eth_sma_crossover_momentum_v1

not live
31
closed trades
52%
win rate
+21.99
total pnl ($)
1.227
weight
7d window — n=3 wr=67% pnl=+0.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 19:10 (27.0d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_eth_sma_3
n: 95  ·  wr: 49.5%  ·  total_bps: +1169.5  ·  mean_bps: +12.31  ·  sharpe: +0.10  ·  max_dd_bps: -941.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 31 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:12ETHSell1585.14→1606.96-7.34stop_loss
06-27 07:26ETHSell1583.74→1582.16+0.05timeout
06-26 07:24ETHBuy1551.46→1576.64+7.66timeout
06-19 11:03ETHBuy1694.67→1692.63-1.05timeout
06-19 07:16ETHBuy1701.17→1696.33-1.87timeout
06-17 07:32ETHSell1794.22→1785.78+1.91timeout
06-16 07:30ETHBuy1765.18→1772.32+1.58timeout
06-14 07:08ETHBuy1680.77→1673.63-2.57timeout
06-13 11:22ETHSell1673.63→1677.17-1.49timeout
06-13 07:18ETHBuy1664.17→1668.53+0.86timeout
06-12 11:30ETHBuy1673.47→1674.63-0.11timeout
06-12 06:33ETHBuy1676.67→1653.71-7.29stop_loss
06-10 12:33ETHSell1622.54→1644.99-7.37stop_loss
06-10 11:20ETHSell1636.24→1616.46+5.59timeout
06-08 05:41ETHBuy1666.27→1643.41-7.30stop_loss
06-07 06:16ETHBuy1592.36→1598.94+1.63timeout
06-06 09:48ETHBuy1588.06→1566.26-7.32stop_loss
06-06 05:22ETHBuy1522.55→1555.74+10.46take_profit
06-06 03:31ETHSell1593.64→1562.76+9.22timeout
06-05 18:28ETHSell1601.84→1566.86+10.47take_profit
06-05 13:34ETHSell1653.03→1675.8-7.34stop_loss
06-05 09:13ETHSell1659.83→1682.61-7.31stop_loss
06-05 05:56ETHSell1725.03→1687.37+10.46take_profit
06-05 02:43ETHSell1765.82→1727.27+10.45take_profit
06-04 23:16ETHSell1770.92→1768.68+0.18timeout
06-04 19:10ETHSell1772.42→1771.08-0.06timeout
06-04 13:38ETHSell1766.42→1790.67-7.31stop_loss
06-04 10:26ETHSell1772.42→1758.08+3.59timeout
06-04 03:07ETHBuy1754.78→1793.12+10.47take_profit
06-03 20:55ETHBuy1798.68→1773.94-7.33stop_loss
06-03 06:38ETHBuy1841.98→1882.21+10.46take_profit

Paper vs Live

Paper (trades.jsonl)
31
closed
52%
win rate
+21.99
total pnl ($)
+14.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3152%+14.2+21.99

Recent bounces (last 20 of 1)

timesymsidereason
06-27 13:32ETHSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems