hlp_vault_drawdown_recovery_long

39

closed trades

46%

win rate

-12.89

total pnl ($)

1.173

weight

7d window — n=9 wr=44% pnl=-8.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 19:13:58 (30.5d ago) · src: canon

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

n: 14 · wr: 42.9% · total_bps: -80.1 · mean_bps: -5.72 · sharpe: -0.14 · max_dd_bps: -223.5

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-18 12:23	BTC	Buy	63891.2→64092.8	+1.13	timeout
06-18 06:34	BTC	Buy	63921.2→64018.8	+0.31	timeout
06-18 02:32	BTC	Buy	64690.2→64701.8	-0.36	timeout
06-17 22:27	BTC	Buy	64233.2→64318.8	+0.22	timeout
06-17 18:00	BTC	Buy	66065.3→65431	-5.25	stop_loss
06-16 22:40	BTC	Buy	65668.3→65718.7	-0.07	timeout
06-16 18:33	BTC	Buy	65741.3→65907.7	+0.81	timeout
06-16 14:23	BTC	Buy	66095.3→65460	-5.26	stop_loss
06-16 10:25	BTC	Buy	66636.3→66661.7	-0.26	timeout
06-16 06:07	BTC	Buy	65901.3→66103.7	+1.09	timeout
06-16 01:58	BTC	Buy	66235.3→66311.7	+0.13	timeout
06-15 21:52	BTC	Buy	66486.3→66396.7	-1.13	timeout
06-11 04:49	BTC	Buy	62414.1→62743.9	+2.19	timeout
06-10 21:22	BTC	Buy	61757.1→61573.9	-1.93	timeout
06-10 12:49	BTC	Buy	60983→61738.9	+5.75	timeout
06-10 08:50	BTC	Buy	61680.1→61207.9	-4.27	timeout
06-09 20:03	BTC	Buy	61758.1→62016.9	+1.65	timeout
06-09 16:00	BTC	Buy	61467.1→61133.9	-3.17	timeout
06-06 12:38	BTC	Buy	60780→60709	-1.03	timeout
06-06 08:36	BTC	Buy	60987→61280.9	+1.96	timeout
06-06 04:15	BTC	Buy	60552→59968	-5.27	stop_loss
06-06 00:33	BTC	Buy	60576→61280.9	+5.37	timeout
06-05 20:09	BTC	Buy	59774→60845	+8.51	take_profit
06-05 15:39	BTC	Buy	60765→60181.9	-5.25	stop_loss
06-05 12:02	BTC	Buy	62257.1→61659.1	-5.25	stop_loss
06-05 07:46	BTC	Buy	61817.1→62923.9	+8.50	take_profit
06-05 05:18	BTC	Buy	62670.1→63260.8	+4.27	timeout
06-03 16:02	BTC	Buy	66464.3→65822.8	-5.28	stop_loss
05-27 06:09	BTC	Buy	75569.2→75751.8	+0.76	timeout
05-27 02:08	BTC	Buy	75979.2→75743.8	-2.00	timeout
05-26 22:08	BTC	Buy	75967.2→75793.8	-1.59	timeout
05-26 17:33	BTC	Buy	76487.2→75843.7	-4.66	stop_loss
05-26 14:06	BTC	Buy	77027.1→77148.9	+0.34	timeout
05-26 08:16	BTC	Buy	76626.2→76706.8	+0.08	timeout
05-26 04:16	BTC	Buy	76548.2→76622.8	+0.04	timeout
05-26 00:15	BTC	Buy	77257.1→77186.9	-0.90	timeout
05-25 20:16	BTC	Buy	77437.9→77425.1	-0.54	timeout
05-25 16:15	BTC	Buy	77643.9→77484.1	-1.48	timeout
05-25 12:15	BTC	Buy	77411.9→77324.1	-1.02	timeout

Paper (trades.jsonl)

39

closed

46%

win rate

-12.89

total pnl ($)

-6.6 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	39	46%	-6.6	-12.89

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 39 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)