hl_vault_drawdown_reversion_long · strategy

174

closed trades

31%

win rate

-331.37

total pnl ($)

1.253

weight

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

Backtest evidence run: 2026-06-03 13:30:09 (25.3d ago) · src: canon

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

n: 76 · wr: 32.9% · total_bps: -1115.0 · mean_bps: -14.67 · sharpe: -0.25 · max_dd_bps: -1283.4

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 15:51	BTC	Buy	63407.2→62535.6	-7.33	stop_loss
06-18 15:37	BTC	Buy	63790.2→62886.4	-7.53	stop_loss
06-18 15:36	BTC	Buy	63937.2→63067.3	-7.25	stop_loss
06-18 15:14	BTC	Buy	64378.2→63503.1	-7.25	stop_loss
06-18 15:07	BTC	Buy	64075.2→63622.8	-3.98	timeout
06-18 14:06	BTC	Buy	64104.2→63805.8	-2.78	timeout
06-18 13:04	BTC	Buy	64337.2→64304.8	-0.71	timeout
06-18 11:59	BTC	Buy	64477.2→63947.8	-4.57	timeout
06-18 10:58	BTC	Buy	64077.2→64080.8	-0.44	timeout
06-18 09:58	BTC	Buy	63950.2→64173.8	+1.29	timeout
06-18 08:50	BTC	Buy	63798.2→64463.8	+4.76	timeout
06-18 07:49	BTC	Buy	64301.2→64450.8	+0.72	timeout
06-18 05:08	BTC	Buy	64501.2→63624	-7.25	stop_loss
06-18 04:48	BTC	Buy	64575.2→63821.8	-6.29	timeout
06-18 04:11	BTC	Buy	64693.2→63808.9	-7.29	stop_loss
06-18 03:44	BTC	Buy	64411.2→64230.8	-1.85	timeout
06-18 02:41	BTC	Buy	64336.2→64707.8	+2.43	timeout
06-18 01:38	BTC	Buy	64342.2→64585.8	+1.43	timeout
06-18 00:36	BTC	Buy	64434.2→64529.8	+0.29	timeout
06-17 23:39	BTC	Buy	64300.2→64397.8	+0.31	timeout
06-17 19:29	BTC	Buy	65323.3→64431.5	-7.28	stop_loss
06-17 18:05	BTC	Buy	65914.3→65017.2	-7.26	stop_loss
06-17 18:05	BTC	Buy	65929.3→65031.2	-7.26	stop_loss
06-17 03:07	BTC	Buy	65744.3→65831.7	+0.21	timeout
06-17 02:02	BTC	Buy	65707.3→65892.7	+0.95	timeout
06-17 01:04	BTC	Buy	65837.3→65765.7	-1.00	timeout
06-16 23:57	BTC	Buy	65561.3→65602.7	-0.15	timeout
06-16 22:58	BTC	Buy	65833.3→65744.7	-1.14	timeout
06-16 21:55	BTC	Buy	65918.3→65744.7	-1.78	timeout
06-16 20:50	BTC	Buy	65712.3→65800.7	+0.21	timeout
06-16 19:47	BTC	Buy	65727.3→65633.7	-1.18	timeout
06-16 18:46	BTC	Buy	65694.3→65825.7	+0.54	timeout
06-16 17:41	BTC	Buy	66082.3→65715.7	-3.24	timeout
06-16 14:23	BTC	Buy	66367.3→65464	-7.27	stop_loss
06-16 14:18	BTC	Buy	66594.3→65684.9	-7.29	stop_loss
06-16 14:18	BTC	Buy	66625.3→65716.8	-7.27	stop_loss
06-16 13:29	BTC	Buy	66598.3→66017.7	-4.82	timeout
06-16 12:27	BTC	Buy	66502.3→66556.7	-0.06	timeout
06-16 11:20	BTC	Buy	66396.3→66550.7	+0.70	timeout
06-16 10:17	BTC	Buy	66163.3→66583.7	+2.72	timeout
06-16 09:16	BTC	Buy	65941.3→66682.7	+5.17	timeout
06-16 08:14	BTC	Buy	66120.3→66458.7	+2.12	timeout
06-16 07:08	BTC	Buy	65717.3→66405.7	+4.80	timeout
06-16 06:07	BTC	Buy	66292.3→66110.7	-1.81	timeout
06-16 05:02	BTC	Buy	66264.3→65896.7	-3.22	timeout
06-16 03:55	BTC	Buy	66325.3→66064.7	-2.41	timeout
06-16 02:53	BTC	Buy	66223.3→65783.7	-3.77	timeout
06-16 01:51	BTC	Buy	66394.3→66374.7	-0.60	timeout
06-16 00:51	BTC	Buy	66502.3→66265.7	-2.22	timeout
06-13 19:30	BTC	Buy	64284.2→64159.8	-1.42	timeout
06-13 18:26	BTC	Buy	64125.2→64137.8	-0.36	timeout
06-13 17:21	BTC	Buy	64137.2→64010.8	-1.44	timeout
06-13 16:18	BTC	Buy	63926.2→64011.8	+0.22	timeout
06-11 10:16	BTC	Buy	62838.1→62879.9	-0.14	timeout
06-11 09:09	BTC	Buy	62586.1→62823.9	+1.43	timeout
06-11 08:04	BTC	Buy	62634.1→62738.9	+0.37	timeout
06-11 06:59	BTC	Buy	62136.1→62740.9	+4.39	timeout
06-11 05:53	BTC	Buy	62248.1→62630.9	+2.60	timeout
06-11 04:42	BTC	Buy	61857.1→62604.9	+5.57	timeout
06-11 03:40	BTC	Buy	61469.1→62356.9	+6.75	timeout
06-11 02:34	BTC	Buy	61341.1→61941.9	+4.44	timeout
06-11 01:31	BTC	Buy	61626.1→62093.9	+3.34	timeout
06-10 23:29	BTC	Buy	61758.1→61530.9	-2.29	timeout
06-10 22:20	BTC	Buy	61893.1→61050.4	-7.26	stop_loss
06-10 22:17	BTC	Buy	61921.1→61079.4	-7.25	stop_loss
06-10 21:19	BTC	Buy	62121.1→61576.9	-4.83	timeout
06-10 20:19	BTC	Buy	62295.1→61814.9	-4.31	timeout
06-10 19:18	BTC	Buy	61916.1→61697.9	-2.22	timeout
06-10 18:14	BTC	Buy	62027.1→61929.9	-1.24	timeout
06-10 17:11	BTC	Buy	61502.1→62065.9	+4.12	timeout
06-10 15:46	BTC	Buy	61126.1→62464.9	+10.49	take_profit
06-10 15:00	BTC	Buy	61340.1→62213.9	+6.67	timeout
06-10 13:57	BTC	Buy	61359.1→62196.9	+6.37	timeout
06-10 12:52	BTC	Buy	61301.1→61632.9	+2.26	timeout
06-10 09:21	BTC	Buy	61680.1→60838.5	-7.26	stop_loss
06-09 23:11	BTC	Buy	61783.9→62023.1	+1.50	timeout
06-09 22:07	BTC	Buy	61731.9→62023.1	+1.92	timeout
06-09 21:03	BTC	Buy	61562.9→62023.1	+3.30	timeout
06-09 20:01	BTC	Buy	61121.9→62023.1	+6.93	timeout
06-09 19:00	BTC	Buy	61453.9→61735.1	+1.82	timeout
06-06 17:44	BTC	Buy	60833→60666	-1.82	timeout
06-06 16:43	BTC	Buy	60797→60703	-1.21	timeout
06-06 15:42	BTC	Buy	60833→60848	-0.33	timeout
06-06 14:38	BTC	Buy	60295→60906	+4.62	timeout
06-06 11:33	BTC	Buy	60903→60758	-1.63	timeout
06-06 10:31	BTC	Buy	60964→60199	-6.73	timeout
06-06 10:30	BTC	Buy	61230.9→60463.2	-6.72	stop_loss
06-06 10:19	BTC	Buy	61295.9→60534.3	-6.67	stop_loss
06-06 09:30	BTC	Buy	60724→61240.1	+3.79	timeout
06-06 06:03	BTC	Buy	59853→61177.1	+10.61	take_profit
06-06 04:27	BTC	Buy	60690→59933.9	-6.68	stop_loss
06-06 04:15	BTC	Buy	60793→60034	-6.69	stop_loss
06-06 04:12	BTC	Buy	61051.9→60294.1	-6.66	stop_loss
06-06 02:18	BTC	Buy	61488.9→60725.4	-6.66	stop_loss
06-05 23:33	BTC	Buy	61312.9→60547.3	-6.70	stop_loss
06-05 23:33	BTC	Buy	61403.9→60639.3	-6.68	stop_loss
06-05 23:22	BTC	Buy	61761.9→60995.5	-6.66	stop_loss
06-05 21:04	BTC	Buy	60642→61984.1	+10.62	take_profit
06-05 20:08	BTC	Buy	59275→60586	+10.61	take_profit
06-05 18:52	BTC	Buy	60216→59468.7	-6.66	stop_loss

Paper vs Live

Paper (trades.jsonl)

174

closed

31%

win rate

-331.37

total pnl ($)

-38.0 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	174	31%	-38.0	-331.37

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…