hl_vault_smart_money_pnl_divergence_reversal · strategy

243

closed trades

42%

win rate

-50.26

total pnl ($)

1.154

weight

7d window — n=43 wr=49% pnl=-11.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 19:07:55 (38.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: aey__restored_a65d3731

n: 177 · wr: 42.4% · total_bps: -1360.7 · mean_bps: -7.69 · sharpe: -0.15 · max_dd_bps: -1999.1

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
06-27 16:36	BTC	Sell	60531→60662	-0.75	timeout
06-27 12:36	BTC	Sell	60370→60329	-0.05	timeout
06-27 09:06	BTC	Sell	60155→60436	-1.36	timeout
06-27 03:09	BTC	Sell	60008→60170	-0.88	timeout
06-27 00:06	BTC	Sell	59731→60086	-1.68	timeout
06-26 19:37	BTC	Sell	60011→59895	+0.26	timeout
06-26 13:57	BTC	Sell	59260→60133.1	-3.83	stop_loss
06-26 11:37	BTC	Sell	60180→59476	+2.65	timeout
06-26 07:28	BTC	Sell	59816→60690.4	-3.80	stop_loss
06-26 04:17	BTC	Sell	59340→60208.1	-3.81	stop_loss
06-26 01:06	BTC	Sell	59795→59469	+1.12	timeout
06-25 21:35	BTC	Sell	59440→59909	-2.15	timeout
06-25 17:36	BTC	Sell	59692→59632	+0.02	timeout
06-25 13:45	BTC	Sell	61337.9→59989	+5.16	take_profit
06-25 10:36	BTC	Sell	61778.9→61518.1	+0.82	timeout
06-25 05:07	BTC	Sell	60790→61679.9	-3.81	stop_loss
06-25 02:35	BTC	Sell	60956→60870	+0.12	timeout
06-24 23:35	BTC	Sell	61127.9→61013.1	+0.24	timeout
06-24 20:01	BTC	Sell	59382→60250.1	-3.81	stop_loss
06-24 16:51	BTC	Sell	61086.9→59740	+5.17	take_profit
06-24 13:09	BTC	Sell	62485.9→62140.1	+1.14	timeout
06-24 09:09	BTC	Sell	62804.9→62708.1	+0.16	timeout
06-24 04:36	BTC	Sell	62967.9→62697.1	+0.84	timeout
06-24 00:08	BTC	Sell	62489.9→62803.1	-1.45	timeout
06-23 20:36	BTC	Sell	62450.9→62441.1	-0.18	timeout
06-23 16:36	BTC	Sell	62406.9→62588.1	-0.93	timeout
06-23 13:05	BTC	Sell	62396.9→62176.1	+0.64	timeout
06-23 09:40	BTC	Sell	62916.9→62398.1	+1.79	timeout
06-23 06:05	BTC	Sell	63994.8→63317.2	+2.38	timeout
06-23 03:06	BTC	Sell	63843.8→63986.2	-0.77	timeout
06-22 23:07	BTC	Sell	64447.8→63941.2	+1.71	timeout
06-22 19:06	BTC	Sell	64749.8→64349.2	+1.30	timeout
06-22 12:40	BTC	Sell	64232.8→65174.8	-3.81	stop_loss
06-22 10:38	BTC	Sell	64213.8→64108.2	+0.19	timeout
06-22 07:06	BTC	Sell	63916.8→64093.2	-0.90	timeout
06-22 01:25	BTC	Sell	63580.8→64514.5	-3.82	stop_loss
06-21 23:39	BTC	Sell	63758.8→63353.2	+1.34	timeout
06-21 19:38	BTC	Sell	64142.8→64174.2	-0.34	timeout
06-21 16:36	BTC	Sell	64029.8→64066.2	-0.36	timeout
06-21 13:05	BTC	Sell	64264.8→64092.2	+0.43	timeout
06-21 09:03	BTC	Sell	64208.8→63950.2	+0.77	timeout
06-21 04:06	BTC	Sell	64217.8→64365.2	-0.78	timeout
06-21 01:07	BTC	Sell	64070.8→64256.2	-0.93	timeout
06-20 20:33	BTC	Sell	63826.8→63837.2	-0.26	timeout
06-20 15:18	BTC	Sell	63309.8→64245.3	-3.84	stop_loss
06-20 12:38	BTC	Sell	63685.8→63556.2	+0.28	timeout
06-20 09:34	BTC	Sell	63715.8→63583.2	+0.30	timeout
06-20 06:35	BTC	Sell	63446.8→63676.2	-1.11	timeout
06-20 02:34	BTC	Sell	63296.8→63458.2	-0.85	timeout
06-19 21:38	BTC	Sell	62990.9→63121.2	-0.72	timeout
06-19 18:07	BTC	Sell	63028.8→63102.2	-0.51	timeout
06-19 14:34	BTC	Sell	62643.9→63221.2	-2.48	timeout
06-19 11:04	BTC	Sell	62613.9→62526.1	+0.12	timeout
06-19 08:04	BTC	Sell	62584.9→62623.1	-0.38	timeout
06-19 04:33	BTC	Sell	62900.9→62608.1	+0.92	timeout
06-19 00:33	BTC	Sell	62921.9→63009.2	-0.57	timeout
06-18 20:03	BTC	Sell	62543.9→63186.2	-2.75	timeout
06-18 15:53	BTC	Sell	63883.8→62484.1	+5.14	take_profit
06-18 14:08	BTC	Sell	63884.8→63819.2	+0.03	timeout
06-18 11:05	BTC	Sell	64568.8→64114.2	+1.51	timeout
06-18 07:34	BTC	Sell	63839.8→64252.2	-1.80	timeout
06-18 02:36	BTC	Sell	64453.8→64664.2	-1.02	timeout
06-17 23:33	BTC	Sell	64240.8→64450.2	-1.01	timeout
06-17 18:34	BTC	Sell	65678.7→65309.3	+1.16	timeout
06-17 14:33	BTC	Sell	64835.8→65172.3	-1.49	timeout
06-17 10:39	BTC	Sell	65213.7→64910.2	+0.92	timeout
06-17 03:37	BTC	Sell	65688.7→65801.3	-0.64	timeout
06-17 00:39	BTC	Sell	65746.7→65785.3	-0.36	timeout
06-16 21:35	BTC	Sell	65871.7→65690.3	+0.46	timeout
06-16 18:08	BTC	Sell	65732.7→66091.3	-1.55	timeout
06-16 15:07	BTC	Sell	66609.7→65790.3	+2.79	timeout
06-16 11:36	BTC	Sell	66754.7→66339.3	+1.31	timeout
06-16 08:05	BTC	Sell	66034.7→66345.3	-1.37	timeout
06-16 04:38	BTC	Sell	66341.7→65858.3	+1.56	timeout
06-16 00:33	BTC	Sell	66380.7→66307.3	+0.05	timeout
06-15 21:04	BTC	Sell	66803.7→66481.3	+0.96	timeout
06-15 17:07	BTC	Sell	66452.7→66844.3	-1.66	timeout
06-15 14:09	BTC	Sell	66319.7→66329.3	-0.26	timeout
06-15 10:07	BTC	Sell	65849.7→65660.3	+0.48	timeout
06-15 06:05	BTC	Sell	65686.7→65854.3	-0.84	timeout
06-15 02:37	BTC	Sell	65699.7→65637.3	+0.01	timeout
06-14 21:25	BTC	Sell	64006.8→64948.7	-3.83	stop_loss
06-14 19:34	BTC	Sell	63974.8→63817.2	+0.39	timeout
06-14 15:37	BTC	Sell	64287.8→64039.2	+0.73	timeout
06-14 12:06	BTC	Sell	64313.8→64495.2	-0.91	timeout
06-14 07:07	BTC	Sell	64478.8→64233.2	+0.71	timeout
06-14 04:05	BTC	Sell	64644.8→64504.2	+0.31	timeout
06-14 00:36	BTC	Sell	64447.8→64536.2	-0.56	timeout
06-13 21:35	BTC	Sell	64036.8→64261.2	-1.08	timeout
06-13 17:07	BTC	Sell	64099.8→63991.2	+0.19	timeout
06-13 14:05	BTC	Sell	63937.8→64143.2	-1.00	timeout
06-13 11:02	BTC	Sell	63779.8→63833.2	-0.42	timeout
06-13 07:36	BTC	Sell	63601.8→63799.2	-0.98	timeout
06-13 04:34	BTC	Sell	63793.8→63563.2	+0.66	timeout
06-12 22:36	BTC	Sell	63597.8→63507.2	+0.13	timeout
06-12 17:39	BTC	Sell	63848.8→63833.2	-0.16	timeout
06-12 09:32	BTC	Sell	62986.9→63911.1	-3.81	stop_loss
06-12 06:06	BTC	Sell	63437.8→63381.2	+0.00	timeout
06-12 03:08	BTC	Sell	63579.8→63550.2	-0.10	timeout
06-12 00:06	BTC	Sell	63493.8→63623.2	-0.71	timeout

Paper vs Live

Paper (trades.jsonl)

243

closed

42%

win rate

-50.26

total pnl ($)

-8.5 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	243	42%	-8.5	-50.26

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 13:57	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 13:18	BTC	Sell	-0.56	BTC was trading in a narrow range with low volatility and neutral funding, showing no clear directional bias. The sell thesis failed because the market did not move within the timeout period, resulting in a small loss from funding costs.
05-10 10:18	BTC	Sell	-0.16	The market was in a low-funding, neutral regime with no clear directional bias. The thesis failed because the trade was closed due to timeout, indicating the expected move did not materialize within the allotted time.
05-10 05:49	BTC	Sell	-0.00	BTC was trading in a narrow range with low volatility, showing slight bearish pressure on the 1-hour timeframe. The sell thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the market lacked directional moment…
05-10 02:50	BTC	Sell	-0.64	BTC was trading in a mild uptrend across all timeframes with negative funding, suggesting cautious bullish sentiment. The sell thesis failed because the market continued its gradual ascent, and the trade was closed by timeout before any reversal materialized.
05-09 23:49	BTC	Sell	+0.18	BTC traded in a narrow, low-volatility range with minimal directional bias across timeframes. The short thesis failed because the market lacked the momentum to trigger a meaningful decline, and the trade expired via timeout without reaching a profit target …
05-09 18:20	BTC	Sell	-1.42	The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The short thesis failed because the trade expired without a directional move, as the timeout close_reason captured no profit from the anticipated decline.
05-09 14:19	BTC	Sell	-0.37	The market was in a mild downtrend with BTC down 1.62% over 24 hours and negative funding, indicating persistent bearish pressure. The thesis failed because the trade expired via timeout without reaching the target, as the slow, grinding decline did not pro…
05-09 11:17	BTC	Sell	+0.11	The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient short-term vola…
05-09 07:48	BTC	Sell	+0.28	BTC traded in a narrow range with low volatility, showing a slight hourly gain but remaining down over the past day and week. The short thesis failed because the market lacked directional momentum, and the trade was closed by timeout before any significant …
05-09 04:48	BTC	Sell	-0.40	BTC traded in a narrow range with low volatility, showing a slight 1-hour gain but a broader 7-day decline. The sell thesis failed because the timeout closed the trade before the expected downward move materialized, as the market lacked the momentum to trig…

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