hl_vault_drawdown_bounce · strategy

106

closed trades

35%

win rate

-86.19

total pnl ($)

1.250

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 21:56 (30.1d ago) · src: backtest-gate-results.jsonl

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

n: 28 · wr: 53.6% · total_bps: -104.0 · mean_bps: -3.71 · sharpe: -0.10 · max_dd_bps: -235.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=229.16

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-17 00:13	BTC	Buy	65723.3→65747.7	-0.27	timeout
06-16 23:09	BTC	Buy	65743.3→65760.7	-0.32	timeout
06-16 22:10	BTC	Buy	65865.3→65746.7	-1.35	timeout
06-16 21:03	BTC	Buy	65634.3→65832.7	+1.06	timeout
06-16 20:06	BTC	Buy	65648.3→65598.7	-0.83	timeout
06-16 19:01	BTC	Buy	65946.3→65741.7	-2.00	timeout
06-16 17:55	BTC	Buy	65700.3→65912.7	+1.16	timeout
06-16 16:52	BTC	Buy	65903.3→65714.7	-1.89	timeout
06-16 15:52	BTC	Buy	65700.3→65876.7	+0.89	timeout
06-16 14:23	BTC	Buy	66106.3→65472	-5.25	stop_loss
06-16 13:45	BTC	Buy	66435.3→66121.7	-2.81	timeout
06-16 12:45	BTC	Buy	66370.3→66433.7	+0.02	timeout
06-16 11:43	BTC	Buy	66574.3→66365.7	-2.02	timeout
06-16 10:41	BTC	Buy	66629.3→66558.7	-0.98	timeout
06-16 09:38	BTC	Buy	66516.3→66578.7	+0.02	timeout
06-16 08:27	BTC	Buy	66324.3→66479.7	+0.72	timeout
06-16 07:24	BTC	Buy	66208.3→66339.7	+0.55	timeout
06-16 06:21	BTC	Buy	66037.3→66175.7	+0.60	timeout
06-16 05:20	BTC	Buy	66077.3→66040.7	-0.73	timeout
06-16 04:11	BTC	Buy	65764.3→66164.7	+2.60	timeout
06-16 03:11	BTC	Buy	66122.3→65757.7	-3.21	timeout
06-16 02:06	BTC	Buy	66329.3→66280.7	-0.82	timeout
06-16 00:59	BTC	Buy	66297.3→66211.7	-1.09	timeout
06-15 23:53	BTC	Buy	66222.3→66316.7	+0.26	timeout
06-15 22:53	BTC	Buy	66396.3→66215.7	-1.81	timeout
06-15 21:53	BTC	Buy	66528.3→66391.7	-1.48	timeout
06-10 15:19	BTC	Buy	61882.1→62007.9	+0.56	timeout
06-10 13:49	BTC	Buy	61497.1→62413.9	+7.00	take_profit
06-10 13:06	BTC	Buy	61119.1→61539.9	+2.99	timeout
06-10 12:01	BTC	Buy	61343.1→60954	-3.62	timeout
06-10 10:56	BTC	Buy	61369.1→61333.9	-0.73	timeout
06-10 09:21	BTC	Buy	61291.1→60702.6	-5.25	stop_loss
06-10 08:50	BTC	Buy	61681.1→61204.9	-4.30	timeout
06-09 19:59	BTC	Buy	61767.1→62016.9	+1.57	timeout
06-09 18:56	BTC	Buy	61712.1→61683.9	-0.68	timeout
06-09 17:54	BTC	Buy	61216.1→61666.9	+3.23	timeout
06-09 16:57	BTC	Buy	61025.1→61341.9	+2.14	timeout
06-09 16:02	BTC	Buy	61367.1→61125.9	-2.42	timeout
06-06 14:44	BTC	Buy	60840→60941	+0.38	timeout
06-06 13:43	BTC	Buy	60803→60845	-0.10	timeout
06-06 12:42	BTC	Buy	60830→60721	-1.34	timeout
06-06 11:38	BTC	Buy	60287→60770	+3.56	timeout
06-06 10:10	BTC	Buy	61226.1→60636.6	-5.26	stop_loss
06-06 09:34	BTC	Buy	61303.1→61242.9	-0.94	timeout
06-06 08:33	BTC	Buy	60909→61298.9	+2.75	timeout
06-06 07:31	BTC	Buy	60972→60866	-1.32	timeout
06-06 06:29	BTC	Buy	60738→60997.9	+1.69	timeout
06-06 05:23	BTC	Buy	59989→60883	+7.00	take_profit
06-06 04:13	BTC	Buy	60713→60108.9	-5.43	stop_loss
06-06 03:21	BTC	Buy	60758→60808	-0.04	timeout
06-06 02:20	BTC	Buy	61040.1→60704	-3.20	timeout
06-06 01:17	BTC	Buy	61463.1→61084.9	-3.53	timeout
06-05 23:25	BTC	Buy	61433.1→60843.5	-5.25	stop_loss
06-05 23:11	BTC	Buy	61454.1→61442.9	-0.54	timeout
06-05 22:06	BTC	Buy	61846.1→61252.3	-5.25	stop_loss
06-05 20:50	BTC	Buy	60736→61640.9	+7.00	take_profit
06-05 19:46	BTC	Buy	59367→60252	+7.00	take_profit
06-05 18:26	BTC	Buy	60766→60182.9	-5.25	stop_loss
06-05 17:24	BTC	Buy	61289.1→60696.6	-5.28	stop_loss
06-05 16:15	BTC	Buy	60207→61119.9	+7.13	take_profit
06-05 15:38	BTC	Buy	60799→60208.9	-5.30	stop_loss
06-05 15:23	BTC	Buy	60662→60725	+0.07	timeout
06-05 13:49	BTC	Buy	62022.1→61419.2	-5.31	stop_loss
06-05 12:34	BTC	Buy	62322.1→61717	-5.30	stop_loss
06-05 12:01	BTC	Buy	62324.1→61723	-5.27	stop_loss
06-05 11:01	BTC	Buy	62897.1→62420.9	-4.24	timeout
06-05 10:00	BTC	Buy	62463.1→62902.9	+3.07	timeout
06-05 08:54	BTC	Buy	62921.1→62380.9	-4.74	timeout
06-05 07:12	BTC	Buy	61927.1→61332.3	-5.25	stop_loss
06-03 16:17	BTC	Buy	66420.3→66167.7	-2.35	timeout
05-27 04:17	BTC	Buy	75809.2→75534.8	-2.26	timeout
05-27 03:17	BTC	Buy	75772.2→75830.8	-0.06	timeout
05-27 02:15	BTC	Buy	76000.2→75799.8	-1.77	timeout
05-27 01:16	BTC	Buy	75861.2→76007.8	+0.52	timeout
05-27 00:15	BTC	Buy	75852.2→75949.8	+0.19	timeout
05-26 23:15	BTC	Buy	75709.2→75861.8	+0.56	timeout
05-26 22:15	BTC	Buy	75851.2→75760.8	-1.05	timeout
05-26 21:14	BTC	Buy	76077.2→75836.8	-2.03	timeout
05-26 20:13	BTC	Buy	75823.2→76065.8	+1.15	timeout
05-26 19:11	BTC	Buy	75922.2→75825.8	-1.09	timeout
05-26 17:31	BTC	Buy	76519.2→75875.7	-4.66	stop_loss
05-26 17:10	BTC	Buy	76352.2→76509.8	+0.58	timeout
05-26 15:07	BTC	Buy	77203.1→76760.8	-3.32	timeout
05-26 14:06	BTC	Buy	77027.1→77145.9	+0.32	timeout
05-26 09:20	BTC	Buy	76740.2→76741.8	-0.44	timeout
05-26 08:20	BTC	Buy	76628.2→76745.8	+0.32	timeout
05-26 07:19	BTC	Buy	76810.2→76633.8	-1.60	timeout
05-26 06:19	BTC	Buy	76803.2→76817.8	-0.35	timeout
05-26 05:18	BTC	Buy	76579.2→76805.8	+1.03	timeout
05-26 04:18	BTC	Buy	76536.2→76586.8	-0.12	timeout
05-26 03:18	BTC	Buy	76696.2→76546.8	-1.42	timeout
05-26 02:18	BTC	Buy	76816.2→76691.8	-1.26	timeout
05-26 01:17	BTC	Buy	77120.1→76807.8	-2.47	timeout
05-26 00:17	BTC	Buy	77245.1→77162.9	-0.98	timeout
05-25 23:18	BTC	Buy	77310.1→77252.9	-0.82	timeout
05-25 22:17	BTC	Buy	77285.9→77336.1	-0.13	timeout
05-25 21:18	BTC	Buy	77418.9→77278.1	-1.36	timeout
05-25 20:17	BTC	Buy	77430.9→77411.1	-0.58	timeout
05-25 19:16	BTC	Buy	77607.9→77430.1	-1.60	timeout
05-25 18:16	BTC	Buy	77604.9→77600.1	-0.49	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

35%

win rate

-86.19

total pnl ($)

-16.2 bps

avg bps net

Live (dry_run=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	106	35%	-16.2	-86.19

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…