bnb_spread_momentum_v1

not live
10
closed trades
40%
win rate
-0.12
total pnl ($)
1.201
weight
7d window — n=2 wr=50% pnl=-1.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 16:18 (29.0d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_bnb_spread_1
n: 32  ·  wr: 56.2%  ·  total_bps: +763.3  ·  mean_bps: +23.85  ·  sharpe: +0.18  ·  max_dd_bps: -461.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:31BNBBuy564.001→565.179+0.59timeout
06-27 07:21BNBBuy566.952→564.889-2.28timeout
06-17 07:30BNBSell606.348→606.432-0.50timeout
06-16 07:26BNBBuy613.053→616.756+2.59timeout
06-13 07:17BNBSell600.07→602.13-2.18timeout
06-12 13:05BNBSell606.248→606.141-0.34timeout
06-12 07:27BNBSell603.829→598.82+3.72timeout
06-10 16:57BNBBuy592.948→591.532-1.65timeout
06-10 10:50BNBBuy588.527→584.114-4.19timeout
06-09 07:21BNBBuy598.55→604.039+4.14timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
40%
win rate
-0.12
total pnl ($)
-0.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BNB1040%-0.3-0.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems