hl_vault_equity_drawdown_cascade

not live
15
closed trades
47%
win rate
-1.67
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 21:26:11 (40.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aga__restored_e1d3512d
n: 16  ·  wr: 37.5%  ·  total_bps: -487.2  ·  mean_bps: -30.45  ·  sharpe: -0.60  ·  max_dd_bps: -512.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-15 23:51BTCBuy66502.3→66289.7-0.31timeout
06-09 18:00BTCBuy61469.1→61688.9+0.20timeout
06-08 05:32BTCBuy63041.2→62599.9-0.59timeout
06-08 02:03BTCBuy62964.1→63144.8+0.15timeout
06-06 21:32BTCBuy60531→60893+0.38timeout
06-06 13:58BTCBuy60514→60794+0.28timeout
06-01 17:46BTCBuy71524.6→71649.4+0.06timeout
05-31 03:23BTCBuy73904.7→74129.3+0.16timeout
05-29 13:46BTCBuy73574.7→73231.3-0.42timeout
05-27 22:38BTCBuy75005.8→74564.3-0.51timeout
05-22 22:06BTCBuy76332.8→75834.2-0.56timeout
05-22 14:06BTCBuy77275.9→77031.1-0.31timeout
05-18 18:36BTCBuy76277.8→76395.2+0.05timeout
05-12 01:43BTCBuy81724.1→81715.9-0.07timeout
05-09 11:33BTCBuy80402→80289-0.17timeout

Paper vs Live

Paper (trades.jsonl)
15
closed
47%
win rate
-1.67
total pnl ($)
-14.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1547%-14.7-1.67

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 11:33BTCBuy-0.17The market was in a persistent downtrend across timeframes, with BTC declining 2% in 24 hours and negative funding indicating bearish sentiment. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, resulting in a negl…