btc_atr_breakout_trend_long

82

closed trades

51%

win rate

-43.41

total pnl ($)

1.051

weight

7d window — n=24 wr=33% pnl=-14.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 12:42:55 (22.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_01625

n: 22 · wr: 54.5% · total_bps: -494.6 · mean_bps: -22.48 · sharpe: -0.34 · max_dd_bps: -642.2

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

time	sym	side	entry→exit	pnl	close
06-22 11:01	BTC	Buy	64091.2→64066.8	-0.67	timeout
06-22 02:55	BTC	Buy	63810.2→64281.8	+3.23	timeout
06-21 20:27	BTC	Buy	64013.2→64068.8	-0.02	timeout
06-21 14:24	BTC	Buy	64035.2→64020.8	-0.55	timeout
06-21 06:28	BTC	Buy	64237.2→64233.8	-0.48	timeout
06-20 23:10	BTC	Buy	63868.2→64261.8	+2.63	timeout
06-20 17:08	BTC	Buy	63624.2→63900.8	+1.72	timeout
06-20 10:44	BTC	Buy	63582.2→63564.8	-0.60	timeout
06-20 02:34	BTC	Buy	63035.2→63443.8	+2.79	timeout
06-19 20:25	BTC	Buy	63068.2→63011.8	-0.91	timeout
06-19 14:17	BTC	Buy	62592.1→63042.8	+3.18	timeout
06-19 06:22	BTC	Buy	62894.1→62783.9	-1.32	timeout
06-18 23:43	BTC	Buy	62569.1→62892.9	+2.15	timeout
06-18 17:29	BTC	Buy	64032.2→62569.9	-11.80	timeout
06-18 11:17	BTC	Buy	63927.2→63981.8	-0.04	timeout
06-18 02:42	BTC	Buy	64325.2→64707.8	+2.51	timeout
06-17 20:49	BTC	Buy	65064.3→64286.8	-6.42	timeout
06-17 14:06	BTC	Buy	65415.3→65214.7	-1.99	timeout
06-17 07:34	BTC	Buy	65577.3→65538.7	-0.78	timeout
06-17 00:30	BTC	Buy	65900.3→65704.7	-1.95	timeout
06-16 18:11	BTC	Buy	66520.3→66075.7	-3.81	timeout
06-16 09:54	BTC	Buy	66064.3→66540.7	+3.16	timeout
06-16 01:41	BTC	Buy	66632.3→66356.7	-2.52	timeout
06-15 19:36	BTC	Buy	66782.3→66625.7	-1.64	timeout
06-15 13:22	BTC	Buy	65860.3→66807.7	+6.75	timeout
06-15 06:22	BTC	Buy	65643.3→65860.7	+1.20	timeout
06-14 22:39	BTC	Buy	64133.2→65307.7	+8.69	timeout
06-14 16:15	BTC	Buy	64501.2→64078.8	-3.74	timeout
06-14 09:19	BTC	Buy	64508.2→64291.8	-2.14	timeout
06-14 03:03	BTC	Buy	64299.2→64474.8	+0.92	timeout
06-13 20:45	BTC	Buy	64167.2→64221.8	-0.03	timeout
06-13 14:40	BTC	Buy	63847.2→64186.8	+2.20	timeout
06-13 08:43	BTC	Buy	63666.2→63881.8	+1.22	timeout
06-13 02:31	BTC	Buy	63536.2→63692.8	+0.78	timeout
06-12 20:07	BTC	Buy	63433.2→63632.8	+1.12	timeout
06-12 12:13	BTC	Buy	63287.2→63583.8	+1.88	timeout
06-12 06:03	BTC	Buy	63529.2→63338.8	-1.96	timeout
06-11 23:37	BTC	Buy	63161.2→63487.8	+2.10	timeout
06-11 17:32	BTC	Buy	63227.2→63312.8	+0.21	timeout
06-11 09:14	BTC	Buy	62045.1→62831.9	+5.86	timeout
06-11 02:59	BTC	Buy	61777.1→62125.9	+2.36	timeout
06-10 20:58	BTC	Buy	62028.1→61760.9	-2.61	timeout
06-10 14:31	BTC	Buy	61575.1→61907.9	+2.25	timeout
06-09 22:24	BTC	Buy	61004.1→62016.9	+7.88	timeout
06-09 16:24	BTC	Buy	62719.1→61067.9	-13.65	timeout
06-09 08:51	BTC	Buy	62662.1→62880.9	+1.30	timeout
06-09 02:21	BTC	Buy	63196.2→62616.9	-5.03	timeout
06-08 19:00	BTC	Buy	63774.2→63421.8	-3.23	timeout
06-08 12:57	BTC	Buy	62924.1→63728.8	+5.94	timeout
06-08 06:50	BTC	Buy	63699.2→62936.9	-6.44	timeout
06-08 00:42	BTC	Buy	62169.1→63713.8	+11.95	timeout
06-07 18:13	BTC	Buy	62112.1→62208.9	+0.34	timeout
06-07 08:36	BTC	Buy	61186.1→62564.9	+10.83	timeout
06-07 02:17	BTC	Buy	60560→61268.9	+5.38	timeout
06-06 20:10	BTC	Buy	60868→60555	-3.00	timeout
06-06 13:58	BTC	Buy	61007.1→60797	-2.17	timeout
06-06 07:03	BTC	Buy	61367.1→60771	-5.32	timeout
06-06 00:56	BTC	Buy	59511→61313.9	+14.70	timeout
06-05 18:52	BTC	Buy	61906.1→59393.3	-20.76	stop_loss
06-05 12:49	BTC	Buy	61866.1→61947.9	+0.20	timeout
06-05 06:09	BTC	Buy	63763.2→62536.9	-10.05	timeout
06-04 23:54	BTC	Buy	63477.2→63804.8	+2.13	timeout
06-04 16:32	BTC	Buy	62556.1→63510.8	+7.15	timeout
06-04 11:25	BTC	Buy	63790.2→62488.9	-10.62	timeout
06-04 01:22	BTC	Buy	65340.3→62688.5	-20.74	stop_loss
06-03 20:49	BTC	Buy	66832.3→65100.7	-13.42	timeout
06-03 11:11	BTC	Buy	67124.4→67193.6	+0.03	timeout
06-03 06:10	BTC	Buy	66882.3→67160.6	+1.62	timeout
06-02 13:45	BTC	Buy	70156.5→68911.6	-9.33	timeout
06-02 06:33	BTC	Buy	71194.6→70306.5	-6.72	timeout
06-01 23:07	BTC	Buy	71585.6→71378.4	-1.93	timeout
05-31 22:32	BTC	Buy	73530.7→73895.3	+2.03	timeout
05-31 13:59	BTC	Buy	73846.7→73831.3	-0.56	timeout
05-31 06:12	BTC	Buy	73875.7→73976.3	+0.22	timeout
05-30 16:31	BTC	Buy	73620.7→73873.3	+1.24	timeout
05-30 14:12	BTC	Buy	73504.7→73962.3	+2.63	timeout
05-30 02:53	BTC	Buy	73633.7→73729.3	+0.19	timeout
05-29 17:34	BTC	Buy	73528.7→74235.3	+4.33	timeout
05-29 04:23	BTC	Buy	73649.7→73253.3	-3.17	timeout
05-29 04:23	BTC	Buy	73649.7→73218.3	-3.41	timeout
05-28 20:47	BTC	Buy	72722.6→73633.3	+5.77	timeout
05-28 14:34	BTC	Buy	73247.7→72931.4	-2.64	timeout

Paper (trades.jsonl)

82

closed

51%

win rate

-43.41

total pnl ($)

-10.4 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	82	51%	-10.4	-43.41

time	sym	side	reason
06-22 05:15	BTC	Buy	trigger_already_opened

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 82 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)