btc_weekly_twap_loss_short

not live
4
closed trades
25%
win rate
-20.54
total pnl ($)
1.234
weight
7d window — n=1 wr=0% pnl=-3.27  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 04:34:32 (24.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: dt
n: 31  ·  wr: 54.8%  ·  total_bps: +654.3  ·  mean_bps: +21.11  ·  sharpe: +0.17  ·  max_dd_bps: -659.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 08:47BTCSell63801.8→64167.2-3.27timeout
06-14 21:40BTCSell63888.8→65469-12.81stop_loss
06-01 02:22BTCSell73579.3→73494.7+0.17timeout
04-26 15:34BTCSell77345→77992-4.63timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
25%
win rate
-20.54
total pnl ($)
-103.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC425%-103.2-20.54

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-26 15:34BTCSell-4.63BTC was trading sideways to slightly positive near $78,062, up 2.68% over the week with minimal hourly movement (-0.01%) and modest 24-hour gains (0.45%). The short thesis failed because price rallied $647 from the 77,345 entry to close at 77,992, breaking …