btc_sp500_lag_catchdown_short

not live
11
closed trades
36%
win rate
+5.14
total pnl ($)
1.332
weight
7d window — n=1 wr=100% pnl=+12.52  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 05:59:18 (38.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: an__restored_afd05c64
n: 5  ·  wr: 60.0%  ·  total_bps: -194.0  ·  mean_bps: -38.80  ·  sharpe: -0.37  ·  max_dd_bps: -325.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 14:29BTCSell62810.9→61180.1+12.52timeout
06-18 02:52BTCSell65902.7→64697.2+8.70timeout
06-11 04:52BTCSell61706.9→62855.6-9.73stop_loss
06-10 23:00BTCSell62180.9→61296.1+6.66timeout
06-09 08:02BTCSell63109.8→63103.2-0.40timeout
06-08 08:05BTCSell63178.8→63140.2-0.13timeout
05-20 08:00BTCSell76808.2→77252.9-3.29timeout
05-19 07:40BTCSell77020.1→77180.9-1.47timeout
04-29 21:33BTCSell76801→75876+5.57timeout
04-22 02:53BTCSell76293→77362-7.36stop_loss
04-22 01:13BTCSell75469→76312-5.94timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
36%
win rate
+5.14
total pnl ($)
+9.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1136%+9.2+5.14

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-29 21:33BTCSell+5.57# Trade Analysis: BTC SP500 Lag Catchdown Short At close, BTC had retreated 0.63% over 24h and was down 3.93% over 7d, while funding rates turned negative (-0.000344%), signaling a shift from bullish to bearish positioning as the broader crypto complex wea…
04-22 02:53BTCSell-7.36At close, Bitcoin had stabilized near $77,840 with minimal 1-hour movement (+0.14%) while maintaining a slight 24-hour decline (-0.04%), indicating consolidation after the trade's entry. The thesis failed because BTC's 24-hour performance (-0.04% at close) …
04-22 01:13BTCSell-5.94At close, Bitcoin had stabilized near $77,801 with minimal 24-hour movement (-0.02%) while the broader market showed mixed signals with moderate 7-day gains (+3.67%) and elevated funding rates (0.009038%) suggesting sustained leverage positioning. The trade…