donchian_24h_high_breakout_long

54

closed trades

35%

win rate

-80.35

total pnl ($)

1.077

weight

7d window — n=9 wr=22% pnl=-24.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 14:39:35 (41.2d ago) · src: canon

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

n: 1 · wr: 0.0% · total_bps: -7.0 · mean_bps: -7.00 · sharpe: +0.00 · max_dd_bps: -7.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-23 06:20	BTC	Buy	64452.2→62865.4	-12.78	stop_loss
06-23 03:43	BTC	Buy	65053.3→63948.8	-8.94	timeout
06-22 23:41	BTC	Buy	64595.2→63999.8	-5.06	timeout
06-22 12:37	BTC	Buy	63811.2→64940.8	+8.33	timeout
06-22 08:35	BTC	Buy	64009.2→64158.8	+0.68	timeout
06-22 04:33	BTC	Buy	64087.2→63983.8	-1.27	timeout
06-22 00:31	BTC	Buy	63985.2→63678.8	-2.87	timeout
06-21 20:25	BTC	Buy	64036.2→64081.8	-0.09	timeout
06-21 16:23	BTC	Buy	64450.2→64193.8	-2.45	timeout
06-17 14:20	BTC	Buy	65914.3→65200.7	-5.87	timeout
06-17 10:15	BTC	Buy	65818.3→64848.8	-7.86	timeout
06-17 05:53	BTC	Buy	65981.3→65767.7	-2.09	timeout
06-17 01:48	BTC	Buy	66102.3→65793.7	-2.81	timeout
06-16 21:48	BTC	Buy	66585.3→65708.7	-7.08	timeout
06-16 17:47	BTC	Buy	66087.3→65750.7	-3.04	timeout
06-16 13:44	BTC	Buy	66329.3→66106.7	-2.17	timeout
06-16 09:39	BTC	Buy	66425.3→66583.7	+0.74	timeout
06-16 05:35	BTC	Buy	66749.3→66033.7	-5.79	timeout
06-16 01:37	BTC	Buy	66748.3→66332.7	-3.56	timeout
06-15 21:27	BTC	Buy	65661.3→66415.7	+5.26	timeout
06-15 17:23	BTC	Buy	65820.3→66777.7	+6.77	timeout
06-15 13:23	BTC	Buy	65383.3→66852.7	+10.80	timeout
06-15 09:22	BTC	Buy	64677.2→65689.7	+7.39	timeout
06-15 00:17	BTC	Buy	64471.2→65726.7	+9.28	timeout
06-14 20:12	BTC	Buy	64420.2→63795.8	-5.32	timeout
06-14 16:09	BTC	Buy	64496.2→64024.8	-4.14	timeout
06-14 12:05	BTC	Buy	64414.2→64521.8	+0.39	timeout
06-14 08:04	BTC	Buy	64253.2→64374.8	+0.46	timeout
06-14 04:01	BTC	Buy	64247.2→64509.8	+1.61	timeout
06-14 00:00	BTC	Buy	63946.2→64398.8	+3.10	timeout
06-13 12:42	BTC	Buy	63580.2→63987.8	+2.71	timeout
06-13 08:39	BTC	Buy	63493.2→63850.8	+2.31	timeout
06-13 04:39	BTC	Buy	63929.2→63582.8	-3.16	timeout
06-13 00:34	BTC	Buy	63534.2→63546.8	-0.40	timeout
06-12 20:30	BTC	Buy	63467.2→63515.8	-0.07	timeout
06-12 16:24	BTC	Buy	63730.2→63813.8	+0.18	timeout
06-12 11:46	BTC	Buy	63616.2→63832.8	+1.21	timeout
06-12 07:20	BTC	Buy	63630.2→63016.8	-5.29	timeout
06-09 12:51	BTC	Buy	62471.1→62583.9	+0.47	timeout
06-09 08:45	BTC	Buy	63386.2→62968.9	-3.74	timeout
06-09 04:45	BTC	Buy	63641.2→63239.8	-3.60	timeout
06-09 00:42	BTC	Buy	63431.2→62711.9	-6.13	timeout
06-08 20:39	BTC	Buy	63144.2→63290.8	+0.69	timeout
06-08 16:33	BTC	Buy	62915.1→63732.8	+6.01	timeout
05-26 17:26	BTC	Buy	77937.1→76091.8	-12.29	stop_loss
05-26 06:20	BTC	Buy	77600.9→76810.2	-5.54	timeout
05-26 02:19	BTC	Buy	77522.9→76698.2	-5.76	timeout
05-25 21:29	BTC	Buy	77477.1→77318.9	-1.52	timeout
05-22 13:17	BTC	Buy	77430.1→77484.9	-0.14	timeout
05-22 09:16	BTC	Buy	77751.1→77213.9	-3.97	timeout
05-22 05:15	BTC	Buy	77665.1→77658.9	-0.49	timeout
05-21 20:54	BTC	Buy	77866.1→77644.9	-1.93	timeout
05-21 16:54	BTC	Buy	77972.1→77062.9	-6.31	timeout
05-21 12:54	BTC	Buy	78015.1→77281.9	-5.20	timeout

Paper (trades.jsonl)

54

closed

35%

win rate

-80.35

total pnl ($)

-29.4 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	54	35%	-29.4	-80.35

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 54 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)