hl_vault_drawdown_reversal

92

closed trades

36%

win rate

-168.22

total pnl ($)

0.937

weight

7d window — n=19 wr=37% pnl=-31.44 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 17:26:08 (36.1d ago) · src: canon

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

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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

time	sym	side	entry→exit	pnl	close
06-18 21:47	BTC	Buy	62641.1→62900.9	+1.64	timeout
06-18 15:36	BTC	Buy	63899.2→63030.3	-7.23	stop_loss
06-18 14:05	BTC	Buy	64104.2→63808.8	-2.75	timeout
06-18 09:47	BTC	Buy	63873.2→64247.8	+2.47	timeout
06-18 05:04	BTC	Buy	64551.2→63672	-7.26	stop_loss
06-18 01:46	BTC	Buy	64164.2→64529.8	+2.39	timeout
06-17 18:05	BTC	Buy	65914.3→65016.2	-7.26	stop_loss
06-17 16:28	BTC	Buy	64917.2→66360.7	+10.67	take_profit
06-17 13:22	BTC	Buy	64918.2→64979.8	+0.01	timeout
06-17 08:44	BTC	Buy	65779.3→64884.3	-7.26	stop_loss
06-17 05:14	BTC	Buy	65766.3→65756.7	-0.53	timeout
06-17 01:19	BTC	Buy	65728.3→65566.7	-1.69	timeout
06-16 21:06	BTC	Buy	65725.3→65831.7	+0.34	timeout
06-16 14:23	BTC	Buy	66417.3→65513.9	-7.26	stop_loss
06-16 12:57	BTC	Buy	66903.3→66421.7	-4.06	timeout
06-16 08:51	BTC	Buy	65827.3→66754.7	+6.60	timeout
06-16 04:50	BTC	Buy	66333.3→65858.7	-4.02	timeout
06-16 00:50	BTC	Buy	66486.3→66325.7	-1.65	timeout
06-15 19:48	BTC	Buy	67137.4→66582.7	-4.59	timeout
06-14 09:00	BTC	Buy	64353.2→64428.8	+0.13	timeout
06-14 04:58	BTC	Buy	64517.2→64342.8	-1.80	timeout
06-14 00:57	BTC	Buy	64257.2→64517.8	+1.58	timeout
06-13 20:53	BTC	Buy	63957.2→64238.8	+1.75	timeout
06-13 16:52	BTC	Buy	64093.2→63906.8	-1.90	timeout
06-13 12:48	BTC	Buy	63853.2→64072.8	+1.26	timeout
06-13 08:44	BTC	Buy	63607.2→63864.8	+1.56	timeout
06-13 04:40	BTC	Buy	63602.2→63576.8	-0.65	timeout
06-13 00:39	BTC	Buy	63492.2→63586.8	+0.28	timeout
06-12 20:35	BTC	Buy	63785.2→63495.8	-2.72	timeout
06-12 16:33	BTC	Buy	63494.2→63900.8	+2.75	timeout
06-12 12:30	BTC	Buy	63467.2→63429.8	-0.76	timeout
06-12 06:33	BTC	Buy	63702.2→62834.4	-7.27	stop_loss
06-12 00:15	BTC	Buy	63510.2→63676.8	+0.84	timeout
06-11 20:16	BTC	Buy	62790.1→63488.8	+5.09	timeout
06-11 16:18	BTC	Buy	63156.2→62766.9	-3.56	timeout
06-11 12:13	BTC	Buy	62803.1→63149.8	+2.29	timeout
06-11 08:05	BTC	Buy	62595.1→62722.9	+0.55	timeout
06-11 03:59	BTC	Buy	61513.1→62702.9	+9.20	timeout
06-10 22:15	BTC	Buy	61936.1→61093.4	-7.25	stop_loss
06-10 17:29	BTC	Buy	62697.1→61841	-7.28	stop_loss
06-10 13:44	BTC	Buy	60978→62323.9	+10.58	take_profit
06-10 09:21	BTC	Buy	61681.1→60838.5	-7.27	stop_loss
06-09 22:22	BTC	Buy	61776.1→62016.9	+1.51	timeout
06-09 16:05	BTC	Buy	61760.1→60911.5	-7.33	stop_loss
06-09 14:16	BTC	Buy	62718.1→61862	-7.28	stop_loss
06-09 10:16	BTC	Buy	63329.2→62689.9	-5.49	timeout
06-09 06:12	BTC	Buy	62750.1→63377.8	+4.54	timeout
06-09 00:31	BTC	Buy	63477.2→62596.6	-7.39	stop_loss
06-08 22:06	BTC	Buy	63598.2→63470.8	-1.46	timeout
06-08 18:06	BTC	Buy	63656.2→63576.8	-1.09	timeout
06-07 12:30	BTC	Buy	62520.1→61884.9	-5.53	timeout
06-07 08:29	BTC	Buy	61540.1→62502.9	+7.38	timeout
06-06 22:31	BTC	Buy	60533→60429	-1.30	timeout
06-06 18:16	BTC	Buy	60897→60441	-4.19	timeout
06-06 14:16	BTC	Buy	60682→60899	+1.34	timeout
06-06 10:14	BTC	Buy	61127.1→60586	-4.88	timeout
06-06 04:14	BTC	Buy	60895→60066.9	-7.25	stop_loss
06-05 23:33	BTC	Buy	61316.1→60480.7	-7.26	stop_loss
06-05 18:43	BTC	Buy	60655→59830.1	-7.25	stop_loss
06-05 16:11	BTC	Buy	60647→59822.1	-7.25	stop_loss
06-05 12:01	BTC	Buy	62646.1→61789	-7.29	stop_loss
06-05 07:36	BTC	Buy	61241.1→62592.9	+10.59	take_profit
06-05 06:03	BTC	Buy	62884.1→62027.9	-7.25	stop_loss
06-05 02:25	BTC	Buy	63360.2→62878.9	-4.25	timeout
06-04 22:14	BTC	Buy	63139.2→63288.8	+0.74	timeout
06-04 17:40	BTC	Buy	63768.2→62901.4	-7.26	stop_loss
06-04 11:11	BTC	Buy	63002.1→62145.8	-7.24	stop_loss
06-04 10:27	BTC	Buy	63471.2→62582.6	-7.43	stop_loss
06-04 03:04	BTC	Buy	62297.1→63661.8	+10.50	take_profit
06-03 23:07	BTC	Buy	65305.3→64414.6	-7.27	stop_loss
06-03 20:26	BTC	Buy	65621.3→65560.7	-0.92	timeout
06-03 14:35	BTC	Buy	67290.4→66806.7	-4.05	timeout
06-03 08:31	BTC	Buy	66340.3→67041.6	+4.81	timeout
06-03 03:24	BTC	Buy	66441.3→66406.7	-0.71	timeout
06-02 19:31	BTC	Buy	67602.4→66563.4	-8.14	stop_loss
06-02 14:23	BTC	Buy	68904.4→67962.6	-7.29	stop_loss
06-02 11:08	BTC	Buy	69925.5→69543.5	-3.21	timeout
06-02 07:02	BTC	Buy	70720.5→69838.4	-6.70	stop_loss
06-02 02:07	BTC	Buy	71178.4→70294.6	-6.67	stop_loss
06-01 23:55	BTC	Buy	71527.4→71456.6	-0.97	timeout
05-27 13:38	BTC	Buy	75943.2→74998.2	-6.67	stop_loss
05-27 11:18	BTC	Buy	75777.2→75949.8	+0.71	timeout
05-27 07:18	BTC	Buy	75822.2→75752.8	-0.89	timeout
05-27 03:17	BTC	Buy	75887.2→75815.8	-0.91	timeout
05-26 23:18	BTC	Buy	75809.2→75894.8	+0.11	timeout
05-26 15:16	BTC	Buy	77261.1→76878.8	-2.93	timeout
05-26 11:16	BTC	Buy	76627.2→77266.9	+3.72	timeout
05-26 07:15	BTC	Buy	76536.2→76639.8	+0.23	timeout
05-26 03:15	BTC	Buy	77258.1→76535.8	-5.13	timeout
05-25 23:15	BTC	Buy	77436.9→77258.1	-1.62	timeout
05-25 19:15	BTC	Buy	77633.9→77452.1	-1.65	timeout
05-25 15:15	BTC	Buy	77411.9→77637.1	+0.99	timeout

Paper (trades.jsonl)

92

closed

36%

win rate

-168.22

total pnl ($)

-36.5 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	92	36%	-36.5	-168.22

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 92 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)