428
closed trades
34%
win rate
-691.61
total pnl ($)
1.218
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:08:01 (37.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tw
n: 204
· wr: 36.3%
· total_bps: -1711.5
· mean_bps: -8.39
· sharpe: -0.22
· max_dd_bps: -2282.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 15:57 | BTC | Buy | 62873.1→62269.7 | -7.87 | stop_loss |
| 06-18 15:17 | BTC | Buy | 63923.2→63305.2 | -7.91 | stop_loss |
| 06-18 15:17 | BTC | Buy | 63997.2→63375.1 | -7.94 | stop_loss |
| 06-18 14:27 | BTC | Buy | 64143.2→63889.8 | -3.60 | timeout |
| 06-18 13:55 | BTC | Buy | 63934.2→64078.8 | +1.02 | timeout |
| 06-18 13:47 | BTC | Buy | 64389.2→63770.9 | -7.88 | stop_loss |
| 06-18 12:42 | BTC | Buy | 64014.2→64203.8 | +1.55 | timeout |
| 06-18 12:04 | BTC | Buy | 64156.2→63987.8 | -2.64 | timeout |
| 06-18 11:27 | BTC | Buy | 64267.2→63917.8 | -4.76 | timeout |
| 06-18 10:23 | BTC | Buy | 64471.2→63849.9 | -7.91 | stop_loss |
| 06-18 10:06 | BTC | Buy | 64400.2→64087.8 | -4.32 | timeout |
| 06-18 09:00 | BTC | Buy | 64070.2→64337.8 | +2.44 | timeout |
| 06-18 08:25 | BTC | Buy | 63907.2→64539.8 | +6.74 | timeout |
| 06-18 07:52 | BTC | Buy | 63855.2→64418.8 | +5.94 | timeout |
| 06-18 07:17 | BTC | Buy | 63940.2→64147.8 | +1.76 | timeout |
| 06-18 06:33 | BTC | Buy | 63908.2→64023.8 | +0.68 | timeout |
| 06-18 05:08 | BTC | Buy | 64252.2→63634 | -7.89 | stop_loss |
| 06-18 04:11 | BTC | Buy | 64445.2→63825.9 | -7.88 | stop_loss |
| 06-18 04:08 | BTC | Buy | 64698.2→64076.7 | -7.88 | stop_loss |
| 06-18 03:59 | BTC | Buy | 64526.2→64235.8 | -4.05 | timeout |
| 06-18 03:11 | BTC | Buy | 64762.2→64498.8 | -3.73 | timeout |
| 06-18 02:39 | BTC | Buy | 64491.2→64707.8 | +1.84 | timeout |
| 06-18 02:01 | BTC | Buy | 64503.2→64559.8 | -0.02 | timeout |
| 06-18 01:16 | BTC | Buy | 64362.2→64661.8 | +2.81 | timeout |
| 06-18 00:45 | BTC | Buy | 64237.2→64566.8 | +3.16 | timeout |
| 06-17 23:57 | BTC | Buy | 64178.2→64410.8 | +2.03 | timeout |
| 06-17 23:25 | BTC | Buy | 64299.2→64466.8 | +1.28 | timeout |
| 06-17 22:53 | BTC | Buy | 64264.2→64356.8 | +0.40 | timeout |
| 06-17 22:03 | BTC | Buy | 64369.2→63893.8 | -6.21 | timeout |
| 06-17 21:31 | BTC | Buy | 64562.2→64252.8 | -4.27 | timeout |
| 06-17 19:19 | BTC | Buy | 65339.3→64699.4 | -8.02 | stop_loss |
| 06-17 19:18 | BTC | Buy | 65493.3→64864.3 | -7.88 | stop_loss |
| 06-17 18:04 | BTC | Buy | 65891.3→65253.1 | -7.94 | stop_loss |
| 06-17 18:00 | BTC | Buy | 65963.3→65326.1 | -7.92 | stop_loss |
| 06-17 18:00 | BTC | Buy | 66042.3→65408 | -7.88 | stop_loss |
| 06-17 01:12 | BTC | Buy | 65716.3→65738.7 | -0.42 | timeout |
| 06-17 00:37 | BTC | Buy | 65701.3→65791.7 | +0.35 | timeout |
| 06-17 00:03 | BTC | Buy | 65718.3→65696.7 | -0.93 | timeout |
| 06-16 23:01 | BTC | Buy | 65852.3→65789.7 | -1.40 | timeout |
| 06-16 22:06 | BTC | Buy | 65599.3→65724.7 | +0.75 | timeout |
| 06-16 21:33 | BTC | Buy | 65684.3→65695.7 | -0.56 | timeout |
| 06-16 21:01 | BTC | Buy | 65791.3→65845.7 | -0.07 | timeout |
| 06-16 20:27 | BTC | Buy | 65879.3→65697.7 | -2.75 | timeout |
| 06-16 19:34 | BTC | Buy | 65740.3→65673.7 | -1.45 | timeout |
| 06-16 18:40 | BTC | Buy | 65789.3→65802.7 | -0.53 | timeout |
| 06-16 18:07 | BTC | Buy | 65806.3→66106.7 | +2.74 | timeout |
| 06-16 17:34 | BTC | Buy | 65820.3→65784.7 | -1.09 | timeout |
| 06-16 17:01 | BTC | Buy | 65644.3→65771.7 | +0.77 | timeout |
| 06-16 16:17 | BTC | Buy | 65858.3→65730.7 | -2.14 | timeout |
| 06-16 14:23 | BTC | Buy | 66101.3→65465 | -7.90 | stop_loss |
| 06-16 14:23 | BTC | Buy | 66222.3→65581.9 | -7.93 | stop_loss |
| 06-16 14:16 | BTC | Buy | 66448.3→65807.8 | -7.91 | stop_loss |
| 06-16 13:51 | BTC | Buy | 66427.3→66116.7 | -4.19 | timeout |
| 06-16 13:06 | BTC | Buy | 66513.3→66315.7 | -2.91 | timeout |
| 06-16 12:35 | BTC | Buy | 66621.3→66733.7 | +0.58 | timeout |
| 06-16 12:04 | BTC | Buy | 66487.3→66395.7 | -1.72 | timeout |
| 06-16 11:28 | BTC | Buy | 66605.3→66458.7 | -2.34 | timeout |
| 06-16 10:39 | BTC | Buy | 66506.3→66619.7 | +0.59 | timeout |
| 06-16 09:53 | BTC | Buy | 66334.3→66531.7 | +1.55 | timeout |
| 06-16 09:22 | BTC | Buy | 66382.3→66614.7 | +1.95 | timeout |
| 06-16 08:46 | BTC | Buy | 66423.3→66549.7 | +0.75 | timeout |
| 06-16 08:16 | BTC | Buy | 66138.3→66462.7 | +3.00 | timeout |
| 06-16 07:22 | BTC | Buy | 66038.3→66375.7 | +3.17 | timeout |
| 06-16 06:39 | BTC | Buy | 65831.3→66436.7 | +6.23 | timeout |
| 06-16 06:09 | BTC | Buy | 66157.3→66092.7 | -1.40 | timeout |
| 06-16 05:39 | BTC | Buy | 66027.3→66071.7 | -0.16 | timeout |
| 06-16 05:08 | BTC | Buy | 65734.3→65927.7 | +1.54 | timeout |
| 06-16 04:14 | BTC | Buy | 66042.3→66113.7 | +0.14 | timeout |
| 06-16 02:28 | BTC | Buy | 66312.3→65671.9 | -7.92 | stop_loss |
| 06-16 02:28 | BTC | Buy | 66325.3→65687.9 | -7.88 | stop_loss |
| 06-16 02:28 | BTC | Buy | 66334.3→65695.8 | -7.89 | stop_loss |
| 06-16 01:56 | BTC | Buy | 66333.3→66306.7 | -0.98 | timeout |
| 06-16 00:54 | BTC | Buy | 66208.3→66288.7 | +0.24 | timeout |
| 06-16 00:23 | BTC | Buy | 66279.3→66256.7 | -0.93 | timeout |
| 06-15 23:52 | BTC | Buy | 66409.3→66302.7 | -1.87 | timeout |
| 06-15 23:21 | BTC | Buy | 66509.3→66157.7 | -4.63 | timeout |
| 06-15 22:50 | BTC | Buy | 66482.3→66181.7 | -4.07 | timeout |
| 06-13 18:09 | BTC | Buy | 64084.2→64047.8 | -1.10 | timeout |
| 06-13 17:37 | BTC | Buy | 64294.2→64089.8 | -3.06 | timeout |
| 06-13 17:05 | BTC | Buy | 64265.2→63954.8 | -4.30 | timeout |
| 06-13 16:34 | BTC | Buy | 64147.2→63992.8 | -2.48 | timeout |
| 06-13 16:03 | BTC | Buy | 64132.2→64185.8 | -0.05 | timeout |
| 06-13 15:28 | BTC | Buy | 64200.2→64266.8 | +0.10 | timeout |
| 06-13 14:54 | BTC | Buy | 64078.2→64198.8 | +0.73 | timeout |
| 06-13 14:19 | BTC | Buy | 63932.2→64148.8 | +1.86 | timeout |
| 06-11 06:46 | BTC | Buy | 62671.1→62837.9 | +1.30 | timeout |
| 06-11 06:10 | BTC | Buy | 62635.1→62643.9 | -0.59 | timeout |
| 06-11 05:34 | BTC | Buy | 62463.1→62617.9 | +1.16 | timeout |
| 06-11 04:57 | BTC | Buy | 62184.1→62721.9 | +5.79 | timeout |
| 06-11 04:21 | BTC | Buy | 62099.1→62603.9 | +5.40 | timeout |
| 06-11 03:45 | BTC | Buy | 62225.1→62423.9 | +1.70 | timeout |
| 06-11 03:10 | BTC | Buy | 61938.1→62063.9 | +0.84 | timeout |
| 06-11 02:36 | BTC | Buy | 61770.1→61968.9 | +1.73 | timeout |
| 06-11 02:02 | BTC | Buy | 61607.1→62226.9 | +6.86 | timeout |
| 06-11 01:31 | BTC | Buy | 61521.1→62117.9 | +6.60 | timeout |
| 06-11 00:58 | BTC | Buy | 61391.1→61829.9 | +4.68 | timeout |
| 06-11 00:27 | BTC | Buy | 61243.1→61831.9 | +6.53 | timeout |
| 06-10 23:55 | BTC | Buy | 61220.1→61508.9 | +2.87 | timeout |
| 06-10 23:24 | BTC | Buy | 61513.1→61426.9 | -1.72 | timeout |
| 06-10 22:15 | BTC | Buy | 61697.1→61104.4 | -7.88 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
428
closed
34%
win rate
-691.61
total pnl ($)
-21.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 428 | 34% | -21.5 | -691.61 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 19:03 | BTC | Sell | -0.92 | BTC was consolidating with minimal directional momentum at close—up just 0.14% in the prior hour and essentially flat over 24h—while funding rates remained deeply negative at -0.10%, signaling short overcrowding. The contrarian mean-reversion short thesis f… |
| 05-02 18:33 | BTC | Sell | -0.38 | The market was in a tight consolidation phase at close, with BTC down 0.10% over 24 hours and funding rates near zero, indicating balanced positioning with no momentum conviction. The contrarian mean-reversion sell thesis failed because the price never mean… |
| 05-02 18:02 | BTC | Sell | +0.21 | At close, Bitcoin was trading sideways to slightly down ($78,331, -0.09% 1h, -0.23% 24h) with negative funding rates (-0.001878%), signaling overbought conditions and short-biased positioning. The contrarian mean-reversion short thesis worked partially: the… |
| 05-02 17:31 | BTC | Sell | -1.55 | # Trade Analysis: BTC Short (hl_vault_contrarian_mean_reversion) At close, Bitcoin was trading sideways at $78,464 with minimal intraday momentum (1h: flat, 24h: +0.04%), trapped in a narrow range that offered no directional conviction for mean-reversion t… |
| 05-02 17:00 | BTC | Sell | -1.02 | The Bitcoin market was near the entry level at close ($78,406 vs. $78,384 entry), showing minimal directional movement with slight downside over the 1-hour period (-0.13%), suggesting mean-reversion conditions persisted but without decisive directional conv… |
| 05-02 16:29 | BTC | Sell | -1.76 | At close, BTC traded sideways at $78,454 with minimal directional pressure (1h=+0.08%, 24h=+0.28%), while negative funding rates (-0.004545%) signaled mild bearish positioning that failed to sustain downside momentum. The contrarian mean-reversion short the… |
| 05-02 15:59 | BTC | Sell | -1.83 | # Trade Close Analysis **Market Context:** Bitcoin was trading flat to slightly negative in the 1-hour and 24-hour timeframes ($78,452, +0.02% 1h, -0.12% 24h) with negative funding rates (-0.57%), indicating short positioning was being paid to hold, while … |
| 05-02 15:28 | BTC | Sell | -1.36 | BTC was essentially flat to slightly negative across all timeframes (1h: +0.02%, 24h: -0.31%), exhibiting low volatility with funding rates deep in negative territory (-0.39 bps), suggesting weak demand for leveraged long positions. The short-biased contrar… |
| 05-02 14:57 | BTC | Sell | -2.76 | # Trade Analysis: tick-1777726643 BTC was consolidating with minimal directional conviction at close—up just 0.09% on the 1-hour and 0.27% over 24 hours—creating a tight-range environment that favored mean reversion. The contrarian short thesis failed beca… |
| 05-02 14:27 | BTC | Sell | -2.23 | At close, Bitcoin held $78,405 with negligible intraday momentum (1h: +0.14%, 24h: +0.33%) and negative funding (-0.37%) signaling reduced leverage appetite in a range-bound market. The contrarian mean-reversion short thesis failed because BTC rallied 161.8… |