borrow_vault_drawdown_reversal_long

not live
34
closed trades
32%
win rate
-75.68
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 16:11:21 (35.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: awn
n: 17  ·  wr: 35.3%  ·  total_bps: -141.4  ·  mean_bps: -8.32  ·  sharpe: -0.14  ·  max_dd_bps: -329.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 34 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 14:54BTCBuy64150.2→63576.8-4.92timeout
06-18 08:51BTCBuy63823.2→64451.8+4.47timeout
06-18 02:48BTCBuy64364.2→64674.8+1.95timeout
06-17 18:05BTCBuy65903.3→64997.2-7.33stop_loss
06-17 01:01BTCBuy65853.3→65714.7-1.51timeout
06-16 18:58BTCBuy65641.3→65826.7+0.95timeout
06-16 12:57BTCBuy66888.3→66414.7-4.00timeout
06-16 06:56BTCBuy65704.3→66476.7+5.44timeout
06-16 00:51BTCBuy66502.3→66265.7-2.22timeout
06-13 16:18BTCBuy63932.2→63998.8+0.08timeout
06-11 06:14BTCBuy62142.1→62748.9+4.41timeout
06-11 00:03BTCBuy61825.1→61595.9-2.29timeout
06-10 17:58BTCBuy62114.1→61923.9-1.99timeout
06-10 09:21BTCBuy61681.1→60838.5-7.27stop_loss
06-09 19:00BTCBuy61469.1→61729.9+1.66timeout
06-06 14:57BTCBuy60543→60877+2.31timeout
06-06 08:28BTCBuy59977→61290.9+10.49take_profit
06-05 23:24BTCBuy61753.1→60913.5-7.25stop_loss
06-05 18:18BTCBuy61313.1→60478.7-7.26stop_loss
06-05 12:03BTCBuy62479.1→61629.1-7.25stop_loss
06-05 06:03BTCBuy62867.1→62009.9-7.26stop_loss
06-05 02:19BTCBuy63362.2→62980.9-3.46timeout
06-03 23:02BTCBuy65560.3→64664.4-7.28stop_loss
06-03 16:02BTCBuy66728.3→65817.8-7.28stop_loss
06-02 14:23BTCBuy68835.4→67899.6-7.25stop_loss
05-27 13:38BTCBuy75942.2→74998.2-6.66stop_loss
05-27 09:17BTCBuy75558.2→75691.8+0.46timeout
05-27 03:17BTCBuy75887.2→75815.8-0.91timeout
05-26 21:16BTCBuy76415.2→75901.8-3.82timeout
05-26 15:16BTCBuy77261.1→76878.8-2.93timeout
05-26 09:15BTCBuy76777.2→76634.8-1.37timeout
05-26 03:15BTCBuy77258.1→76535.8-5.13timeout
05-25 21:15BTCBuy77596.9→77322.1-2.24timeout
05-25 15:15BTCBuy77411.9→77637.1+0.99timeout

Paper vs Live

Paper (trades.jsonl)
34
closed
32%
win rate
-75.68
total pnl ($)
-44.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3432%-44.5-75.68

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems