atr_vol_spike_fade_short

52

closed trades

38%

win rate

-15.40

total pnl ($)

1.080

weight

7d window — n=9 wr=11% pnl=-24.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 08:22:53 (23.2d ago) · src: canon

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

n: 342 · wr: 44.7% · total_bps: -1687.1 · mean_bps: -4.93 · sharpe: -0.03 · max_dd_bps: -5004.4

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 10:46	BTC	Sell	59904→60399	-4.56	timeout
06-27 04:42	BTC	Sell	60150→60356	-2.17	timeout
06-26 22:46	BTC	Sell	59445→59912	-4.36	timeout
06-26 16:25	BTC	Sell	59945→60015	-0.98	timeout
06-21 15:56	BTC	Sell	64396.8→64194.2	+1.09	timeout
06-21 09:54	BTC	Sell	63991.8→64148.2	-1.62	timeout
06-21 03:50	BTC	Sell	64112.8→64410.2	-2.77	timeout
06-20 21:47	BTC	Sell	63634.8→64020.2	-3.48	timeout
06-20 15:44	BTC	Sell	63435.8→64085.2	-5.53	timeout
06-20 09:42	BTC	Sell	63096.8→63685.2	-5.06	timeout
06-20 03:36	BTC	Sell	63125.8→63402.2	-2.64	timeout
06-19 21:32	BTC	Sell	62406.9→63149.2	-6.37	timeout
06-19 16:16	BTC	Sell	62846.9→63333.2	-4.32	timeout
06-17 11:04	BTC	Sell	65782.7→64702.2	+7.81	timeout
06-17 04:47	BTC	Sell	65750.7→65961.3	-2.03	timeout
06-16 22:38	BTC	Sell	66617.7→65703.3	+6.46	timeout
06-16 16:26	BTC	Sell	66034.7→65764.3	+1.64	timeout
06-14 10:47	BTC	Sell	64463.8→64536.2	-1.00	timeout
06-14 04:51	BTC	Sell	63901.8→64339.2	-3.89	timeout
06-13 22:48	BTC	Sell	63850.8→64469.2	-5.28	timeout
06-13 16:45	BTC	Sell	63597.8→64035.2	-3.89	timeout
06-13 10:49	BTC	Sell	63496.8→63864.2	-3.30	timeout
06-13 04:44	BTC	Sell	63846.8→63606.2	+1.43	timeout
06-12 22:33	BTC	Sell	63678.8→63488.2	+1.07	timeout
06-12 16:30	BTC	Sell	63756.8→63868.2	-1.30	timeout
06-10 19:50	BTC	Sell	61673.9→61914.1	-2.36	timeout
06-10 03:30	BTC	Sell	61329.9→62023.1	-6.13	timeout
06-09 21:41	BTC	Sell	62610.9→62023.1	+4.21	timeout
06-09 15:26	BTC	Sell	62786.9→61436.1	+10.32	timeout
06-09 09:29	BTC	Sell	63688.8→62799.1	+6.53	timeout
06-09 03:29	BTC	Sell	63973.8→62783.1	+8.85	timeout
06-08 21:24	BTC	Sell	63447.8→63669.2	-2.18	timeout
06-08 15:16	BTC	Sell	63247.8→64059.2	-6.84	timeout
06-07 22:14	BTC	Sell	61871.9→63394.8	-12.76	stop_loss
06-07 22:14	BTC	Sell	61794.9→63316.8	-12.77	stop_loss
06-07 21:10	BTC	Sell	62776.9→61772.1	+7.54	timeout
06-07 14:59	BTC	Sell	61476.9→61903.1	-3.91	timeout
06-07 05:18	BTC	Sell	60663→62163.2	-12.82	stop_loss
06-07 02:50	BTC	Sell	60964→61538.1	-5.12	timeout
06-06 20:47	BTC	Sell	61350.9→60684	+4.95	timeout
06-06 14:47	BTC	Sell	60990→60876	+0.48	timeout
06-06 08:42	BTC	Sell	61170.9→61357.1	-1.94	timeout
06-06 02:51	BTC	Sell	60998.9→61147.1	-1.66	timeout
06-05 18:44	BTC	Sell	62468.9→59726	+21.53	take_profit
06-05 15:25	BTC	Sell	62598.9→61001	+12.29	timeout
06-05 08:34	BTC	Sell	63509.8→62694.1	+5.95	timeout
06-05 02:48	BTC	Sell	63798.8→62714.1	+8.03	timeout
06-04 20:43	BTC	Sell	63476.8→63629.2	-1.65	timeout
06-04 16:08	BTC	Sell	64371.8→63825.2	+3.85	timeout
05-26 11:14	BTC	Sell	77242.1→77255.9	-0.53	timeout
05-26 05:15	BTC	Sell	77645.1→76769.8	+5.19	timeout
05-25 23:15	BTC	Sell	77404.1→77249.9	+0.58	timeout

Paper (trades.jsonl)

52

closed

38%

win rate

-15.40

total pnl ($)

-6.1 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	52	38%	-6.1	-15.40

time	sym	side	reason
06-27 11:22	BTC	Sell	circuit_breaker
06-27 11:22	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 52 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)