hl_vault_capitulation_buy

55

closed trades

36%

win rate

-45.02

total pnl ($)

1.060

weight

7d window — n=13 wr=38% pnl=-4.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 05:48:10 (33.2d ago) · src: canon

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

n: 12 · wr: 33.3% · total_bps: -79.0 · mean_bps: -6.58 · sharpe: -0.18 · max_dd_bps: -193.0

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

time	sym	side	entry→exit	pnl	close
06-16 22:37	BTC	Buy	65651.3→65698.7	-0.09	timeout
06-16 20:31	BTC	Buy	65748.3→65727.7	-0.61	timeout
06-16 18:29	BTC	Buy	65720.3→65854.7	+0.57	timeout
06-16 16:22	BTC	Buy	65720.3→65770.7	-0.07	timeout
06-16 14:22	BTC	Buy	66144.3→65693.7	-3.86	timeout
06-16 12:16	BTC	Buy	66534.3→66620.7	+0.20	timeout
06-16 10:10	BTC	Buy	66743.3→66545.7	-1.93	timeout
06-16 08:08	BTC	Buy	66412.3→66336.7	-1.02	timeout
06-16 06:03	BTC	Buy	65944.3→66098.7	+0.72	timeout
06-16 04:01	BTC	Buy	65729.3→66132.7	+2.62	timeout
06-16 01:56	BTC	Buy	66270.3→66298.7	-0.24	timeout
06-15 23:53	BTC	Buy	66223.3→66315.7	+0.25	timeout
06-15 21:51	BTC	Buy	66502.3→66387.7	-1.31	timeout
06-10 15:03	BTC	Buy	62126.1→62323.9	+1.14	timeout
06-10 12:55	BTC	Buy	61051.1→61609.9	+4.13	timeout
06-10 10:53	BTC	Buy	61236.1→61290.9	-0.00	timeout
06-10 08:50	BTC	Buy	61681.1→61204.9	-4.30	timeout
06-09 20:03	BTC	Buy	61770.1→62016.9	+1.55	timeout
06-09 18:00	BTC	Buy	61392.1→61701.9	+2.07	timeout
06-09 16:00	BTC	Buy	61469.1→61133.9	-3.18	timeout
06-06 14:18	BTC	Buy	60913→60884	-0.69	timeout
06-06 12:14	BTC	Buy	60581→61014.9	+3.13	timeout
06-06 10:08	BTC	Buy	61232.1→60643.6	-5.26	stop_loss
06-06 08:10	BTC	Buy	61021.1→61028.9	-0.39	timeout
06-06 05:23	BTC	Buy	60012→60907	+7.01	take_profit
06-06 04:07	BTC	Buy	60853→60445	-3.80	timeout
06-06 02:04	BTC	Buy	61340.1→60954	-3.60	timeout
06-05 23:22	BTC	Buy	61613.1→61021.4	-5.25	stop_loss
06-05 21:59	BTC	Buy	61624.1→61642.9	-0.30	timeout
06-05 19:48	BTC	Buy	59484→60371	+7.01	take_profit
06-05 17:16	BTC	Buy	61396.1→60806.5	-5.25	stop_loss
06-05 15:37	BTC	Buy	60861→60266.8	-5.33	stop_loss
06-05 13:49	BTC	Buy	61892.1→61296.3	-5.26	stop_loss
06-05 12:01	BTC	Buy	62330.1→61728	-5.28	stop_loss
06-05 09:53	BTC	Buy	62381.1→62865.9	+3.44	timeout
06-05 07:12	BTC	Buy	61936.1→61341.2	-5.25	stop_loss
06-03 16:19	BTC	Buy	66353.3→66022.7	-2.94	timeout
05-27 04:10	BTC	Buy	75875.2→75657.8	-1.88	timeout
05-27 02:10	BTC	Buy	76010.2→75737.8	-2.24	timeout
05-27 00:10	BTC	Buy	75845.2→75949.8	+0.24	timeout
05-26 22:09	BTC	Buy	75964.2→75820.8	-1.40	timeout
05-26 20:09	BTC	Buy	75844.2→76064.8	+1.00	timeout
05-26 17:33	BTC	Buy	76487.2→75843.7	-4.66	stop_loss
05-26 14:06	BTC	Buy	77027.1→77160.9	+0.42	timeout
05-26 08:17	BTC	Buy	76565.2→76706.8	+0.48	timeout
05-26 06:17	BTC	Buy	76804.2→76824.8	-0.32	timeout
05-26 04:16	BTC	Buy	76537.2→76610.8	+0.03	timeout
05-26 02:16	BTC	Buy	76813.2→76718.8	-1.06	timeout
05-26 00:16	BTC	Buy	77260.1→77165.9	-1.06	timeout
05-25 22:16	BTC	Buy	77304.9→77384.1	+0.06	timeout
05-25 20:15	BTC	Buy	77436.9→77425.1	-0.53	timeout
05-25 18:15	BTC	Buy	77603.9→77600.1	-0.48	timeout
05-25 16:14	BTC	Buy	77677.9→77465.1	-1.83	timeout
05-25 14:15	BTC	Buy	77285.9→77461.1	+0.68	timeout
05-25 12:15	BTC	Buy	77411.9→77316.1	-1.07	timeout

Paper (trades.jsonl)

55

closed

36%

win rate

-45.02

total pnl ($)

-16.3 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	55	36%	-16.3	-45.02

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 55 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)