eth_sma2050_cross_vwap_trend_v1

not live
15
closed trades
60%
win rate
+35.10
total pnl ($)
1.297
weight
7d window — n=3 wr=67% pnl=+14.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 23:27 (26.1d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_eth_cross_1
n: 76  ·  wr: 50.0%  ·  total_bps: +3846.9  ·  mean_bps: +50.62  ·  sharpe: +0.30  ·  max_dd_bps: -356.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=239.977

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 10:27ETHBuy1550.56→1553.44+0.50timeout
06-23 08:14ETHSell1729.83→1674.77+15.43take_profit
06-21 10:20ETHBuy1736.77→1732.93-1.55timeout
06-17 10:31ETHSell1793.82→1772.58+5.46timeout
06-16 10:25ETHBuy1771.58→1792.52+5.44timeout
06-11 10:18ETHSell1649.93→1655.37-2.07timeout
06-10 09:20ETHBuy1639.16→1608.23-9.88stop_loss
06-08 10:35ETHBuy1659.67→1669.73+2.57timeout
06-06 04:08ETHSell1597.54→1546.55+15.46take_profit
06-05 13:56ETHSell1674.93→1621.56+15.47take_profit
06-05 05:26ETHSell1759.02→1732.77+7.00timeout
06-04 12:37ETHSell1750.12→1782.97-9.83stop_loss
06-04 00:29ETHBuy1821.18→1787.03-9.83stop_loss
06-03 16:20ETHBuy1864.09→1829.1-9.83stop_loss
06-03 10:20ETHBuy1840.88→1882.31+10.77timeout

Paper vs Live

Paper (trades.jsonl)
15
closed
60%
win rate
+35.10
total pnl ($)
+47.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1560%+47.0+35.10

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems