hlp_btc_rapid_delta_follow · strategy

301

closed trades

42%

win rate

-46.11

total pnl ($)

1.218

weight

7d window — n=39 wr=38% pnl=-5.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 06:16:51 (38.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: hq__restored_b5c37ed6

n: 173 · wr: 41.6% · total_bps: -612.6 · mean_bps: -3.54 · sharpe: -0.08 · max_dd_bps: -660.6

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
06-28 01:00	BTC	Sell	60192→60127	+0.09	timeout
06-27 20:59	BTC	Buy	60521→60240	-2.77	timeout
06-27 16:51	BTC	Sell	60583→60800	-2.24	timeout
06-27 15:07	BTC	Sell	60352→60687	-3.23	timeout
06-27 10:41	BTC	Buy	60372→60412	-0.12	timeout
06-27 06:24	BTC	Sell	60410→60182	+1.44	timeout
06-27 02:24	BTC	Buy	60006→60245	+1.54	timeout
06-26 21:57	BTC	Sell	59825→59929	-1.32	timeout
06-26 17:47	BTC	Sell	60286→60048	+1.53	timeout
06-26 13:58	BTC	Sell	59438→60192.1	-6.79	stop_loss
06-26 09:50	BTC	Buy	60503→59803	-6.24	timeout
06-26 03:56	BTC	Buy	58874.9→60048	+9.51	take_profit
06-26 00:46	BTC	Buy	59841→59753	-1.18	timeout
06-25 20:28	BTC	Buy	59618→59652	-0.17	timeout
06-25 16:49	BTC	Sell	59437→59265	+0.99	timeout
06-25 13:45	BTC	Sell	61134.9→59918	+9.49	take_profit
06-25 05:02	BTC	Sell	60807→61573.8	-6.76	stop_loss
06-25 02:20	BTC	Buy	60936→60877	-0.93	timeout
06-24 20:05	BTC	Sell	59642→60394.2	-6.76	stop_loss
06-24 17:20	BTC	Sell	60732→59521	+9.50	take_profit
06-24 13:43	BTC	Sell	62743.9→61486.1	+9.57	take_profit
06-24 10:16	BTC	Buy	62632.1→62579.9	-0.87	timeout
06-24 05:50	BTC	Sell	62757.9→62885.1	-1.46	timeout
06-24 00:48	BTC	Sell	62533.9→62946.1	-3.74	timeout
06-23 20:12	BTC	Sell	62347.9→62463.1	-1.38	timeout
06-23 15:13	BTC	Buy	62097.1→62337.9	+1.49	timeout
06-23 11:20	BTC	Sell	62418.9→62407.1	-0.37	timeout
06-23 08:26	BTC	Buy	62604.1→62153.9	-4.03	timeout
06-23 01:59	BTC	Sell	64009.8→64145.2	-1.51	timeout
06-22 21:41	BTC	Sell	64403.8→64204.2	+1.11	timeout
06-22 16:20	BTC	Buy	65120.3→64736.8	-3.40	timeout
06-22 12:32	BTC	Buy	64157.2→64850.8	+4.94	timeout
06-22 08:45	BTC	Sell	63982.8→64239.2	-2.44	timeout
06-22 04:37	BTC	Sell	64492.8→63976.2	+3.56	timeout
06-22 00:11	BTC	Sell	63583.8→63492.2	+0.28	timeout
06-21 20:00	BTC	Sell	64108.8→64177.2	-0.99	timeout
06-21 15:59	BTC	Sell	64085.8→64205.2	-1.39	timeout
06-21 11:55	BTC	Sell	64175.8→64123.2	-0.05	timeout
06-21 07:54	BTC	Sell	64212.8→64154.2	+0.01	timeout
06-21 03:51	BTC	Sell	64250.8→64401.2	-1.62	timeout
06-20 22:49	BTC	Sell	63867.8→64255.2	-3.48	timeout
06-20 18:20	BTC	Buy	63997.2→63825.8	-1.79	timeout
06-20 12:58	BTC	Sell	63639.8→63621.2	-0.30	timeout
06-20 08:50	BTC	Sell	63707.8→63395.2	+2.01	timeout
06-20 04:19	BTC	Buy	63387.2→63473.8	+0.23	timeout
06-19 21:50	BTC	Sell	63003.8→63098.2	-1.20	timeout
06-19 17:22	BTC	Sell	63028.8→63016.2	-0.35	timeout
06-19 12:57	BTC	Sell	62539.9→62731.1	-1.99	timeout
06-19 08:29	BTC	Buy	62805.1→62640.9	-1.75	timeout
06-19 04:02	BTC	Sell	63015.8→62635.1	+2.57	timeout
06-18 23:54	BTC	Sell	62869.9→62915.1	-0.81	timeout
06-18 19:19	BTC	Sell	62572.9→62655.1	-1.12	timeout
06-18 15:40	BTC	Sell	63990.8→62712.1	+9.52	take_profit
06-18 10:24	BTC	Buy	64532.2→63886.8	-5.46	timeout
06-18 06:11	BTC	Sell	63933.8→63899.2	-0.18	timeout
06-18 01:56	BTC	Sell	64415.8→64520.2	-1.26	timeout
06-17 22:08	BTC	Buy	64367.2→64145.8	-2.17	timeout
06-17 18:05	BTC	Buy	65882.3→65050.2	-6.77	stop_loss
06-17 14:10	BTC	Sell	64841.8→65232.3	-3.46	timeout
06-17 10:14	BTC	Buy	65307.3→64859.8	-3.88	timeout
06-17 05:42	BTC	Sell	65789.7→65899.3	-1.28	timeout
06-17 01:39	BTC	Sell	65733.7→65663.3	+0.09	timeout
06-16 20:21	BTC	Sell	65973.7→65796.3	+0.90	timeout
06-16 14:23	BTC	Buy	66407.3→65563.9	-6.81	stop_loss
06-16 10:50	BTC	Sell	66708.7→66559.3	+0.68	timeout
06-16 04:14	BTC	Sell	66035.7→66120.3	-1.09	timeout
06-16 00:04	BTC	Sell	66407.7→66279.3	+0.51	timeout
06-15 19:47	BTC	Buy	66873.3→66622.7	-2.33	timeout
06-15 15:35	BTC	Sell	66826.7→66626.3	+1.05	timeout
06-15 11:27	BTC	Buy	65683.3→66272.7	+4.04	timeout
06-15 07:21	BTC	Buy	65717.3→65845.7	+0.53	timeout
06-15 02:53	BTC	Buy	65533.3→65443.7	-1.14	timeout
06-14 21:18	BTC	Sell	63781.8→64587.5	-6.76	stop_loss
06-14 17:43	BTC	Sell	64013.8→63830.2	+0.99	timeout
06-14 13:37	BTC	Sell	64613.8→64279.2	+2.14	timeout
06-14 09:29	BTC	Sell	64338.8→64333.2	-0.40	timeout
06-14 05:21	BTC	Buy	64508.2→64327.8	-1.85	timeout
06-14 00:25	BTC	Buy	64426.2→64440.8	-0.34	timeout
06-13 19:41	BTC	Buy	64097.2→64279.8	+0.97	timeout
06-13 15:39	BTC	Buy	64210.2→64316.8	+0.38	timeout
06-13 10:48	BTC	Sell	63838.8→63857.2	-0.59	timeout
06-13 06:19	BTC	Buy	63512.2→63545.8	-0.19	timeout
06-13 02:51	BTC	Sell	63542.8→63541.2	-0.44	timeout
06-12 22:17	BTC	Buy	63513.2→63489.8	-0.64	timeout
06-12 18:11	BTC	Sell	63702.8→63834.2	-1.48	timeout
06-12 13:35	BTC	Sell	63683.8→63305.2	+2.53	timeout
06-12 09:17	BTC	Sell	62954.9→63532.2	-5.03	timeout
06-12 05:15	BTC	Sell	63496.8→63426.2	+0.11	timeout
06-12 01:13	BTC	Sell	63364.8→63451.2	-1.12	timeout
06-11 21:10	BTC	Sell	63403.8→63457.2	-0.86	timeout
06-11 17:10	BTC	Sell	62691.9→62503.1	+1.06	timeout
06-11 12:41	BTC	Buy	62890.1→62755.9	-1.53	timeout
06-11 08:36	BTC	Sell	62924.9→62924.1	-0.43	timeout
06-11 04:11	BTC	Sell	62099.9→62628.1	-4.69	timeout
06-10 23:37	BTC	Buy	61624.1→61510.9	-1.37	timeout
06-10 19:08	BTC	Sell	62155.9→61889.1	+1.70	timeout
06-10 13:44	BTC	Sell	61621.9→62407.3	-6.82	stop_loss
06-10 10:49	BTC	Sell	61132.9→61271.1	-1.58	timeout
06-09 17:17	BTC	Sell	60962→61733.9	-6.78	stop_loss
06-09 13:21	BTC	Sell	62496.9→62347.1	+0.75	timeout

Paper vs Live

Paper (trades.jsonl)

301

closed

42%

win rate

-46.11

total pnl ($)

-3.1 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	301	42%	-3.1	-46.11

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 03:14	BTC	Buy	circuit_breaker
06-27 23:06	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 10:03	BTC	Buy	-0.07	BTC was trading in a narrow range with low volatility and neutral funding, showing no clear directional momentum. The thesis failed because the trade expired without reaching any target or stop, as the market remained range-bound and failed to trigger an en…
05-10 05:51	BTC	Buy	-1.13	The market was in a mild uptrend with low volatility and negative funding, suggesting cautious positioning. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the holding period.
05-10 01:50	BTC	Sell	-0.15	BTC was trading in a narrow range with low volatility, showing mild upward momentum across timeframes. The short thesis failed because the market lacked a decisive directional move, and the trade was closed by timeout before any significant price action mat…
05-09 21:51	BTC	Sell	+0.00	BTC traded in a narrow range with low volatility, showing slight hourly gains but flat weekly action. The short thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching target or stop.
05-09 17:48	BTC	Buy	+1.33	The market was in a mild uptrend with low funding and stable open interest. The thesis worked as the trade was closed due to timeout, capturing a small profit from the gradual price drift.
05-09 12:49	BTC	Buy	+0.11	The market was in a mild downtrend across the board, with BTC and ETH both declining over multiple timeframes. The trade failed because the thesis did not trigger an entry before the timeout, leaving the position unexecuted and the small positive PnL unreal…
05-09 08:34	BTC	Buy	+0.05	The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade expired via timeout without reaching the target, as the lack of directional momentum prevented the expected move from materializing.
05-09 04:33	BTC	Sell	-0.46	BTC was in a mild downtrend over the past 24 hours and 7 days, with low funding and stable short-term price action. The sell thesis failed because the trade expired via timeout without reaching the target, as the market lacked directional momentum to trigge…
05-09 00:33	BTC	Sell	+0.41	BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The short thesis failed because the trade expired via timeout before the expected continuation lower materialized.
05-08 20:04	BTC	Sell	-0.27	BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade expired before the expected continuation of the bearish move, resulting in a small loss from funding costs.

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