donchian_breakout_vol_expansion_long

not live
5
closed trades
60%
win rate
-5.78
total pnl ($)
1.214
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 20:26:14 (36.4d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: hk
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 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-07 18:23BTCBuy61828.1→62162.9+2.28timeout
06-07 16:17BTCBuy61573.1→62135.9+4.07timeout
06-05 06:23BTCBuy62731.1→61185.3-12.76stop_loss
05-23 16:25BTCBuy75545.2→75375.8-1.61timeout
05-20 16:21BTCBuy76785.2→77204.9+2.24timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
60%
win rate
-5.78
total pnl ($)
-22.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC560%-22.7-5.78

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems