atr_range_bounce_long · strategy

169

closed trades

50%

win rate

-5.65

total pnl ($)

0.250

weight

7d window — n=108 wr=43% pnl=-97.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 11:35:41 (35.9d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: fo

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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
06-20 07:10	BTCUSDT	Buy	63397.7→63617.1	+1.28	timeout
06-20 06:39	BTCUSDT	Buy	63453.5→63684	+1.37	timeout
06-20 05:53	BTCUSDT	Buy	63372.8→63589.1	+1.26	timeout
06-20 05:18	BTCUSDT	Buy	63382.4→63698.2	+2.04	timeout
06-20 04:41	BTCUSDT	Buy	63546.5→63534.6	-0.54	timeout
06-20 04:08	BTCUSDT	Buy	63436→63382.9	-0.87	timeout
06-20 03:36	BTCUSDT	Buy	63704.4→63378.5	-3.01	timeout
06-20 02:49	BTCUSDT	Buy	63308.6→63343.3	-0.18	timeout
06-20 02:17	BTCUSDT	Buy	63267.6→63404.3	+0.63	timeout
06-20 01:39	BTCUSDT	Buy	63217.4→63567.7	+2.32	timeout
06-20 01:02	BTCUSDT	Buy	63078.6→63453.7	+2.53	timeout
06-20 00:31	BTCUSDT	Buy	63141.7→63539.2	+2.69	timeout
06-19 23:45	BTCUSDT	Buy	63087.2→63260.7	+0.92	timeout
06-19 23:11	BTCUSDT	Buy	63055→63228.7	+0.92	timeout
06-19 22:36	BTCUSDT	Buy	62945.4→63210	+1.65	timeout
06-19 22:00	BTCUSDT	Buy	63101→63013.2	-1.15	timeout
06-19 21:26	BTCUSDT	Buy	63134.9→63125.5	-0.53	timeout
06-19 20:41	BTCUSDT	Buy	63045→63023.2	-0.63	timeout
06-19 20:06	BTCUSDT	Buy	63002.3→63000.2	-0.47	timeout
06-19 19:34	BTCUSDT	Buy	63268.7→62940.8	-3.04	timeout
06-19 18:58	BTCUSDT	Buy	63205.8→63025.3	-1.88	timeout
06-19 18:22	BTCUSDT	Buy	63039.8→63104.8	+0.06	timeout
06-19 17:40	BTCUSDT	Buy	63324.1→63009.5	-2.93	timeout
06-19 16:58	BTCUSDT	Buy	63205.1→62944.4	-2.51	timeout
06-19 16:28	BTCUSDT	Buy	62733.2→63307.9	+4.13	timeout
06-19 15:55	BTCUSDT	Buy	62700.2→63184.9	+3.43	timeout
06-19 15:19	BTCUSDT	Buy	62505.5→63079.4	+4.15	timeout
06-19 14:39	BTCUSDT	Buy	62569.5→63296.8	+5.37	timeout
06-19 13:57	BTCUSDT	Buy	62553→63194.7	+4.69	timeout
06-19 13:25	BTCUSDT	Buy	62413.9→62715	+1.97	timeout
06-19 12:51	BTCUSDT	Buy	62379.5→62487.7	+0.43	timeout
06-19 12:15	BTCUSDT	Buy	62420→62545.2	+0.56	timeout
06-19 11:35	BTCUSDT	Buy	62655.1→62573.9	-1.09	timeout
06-19 10:46	BTCUSDT	Buy	62523.1→62374.3	-1.63	timeout
06-19 10:14	BTCUSDT	Buy	62802.9→62486.8	-2.95	timeout
06-19 09:40	BTCUSDT	Buy	62739.2→62375.9	-3.33	timeout
06-19 09:10	BTCUSDT	Buy	62790.7→62415.3	-3.42	timeout
06-19 08:34	BTCUSDT	Buy	62555.2→62634.9	+0.20	timeout
06-19 07:15	BTCUSDT	Buy	62843→62714.3	-1.47	timeout
06-19 06:42	BTCUSDT	Buy	62677.9→62719.4	-0.11	timeout
06-19 06:11	BTCUSDT	Buy	62855.4→62733.1	-1.42	timeout
06-19 05:36	BTCUSDT	Buy	62895.8→62560.5	-3.11	timeout
06-19 05:02	BTCUSDT	Buy	63007.1→62497.5	-4.49	timeout
06-19 03:43	BTCUSDT	Buy	63035.9→62632.1	-3.65	timeout
06-19 03:11	BTCUSDT	Buy	62866.5→62827.5	-0.75	timeout
06-19 02:37	BTCUSDT	Buy	62883.8→62890	-0.39	timeout
06-19 02:07	BTCUSDT	Buy	62808.5→63014.6	+1.20	timeout
06-19 01:34	BTCUSDT	Buy	62726.2→62805.2	+0.19	timeout
06-19 00:22	BTCUSDT	Buy	63031.3→62875	-1.68	timeout
06-18 23:50	BTCUSDT	Buy	63057.2→62893.3	-1.74	timeout
06-18 23:16	BTCUSDT	Buy	63161.5→62719.2	-3.94	timeout
06-18 22:46	BTCUSDT	Buy	62940.4→62746.4	-1.98	timeout
06-18 22:14	BTCUSDT	Buy	62659.4→62883.4	+1.35	timeout
06-18 21:07	BTCUSDT	Buy	62635.7→63044.3	+2.83	timeout
06-18 20:35	BTCUSDT	Buy	62636.8→63073.8	+3.06	timeout
06-18 20:05	BTCUSDT	Buy	62566.6→63113.3	+3.94	timeout
06-18 19:35	BTCUSDT	Buy	62639.8→62761.8	+0.55	timeout
06-18 19:03	BTCUSDT	Buy	62519.6→62662.4	+0.72	timeout
06-18 15:57	BTCUSDT	Buy	63217.5→62303.3	-7.67	stop_loss
06-18 15:38	BTCUSDT	Buy	63724.9→62829.1	-7.47	stop_loss
06-18 15:36	BTCUSDT	Buy	63960.9→63063.8	-7.44	stop_loss
06-18 15:17	BTCUSDT	Buy	64129.9→63226.4	-7.49	stop_loss
06-18 15:16	BTCUSDT	Buy	64352.1→63432.3	-7.59	stop_loss
06-18 14:54	BTCUSDT	Buy	63927→63587.1	-3.11	timeout
06-18 14:18	BTCUSDT	Buy	64001→63870.1	-1.47	timeout
06-18 13:42	BTCUSDT	Buy	64021.8→63916	-1.27	timeout
06-18 12:26	BTCUSDT	Buy	64286.8→64127.7	-1.69	timeout
06-18 11:50	BTCUSDT	Buy	64483.2→63857.6	-5.31	timeout
06-18 11:16	BTCUSDT	Buy	64520.7→63988.4	-4.58	timeout
06-18 10:41	BTCUSDT	Buy	64395.2→64025.7	-3.33	timeout
06-18 10:07	BTCUSDT	Buy	64071.5→64052.9	-0.61	timeout
06-18 08:48	BTCUSDT	Buy	63912.8→64471.4	+3.92	timeout
06-18 08:13	BTCUSDT	Buy	63888.3→64464.4	+4.06	timeout
06-18 07:40	BTCUSDT	Buy	63896.3→64392.3	+3.43	timeout
06-18 07:06	BTCUSDT	Buy	64195→64022.8	-1.79	timeout
06-18 06:33	BTCUSDT	Buy	64348→64008.3	-3.09	timeout
06-18 04:11	BTCUSDT	Buy	64646.2→63723.5	-7.59	stop_loss
06-18 04:11	BTCUSDT	Buy	64635.7→63723.5	-7.51	stop_loss
06-18 04:10	BTCUSDT	Buy	64766.2→63967.2	-6.62	timeout
06-18 03:33	BTCUSDT	Buy	64647→64315.7	-3.02	timeout
06-18 03:01	BTCUSDT	Buy	64521.7→64591.3	+0.09	timeout
06-18 02:29	BTCUSDT	Buy	64475.8→64659.7	+0.97	timeout
06-18 01:52	BTCUSDT	Buy	64395.9→64446.4	-0.07	timeout
06-18 00:43	BTCUSDT	Buy	64200.4→64503.3	+1.90	timeout
06-18 00:08	BTCUSDT	Buy	64353.5→64549.9	+1.07	timeout
06-17 23:37	BTCUSDT	Buy	64445.1→64383.9	-0.94	timeout
06-17 23:05	BTCUSDT	Buy	64369.7→64315.9	-0.87	timeout
06-17 22:35	BTCUSDT	Buy	64456.1→64340.8	-1.34	timeout
06-17 19:20	BTCUSDT	Buy	65416.9→64500.9	-7.45	stop_loss
06-17 19:20	BTCUSDT	Buy	65458.8→64533.1	-7.52	stop_loss
06-17 18:55	BTCUSDT	Buy	65633.9→65719.9	+0.20	timeout
06-17 18:08	BTCUSDT	Buy	65002.9→65241.6	+1.37	timeout
06-17 17:37	BTCUSDT	Buy	65141.8→65870.8	+5.13	timeout
06-17 16:53	BTCUSDT	Buy	65274.9→65822	+3.73	timeout
06-17 16:17	BTCUSDT	Buy	65019.8→65980.9	+6.94	timeout
06-17 15:42	BTCUSDT	Buy	64825→65460.6	+4.45	timeout
06-17 14:57	BTCUSDT	Buy	64841.7→65139.8	+1.85	timeout
06-17 14:24	BTCUSDT	Buy	64631.3→65208	+4.01	timeout
06-17 13:41	BTCUSDT	Buy	64863.8→65224.8	+2.33	timeout
06-17 13:09	BTCUSDT	Buy	64867.9→64945.1	+0.14	timeout

Paper vs Live

Paper (trades.jsonl)

169

closed

50%

win rate

-5.65

total pnl ($)

-0.7 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 ($)
BTCUSDT	169	50%	-0.7	-5.65

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…