hl_vault_drawdown_bounce_long

77

closed trades

35%

win rate

-51.31

total pnl ($)

1.042

weight

7d window — n=25 wr=36% pnl=-19.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 04:23:52 (31.7d ago) · src: canon

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

n: 38 · wr: 44.7% · total_bps: -347.6 · mean_bps: -9.15 · sharpe: -0.27 · max_dd_bps: -459.7

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

time	sym	side	entry→exit	pnl	close
06-16 23:22	BTC	Buy	65775.3→65642.7	-1.46	timeout
06-16 22:20	BTC	Buy	65746.3→65819.7	+0.10	timeout
06-16 20:57	BTC	Buy	65561.3→65829.7	+1.59	timeout
06-16 19:57	BTC	Buy	65832.3→65554.7	-2.56	timeout
06-16 18:52	BTC	Buy	65988.3→65847.7	-1.52	timeout
06-16 17:50	BTC	Buy	65703.3→65928.7	+1.26	timeout
06-16 16:47	BTC	Buy	65707.3→65751.7	-0.12	timeout
06-16 15:46	BTC	Buy	65694.3→65750.7	-0.02	timeout
06-16 14:23	BTC	Buy	66085.3→65438	-5.35	stop_loss
06-16 13:11	BTC	Buy	66625.3→65985.7	-5.25	stop_loss
06-16 12:35	BTC	Buy	66367.3→66743.7	+2.38	timeout
06-16 11:32	BTC	Buy	66595.3→66400.7	-1.91	timeout
06-16 10:29	BTC	Buy	66599.3→66623.7	-0.27	timeout
06-16 09:25	BTC	Buy	66493.3→66629.7	+0.58	timeout
06-16 08:20	BTC	Buy	66415.3→66405.7	-0.52	timeout
06-16 07:18	BTC	Buy	66223.3→66404.7	+0.92	timeout
06-16 06:15	BTC	Buy	65949.3→66133.7	+0.95	timeout
06-16 05:14	BTC	Buy	66120.3→66015.7	-1.24	timeout
06-16 04:08	BTC	Buy	65730.3→66159.7	+2.82	timeout
06-16 02:28	BTC	Buy	66307.3→65667.9	-5.27	stop_loss
06-16 02:01	BTC	Buy	66259.3→66269.7	-0.37	timeout
06-16 00:56	BTC	Buy	66326.3→66231.7	-1.16	timeout
06-15 23:53	BTC	Buy	66224.3→66313.7	+0.22	timeout
06-15 22:51	BTC	Buy	66402.3→66232.7	-1.73	timeout
06-15 21:51	BTC	Buy	66502.3→66395.7	-1.25	timeout
06-10 15:16	BTC	Buy	61960.1→61922.9	-0.75	timeout
06-10 13:49	BTC	Buy	61482.1→62401.9	+7.03	take_profit
06-10 13:06	BTC	Buy	61128.1→61545.9	+2.97	timeout
06-10 12:01	BTC	Buy	61338.1→60943	-3.67	timeout
06-10 10:57	BTC	Buy	61358.1→61326.9	-0.70	timeout
06-10 09:21	BTC	Buy	61292.1→60700.6	-5.27	stop_loss
06-10 08:50	BTC	Buy	61679.1→61213.9	-4.21	timeout
06-09 20:11	BTC	Buy	61793.1→62016.9	+1.36	timeout
06-09 19:06	BTC	Buy	61726.1→61782.9	+0.01	timeout
06-09 18:04	BTC	Buy	61573.1→61600.9	-0.23	timeout
06-09 17:02	BTC	Buy	61155.1→61487.9	+2.27	timeout
06-09 16:00	BTC	Buy	61465.1→61139.9	-3.10	timeout
06-06 15:02	BTC	Buy	60859→60679	-1.93	timeout
06-06 14:00	BTC	Buy	60970→60770	-2.09	timeout
06-06 12:57	BTC	Buy	60759→61005.9	+1.58	timeout
06-06 11:58	BTC	Buy	60526→60753	+1.43	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
05-25 17:15	BTC	Buy	77514.9→77595.1	+0.06	timeout
05-25 16:16	BTC	Buy	77634.9→77507.1	-1.28	timeout
05-25 15:16	BTC	Buy	77454.9→77633.1	+0.70	timeout
05-25 14:15	BTC	Buy	77285.9→77461.1	+0.68	timeout
05-25 13:15	BTC	Buy	77317.9→77278.1	-0.71	timeout
05-25 12:15	BTC	Buy	77411.9→77315.1	-1.08	timeout

Paper (trades.jsonl)

77

closed

35%

win rate

-51.31

total pnl ($)

-13.3 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	77	35%	-13.3	-51.31

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 77 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)