btc_outside_bar_reversal_v6 · strategy

135

closed trades

39%

win rate

-92.78

total pnl ($)

1.067

weight

7d window — n=40 wr=35% pnl=-26.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 04:10:37 (23.4d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: sm

n: 141 · wr: 51.8% · total_bps: +858.7 · mean_bps: +6.09 · sharpe: +0.09 · max_dd_bps: -924.1

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 09:40	BTC	Sell	60192→60377	-1.98	timeout
06-27 04:17	BTC	Sell	60067→60365	-2.93	timeout
06-27 00:01	BTC	Sell	59823→60101	-2.77	timeout
06-26 19:45	BTC	Sell	60396→59856	+4.04	timeout
06-26 15:38	BTC	Sell	59609→60422.2	-7.27	stop_loss
06-26 13:53	BTC	Sell	58937.1→59739.8	-7.26	stop_loss
06-26 12:39	BTC	Sell	60218→59436	+6.05	timeout
06-26 07:59	BTC	Sell	60011→60527	-4.72	timeout
06-26 03:33	BTC	Sell	58452.1→59248.6	-7.26	stop_loss
06-26 02:24	BTC	Sell	59635→58327.9	+10.51	take_profit
06-26 00:16	BTC	Sell	59582→59777	-2.08	timeout
06-25 16:11	BTC	Sell	59236→60043	-7.26	stop_loss
06-25 14:33	BTC	Sell	59257→60064	-7.26	stop_loss
06-25 13:45	BTC	Sell	61227.9→59881	+10.55	take_profit
06-25 09:53	BTC	Sell	61595.9→61718.1	-1.44	timeout
06-25 05:02	BTC	Sell	60721→61548.8	-7.27	stop_loss
06-25 01:03	BTC	Sell	60768→60783	-0.57	timeout
06-24 20:05	BTC	Sell	59526→60337.2	-7.28	stop_loss
06-24 17:47	BTC	Sell	60427→59103	+10.49	take_profit
06-24 15:33	BTC	Sell	62032.9→60667	+10.55	take_profit
06-24 12:40	BTC	Sell	62681.9→62863.1	-1.90	timeout
06-24 08:19	BTC	Sell	62619.9→62628.1	-0.51	timeout
06-24 01:56	BTC	Sell	62570.9→62960.1	-3.56	timeout
06-23 20:55	BTC	Sell	62491.9→62382.1	+0.43	timeout
06-23 15:05	BTC	Sell	62296.9→62463.1	-1.79	timeout
06-23 10:42	BTC	Sell	62955.9→62218.1	+5.38	timeout
06-23 05:52	BTC	Sell	63957.8→63421.2	+3.75	timeout
06-23 01:44	BTC	Sell	64160.8→64055.2	+0.37	timeout
06-22 21:20	BTC	Sell	64585.8→64341.2	+1.45	timeout
06-22 13:46	BTC	Sell	64588.8→65468	-7.24	stop_loss
06-22 10:52	BTC	Sell	63929.8→64145.2	-2.12	timeout
06-22 05:29	BTC	Sell	64571.8→64228.2	+2.21	timeout
06-22 01:25	BTC	Sell	63612.8→64479.4	-7.26	stop_loss
06-22 00:12	BTC	Sell	64123.8→63425.2	+5.00	timeout
06-21 15:56	BTC	Sell	64113.8→64200.2	-1.13	timeout
06-21 11:26	BTC	Sell	64161.8→64310.2	-1.61	timeout
06-21 07:16	BTC	Sell	64270.8→64228.2	-0.12	timeout
06-20 23:45	BTC	Sell	63922.8→64318.2	-3.54	timeout
06-20 18:48	BTC	Sell	63850.8→63797.2	-0.03	timeout
06-20 13:48	BTC	Sell	63628.8→63446.2	+0.99	timeout
06-20 09:31	BTC	Sell	63646.8→63545.2	+0.37	timeout
06-20 04:47	BTC	Sell	63521.8→63529.2	-0.51	timeout
06-20 00:17	BTC	Sell	63019.8→63497.2	-4.24	timeout
06-19 20:12	BTC	Sell	63140.8→63048.2	+0.29	timeout
06-19 12:08	BTC	Sell	62565.9→62599.1	-0.73	timeout
06-19 07:43	BTC	Sell	62635.9→62494.1	+0.67	timeout
06-19 02:17	BTC	Sell	62869.9→63004.2	-1.53	timeout
06-18 20:20	BTC	Sell	62416.9→63267.8	-7.29	stop_loss
06-18 15:53	BTC	Sell	63865.8→62466.1	+10.49	take_profit
06-18 13:32	BTC	Sell	64197.8→64239.2	-0.77	timeout
06-18 08:46	BTC	Sell	63811.8→64450.2	-5.45	timeout
06-18 04:12	BTC	Sell	64588.8→63891.2	+4.95	timeout
06-17 14:15	BTC	Sell	64593.8→65475	-7.27	stop_loss
06-17 10:27	BTC	Sell	65713.7→64893.2	+5.81	timeout
06-17 05:30	BTC	Sell	65547.7→65841.3	-2.68	timeout
06-17 00:18	BTC	Sell	65736.7→65735.3	-0.43	timeout
06-16 18:26	BTC	Sell	65640.7→65910.3	-2.49	timeout
06-16 13:55	BTC	Sell	66545.7→66060.3	+3.21	timeout
06-16 08:53	BTC	Sell	65933.7→66831.7	-7.26	stop_loss
06-16 04:32	BTC	Sell	66322.7→65818.3	+3.34	timeout
06-16 00:27	BTC	Sell	66550.7→66261.3	+1.72	timeout
06-15 17:38	BTC	Sell	66696.7→66825.3	-1.40	timeout
06-15 12:25	BTC	Sell	65593.7→66266.3	-5.58	timeout
06-15 06:44	BTC	Sell	65571.7→65799.3	-2.18	timeout
06-15 01:45	BTC	Sell	65290.7→65665.3	-3.31	timeout
06-14 21:18	BTC	Sell	63781.8→64660.5	-7.34	stop_loss
06-14 18:01	BTC	Sell	64295.8→63723.2	+4.02	timeout
06-14 13:01	BTC	Sell	64409.8→64349.2	+0.02	timeout
06-14 08:49	BTC	Sell	64350.8→64438.2	-1.12	timeout
06-14 04:35	BTC	Sell	64513.8→64437.2	+0.14	timeout
06-13 22:01	BTC	Sell	63979.8→64400.2	-3.73	timeout
06-13 15:26	BTC	Sell	63918.8→64258.2	-3.10	timeout
06-13 10:53	BTC	Sell	63697.8→63860.2	-1.71	timeout
06-13 04:28	BTC	Sell	63517.8→63523.2	-0.49	timeout
06-13 00:10	BTC	Sell	63541.8→63577.2	-0.71	timeout
06-12 13:05	BTC	Sell	63415.8→63402.2	-0.33	timeout
06-12 05:23	BTC	Sell	63367.8→63451.2	-1.10	timeout
06-11 15:14	BTC	Sell	63148.8→62686.1	+3.23	timeout
06-11 10:24	BTC	Sell	62916.9→62822.1	+0.33	timeout
06-11 06:00	BTC	Sell	62189.9→62596.1	-3.69	timeout
06-11 01:41	BTC	Sell	61483.9→62321.3	-7.26	stop_loss
06-10 15:54	BTC	Sell	62002.9→62849.5	-7.28	stop_loss
06-10 13:44	BTC	Sell	61510.9→62361.3	-7.36	stop_loss
06-10 13:07	BTC	Sell	61196.9→61534.1	-3.21	timeout
06-09 16:20	BTC	Sell	62198.9→60836	+10.52	take_profit
06-09 12:25	BTC	Sell	62953.9→62694.1	+1.60	timeout
06-09 07:40	BTC	Sell	62732.9→63167.2	-3.90	timeout
06-09 03:29	BTC	Sell	63138.8→62802.1	+2.21	timeout
06-08 23:19	BTC	Sell	63407.8→63214.2	+1.08	timeout
06-08 18:06	BTC	Sell	63657.8→63594.2	+0.07	timeout
06-08 10:15	BTC	Sell	62909.9→63369.2	-4.10	timeout
06-08 05:09	BTC	Sell	63251.8→62618.1	+4.56	timeout
06-08 00:39	BTC	Sell	62957.9→63821.1	-7.30	stop_loss
06-07 22:14	BTC	Sell	62182.9→63029.6	-7.26	stop_loss
06-07 17:32	BTC	Sell	61884.9→62251.1	-3.41	timeout
06-07 12:45	BTC	Sell	62613.9→61657.1	+7.19	timeout
06-07 07:57	BTC	Sell	61554.9→62393.3	-7.26	stop_loss
06-07 03:19	BTC	Sell	60864→61694.9	-7.27	stop_loss
06-06 23:42	BTC	Sell	60548→60876	-3.17	timeout
06-06 14:27	BTC	Sell	60596→60803	-2.16	timeout

Paper vs Live

Paper (trades.jsonl)

135

closed

39%

win rate

-92.78

total pnl ($)

-13.8 bps

avg bps net

Live (dry_run=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	135	39%	-13.8	-92.78

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 10:22	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…