5
closed trades
20%
win rate
-12.14
total pnl ($)
1.109
weight
7d window — n=2 wr=0% pnl=-6.14
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-28 21:56 (32.3d ago) · src: backtest-gate-results.jsonl
verdict: PASS
· strict: STRICT-FAIL
· batch:
ad
n: 14
· wr: 42.9%
· total_bps: +432.5
· mean_bps: +30.89
· sharpe: +0.35
· max_dd_bps: -115.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=None
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 13:48 | BTC | Sell | 58937.1→59564.7 | -5.77 | stop_loss |
| 06-23 10:59 | BTC | Sell | 62330.9→62318.1 | -0.36 | timeout |
| 06-06 05:21 | BTC | Sell | 59716→60361.2 | -5.85 | stop_loss |
| 05-23 23:11 | BTC | Buy | 77012.9→76694.2 | -2.52 | timeout |
| 04-29 18:25 | BTC | Sell | 75715→75288 | +2.37 | timeout |
Paper vs Live
Paper (trades.jsonl)
5
closed
20%
win rate
-12.14
total pnl ($)
-48.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 5 | 20% | -48.5 | -12.14 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-29 18:25 | BTC | Sell | +2.37 | BTC declined 0.90% in the hour before trade closure and was down 4.38% over the week, creating a bearish macro backdrop that favored the short position. The thesis worked because the 4-hourly momentum signal (22/38/54/65 bps acceleration collapsing to -179 … |