hlp_vault_drawdown_reversal

not live
34
closed trades
44%
win rate
-100.15
total pnl ($)
1.080
weight
7d window — n=6 wr=50% pnl=-15.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 23:08:16 (35.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ax__restored_2b23d1ff
n: 101  ·  wr: 48.5%  ·  total_bps: -410.8  ·  mean_bps: -4.07  ·  sharpe: -0.04  ·  max_dd_bps: -1487.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 34 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 18:51BTCBuy63972.2→64440.8+3.18timeout
06-20 20:37BTCBuy63451.2→63833.8+2.58timeout
06-19 20:34BTCBuy62627.1→63025.8+2.71timeout
06-18 15:40BTCBuy64334.2→62749.5-12.67stop_loss
06-17 20:36BTCBuy65114.3→64431.8-5.69timeout
06-16 20:26BTCBuy66487.3→65741.7-6.11timeout
06-15 20:25BTCBuy65600.3→66513.7+6.48timeout
06-14 20:24BTCBuy64472.2→63882.8-5.05timeout
06-13 20:23BTCBuy63743.2→64216.8+3.26timeout
06-12 20:23BTCBuy63515.2→63505.8-0.53timeout
06-11 20:20BTCBuy62790.1→63510.8+5.22timeout
06-10 20:14BTCBuy61586.1→61786.9+1.15timeout
06-09 14:39BTCBuy62866.1→61316.3-12.78stop_loss
06-08 20:00BTCBuy63202.2→63404.8+1.14timeout
06-07 19:30BTCBuy62205.1→61451.9-6.48timeout
06-06 19:30BTCBuy60846→60589-2.53timeout
06-05 13:59BTCBuy62222.1→60689.6-12.77stop_loss
06-04 19:26BTCBuy63552.2→63977.8+2.89timeout
06-03 19:53BTCBuy67101.4→65451-12.78stop_loss
06-02 14:10BTCBuy69970.5→68329.6-12.19stop_loss
06-01 15:24BTCBuy72977.4→71240.2-12.39stop_loss
05-31 17:21BTCBuy74151.3→73539.7-4.60timeout
05-30 06:47BTCBuy73543.3→73600.7-0.08timeout
05-28 03:54BTCBuy74994.3→73237.3-12.17stop_loss
05-27 04:38BTCBuy76658.2→75301.8-9.26timeout
05-26 04:36BTCBuy77558.9→76723.2-5.83timeout
05-25 04:36BTCBuy76434.2→77108.9+3.93timeout
05-24 04:35BTCBuy75455.2→76728.8+7.95timeout
05-23 04:36BTCBuy76847.2→75563.8-8.79timeout
05-22 04:35BTCBuy77163.1→77727.9+3.20timeout
05-21 04:35BTCBuy77147.1→77956.9+4.76timeout
05-20 03:36BTCBuy76515.2→76755.8+1.06timeout
05-19 03:36BTCBuy76269.2→76775.8+2.82timeout
05-18 01:36BTCBuy78266.1→76805.8-9.79timeout

Paper vs Live

Paper (trades.jsonl)
34
closed
44%
win rate
-100.15
total pnl ($)
-58.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3444%-58.6-100.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems