hl_vault_top_position_concentration_fade

not live
21
closed trades
33%
win rate
-2.22
total pnl ($)
0.962
weight
7d window — n=4 wr=25% pnl=-13.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 00:11:29 (34.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aib
n: 15  ·  wr: 26.7%  ·  total_bps: -964.6  ·  mean_bps: -64.31  ·  sharpe: -0.53  ·  max_dd_bps: -1247.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 10:32BTCSell62402.9→63648.2-5.69timeout
06-18 10:28BTCBuy64918.2→63900.8-4.62timeout
06-16 14:23ETHBuy1818.78→1773.84-7.05stop_loss
06-16 10:27BTCBuy65712.3→66613.7+3.51timeout
06-14 10:22BTCSell63742.8→64600.2-3.93timeout
06-12 09:54BTCSell62936.9→63768.2-3.83timeout
06-10 09:48BTCSell62623.9→61135.1+6.23timeout
06-07 22:15BTCSell62454.9→63992.2-7.02stop_loss
06-05 13:49BTCBuy62861.1→61311.3-7.03stop_loss
06-04 00:25BTCSell66797.7→63864.2+11.83take_profit
06-02 14:10BTCSell71445.4→68303.4+11.87take_profit
05-31 09:40BTCSell73521.3→73961.7-1.81timeout
05-29 08:13BTCSell73409.3→73651.7-1.15timeout
05-27 08:08BTCSell76659.2→75888.8+2.38timeout
05-25 08:06BTCSell76716.2→77346.9-2.43timeout
05-23 08:07BTCSell77323.1→74457.7+9.87timeout
05-21 08:06BTCSell77273.1→77971.9-2.67timeout
05-19 08:06BTCSell77101.1→77131.9-0.31timeout
05-17 03:32BTCSell79132→79136-0.21timeout
05-12 22:43BTCSell81715.9→81724.1-0.28timeout
05-11 03:32BTCSell80680→80593+0.11timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
33%
win rate
-2.22
total pnl ($)
-4.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2035%+8.5+4.83
ETH10%-256.1-7.05

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems