hlp_vault_stress_reversal

47

closed trades

32%

win rate

-45.96

total pnl ($)

1.031

weight

7d window — n=12 wr=17% pnl=-21.93 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-24 12:00:02 (29.6d ago) · src: canon

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

n: 22 · wr: 40.9% · total_bps: -243.3 · mean_bps: -11.06 · sharpe: -0.35 · max_dd_bps: -283.9

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

time	sym	side	entry→exit	pnl	close
06-18 13:47	BTC	Buy	64375.2→63754.9	-7.90	stop_loss
06-18 09:58	BTC	Buy	64375.2→64165.8	-3.12	timeout
06-18 05:56	BTC	Buy	63927.2→63937.8	-0.55	timeout
06-18 01:54	BTC	Buy	64498.2→64478.8	-0.91	timeout
06-17 21:52	BTC	Buy	64278.2→64198.8	-1.60	timeout
06-17 17:49	BTC	Buy	65896.3→65799.7	-1.78	timeout
06-16 22:11	BTC	Buy	65865.3→65745.7	-2.04	timeout
06-16 18:10	BTC	Buy	65751.3→66070.7	+2.96	timeout
06-16 14:03	BTC	Buy	66432.3→66174.7	-3.59	timeout
06-16 09:57	BTC	Buy	66894.3→66496.7	-5.13	timeout
06-16 05:56	BTC	Buy	65809.3→66050.7	+2.08	timeout
06-16 01:56	BTC	Buy	66270.3→66298.7	-0.35	timeout
06-15 21:51	BTC	Buy	66502.3→66395.7	-1.88	timeout
06-13 13:19	BTC	Buy	63932.2→64107.8	+1.38	timeout
06-11 05:12	BTC	Buy	62673.1→62562.9	-2.00	timeout
06-11 01:01	BTC	Buy	61580.1→61847.9	+2.59	timeout
06-10 21:00	BTC	Buy	61870.1→61714.9	-2.56	timeout
06-10 16:25	BTC	Buy	62690.1→62087.8	-7.88	stop_loss
06-10 12:33	BTC	Buy	60982→61891.9	+10.52	take_profit
06-10 08:50	BTC	Buy	61663.1→61204.9	-6.24	timeout
06-09 20:02	BTC	Buy	61777.1→62016.9	+2.24	timeout
06-09 16:00	BTC	Buy	61469.1→61133.9	-4.77	timeout
06-06 12:38	BTC	Buy	60771→60708	-1.45	timeout
06-06 08:36	BTC	Buy	60964→61282.9	+3.24	timeout
06-06 04:15	BTC	Buy	60552→59968	-7.91	stop_loss
06-06 00:33	BTC	Buy	60613→61325.9	+8.15	timeout
06-05 20:09	BTC	Buy	59830→60722	+10.51	take_profit
06-05 15:39	BTC	Buy	60762→60178.9	-7.87	stop_loss
06-05 12:02	BTC	Buy	62264.1→61665.1	-7.89	stop_loss
06-05 07:36	BTC	Buy	61672.1→62592.9	+10.52	take_profit
06-05 04:59	BTC	Buy	62731.1→63667.8	+10.53	take_profit
06-04 23:18	BTC	Buy	63346.2→63395.8	-0.08	timeout
06-03 22:21	BTC	Buy	65627.3→64995.2	-7.90	stop_loss
06-03 15:19	BTC	Buy	66720.3→66372.7	-4.59	timeout
06-02 14:21	BTC	Buy	68873.4→68212.5	-7.87	stop_loss
05-27 12:18	BTC	Buy	75943.2→75712.8	-2.94	timeout
05-27 08:18	BTC	Buy	75769.2→75860.8	+0.24	timeout
05-27 04:18	BTC	Buy	75822.2→75523.8	-3.62	timeout
05-27 00:17	BTC	Buy	75887.2→75894.8	-0.60	timeout
05-26 20:17	BTC	Buy	75801.2→76082.8	+2.11	timeout
05-26 12:16	BTC	Buy	77262.1→77057.9	-2.66	timeout
05-26 08:15	BTC	Buy	76631.2→76737.8	+0.37	timeout
05-26 04:15	BTC	Buy	76534.2→76619.8	+0.16	timeout
05-26 00:15	BTC	Buy	77259.1→77172.9	-1.51	timeout
05-25 20:16	BTC	Buy	77437.9→77425.1	-0.81	timeout
05-25 16:15	BTC	Buy	77595.9→77463.1	-1.97	timeout
05-25 12:15	BTC	Buy	77411.9→77320.1	-1.57	timeout

Paper (trades.jsonl)

47

closed

32%

win rate

-45.96

total pnl ($)

-13.0 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	47	32%	-13.0	-45.96

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)