eth_sma_spread_momentum_v1

not live
8
closed trades
75%
win rate
+27.97
total pnl ($)
1.230
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 12:53:02 (31.1d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: agent_session_mom_eth_vwap_2
n: 22  ·  wr: 63.6%  ·  total_bps: +1698.8  ·  mean_bps: +77.22  ·  sharpe: +0.49  ·  max_dd_bps: -127.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 07:26ETHBuy1771.68→1772.22-0.29timeout
06-10 09:10ETHBuy1637.96→1615.33-7.35stop_loss
06-09 07:21ETHBuy1668.97→1686.53+4.81timeout
06-05 05:45ETHSell1730.43→1692.67+10.45take_profit
06-04 23:34ETHSell1773.62→1764.18+2.21timeout
06-04 17:47ETHSell1772.22→1759.38+3.17timeout
06-04 11:43ETHSell1767.52→1740.47+7.20timeout
06-04 07:07ETHSell1808.52→1778.78+7.77timeout

Paper vs Live

Paper (trades.jsonl)
8
closed
75%
win rate
+27.97
total pnl ($)
+69.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH875%+69.9+27.97

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems