calendar_fear_greed_reversion

not live
32
closed trades
25%
win rate
-82.58
total pnl ($)
1.161
weight
7d window — n=7 wr=43% pnl=-10.77  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:31:11 (24.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aps
n: 13  ·  wr: 46.2%  ·  total_bps: -211.7  ·  mean_bps: -16.28  ·  sharpe: -0.22  ·  max_dd_bps: -270.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 21:22BTCBuy60001→59785-2.27timeout
06-25 20:44BTCBuy59407→59487+0.22timeout
06-24 16:47BTCBuy61131.1→59994-9.73stop_loss
06-23 20:32BTCBuy62452.1→62450.9-0.46timeout
06-22 20:41BTCBuy64899.2→64478.8-3.70timeout
06-21 20:29BTCBuy64002.2→64077.8+0.14timeout
06-20 20:17BTCBuy63248.2→63939.8+5.03timeout
06-19 20:13BTCBuy63063.2→63037.8-0.66timeout
06-18 21:52BTCBuy62604.1→62888.9+1.85timeout
06-17 19:40BTCBuy65411.3→64193.7-9.76stop_loss
06-15 21:39BTCBuy66814.3→66418.7-3.42timeout
06-14 21:26BTCBuy64015.2→64917.8+6.59timeout
06-13 20:59BTCBuy64209.2→64260.8-0.05timeout
06-12 20:52BTCBuy63585.2→63394.8-1.95timeout
06-11 20:45BTCBuy62862.1→63258.8+2.67timeout
06-10 20:39BTCBuy61861.1→61859.9-0.47timeout
06-09 20:37BTCBuy61484.1→62016.9+3.90timeout
06-08 20:36BTCBuy63829.2→63258.8-4.93timeout
06-07 20:42BTCBuy61995.1→61728.9-2.59timeout
06-06 20:30BTCBuy60841→60554-2.79timeout
06-05 16:12BTCBuy60870→59734.1-9.78stop_loss
06-04 20:48BTCBuy63876.2→63421.8-4.01timeout
06-03 20:55BTCBuy66068.3→64839.3-9.76stop_loss
06-02 22:59BTCBuy67509.4→66245.5-9.81stop_loss
06-02 06:47BTCBuy71285.6→69956.5-9.81stop_loss
05-31 23:33BTCBuy73642.7→73617.3-0.61timeout
05-31 00:09BTCBuy73993.7→73855.3-1.41timeout
05-29 21:41BTCBuy74047.7→73560.3-3.75timeout
05-28 20:18BTCBuy73437.7→73462.3-0.32timeout
05-27 20:01BTCBuy75169.8→75047.2-1.28timeout
05-26 17:33BTCBuy77197.9→75765.3-9.74stop_loss
05-25 19:59BTCBuy77298.9→77389.1+0.10timeout

Paper vs Live

Paper (trades.jsonl)
32
closed
25%
win rate
-82.58
total pnl ($)
-51.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3225%-51.5-82.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems