daily_vol_crush_breakout_long · strategy

120

closed trades

37%

win rate

-107.84

total pnl ($)

1.087

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 06:42:18 (32.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: ux

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
05-30 04:06	BTC	Buy	73499.7→73422.3	-0.98	timeout
05-30 00:14	BTC	Buy	73785.7→73454.3	-2.70	timeout
05-29 18:52	BTC	Buy	74243.7→73199.7	-7.49	stop_loss
05-29 17:15	BTC	Buy	73037.7→74211.3	+7.57	timeout
05-29 14:26	BTC	Buy	73469.7→72468.1	-7.28	stop_loss
05-29 12:19	BTC	Buy	73836.7→73360.3	-3.68	timeout
05-29 10:14	BTC	Buy	73791.7→73655.3	-1.38	timeout
05-28 07:11	BTC	Buy	73185.7→73143.3	-0.74	timeout
05-28 03:52	BTC	Buy	74295.7→73285.7	-7.25	stop_loss
05-28 03:10	BTC	Buy	74511.7→74233.3	-2.32	timeout
05-28 01:09	BTC	Buy	74562.7→74494.3	-0.91	timeout
05-27 23:08	BTC	Buy	75207.8→74406.3	-5.79	timeout
05-27 21:07	BTC	Buy	74816.7→75145.2	+1.74	timeout
05-27 19:06	BTC	Buy	75190.8→75007.2	-1.68	timeout
05-27 17:06	BTC	Buy	75106.8→75285.2	+0.73	timeout
05-27 15:06	BTC	Buy	75717.8→74996.2	-5.21	timeout
05-27 13:04	BTC	Buy	75862.8→75600.2	-2.17	timeout
05-27 11:04	BTC	Buy	75946.8→75937.2	-0.49	timeout
05-27 09:04	BTC	Buy	75704.8→75712.2	-0.38	timeout
05-27 07:04	BTC	Buy	75632.8→75824.2	+0.83	timeout
05-27 05:03	BTC	Buy	75797.8→75561.2	-2.00	timeout
05-27 03:03	BTC	Buy	75925.8→75888.2	-0.69	timeout
05-27 01:02	BTC	Buy	75900.8→75996.2	+0.18	timeout
05-26 23:03	BTC	Buy	76020.8→75822.2	-1.76	timeout
05-26 21:02	BTC	Buy	75934.8→76072.2	+0.45	timeout
05-26 19:00	BTC	Buy	76447.8→75807.2	-4.65	timeout
05-26 16:12	BTC	Buy	77232.9→76185.1	-7.22	stop_loss
05-26 15:00	BTC	Buy	77161.9→76946.2	-1.85	timeout
05-26 12:59	BTC	Buy	76634.8→77083.1	+2.47	timeout
05-26 10:59	BTC	Buy	76673.8→77395.1	+4.25	timeout
05-26 08:58	BTC	Buy	76852.8→76706.2	-1.40	timeout
05-26 06:58	BTC	Buy	76629.8→76880.2	+1.18	timeout
05-26 04:57	BTC	Buy	76704.8→76747.2	-0.17	timeout
05-26 02:58	BTC	Buy	77310.9→76570.2	-5.24	timeout
05-26 00:57	BTC	Buy	77321.9→76771.2	-4.01	timeout
05-25 22:56	BTC	Buy	77397.9→77160.1	-2.00	timeout
05-25 20:56	BTC	Buy	77542.9→77289.1	-2.10	timeout
05-25 18:56	BTC	Buy	77608.9→77522.1	-1.03	timeout
05-25 16:56	BTC	Buy	77312.9→77683.1	+1.93	timeout
05-25 14:56	BTC	Buy	77351.9→77672.1	+1.61	timeout
05-25 12:56	BTC	Buy	77581.9→77369.1	-1.84	timeout
05-25 10:55	BTC	Buy	77322.9→77489.1	+0.61	timeout
05-25 06:52	BTC	Buy	77009.9→77387.1	+1.99	timeout
05-25 04:53	BTC	Buy	77067.9→77371.1	+1.51	timeout
05-25 02:53	BTC	Buy	77099.9→77100.1	-0.45	timeout
05-25 00:53	BTC	Buy	76206.8→77120.1	+5.54	timeout
05-24 22:53	BTC	Buy	76708.8→76813.2	+0.23	timeout
05-24 20:53	BTC	Buy	76669.8→76612.2	-0.83	timeout
05-24 18:52	BTC	Buy	76354.8→76565.2	+0.92	timeout
05-24 16:52	BTC	Buy	76865.8→76544.2	-2.54	timeout
05-24 14:16	BTC	Buy	77223.9→76118.1	-7.61	stop_loss
05-24 12:52	BTC	Buy	76946.8→77039.1	+0.15	timeout
05-24 10:52	BTC	Buy	76796.8→77118.1	+1.63	timeout
05-24 08:52	BTC	Buy	76792.8→76781.2	-0.54	timeout
05-24 06:51	BTC	Buy	76769.8→76990.2	+0.97	timeout
05-24 04:51	BTC	Buy	76857.8→76725.2	-1.32	timeout
05-24 02:50	BTC	Buy	76682.8→76772.2	+0.12	timeout
05-24 00:50	BTC	Buy	76641.8→76789.2	+0.50	timeout
05-23 22:49	BTC	Buy	75898.8→76536.2	+3.74	timeout
05-23 20:49	BTC	Buy	75380.8→76779.2	+8.82	timeout
05-23 18:49	BTC	Buy	75457.8→75747.2	+1.46	timeout
05-23 16:49	BTC	Buy	75080.8→75429.2	+1.85	timeout
05-23 14:49	BTC	Buy	74752.7→75433.2	+4.10	timeout
05-23 12:49	BTC	Buy	74702.7→74683.3	-0.58	timeout
05-23 10:49	BTC	Buy	75080.8→74675.3	-3.15	timeout
05-23 06:52	BTC	Buy	75624.8→75349.2	-2.27	timeout
05-23 04:52	BTC	Buy	75381.8→75487.2	+0.25	timeout
05-23 02:52	BTC	Buy	75533.8→75519.2	-0.55	timeout
05-23 00:52	BTC	Buy	76009.8→75354.2	-4.78	timeout
05-22 22:52	BTC	Buy	75782.8→75708.2	-0.95	timeout
05-22 19:30	BTC	Buy	76779.8→75697.3	-7.50	stop_loss
05-22 18:50	BTC	Buy	76650.8→76299.2	-2.75	timeout
05-22 16:50	BTC	Buy	77209.9→76934.2	-2.25	timeout
05-22 14:49	BTC	Buy	77385.9→76803.2	-4.23	timeout
05-22 12:49	BTC	Buy	77280.9→77438.1	+0.56	timeout
05-22 10:49	BTC	Buy	77420.9→77282.1	-1.36	timeout
05-22 08:49	BTC	Buy	77595.9→77285.1	-2.47	timeout
05-22 06:48	BTC	Buy	77748.9→77462.1	-2.30	timeout
05-22 04:48	BTC	Buy	77589.9→77612.1	-0.31	timeout
05-22 02:47	BTC	Buy	77672.9→77624.1	-0.77	timeout
05-22 00:48	BTC	Buy	77640.9→77443.1	-1.73	timeout
05-21 22:48	BTC	Buy	77602.9→77621.1	-0.34	timeout
05-21 20:47	BTC	Buy	77788.9→77687.1	-1.12	timeout
05-21 18:47	BTC	Buy	77258.9→77635.1	+1.97	timeout
05-21 16:46	BTC	Buy	76934.8→77045.1	+0.26	timeout
05-21 14:47	BTC	Buy	77221.9→76948.2	-2.23	timeout
05-21 12:46	BTC	Buy	77671.9→77265.1	-3.08	timeout
05-21 10:46	BTC	Buy	77722.9→77293.1	-3.23	timeout
05-21 08:45	BTC	Buy	77828.9→77898.1	-0.02	timeout
05-21 06:45	BTC	Buy	78002.9→77638.1	-2.80	timeout
05-21 04:45	BTC	Buy	77884.9→77944.1	-0.08	timeout
05-21 02:44	BTC	Buy	77477.9→77967.1	+2.70	timeout
05-21 00:43	BTC	Buy	77626.9→77706.1	+0.05	timeout
05-20 22:43	BTC	Buy	77602.9→77419.1	-1.64	timeout
05-20 20:43	BTC	Buy	77638.9→77723.1	+0.08	timeout
05-20 18:42	BTC	Buy	77434.9→77497.1	-0.06	timeout
05-20 16:42	BTC	Buy	77029.9→77225.1	+0.80	timeout
05-20 14:43	BTC	Buy	77346.9→77349.1	-0.45	timeout
05-20 12:42	BTC	Buy	77504.9→77493.1	-0.54	timeout
05-20 10:41	BTC	Buy	77366.9→77487.1	+0.31	timeout

Paper vs Live

Paper (trades.jsonl)

120

closed

37%

win rate

-107.84

total pnl ($)

-17.8 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 ($)
BTC	120	37%	-17.8	-107.84

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…