conservative_risk_off_short · strategy

213

closed trades

35%

win rate

-349.71

total pnl ($)

0.853

weight

7d window — n=92 wr=47% pnl=-26.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 00:51:18 (34.4d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: ags

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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
06-22 03:54	BTCUSDT	Sell	64177.9→64107.5	+0.11	timeout
06-22 02:51	BTCUSDT	Sell	64118.1→64311.6	-1.93	timeout
06-22 01:44	BTCUSDT	Sell	64074.3→64526.1	-3.95	timeout
06-22 00:39	BTCUSDT	Sell	64011.8→63956	+0.00	timeout
06-21 23:34	BTCUSDT	Sell	64150.1→63412.1	+5.27	timeout
06-21 19:15	BTCUSDT	Sell	64326.6→64191.1	+0.60	timeout
06-21 18:08	BTCUSDT	Sell	64203.9→64001.2	+1.11	timeout
06-21 17:03	BTCUSDT	Sell	63919.7→64130.2	-2.12	timeout
06-21 15:56	BTCUSDT	Sell	64129.9→64208.1	-1.05	timeout
06-21 14:50	BTCUSDT	Sell	64248.8→64064.2	+0.97	timeout
06-21 10:39	BTCUSDT	Sell	64214.8→64347.4	-1.47	timeout
06-21 09:38	BTCUSDT	Sell	64240.4→64164.7	+0.18	timeout
06-21 08:35	BTCUSDT	Sell	64212.5→63947.6	+1.66	timeout
06-21 07:33	BTCUSDT	Sell	64226.8→64202.3	-0.26	timeout
06-21 06:29	BTCUSDT	Sell	64256.7→64282	-0.64	timeout
06-21 02:29	BTCUSDT	Sell	63812.2→64215.1	-3.60	timeout
06-21 01:24	BTCUSDT	Sell	63858.5→64233.4	-3.37	timeout
06-21 00:16	BTCUSDT	Sell	63974→64236.1	-2.48	timeout
06-20 23:08	BTCUSDT	Sell	63841.9→64271.9	-3.82	timeout
06-20 22:03	BTCUSDT	Sell	63321.1→63973	-5.60	timeout
06-20 17:58	BTCUSDT	Sell	63707.2→63838.1	-1.48	timeout
06-20 16:53	BTCUSDT	Sell	63353.1→64010.4	-5.63	timeout
06-20 15:47	BTCUSDT	Sell	63676.5→64187.8	-4.44	timeout
06-20 14:43	BTCUSDT	Sell	63706.1→63357.8	+2.31	timeout
06-20 13:41	BTCUSDT	Sell	63604.2→63454.3	+0.75	timeout
06-20 09:32	BTCUSDT	Sell	63475.2→63555.9	-1.05	timeout
06-20 08:28	BTCUSDT	Sell	63549.8→63470.8	+0.19	timeout
06-20 07:23	BTCUSDT	Sell	63236→63748	-4.50	timeout
06-20 06:19	BTCUSDT	Sell	63136→63643.9	-4.47	timeout
06-20 05:15	BTCUSDT	Sell	63219.6→63812.1	-5.14	timeout
06-20 01:04	BTCUSDT	Sell	62871.2→63485	-5.34	timeout
06-20 00:02	BTCUSDT	Sell	63209.4→63548.8	-3.14	timeout
06-19 22:58	BTCUSDT	Sell	63173.8→63309.9	-1.51	timeout
06-19 21:56	BTCUSDT	Sell	63192.3→63047.9	+0.71	timeout
06-19 20:51	BTCUSDT	Sell	62656.8→63186.6	-4.66	timeout
06-19 16:36	BTCUSDT	Sell	62635.5→63278.8	-5.59	timeout
06-19 15:30	BTCUSDT	Sell	62777.9→63079.5	-2.89	timeout
06-19 14:29	BTCUSDT	Sell	62788.3→63263.1	-4.26	timeout
06-19 13:26	BTCUSDT	Sell	62587.6→62737.1	-1.68	timeout
06-19 12:21	BTCUSDT	Sell	62708.8→62512.6	+1.08	timeout
06-19 07:05	BTCUSDT	Sell	62811.1→62812.7	-0.48	timeout
06-19 06:04	BTCUSDT	Sell	62887.2→62794.5	+0.27	timeout
06-19 04:59	BTCUSDT	Sell	63032.6→62441.1	+4.22	timeout
06-19 03:56	BTCUSDT	Sell	62906.6→62748.6	+0.79	timeout
06-19 02:58	BTCUSDT	Sell	62642.2→62984.9	-3.21	timeout
06-18 22:37	BTCUSDT	Sell	63933.1→62804	+8.35	timeout
06-18 21:30	BTCUSDT	Sell	64278.6→62931.1	+9.99	timeout
06-18 20:27	BTCUSDT	Sell	64089.1→63110.6	+7.13	timeout
06-18 19:20	BTCUSDT	Sell	63909.6→62673.8	+9.15	timeout
06-18 18:17	BTCUSDT	Sell	63939.1→62611.9	+9.84	timeout
06-18 12:49	BTCUSDT	Sell	63836.3→64303.1	-4.11	timeout
06-18 11:48	BTCUSDT	Sell	64287.8→63919.9	+2.43	timeout
06-18 10:48	BTCUSDT	Sell	64678.3→64026.6	+4.61	timeout
06-18 09:43	BTCUSDT	Sell	64590→64275.1	+2.02	timeout
06-18 08:38	BTCUSDT	Sell	64510.2→64558.8	-0.81	timeout
06-18 03:36	BTCUSDT	Sell	64482.5→64309.3	+0.90	timeout
06-18 02:41	BTCUSDT	Sell	65579.2→64748.8	+5.89	timeout
06-18 01:43	BTCUSDT	Sell	65793.8→64622.3	+8.48	timeout
06-18 00:39	BTCUSDT	Sell	65988.3→64529.8	+10.63	timeout
06-17 23:34	BTCUSDT	Sell	65354.7→64449.8	+6.49	timeout
06-17 16:28	BTCUSDT	Sell	65181.2→66441.9	-10.12	stop_loss
06-17 16:27	BTCUSDT	Sell	64946.5→66186	-9.98	stop_loss
06-17 16:09	BTCUSDT	Sell	65374.2→65794.9	-3.65	timeout
06-17 15:03	BTCUSDT	Sell	65551.3→65156.2	+2.54	timeout
06-17 13:57	BTCUSDT	Sell	65767.2→65269.1	+3.34	timeout
06-17 12:53	BTCUSDT	Sell	65900.5→64938.9	+6.86	timeout
06-17 07:39	BTCUSDT	Sell	65717→65529.5	+0.97	timeout
06-17 06:31	BTCUSDT	Sell	65724.1→65644.3	+0.17	timeout
06-17 05:31	BTCUSDT	Sell	65684.8→65823.2	-1.49	timeout
06-17 04:23	BTCUSDT	Sell	65756.1→65843.8	-1.10	timeout
06-17 03:24	BTCUSDT	Sell	65655.4→65721.7	-0.94	timeout
06-16 21:35	BTCUSDT	Sell	65939.9→65702.5	+1.38	timeout
06-16 19:36	BTCUSDT	Sell	66329→65653.3	+4.68	timeout
06-16 18:36	BTCUSDT	Sell	66604.3→65844.7	+5.28	timeout
06-16 17:36	BTCUSDT	Sell	66613.9→65784.3	+5.80	timeout
06-16 16:33	BTCUSDT	Sell	66556.8→65716.7	+5.90	timeout
06-16 12:15	BTCUSDT	Sell	66095.9→66559	-3.93	timeout
06-16 10:07	BTCUSDT	Sell	66281.9→66554.7	-2.49	timeout
06-16 09:01	BTCUSDT	Sell	66216→66778.5	-4.70	timeout
06-16 08:00	BTCUSDT	Sell	66269.3→66363.8	-1.18	timeout
06-16 06:55	BTCUSDT	Sell	66179.3→66487	-2.80	timeout
06-16 02:37	BTCUSDT	Sell	66780.9→65885.9	+6.25	timeout
06-16 01:30	BTCUSDT	Sell	66766.4→66349.9	+2.66	timeout
06-16 00:05	BTCUSDT	Sell	67096.8→66288.9	+5.56	timeout
06-15 22:59	BTCUSDT	Sell	66538.8→66193.1	+2.16	timeout
06-15 22:02	BTCUSDT	Sell	66270.4→66387	-1.31	timeout
06-15 15:47	BTCUSDT	Sell	65863→67118.3	-9.97	stop_loss
06-15 14:40	BTCUSDT	Sell	65746.1→66516.6	-6.31	timeout
06-15 13:24	BTCUSDT	Sell	65676.5→66930	-10.00	stop_loss
06-15 13:24	BTCUSDT	Sell	65657.6→66916.2	-10.04	stop_loss
06-15 13:16	BTCUSDT	Sell	65516→66767.3	-10.00	stop_loss
06-15 10:15	BTCUSDT	Sell	65618.7→65724.5	-1.26	timeout
06-15 09:10	BTCUSDT	Sell	65394.1→65687.2	-2.70	timeout
06-15 08:08	BTCUSDT	Sell	65717.9→65677.3	-0.14	timeout
06-15 07:06	BTCUSDT	Sell	65261.8→65765.6	-4.30	timeout
06-15 06:01	BTCUSDT	Sell	65422.1→65814.1	-3.44	timeout
06-14 21:40	BTCUSDT	Sell	64224.2→65445.8	-9.95	stop_loss
06-14 21:40	BTCUSDT	Sell	63957.5→65193.9	-10.11	stop_loss
06-14 21:40	BTCUSDT	Sell	63912.9→65173.1	-10.30	stop_loss
06-14 21:18	BTCUSDT	Sell	63736.1→64948.6	-9.96	stop_loss

Paper vs Live

Paper (trades.jsonl)

213

closed

35%

win rate

-349.71

total pnl ($)

-33.0 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 ($)
BTCUSDT	213	35%	-33.0	-349.71

Recent bounces (last 20 of 3)

time	sym	side	reason
06-22 04:27	BTCUSDT	Sell	router_blocked
06-22 03:19	BTCUSDT	Sell	router_blocked
06-22 01:22	BTCUSDT	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…