btc_flight_to_quality_momentum

not live
12
closed trades
50%
win rate
+4.30
total pnl ($)
1.279
weight
7d window — n=1 wr=100% pnl=+3.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 03:35:01 (39.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: kv
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 18:45BTCUSDTBuy59163.6→59692.7+3.99timeout
06-12 11:26BTCUSDTBuy63475.2→63815+2.21timeout
06-12 05:19BTCUSDTBuy63395.6→63481.2+0.21timeout
06-11 23:18BTCUSDTBuy62425.2→63347.6+6.91timeout
06-11 16:54BTCUSDTBuy63028.9→62610.6-3.79timeout
06-10 23:48BTCUSDTBuy61958.5→61473.7-4.36timeout
06-09 22:09BTCUSDTBuy60939.8→62013.4+8.38timeout
06-09 14:05BTCUSDTBuy62987→62160.6-7.01timeout
06-09 00:35BTCUSDTBuy63500.4→62626.5-7.34timeout
06-07 07:08BTCUSDTBuy61279.3→62130.2+6.50timeout
05-15 17:05BTCUSDTBuy80617.2→80576.9-0.68timeout
05-15 17:05BTCUSDTBuy80617.2→80576.9-0.71timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
50%
win rate
+4.30
total pnl ($)
+7.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT1250%+7.3+4.30

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems