btc_eth_sma_spread_momentum_pair_v2

not live
14
closed trades
43%
win rate
-0.22
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 18:43 (27.3d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_disp_52_15_full
n: 18  ·  wr: 77.8%  ·  total_bps: +394.2  ·  mean_bps: +21.90  ·  sharpe: +0.30  ·  max_dd_bps: -183.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-06 04:34BTCSell60926→59589+5.26take_profit
06-06 04:05ETHBuy1573.56→1551.77-3.68stop_loss
06-05 20:09BTCSell60077→60895.5-3.63stop_loss
06-05 19:00ETHBuy1564.16→1542.67-3.66stop_loss
06-05 13:52BTCSell62451.9→61083.1+5.26take_profit
06-05 12:03ETHBuy1675.37→1652.41-3.65stop_loss
06-05 06:17BTCBuy62714.1→61859-3.63stop_loss
06-05 05:43ETHSell1735.93→1697.67+5.28take_profit
06-04 23:00BTCBuy63765.2→63685.8-0.53timeout
06-04 23:00ETHSell1773.62→1767.98+0.57timeout
06-04 12:32BTCBuy62214.1→63578.8+5.26take_profit
06-04 12:23ETHSell1739.93→1763.86-3.66stop_loss
06-04 08:10ETHSell1808.12→1775.08+4.33timeout
06-04 07:17BTCBuy64332.2→63430.1-3.73stop_loss

Paper vs Live

Paper (trades.jsonl)
14
closed
43%
win rate
-0.22
total pnl ($)
-0.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC743%+24.2+4.25
ETH743%-25.5-4.47

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems