keltner_band_breakout_short · strategy

135

closed trades

33%

win rate

-135.25

total pnl ($)

0.862

weight

7d window — n=61 wr=31% pnl=-60.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 06:07:52 (23.1d ago) · src: canon

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

n: 432 · wr: 34.3% · total_bps: -4528.9 · mean_bps: -10.48 · sharpe: -0.26 · max_dd_bps: -5038.7

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
06-27 03:04	BTCUSDT	Sell	59947.5→60254.6	-3.01	timeout
06-27 01:25	BTCUSDT	Sell	60009.2→59993.4	-0.32	timeout
06-26 23:47	BTCUSDT	Sell	59877→60059.6	-1.97	timeout
06-26 22:12	BTCUSDT	Sell	59671.9→59854.6	-1.98	timeout
06-26 20:38	BTCUSDT	Sell	59890.2→59626.4	+1.76	timeout
06-26 19:07	BTCUSDT	Sell	60063.7→59818.8	+1.59	timeout
06-26 17:36	BTCUSDT	Sell	60255.2→59999.3	+1.68	timeout
06-26 15:25	BTCUSDT	Sell	59578.6→60236	-5.97	stop_loss
06-26 13:43	BTCUSDT	Sell	58856.9→59511.9	-6.01	stop_loss
06-26 12:33	BTCUSDT	Sell	59321.1→59974.9	-5.96	stop_loss
06-26 11:40	BTCUSDT	Sell	59436.4→59437.9	-0.46	timeout
06-26 09:42	BTCUSDT	Sell	60184.9→60049.5	+0.68	timeout
06-26 06:35	BTCUSDT	Sell	59947.9→59990.8	-0.81	timeout
06-26 05:00	BTCUSDT	Sell	59832.2→59923.8	-1.22	timeout
06-26 03:21	BTCUSDT	Sell	58555.8→58891.8	-3.32	timeout
06-26 01:39	BTCUSDT	Sell	59739→59290	+3.31	timeout
06-25 23:56	BTCUSDT	Sell	59780.4→59756.3	-0.25	timeout
06-25 21:57	BTCUSDT	Sell	59533.1→60200.3	-6.05	stop_loss
06-25 20:42	BTCUSDT	Sell	59287.2→59457.4	-1.88	timeout
06-25 19:12	BTCUSDT	Sell	59445.9→59286	+0.89	timeout
06-25 17:43	BTCUSDT	Sell	59216.7→59604.2	-3.72	timeout
06-25 16:08	BTCUSDT	Sell	59274.5→59597.2	-3.17	timeout
06-25 14:33	BTCUSDT	Sell	59434.6→60099.8	-6.05	stop_loss
06-25 13:38	BTCUSDT	Sell	61303.6→60793.1	+3.71	timeout
06-25 12:00	BTCUSDT	Sell	61249.3→61292.3	-0.80	timeout
06-25 10:29	BTCUSDT	Sell	61645.1→61570.3	+0.16	timeout
06-25 08:58	BTCUSDT	Sell	61868.9→61681.9	+1.06	timeout
06-25 07:18	BTCUSDT	Sell	61666.3→61814	-1.65	timeout
06-25 05:07	BTCUSDT	Sell	60984.7→61664.2	-6.02	stop_loss
06-25 04:07	BTCUSDT	Sell	60735.1→60834.8	-1.27	timeout
06-25 02:31	BTCUSDT	Sell	60810.7→60900.9	-1.19	timeout
06-25 00:58	BTCUSDT	Sell	61055.7→60764.4	+1.94	timeout
06-24 23:27	BTCUSDT	Sell	60844.6→60974.1	-1.52	timeout
06-24 21:50	BTCUSDT	Sell	61136.4→61024.8	+0.46	timeout
06-24 19:59	BTCUSDT	Sell	59535.4→59937.9	-3.84	timeout
06-24 18:24	BTCUSDT	Sell	59486.1→59770.9	-2.85	timeout
06-24 17:08	BTCUSDT	Sell	60365.9→59824.2	+4.03	timeout
06-24 15:45	BTCUSDT	Sell	61104.4→60473.1	+4.71	timeout
06-24 14:16	BTCUSDT	Sell	62020.6→61182.8	+6.30	timeout
06-24 12:42	BTCUSDT	Sell	62616→62828.2	-2.14	timeout
06-24 11:27	BTCUSDT	Sell	62521.8→62350.2	+0.92	timeout
06-24 10:00	BTCUSDT	Sell	62708.5→62659.3	-0.06	timeout
06-24 08:31	BTCUSDT	Sell	62650.8→62689.7	-0.76	timeout
06-24 06:52	BTCUSDT	Sell	62814.3→62763.3	-0.04	timeout
06-24 05:22	BTCUSDT	Sell	62545.9→62807.3	-2.54	timeout
06-24 03:47	BTCUSDT	Sell	62671.4→62794.3	-1.43	timeout
06-24 02:15	BTCUSDT	Sell	62918.6→62845.9	+0.13	timeout
06-24 00:37	BTCUSDT	Sell	62616.5→62878.6	-2.54	timeout
06-23 23:04	BTCUSDT	Sell	62597.6→62546.2	-0.04	timeout
06-23 21:26	BTCUSDT	Sell	62373.2→62521.6	-1.64	timeout
06-23 20:00	BTCUSDT	Sell	62209.3→62428.3	-2.21	timeout
06-23 18:20	BTCUSDT	Sell	62534.7→62341.9	+1.09	timeout
06-23 16:34	BTCUSDT	Sell	62418.6→62626.6	-2.12	timeout
06-23 14:58	BTCUSDT	Sell	62448.6→62517.8	-1.01	timeout
06-23 13:25	BTCUSDT	Sell	62319.4→62025.9	+1.90	timeout
06-23 11:45	BTCUSDT	Sell	62218.9→62574.9	-3.32	timeout
06-23 10:10	BTCUSDT	Sell	62308.8→62432.6	-1.45	timeout
06-23 08:38	BTCUSDT	Sell	62949.1→62301.6	+4.69	timeout
06-23 07:25	BTCUSDT	Sell	62543.3→63007.8	-4.16	timeout
06-23 01:13	BTCUSDT	Sell	63901.9→64228	-3.00	timeout
06-22 23:41	BTCUSDT	Sell	63874→63999	-1.43	timeout
06-20 05:16	BTCUSDT	Sell	63400.1→63787.9	-3.51	timeout
06-20 03:43	BTCUSDT	Sell	63337.9→63460.1	-1.42	timeout
06-20 02:09	BTCUSDT	Sell	63404.1→63474.5	-1.01	timeout
06-20 00:33	BTCUSDT	Sell	63292.3→63631.5	-3.13	timeout
06-19 23:03	BTCUSDT	Sell	63005.2→63273.3	-2.58	timeout
06-19 21:30	BTCUSDT	Sell	63041.3→63145.7	-1.28	timeout
06-19 19:59	BTCUSDT	Sell	63063.6→63012	-0.04	timeout
06-19 18:28	BTCUSDT	Sell	62858.2→63108.5	-2.44	timeout
06-19 16:51	BTCUSDT	Sell	63191→63142.9	-0.07	timeout
06-19 15:23	BTCUSDT	Sell	62987.4→63012	-0.65	timeout
06-19 13:45	BTCUSDT	Sell	62455.2→63077.7	-5.44	timeout
06-19 12:10	BTCUSDT	Sell	62422.1→62627.9	-2.10	timeout
06-19 10:38	BTCUSDT	Sell	62398.2→62411.7	-0.56	timeout
06-19 09:02	BTCUSDT	Sell	62562.7→62589.6	-0.67	timeout
06-19 07:29	BTCUSDT	Sell	62789→62713.5	+0.15	timeout
06-19 06:25	BTCUSDT	Sell	62564.7→62801.3	-2.34	timeout
06-19 04:46	BTCUSDT	Sell	62631.4→62588.6	-0.11	timeout
06-19 03:12	BTCUSDT	Sell	62994.9→62792.2	+1.16	timeout
06-19 01:42	BTCUSDT	Sell	62974.9→62864.7	+0.42	timeout
06-19 00:06	BTCUSDT	Sell	62770.3→62900.3	-1.49	timeout
06-18 22:28	BTCUSDT	Sell	62917.2→62805.9	+0.43	timeout
06-18 20:49	BTCUSDT	Sell	62871→63021.7	-1.65	timeout
06-18 19:13	BTCUSDT	Sell	62655→62651.3	-0.43	timeout
06-18 17:51	BTCUSDT	Sell	62630.8→62662.6	-0.71	timeout
06-18 16:44	BTCUSDT	Sell	62732→62687.3	-0.11	timeout
06-18 15:16	BTCUSDT	Sell	63777.7→63542.5	+1.38	timeout
06-18 13:36	BTCUSDT	Sell	64200.4→64099.8	+0.33	timeout
06-18 11:58	BTCUSDT	Sell	64044.4→63977.8	+0.07	timeout
06-18 10:26	BTCUSDT	Sell	64286→63934	+2.29	timeout
06-18 08:49	BTCUSDT	Sell	64437.2→64497.7	-0.92	timeout
06-18 07:11	BTCUSDT	Sell	63879.2→64001.2	-1.41	timeout
06-18 05:35	BTCUSDT	Sell	63884.1→63936.2	-0.86	timeout
06-18 04:02	BTCUSDT	Sell	64515.5→64297.7	+1.24	timeout
06-18 02:27	BTCUSDT	Sell	64629.6→64725.7	-1.19	timeout
06-18 00:57	BTCUSDT	Sell	64407.2→64444.4	-0.74	timeout
06-17 23:20	BTCUSDT	Sell	64119.4→64488.4	-3.32	timeout
06-17 21:49	BTCUSDT	Sell	64271.5→64188.3	+0.20	timeout
06-17 20:29	BTCUSDT	Sell	64409.3→64346.1	+0.04	timeout
06-17 18:43	BTCUSDT	Sell	65092.9→65822.4	-6.05	stop_loss

Paper vs Live

Paper (trades.jsonl)

135

closed

33%

win rate

-135.25

total pnl ($)

-20.0 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 ($)
BTCUSDT	135	33%	-20.0	-135.25

Recent bounces (last 20 of 18)

time	sym	side	reason
06-27 00:38	BTCUSDT	Sell	router_blocked
06-26 23:00	BTCUSDT	Sell	router_blocked
06-26 21:26	BTCUSDT	Sell	router_blocked
06-26 19:53	BTCUSDT	Sell	router_blocked
06-26 18:21	BTCUSDT	Sell	router_blocked
06-26 16:51	BTCUSDT	Sell	stale_intent
06-26 15:14	BTCUSDT	Sell	router_blocked
06-26 13:35	BTCUSDT	Sell	router_blocked
06-26 12:06	BTCUSDT	Sell	router_blocked
06-26 08:54	BTCUSDT	Sell	router_blocked
06-26 02:36	BTCUSDT	Sell	router_blocked
06-25 14:20	BTCUSDT	Sell	router_blocked
06-24 17:34	BTCUSDT	Sell	router_blocked
06-24 16:23	BTCUSDT	Sell	router_blocked
06-24 15:00	BTCUSDT	Sell	router_blocked
06-24 13:29	BTCUSDT	Sell	router_blocked
06-24 11:57	BTCUSDT	Sell	router_blocked
06-24 07:42	BTCUSDT	Sell	router_blocked

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…