hlp_vault_pnl_recovery_long · strategy

168

closed trades

36%

win rate

-128.64

total pnl ($)

1.225

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 21:56 (29.7d ago) · src: backtest-gate-results.jsonl

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

n: 66 · wr: 50.0% · total_bps: -242.2 · mean_bps: -3.67 · sharpe: -0.13 · max_dd_bps: -356.5

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=229.333

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-18 16:47	BTC	Buy	62693.1→62725.9	-0.18	timeout
06-18 15:17	BTC	Buy	63985.2→63371.1	-5.25	stop_loss
06-18 14:37	BTC	Buy	64054.2→63838.8	-2.13	timeout
06-18 13:27	BTC	Buy	64169.2→64324.8	+0.76	timeout
06-18 12:24	BTC	Buy	63893.2→64102.8	+1.19	timeout
06-18 11:17	BTC	Buy	63956.2→63971.8	-0.33	timeout
06-18 10:17	BTC	Buy	64439.2→63957.8	-4.19	timeout
06-18 09:17	BTC	Buy	64565.2→64425.8	-1.53	timeout
06-18 08:15	BTC	Buy	64055.2→64511.8	+3.11	timeout
06-18 07:12	BTC	Buy	63869.2→63980.8	+0.42	timeout
06-18 06:06	BTC	Buy	63718.2→63945.8	+1.34	timeout
06-18 05:06	BTC	Buy	64217.2→63723.8	-4.29	timeout
06-18 04:06	BTC	Buy	64583.2→64198.8	-3.43	timeout
06-18 03:09	BTC	Buy	64561.2→64549.8	-0.54	timeout
06-18 02:05	BTC	Buy	64616.2→64594.8	-0.62	timeout
06-18 01:02	BTC	Buy	64534.2→64553.8	-0.30	timeout
06-17 23:58	BTC	Buy	64297.2→64437.8	+0.64	timeout
06-17 22:59	BTC	Buy	64223.2→64260.8	-0.16	timeout
06-17 21:56	BTC	Buy	64279.2→64189.8	-1.14	timeout
06-17 21:00	BTC	Buy	64178.2→64363.8	+1.00	timeout
06-17 19:19	BTC	Buy	65399.3→64771.4	-5.25	stop_loss
06-17 18:00	BTC	Buy	66006.3→65364	-5.32	stop_loss
06-17 17:52	BTC	Buy	65848.3→65954.7	+0.35	timeout
06-17 00:02	BTC	Buy	65783.3→65684.7	-1.20	timeout
06-16 23:03	BTC	Buy	65738.3→65774.7	-0.18	timeout
06-16 22:00	BTC	Buy	65838.3→65745.7	-1.16	timeout
06-16 20:51	BTC	Buy	65611.3→65821.7	+1.15	timeout
06-16 19:51	BTC	Buy	65880.3→65596.7	-2.61	timeout
06-16 18:44	BTC	Buy	65720.3→65820.7	+0.31	timeout
06-16 17:40	BTC	Buy	65850.3→65703.7	-1.57	timeout
06-16 16:36	BTC	Buy	65909.3→65737.7	-1.76	timeout
06-16 15:35	BTC	Buy	65627.3→65850.7	+1.25	timeout
06-16 14:29	BTC	Buy	65998.3→65546.7	-3.87	timeout
06-16 13:25	BTC	Buy	66539.3→66083.7	-3.88	timeout
06-16 12:22	BTC	Buy	66517.3→66603.7	+0.20	timeout
06-16 11:19	BTC	Buy	66585.3→66523.7	-0.92	timeout
06-16 10:17	BTC	Buy	66674.3→66583.7	-1.13	timeout
06-16 09:17	BTC	Buy	66516.3→66667.7	+0.69	timeout
06-16 08:07	BTC	Buy	66383.3→66330.7	-0.84	timeout
06-16 07:05	BTC	Buy	66095.3→66379.7	+1.70	timeout
06-16 06:05	BTC	Buy	65945.3→66101.7	+0.74	timeout
06-16 05:06	BTC	Buy	66176.3→65884.7	-2.65	timeout
06-16 04:01	BTC	Buy	65678.3→66133.7	+3.02	timeout
06-16 02:28	BTC	Buy	66317.3→65677.9	-5.27	stop_loss
06-16 02:00	BTC	Buy	66251.3→66285.7	-0.19	timeout
06-16 00:57	BTC	Buy	66327.3→66212.7	-1.31	timeout
06-15 23:51	BTC	Buy	66234.3→66302.7	+0.07	timeout
06-15 22:52	BTC	Buy	66402.3→66217.7	-1.84	timeout
06-15 21:50	BTC	Buy	66485.3→66367.7	-1.34	timeout
06-13 16:30	BTC	Buy	64285.2→63979.8	-2.82	timeout
06-13 15:28	BTC	Buy	64138.2→64268.8	+0.57	timeout
06-13 14:22	BTC	Buy	64137.2→64094.8	-0.78	timeout
06-13 13:18	BTC	Buy	63932.2→64138.8	+1.16	timeout
06-11 05:01	BTC	Buy	62639.1→62592.9	-0.83	timeout
06-11 03:57	BTC	Buy	62185.1→62681.9	+3.54	timeout
06-11 02:51	BTC	Buy	62243.1→62051.9	-1.99	timeout
06-11 01:41	BTC	Buy	61805.1→62281.9	+3.41	timeout
06-11 00:39	BTC	Buy	61479.1→61740.9	+1.68	timeout
06-10 23:33	BTC	Buy	61371.1→61481.9	+0.45	timeout
06-10 22:32	BTC	Buy	61625.1→61394.9	-2.32	timeout
06-10 21:31	BTC	Buy	61822.1→61618.9	-2.09	timeout
06-10 20:29	BTC	Buy	61761.1→61886.9	+0.57	timeout
06-10 19:26	BTC	Buy	61853.1→61758.9	-1.21	timeout
06-10 18:22	BTC	Buy	62052.1→61847.9	-2.10	timeout
06-10 17:23	BTC	Buy	62264.1→62027.9	-2.35	timeout
06-10 16:19	BTC	Buy	61976.1→62297.9	+2.14	timeout
06-10 15:16	BTC	Buy	61919.1→61903.9	-0.57	timeout
06-10 13:49	BTC	Buy	61503.1→62422.9	+7.03	take_profit
06-10 13:06	BTC	Buy	61114.1→61538.9	+3.03	timeout
06-10 12:01	BTC	Buy	61323.1→60946	-3.52	timeout
06-10 10:56	BTC	Buy	61337.1→61259.9	-1.08	timeout
06-10 09:53	BTC	Buy	61276.1→61219.9	-0.90	timeout
06-10 08:50	BTC	Buy	61680.1→61213.9	-4.22	timeout
06-09 20:03	BTC	Buy	61766.1→62016.9	+1.58	timeout
06-09 18:59	BTC	Buy	61695.1→61798.9	+0.39	timeout
06-09 17:56	BTC	Buy	61269.1→61682.9	+2.92	timeout
06-09 16:55	BTC	Buy	61173.1→61157.9	-0.58	timeout
06-09 16:00	BTC	Buy	61453.1→61169.9	-2.76	timeout
06-06 14:44	BTC	Buy	60844→60925	+0.21	timeout
06-06 13:44	BTC	Buy	60808→60825	-0.31	timeout
06-06 12:42	BTC	Buy	60843→60732	-1.36	timeout
06-06 11:38	BTC	Buy	60279→60770	+3.62	timeout
06-06 10:08	BTC	Buy	61233.1→60642.6	-5.27	stop_loss
06-06 09:34	BTC	Buy	61314.1→61213.9	-1.27	timeout
06-06 08:33	BTC	Buy	60911→61303.9	+2.77	timeout
06-06 07:31	BTC	Buy	60981→60916	-0.99	timeout
06-06 06:30	BTC	Buy	60709→60992	+1.88	timeout
06-06 05:22	BTC	Buy	59977→60872	+7.01	take_profit
06-06 04:12	BTC	Buy	60727→60143.9	-5.25	stop_loss
06-06 03:21	BTC	Buy	60795→60836	-0.11	timeout
06-06 02:21	BTC	Buy	60968→60690	-2.73	timeout
06-06 01:17	BTC	Buy	61497.1→61090.9	-3.75	timeout
06-05 23:25	BTC	Buy	61413.1→60823.5	-5.25	stop_loss
06-05 23:12	BTC	Buy	61311.1→61459.9	+0.76	timeout
06-05 22:06	BTC	Buy	61802.1→61208.3	-5.26	stop_loss
06-05 20:50	BTC	Buy	60760→61665.9	+7.00	take_profit
06-05 19:46	BTC	Buy	59311→60195	+7.00	take_profit
06-05 18:26	BTC	Buy	60765→60181.9	-5.25	stop_loss
06-05 17:17	BTC	Buy	61353.1→60763.6	-5.25	stop_loss
06-05 16:15	BTC	Buy	60165→61061.9	+7.00	take_profit

Paper vs Live

Paper (trades.jsonl)

168

closed

36%

win rate

-128.64

total pnl ($)

-15.3 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	168	36%	-15.3	-128.64

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…