eth_donchian_breakout_long

not live
14
closed trades
36%
win rate
-1.15
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 22:36:21 (28.1d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: agent_session_mom_15
n: 43  ·  wr: 41.9%  ·  total_bps: +828.7  ·  mean_bps: +19.27  ·  sharpe: +0.16  ·  max_dd_bps: -659.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 19:40ETHBuy1776.58→1797.42+5.40timeout
06-16 07:25ETHBuy1771.58→1772.62-0.15timeout
06-14 19:18ETHBuy1664.67→1666.93+0.22timeout
06-14 07:14ETHBuy1680.37→1673.83-2.39timeout
06-10 08:46ETHBuy1639.16→1616.63-7.32stop_loss
06-09 19:32ETHBuy1621.66→1657.03+10.45take_profit
06-09 07:44ETHBuy1684.97→1679.83-1.98timeout
06-08 19:42ETHBuy1693.77→1687.83-2.18timeout
06-08 07:36ETHBuy1659.97→1674.53+3.95timeout
06-04 00:29ETHBuy1815.88→1790.92-7.32stop_loss
06-03 16:01ETHBuy1857.09→1831.5-7.34stop_loss
06-03 06:40ETHBuy1843.28→1883.51+10.45take_profit
05-31 20:07ETHBuy2000.2→2002-0.01timeout
05-31 07:25ETHBuy2034.1→2024.1-2.92timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
36%
win rate
-1.15
total pnl ($)
-1.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1436%-1.6-1.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems