21 06:09	BTC	Buy	64236.2→64169.8	-0.97	timeout
06-21 05:25	BTC	Buy	64475.2→64246.8	-2.22	timeout
06-21 04:45	BTC	Buy	64397.2→64433.8	-0.17	timeout
06-21 04:13	BTC	Buy	64268.2→64366.8	+0.32	timeout
06-21 03:27	BTC	Buy	64207.2→64399.8	+1.05	timeout
06-21 02:57	BTC	Buy	64235.2→64229.8	-0.49	timeout
06-21 02:26	BTC	Buy	64224.2→64199.8	-0.64	timeout
06-21 01:45	BTC	Buy	64265.2→64221.8	-0.79	timeout
06-21 01:08	BTC	Buy	64234.2→64244.8	-0.37	timeout
06-21 00:32	BTC	Buy	64285.2→64225.8	-0.91	timeout
06-20 23:51	BTC	Buy	64275.2→64257.8	-0.59	timeout
06-20 23:13	BTC	Buy	64142.2→64255.8	+0.44	timeout
06-20 22:43	BTC	Buy	63984.2→64286.8	+1.91	timeout
06-20 22:06	BTC	Buy	63921.2→64004.8	+0.20	timeout
06-20 21:32	BTC	Buy	63878.2→63909.8	-0.20	timeout
06-20 20:57	BTC	Buy	63904.2→63888.8	-0.57	timeout
06-20 20:22	BTC	Buy	63898.2→63917.8	-0.30	timeout
06-20 19:47	BTC	Buy	63805.2→63906.8	+0.35	timeout
06-20 19:09	BTC	Buy	63807.2→63868.8	+0.03	timeout
06-20 18:30	BTC	Buy	63937.2→63833.8	-1.26	timeout
06-20 17:51	BTC	Buy	64000.2→63816.8	-1.88	timeout
06-20 17:10	BTC	Buy	64003.2→63861.8	-1.56	timeout
06-20 16:31	BTC	Buy	64088.2→63924.8	-1.73	timeout
06-20 15:52	BTC	Buy	63935.2→64078.8	+0.67	timeout
06-20 14:14	BTC	Buy	63564.2→63196.8	-3.34	timeout
06-20 13:39	BTC	Buy	63571.2→63422.8	-1.62	timeout
06-20 13:05	BTC	Buy	63712.2→63588.8	-1.42	timeout
06-20 12:31	BTC	Buy	63673.2→63705.8	-0.20	timeout
06-20 11:58	BTC	Buy	63647.2→63655.8	-0.38	timeout
06-20 11:26	BTC	Buy	63640.2→63678.8	-0.15	timeout
06-20 10:52	BTC	Buy	63674.2→63615.8	-0.91	timeout
06-20 10:20	BTC	Buy	63497.2→63657.8	+0.81	timeout
06-20 09:10	BTC	Buy	63511.2→63446.8	-0.96	timeout
06-20 08:37	BTC	Buy	63736.2→63396.8	-3.12	timeout
06-20 08:06	BTC	Buy	63603.2→63578.8	-0.64	timeout
06-20 07:33	BTC	Buy	63668.2→63715.8	-0.08	timeout
06-20 07:02	BTC	Buy	63677.2→63613.8	-0.95	timeout
06-20 06:32	BTC	Buy	63660.2→63662.8	-0.43	timeout
06-20 06:02	BTC	Buy	63537.2→63671.8	+0.61	timeout
06-20 05:31	BTC	Buy	63514.2→63634.8	+0.50	timeout
06-16 19:07	BTC	Buy	66075.3→65645.7	-3.70	timeout
06-16 14:47	BTC	Buy	66106.3→65633.7	-4.03	timeout
06-16 14:11	BTC	Buy	66043.3→66108.7	+0.04	timeout
06-16 13:35	BTC	Buy	66724.3→66032.7	-5.64	timeout
06-16 13:00	BTC	Buy	66449.3→66396.7	-0.85	timeout
06-16 12:24	BTC	Buy	66423.3→66539.7	+0.42	timeout
06-16 11:48	BTC	Buy	66533.3→66362.7	-1.74	timeout
06-16 11:13	BTC	Buy	66510.3→66453.7	-0.88	timeout

Paper vs Live

Paper (trades.jsonl)

383

closed

30%

win rate

-245.17

total pnl ($)

-12.8 bps

avg bps net

Live (dry_run=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	383	30%	-12.8	-245.17

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…