btc_fee_spike_volume_gate_long_v3

61

closed trades

43%

win rate

-143.16

total pnl ($)

0.884

weight

7d window — n=16 wr=31% pnl=-39.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 05:45:55 (22.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_98505

n: 16 · wr: 25.0% · total_bps: -933.7 · mean_bps: -58.36 · sharpe: -0.64 · max_dd_bps: -991.8

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

time	sym	side	entry→exit	pnl	close
06-22 22:04	BTC	Buy	64180.2→64347.8	+0.85	timeout
06-22 05:13	BTC	Buy	64175.2→64220.8	-0.10	timeout
06-21 09:24	BTC	Buy	63926.2→63982.8	-0.08	timeout
06-21 03:21	BTC	Buy	64233.2→64305.8	+0.11	timeout
06-20 04:53	BTC	Buy	63080.2→63547.8	+3.26	timeout
06-19 21:24	BTC	Buy	62375.1→63203.8	+6.17	timeout
06-19 15:19	BTC	Buy	62378.1→63131.8	+5.64	timeout
06-19 08:55	BTC	Buy	63095.2→62569.9	-4.55	timeout
06-19 03:29	BTC	Buy	63192.2→62812.9	-3.42	timeout
06-18 18:50	BTC	Buy	64074.2→62757.9	-10.59	timeout
06-18 06:02	BTC	Buy	65605.3→63925.8	-13.26	timeout
06-17 23:51	BTC	Buy	64835.2→64451.8	-3.45	timeout
06-17 07:43	BTC	Buy	65616.3→65517.7	-1.28	timeout
06-17 00:24	BTC	Buy	66547.3→65698.7	-6.86	timeout
06-16 16:08	BTC	Buy	66173.3→65809.7	-3.23	timeout
06-16 04:22	BTC	Buy	67165.4→66018.7	-8.96	timeout
06-15 22:21	BTC	Buy	65692.3→66355.7	+4.58	timeout
06-15 09:20	BTC	Buy	64754.2→65709.7	+6.93	timeout
06-14 22:27	BTC	Buy	64580.2→65115.7	+3.67	timeout
06-14 10:47	BTC	Buy	64489.2→64533.8	-0.11	timeout
06-14 04:20	BTC	Buy	64013.2→64489.8	+3.29	timeout
06-13 22:16	BTC	Buy	63739.2→64360.8	+4.41	timeout
06-13 14:41	BTC	Buy	63677.2→64185.8	+3.52	timeout
06-13 08:38	BTC	Buy	63520.2→63835.8	+1.99	timeout
06-13 02:03	BTC	Buy	63339.2→63789.8	+3.08	timeout
06-12 19:59	BTC	Buy	63092.2→63592.8	+3.52	timeout
06-12 13:45	BTC	Buy	63419.2→63171.8	-2.44	timeout
06-12 07:41	BTC	Buy	63747.2→63033.8	-6.07	timeout
06-12 01:37	BTC	Buy	62813.1→63294.8	+3.33	timeout
06-11 09:12	BTC	Buy	61486.1→62818.9	+10.33	timeout
06-11 03:06	BTC	Buy	62004.1→62031.9	-0.27	timeout
06-10 07:37	BTC	Buy	61875.1→62016.9	+0.74	timeout
06-10 01:54	BTC	Buy	62275.1→62016.9	-2.48	timeout
06-09 16:05	BTC	Buy	63171.2→60911.5	-18.39	stop_loss
06-09 12:09	BTC	Buy	63031.2→62825.9	-2.05	timeout
06-09 05:09	BTC	Buy	63447.2→63111.8	-3.10	timeout
06-08 23:04	BTC	Buy	63051.2→63410.8	+2.39	timeout
06-08 16:01	BTC	Buy	63146.2→63713.8	+3.99	timeout
06-08 02:07	BTC	Buy	61774.1→63079.8	+10.09	timeout
06-07 09:30	BTC	Buy	60893→62637.9	+13.89	timeout
06-07 03:08	BTC	Buy	60607→61451.9	+6.49	timeout
06-06 21:04	BTC	Buy	61138.1→60705	-3.96	timeout
06-06 15:06	BTC	Buy	60845→60535	-3.00	timeout
06-06 07:30	BTC	Buy	59834→60838	+7.91	timeout
06-05 18:51	BTC	Buy	61766.1→59568.2	-18.27	stop_loss
06-05 18:44	BTC	Buy	61832.1→59631.2	-18.26	stop_loss
06-05 06:22	BTC	Buy	63696.2→61414.2	-18.34	stop_loss
06-05 02:10	BTC	Buy	64333.2→63194.8	-9.30	timeout
06-04 19:08	BTC	Buy	63817.2→63615.8	-2.04	timeout
06-04 01:16	BTC	Buy	65266.3→62943.4	-18.24	stop_loss
06-03 23:10	BTC	Buy	66741.3→64364.6	-18.25	stop_loss
06-03 17:16	BTC	Buy	67214.4→65742.7	-11.43	timeout
06-03 14:13	BTC	Buy	66851.3→66768.7	-1.09	timeout
06-03 05:07	BTC	Buy	67478.4→66914.7	-4.64	timeout
06-02 14:27	BTC	Buy	69961.5→67469.9	-18.27	stop_loss
06-02 08:36	BTC	Buy	71664.6→69970.5	-12.33	timeout
06-02 00:50	BTC	Buy	72162.6→71195.4	-7.23	timeout
05-31 23:01	BTC	Buy	73899.7→73991.3	+0.18	timeout
05-31 04:29	BTC	Buy	73874.7→74172.3	+1.53	timeout
05-29 07:45	BTC	Buy	73479.7→73360.3	-1.28	timeout
05-29 00:44	BTC	Buy	73473.7→73774.3	+1.52	timeout

Paper (trades.jsonl)

61

closed

43%

win rate

-143.16

total pnl ($)

-46.7 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	61	43%	-46.7	-143.16

time	sym	side	reason
06-22 10:24	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 61 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)