ema_trend_follow_btc · strategy · trading.ericai.dev

150

closed trades

44%

win rate

-64.15

total pnl ($)

1.094

weight

7d window — n=40 wr=38% pnl=-14.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 21:56 (25.3d ago) · src: backtest-gate-results.jsonl

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

n: 31 · wr: 48.4% · total_bps: +117.2 · mean_bps: +3.78 · sharpe: +0.06 · max_dd_bps: -264.9

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=232.635

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-23 00:27	BTC	Sell	64346.8→63883.2	+3.15	timeout
06-22 20:04	BTC	Sell	64675.8→64628.2	-0.08	timeout
06-22 16:51	BTC	Buy	65167.3→64636.8	-4.53	timeout
06-22 12:38	BTC	Sell	64156.8→65035.8	-7.28	stop_loss
06-22 09:06	BTC	Buy	64100.2→64176.8	+0.12	timeout
06-22 05:03	BTC	Buy	63982.2→64073.8	+0.25	timeout
06-22 00:31	BTC	Sell	64069.8→63779.2	+1.83	timeout
06-21 20:36	BTC	Sell	64059.8→64032.2	-0.24	timeout
06-21 16:29	BTC	Sell	63984.8→64153.2	-1.77	timeout
06-21 12:30	BTC	Sell	64013.8→63974.2	-0.15	timeout
06-21 08:29	BTC	Buy	64511.2→64011.8	-4.32	timeout
06-21 04:14	BTC	Sell	64224.8→64377.2	-1.64	timeout
06-20 23:41	BTC	Buy	63876.2→64279.8	+2.70	timeout
06-20 19:22	BTC	Buy	64212.2→63892.8	-2.94	timeout
06-20 15:16	BTC	Buy	63649.2→64031.8	+2.55	timeout
06-20 11:07	BTC	Sell	63586.8→63629.2	-0.78	timeout
06-20 06:54	BTC	Sell	63314.8→63719.2	-3.63	timeout
06-20 02:31	BTC	Buy	63248.2→63411.8	+0.85	timeout
06-19 22:10	BTC	Buy	63098.2→63031.8	-0.98	timeout
06-19 17:52	BTC	Buy	63194.2→63117.8	-1.06	timeout
06-19 13:19	BTC	Sell	62414.9→62681.1	-2.60	timeout
06-19 10:23	BTC	Buy	62795.1→62457.9	-3.12	timeout
06-19 05:58	BTC	Buy	63010.2→62697.9	-2.92	timeout
06-19 01:41	BTC	Sell	62877.9→62865.1	-0.37	timeout
06-18 21:45	BTC	Buy	62594.1→62885.9	+1.89	timeout
06-18 15:57	BTC	Sell	63822.8→62297.1	+11.49	take_profit
06-18 14:05	BTC	Sell	64114.8→63898.2	+1.23	timeout
06-18 09:40	BTC	Buy	63897.2→64251.8	+2.31	timeout
06-18 04:11	BTC	Buy	64674.2→63743.9	-7.64	stop_loss
06-18 01:25	BTC	Sell	64292.8→64618.2	-2.97	timeout
06-17 19:40	BTC	Sell	65800.7→64223.2	+11.54	take_profit
06-17 17:33	BTC	Buy	65047.3→65947.7	+6.46	timeout
06-17 13:23	BTC	Sell	64933.8→64905.2	-0.23	timeout
06-17 09:25	BTC	Sell	65779.7→64965.2	+5.76	timeout
06-17 05:19	BTC	Sell	65568.7→65765.3	-1.94	timeout
06-17 01:08	BTC	Buy	65865.3→65778.7	-1.11	timeout
06-16 20:54	BTC	Sell	65695.7→65838.3	-1.52	timeout
06-16 14:18	BTC	Buy	66649.3→65741.8	-7.26	stop_loss
06-16 12:39	BTC	Buy	66506.3→66580.7	+0.10	timeout
06-16 08:33	BTC	Sell	65883.7→66556.3	-5.55	timeout
06-16 04:09	BTC	Buy	66345.3→66149.7	-1.92	timeout
06-15 23:49	BTC	Sell	66545.7→66246.3	+1.79	timeout
06-15 19:26	BTC	Buy	66652.3→66560.7	-1.15	timeout
06-15 15:26	BTC	Buy	66309.3→66645.7	+2.09	timeout
06-15 11:17	BTC	Buy	65853.3→65983.7	+0.54	timeout
06-15 07:14	BTC	Buy	65689.3→65805.7	+0.43	timeout
06-15 03:10	BTC	Buy	65425.3→65603.7	+0.91	timeout
06-14 21:40	BTC	Buy	63784.2→65314.7	+11.54	take_profit
06-14 18:38	BTC	Sell	63919.8→63751.2	+0.88	timeout
06-14 14:35	BTC	Buy	64651.2→63967.8	-5.74	timeout
06-14 10:35	BTC	Sell	64279.8→64634.2	-3.21	timeout
06-14 06:16	BTC	Buy	64596.2→64441.8	-1.64	timeout
06-14 01:49	BTC	Buy	64484.2→64612.8	+0.55	timeout
06-13 21:35	BTC	Buy	64089.2→64258.8	+0.87	timeout
06-13 17:16	BTC	Buy	64131.2→63927.8	-2.04	timeout
06-13 13:13	BTC	Sell	63777.8→64157.2	-3.41	timeout
06-13 08:52	BTC	Buy	63606.2→63781.8	+0.92	timeout
06-13 04:52	BTC	Buy	63563.2→63599.8	-0.16	timeout
06-13 00:48	BTC	Sell	63418.8→63574.2	-1.66	timeout
06-12 20:45	BTC	Buy	63827.2→63496.8	-3.04	timeout
06-12 15:13	BTC	Sell	63445.8→64327.4	-7.39	stop_loss
06-12 12:38	BTC	Buy	63403.2→63478.8	+0.13	timeout
06-12 06:33	BTC	Buy	63703.2→62836.4	-7.26	stop_loss
06-12 04:31	BTC	Buy	63565.2→63776.8	+1.20	timeout
06-12 00:22	BTC	Sell	63446.8→63603.2	-1.67	timeout
06-11 17:33	BTC	Sell	62614.9→63485.9	-7.40	stop_loss
06-11 16:25	BTC	Sell	62724.9→62574.1	+0.77	timeout
06-11 12:20	BTC	Buy	62786.1→62998.8	+1.22	timeout
06-11 08:19	BTC	Buy	62625.1→62795.9	+0.89	timeout
06-11 04:13	BTC	Buy	61646.1→62706.9	+8.13	timeout
06-11 00:08	BTC	Sell	61767.9→61598.1	+0.91	timeout
06-10 17:32	BTC	Buy	62535.1→61685.1	-7.25	stop_loss
06-10 12:33	BTC	Sell	60927→61759	-7.28	stop_loss
06-10 11:51	BTC	Sell	61650.9→61039.1	+4.51	timeout
06-09 20:36	BTC	Buy	61249.1→62016.9	+5.83	timeout
06-09 15:56	BTC	Sell	62544.9→61047.1	+11.53	take_profit
06-09 12:18	BTC	Sell	62874.9→62766.1	+0.40	timeout
06-09 08:14	BTC	Buy	62906.1→62880.9	-0.66	timeout
06-09 04:11	BTC	Sell	63033.8→62926.1	+0.40	timeout
06-09 00:09	BTC	Sell	63355.8→63015.2	+2.25	timeout
06-08 20:07	BTC	Sell	63795.8→63353.2	+3.03	timeout
06-08 12:57	BTC	Sell	62922.9→63784.1	-7.29	stop_loss
06-08 11:48	BTC	Buy	63306.2→63464.8	+0.80	timeout
06-08 07:42	BTC	Buy	63166.2→63142.8	-0.64	timeout
06-08 03:30	BTC	Buy	63292.2→63186.8	-1.29	timeout
06-07 22:12	BTC	Sell	61394.9→62234.2	-7.29	stop_loss
06-07 19:30	BTC	Buy	61953.1→61453.9	-4.47	timeout
06-07 12:34	BTC	Buy	62504.1→61648.1	-7.30	stop_loss
06-07 11:17	BTC	Buy	62105.1→62459.9	+2.41	timeout
06-07 07:12	BTC	Buy	61445.1→62132.9	+5.15	timeout
06-07 03:07	BTC	Buy	60679→61493.9	+6.25	timeout
06-06 22:51	BTC	Sell	60490→60642	-1.72	timeout
06-06 18:30	BTC	Sell	60833→60603	+1.43	timeout
06-06 14:23	BTC	Sell	60639→60856	-2.24	timeout
06-06 10:22	BTC	Buy	61163.1→60540	-5.55	timeout
06-06 06:17	BTC	Sell	60797→61043.1	-2.47	timeout
06-06 02:14	BTC	Sell	61357.9→60877	+3.47	timeout
06-05 18:53	BTC	Sell	60661→59210	+11.51	take_profit
06-05 16:21	BTC	Sell	60434→61264.7	-7.32	stop_loss
06-05 13:52	BTC	Sell	62605.9→61109.1	+11.51	take_profit

Paper vs Live

Paper (trades.jsonl)

150

closed

44%

win rate

-64.15

total pnl ($)

-8.7 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	150	44%	-8.6	-64.15

Recent bounces (last 20 of 4)

time	sym	side	reason
06-23 01:22	BTC	Buy	stale_intent
06-22 20:45	BTC	Sell	stale_intent
06-22 09:29	BTC	Sell	stale_intent
06-22 01:22	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…