bnb_strict_sma_cascade_dual

not live
41
closed trades
41%
win rate
-21.12
total pnl ($)
1.296
weight
7d window — n=12 wr=42% pnl=+6.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 20:58:23 (29.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agent_session_mom_35
n: 204  ·  wr: 59.8%  ·  total_bps: +6075.9  ·  mean_bps: +29.78  ·  sharpe: +0.29  ·  max_dd_bps: -460.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 41 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 20:59BNBBuy567.342→564.529-2.95timeout
06-26 08:55BNBBuy561.18→567.688+5.33timeout
06-25 20:20BNBSell556.161→556.399-0.65timeout
06-25 08:47BNBSell569.588→569.562-0.41timeout
06-24 19:59BNBSell554.351→555.119-1.19timeout
06-24 08:27BNBSell579.015→576.964+1.34timeout
06-23 20:15BNBSell573.057→576.304-3.32timeout
06-23 08:18BNBSell586.603→575.834+8.71timeout
06-22 20:19BNBBuy594.979→591.402-3.44timeout
06-22 07:53BNBBuy589.937→594.121+3.08timeout
06-21 19:58BNBBuy589.727→591.602+1.12timeout
06-21 07:35BNBBuy590.458→590.252-0.64timeout
06-20 19:42BNBSell586.643→586.177-0.03timeout
06-20 06:42BNBSell580.455→588.641-7.49stop_loss
06-18 19:25BNBSell576.696→576.844-0.57timeout
06-18 07:23BNBSell592.292→589.357+2.01timeout
06-16 19:14BNBBuy607.102→606.268-1.15timeout
06-16 07:13BNBBuy613.893→615.446+0.84timeout
06-15 19:11BNBBuy628.297→623.184-4.49timeout
06-15 07:06BNBBuy617.194→616.246-1.21timeout
06-13 19:27BNBBuy608.182→607.278-1.19timeout
06-13 07:24BNBBuy600.44→602.049+0.91timeout
06-10 22:55BNBBuy587.867→584.674-3.17timeout
06-10 10:50BNBBuy588.527→584.114-4.19timeout
06-09 19:23BNBBuy586.217→593.692+5.91timeout
06-09 07:21BNBBuy598.44→603.939+4.14timeout
06-08 07:19BNBSell596.781→595.629+0.51timeout
06-07 19:17BNBSell590.982→589.367+0.93timeout
06-07 06:28BNBSell579.365→587.67-7.61stop_loss
06-05 23:50BNBSell576.176→570.823+4.21timeout
06-05 09:15BNBSell585.354→593.575-7.47stop_loss
06-04 23:52BNBSell604.349→604.811-0.85timeout
06-04 12:12BNBSell598.59→594.259+3.16timeout
06-03 23:40BNBBuy621.495→621.835-0.16timeout
06-03 11:24BNBBuy641.07→643.609+1.53timeout
06-03 00:36BNBSell647.228→656.392-7.54stop_loss
06-02 10:08BNBSell680.97→677.419+2.16timeout
06-02 02:06BNBBuy690.773→681.049-7.49stop_loss
06-01 09:41BNBBuy695.074→710.222+10.45take_profit
05-31 20:25BNBBuy713.728→710.822-2.50timeout
05-31 07:12BNBBuy740.535→729.752-7.75stop_loss

Paper vs Live

Paper (trades.jsonl)
41
closed
41%
win rate
-21.12
total pnl ($)
-10.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BNB4141%-10.3-21.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems