btc_fee_spike_cross_asset_rv_long

not live
162
closed trades
44%
win rate
-278.27
total pnl ($)
1.309
weight
7d window — n=29 wr=52% pnl=+14.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 21:57:24 (26.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485394_04351
n: 51  ·  wr: 19.6%  ·  total_bps: -801.1  ·  mean_bps: -15.71  ·  sharpe: -0.15  ·  max_dd_bps: -896.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:04SOLBuy71.9458→71.8302-0.97timeout
06-26 23:57SOLBuy72.5349→71.8972-3.89timeout
06-26 16:00SOLBuy70.5316→72.7841+12.40take_profit
06-26 14:28SOLBuy69.6414→71.8502+12.30take_profit
06-26 13:57SOLBuy68.7053→70.9294+12.57take_profit
06-26 03:56SOLBuy66.1709→68.2688+12.32take_profit
06-25 23:27SOLBuy65.9599→68.0828+12.51take_profit
06-25 22:13SOLBuy66.666→66.941+1.30timeout
06-25 13:45SOLBuy68.5963→66.117-14.82stop_loss
06-24 23:10SOLBuy66.531→67.7958+7.26timeout
06-24 20:48SOLBuy65.5818→67.6618+12.33take_profit
06-24 16:57SOLBuy68.6693→66.2079-14.70stop_loss
06-24 16:51SOLBuy69.1354→66.6237-14.89stop_loss
06-24 16:08SOLBuy69.2444→67.4929-10.48timeout
06-24 08:58SOLBuy69.4434→69.4256-0.43timeout
06-24 00:12SOLBuy68.8573→69.8375+5.39timeout
06-23 21:13SOLBuy68.7553→69.0456+1.37timeout
06-23 17:37SOLBuy69.1524→69.0106-1.14timeout
06-23 14:25SOLBuy68.3643→69.2006+4.59timeout
06-23 05:19SOLBuy71.9458→71.3623-3.55timeout
06-22 23:54SOLBuy73.252→71.9252-7.53timeout
06-22 19:46SOLBuy74.8052→72.5711-12.28timeout
06-22 16:02SOLBuy73.7731→72.9781-4.68timeout
06-21 23:14SOLBuy74.5302→72.7761-9.80timeout
06-21 08:31SOLBuy73.158→72.9881-1.32timeout
06-21 06:28SOLBuy73.083→73.175+0.14timeout
06-21 03:25SOLBuy72.2558→73.7219+7.74timeout
06-20 22:28SOLBuy71.4457→73.7269+12.39take_profit
06-20 21:21SOLBuy72.1398→72.2142+0.02timeout
06-20 02:56SOLBuy69.1424→69.6056+2.30timeout
06-19 22:54SOLBuy68.9293→69.3376+2.03timeout
06-19 20:32SOLBuy69.1194→68.8637-1.82timeout
06-19 18:30SOLBuy68.2292→68.9197+3.68timeout
06-19 15:25SOLBuy68.3533→68.9097+2.91timeout
06-19 07:58SOLBuy69.9095→68.3237-9.43timeout
06-19 05:39SOLBuy69.6184→68.3617-7.60timeout
06-19 01:55SOLBuy69.4464→69.8865+2.14timeout
06-18 23:54SOLBuy68.7243→69.6655+5.10timeout
06-18 21:35SOLBuy69.6965→69.6585-0.61timeout
06-18 15:40SOLBuy71.8298→69.255-14.73stop_loss
06-18 12:50SOLBuy71.3107→71.5193+0.83timeout
06-18 02:21SOLBuy71.8458→72.4031+2.76timeout
06-18 00:16SOLBuy73.282→72.2502-5.95timeout
06-17 22:03SOLBuy73.8321→71.1897-14.68stop_loss
06-17 16:28SOLBuy72.1418→74.4298+12.30take_profit
06-17 05:29SOLBuy73.7251→73.6789-0.60timeout
06-17 01:43SOLBuy73.9411→73.526-2.60timeout
06-16 14:33SOLBuy74.9112→72.23-14.68stop_loss
06-16 10:08SOLBuy73.7421→74.8818+5.82timeout
06-16 02:44SOLBuy74.9832→72.9551-11.18timeout
06-16 00:26SOLBuy75.3873→73.9449-8.01timeout
06-15 22:18SOLBuy75.4173→74.3179-6.21timeout
06-15 16:10SOLBuy73.353→75.6816+12.34take_profit
06-15 13:16SOLBuy71.4697→73.7389+12.34take_profit
06-15 09:57SOLBuy71.3237→71.1523-1.30timeout
06-15 06:24SOLBuy71.4277→71.3163-1.01timeout
06-14 21:40SOLBuy68.0092→70.1685+12.34take_profit
06-14 21:33SOLBuy67.4951→69.6496+12.45take_profit
06-14 16:28SOLBuy68.4483→67.6588-4.94timeout
06-14 07:15SOLBuy68.8183→68.0798-4.64timeout
06-14 05:14SOLBuy68.9323→68.4157-3.32timeout
06-14 03:13SOLBuy68.2922→68.8067+2.71timeout
06-14 01:13SOLBuy68.1012→68.8407+4.05timeout
06-13 22:26SOLBuy68.0232→69.0566+5.74timeout
06-13 20:21SOLBuy68.2722→68.1358-1.12timeout
06-13 18:17SOLBuy67.8432→68.1778+1.64timeout
06-13 16:15SOLBuy67.3421→68.1418+4.36timeout
06-13 10:43SOLBuy66.865→67.4649+3.24timeout
06-13 08:40SOLBuy67.0641→67.4509+1.95timeout
06-13 02:38SOLBuy66.728→67.0839+1.79timeout
06-13 00:21SOLBuy67.0351→66.904-1.10timeout
06-12 22:10SOLBuy67.3781→66.519-5.43timeout
06-12 20:03SOLBuy66.823→66.531-2.08timeout
06-12 13:58SOLBuy66.3149→66.533+0.93timeout
06-12 12:06SOLBuy66.765→66.811-0.11timeout
06-12 07:45SOLBuy66.582→66.2161-2.56timeout
06-12 04:33SOLBuy66.986→67.1219+0.44timeout
06-12 02:33SOLBuy66.549→67.0179+2.45timeout
06-12 00:28SOLBuy66.724→66.785-0.02timeout
06-11 22:05SOLBuy65.5138→66.933+8.27timeout
06-11 19:37SOLBuy65.3558→67.0399+9.92timeout
06-11 13:04SOLBuy65.0178→65.0842+0.02timeout
06-11 02:01SOLBuy63.3815→64.8413+8.82timeout
06-11 01:39SOLBuy62.5424→64.5273+12.32take_profit
06-10 23:46SOLBuy63.8066→63.1455-4.46timeout
06-10 21:06SOLBuy64.8367→63.0495-11.34timeout
06-10 00:13SOLBuy64.8527→65.5232+3.81timeout
06-09 22:11SOLBuy64.0576→65.5232+8.82timeout
06-09 16:06SOLBuy66.3089→63.9334-14.67stop_loss
06-09 16:05SOLBuy66.374→63.9894-14.70stop_loss
06-09 12:41SOLBuy67.1701→66.1221-6.58timeout
06-09 08:57SOLBuy65.8359→66.575+4.15timeout
06-09 06:02SOLBuy66.797→67.0959+1.43timeout
06-09 02:22SOLBuy67.0251→65.6611-8.44timeout
06-08 23:49SOLBuy67.0751→66.669-2.75timeout
06-08 21:43SOLBuy67.3381→67.7928+2.35timeout
06-08 19:15SOLBuy66.881→67.4499+3.07timeout
06-08 17:07SOLBuy66.1959→66.803+3.31timeout
06-08 09:59SOLBuy66.2699→66.3221+0.00timeout
06-07 22:14SOLBuy65.0788→67.1639+12.52take_profit

Paper vs Live

Paper (trades.jsonl)
162
closed
44%
win rate
-278.27
total pnl ($)
-43.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL16244%-43.3-278.27

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems