btc_quality_flight_momentum

not live
22
closed trades
73%
win rate
+65.64
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:06:02 (38.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ox
n: 82  ·  wr: 23.2%  ·  total_bps: -8630.7  ·  mean_bps: -105.25  ·  sharpe: -0.55  ·  max_dd_bps: -9236.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-12 08:39BTCBuy62763.1→63433.8+4.83timeout
06-12 08:06BTCBuy63065.2→63202.8+0.65timeout
06-12 07:33BTCBuy63174.2→62987.9-1.96timeout
06-12 07:01BTCBuy63043.2→63015.8-0.71timeout
06-12 06:28BTCBuy62820.1→63137.8+2.04timeout
06-11 12:16BTCBuy62395.1→63115.8+5.23timeout
06-11 11:45BTCBuy62372.1→63096.8+5.25timeout
06-11 11:13BTCBuy61994.1→63145.8+8.73timeout
06-11 10:41BTCBuy62081.1→62864.9+5.74timeout
06-11 10:10BTCBuy62144.1→62901.9+5.53timeout
06-09 14:21BTCBuy63188.2→61634.1-12.75stop_loss
06-09 14:19BTCBuy63287.2→61731-12.75stop_loss
06-09 14:17BTCBuy63349.2→61790-12.76stop_loss
06-09 14:11BTCBuy63491.2→61929.9-12.75stop_loss
06-08 08:08BTCBuy62579.1→63081.8+3.51timeout
06-08 07:35BTCBuy62523.1→63179.8+4.77timeout
06-08 07:04BTCBuy62397.1→62908.9+3.63timeout
06-07 14:22BTCBuy60510→61933.9+11.30timeout
06-07 11:49BTCBuy60802→62703.9+15.21timeout
06-07 11:15BTCBuy60560→62437.9+15.07timeout
06-07 10:31BTCBuy60799→62532.9+13.82timeout
06-07 09:57BTCBuy60760→62514.9+13.99timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
73%
win rate
+65.64
total pnl ($)
+60.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2273%+60.4+65.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems