macd_sma_crossover_trend

87

closed trades

49%

win rate

+18.52

total pnl ($)

1.206

weight

7d window — n=26 wr=42% pnl=-5.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:24:38 (19.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: strategies_batch_aon

n: 22 · wr: 54.5% · total_bps: +817.6 · mean_bps: +37.16 · sharpe: +0.35 · max_dd_bps: -286.5

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

time	sym	side	entry→exit	pnl	close
06-23 08:27	BTC	Sell	64041.8→61998.1	+15.49	take_profit
06-23 06:20	BTC	Buy	64103.2→62906.4	-9.79	stop_loss
06-23 02:58	BTC	Buy	64412.2→64172.8	-2.31	timeout
06-22 22:59	BTC	Buy	64705.2→63960.8	-6.20	timeout
06-22 18:40	BTC	Buy	65078.3→64512.8	-4.81	timeout
06-22 14:39	BTC	Buy	64056.2→64896.8	+6.08	timeout
06-22 10:38	BTC	Buy	63994.2→64101.8	+0.37	timeout
06-22 06:30	BTC	Buy	63705.2→64052.8	+2.27	timeout
06-22 02:28	BTC	Buy	64074.2→64539.8	+3.16	timeout
06-21 22:27	BTC	Buy	64190.2→63713.8	-4.16	timeout
06-21 18:28	BTC	Buy	63982.2→64008.8	-0.22	timeout
06-21 14:20	BTC	Buy	64047.2→63993.8	-0.85	timeout
06-21 10:20	BTC	Buy	64431.2→64262.8	-1.78	timeout
06-20 10:16	BTC	Buy	63396.2→63660.8	+1.62	timeout
06-20 06:16	BTC	Buy	63523.2→63612.8	+0.25	timeout
06-20 02:10	BTC	Buy	63046.2→63466.8	+2.89	timeout
06-19 22:04	BTC	Buy	63133.2→63027.8	-1.30	timeout
06-19 17:58	BTC	Buy	62604.1→63191.8	+4.24	timeout
06-19 13:56	BTC	Buy	62599.1→63192.8	+4.32	timeout
06-19 10:17	BTC	Buy	62873.1→62419.9	-4.03	timeout
06-17 06:57	BTC	Buy	65727.3→65589.7	-1.50	timeout
06-17 02:59	BTC	Buy	65832.3→65871.7	-0.16	timeout
06-16 22:47	BTC	Buy	65757.3→65660.7	-1.21	timeout
06-16 18:44	BTC	Buy	66457.3→65829.7	-5.19	timeout
06-16 14:39	BTC	Buy	66479.3→65592.7	-7.14	timeout
06-16 10:28	BTC	Buy	66003.3→66634.7	+4.32	timeout
06-13 06:41	BTC	Buy	63585.2→63649.8	+0.06	timeout
06-13 02:39	BTC	Buy	63493.2→63690.8	+1.11	timeout
06-12 22:41	BTC	Buy	63959.2→63488.8	-4.14	timeout
06-12 18:38	BTC	Buy	63485.2→63771.8	+1.80	timeout
06-12 14:30	BTC	Buy	63513.2→63605.8	+0.26	timeout
06-12 10:30	BTC	Buy	63763.2→63599.8	-1.75	timeout
06-11 06:21	BTC	Sell	61831.9→62986.6	-9.75	stop_loss
06-11 02:29	BTC	Sell	61874.9→62037.1	-1.75	timeout
06-10 22:23	BTC	Sell	62271.9→61200.1	+8.16	timeout
06-10 14:21	BTC	Sell	61587.9→61863.1	-2.68	timeout
06-10 13:50	BTC	Buy	61680.1→62358.9	+5.05	timeout
06-10 13:43	BTC	Sell	61101.9→62239.2	-9.76	stop_loss
06-09 23:07	BTC	Buy	61506.1→62016.9	+3.72	timeout
06-09 14:30	BTC	Buy	62640.1→61473.2	-9.77	stop_loss
06-09 14:29	BTC	Buy	62691.1→61525.1	-9.75	stop_loss
06-09 10:55	BTC	Buy	63316.2→62737.9	-5.00	timeout
06-09 06:54	BTC	Buy	62535.1→63232.8	+5.11	timeout
06-09 02:46	BTC	Buy	63376.2→62685.9	-5.89	timeout
06-08 22:51	BTC	Buy	63585.2→63295.8	-2.73	timeout
06-08 18:45	BTC	Buy	63546.2→63483.8	-0.96	timeout
06-08 14:39	BTC	Buy	63144.2→63796.8	+4.71	timeout
06-08 10:34	BTC	Buy	62830.1→63348.8	+3.68	timeout
06-08 06:28	BTC	Sell	63427.8→63022.2	+2.75	timeout
06-07 22:14	BTC	Sell	62244.9→63403.9	-9.76	stop_loss
06-07 22:14	BTC	Sell	61693.9→62842.5	-9.76	stop_loss
06-07 18:28	BTC	Sell	61953.9→62204.1	-2.48	timeout
06-07 14:17	BTC	Sell	62301.9→61895.1	+2.82	timeout
06-07 08:46	BTC	Sell	61570.9→62718.5	-9.77	stop_loss
06-07 06:19	BTC	Buy	60839→61794.9	+7.42	timeout
06-07 02:18	BTC	Buy	60559→61271.9	+5.42	timeout
06-06 22:15	BTC	Buy	60729→60572	-1.72	timeout
06-06 18:14	BTC	Buy	61001→60480	-4.71	timeout
06-06 14:13	BTC	Buy	61114.1→60915	-2.08	timeout
06-06 10:11	BTC	Buy	60417→60641	+1.39	timeout
06-06 06:53	BTC	Sell	61241.9→60830	+2.92	timeout
06-06 02:53	BTC	Sell	61503.9→61137.1	+2.54	timeout
06-05 18:52	BTC	Sell	61310.9→59353	+15.52	take_profit
06-05 16:10	BTC	Sell	61911.9→59934	+15.52	take_profit
06-05 14:26	BTC	Sell	62388.9→60398	+15.50	take_profit
06-05 10:49	BTC	Sell	62854.9→62559.1	+1.91	timeout
06-05 06:20	BTC	Sell	63758.8→61716.1	+15.55	take_profit
06-05 02:15	BTC	Sell	63453.8→63191.2	+1.62	timeout
06-04 22:10	BTC	Sell	63737.8→63233.2	+3.50	timeout
06-04 19:17	BTC	Sell	63417.8→63981.2	-4.89	timeout
06-04 13:26	BTC	Sell	63534.8→63210.2	+2.08	timeout
06-04 10:08	BTC	Sell	64371.8→62951.1	+10.55	timeout
06-04 03:31	BTC	Buy	62297.1→64284.8	+15.50	take_profit
06-03 23:54	BTC	Buy	65305.3→64089.7	-9.76	stop_loss
06-03 22:26	BTC	Buy	65621.3→65101.7	-4.41	timeout
06-03 16:01	BTC	Buy	67196.4→65943.7	-9.79	stop_loss
06-03 10:25	BTC	Buy	66410.3→67211.6	+5.55	timeout
06-03 05:48	BTC	Sell	66737.7→67051.4	-2.79	timeout
06-03 00:24	BTC	Sell	67379.6→66849.3	+3.49	timeout
06-02 13:08	BTC	Sell	69947.5→68999.4	+6.33	timeout
06-02 09:12	BTC	Sell	70749.5→69515.2	+0.00	stop_loss
05-27 06:19	BTC	Buy	75848.2→75669.8	-1.60	timeout
05-27 02:18	BTC	Buy	76082.2→75689.8	-3.01	timeout
05-26 22:18	BTC	Buy	76426.2→75788.8	-4.63	timeout
05-26 18:16	BTC	Buy	77038.1→76005.8	-7.16	timeout
05-26 14:17	BTC	Buy	76681.2→77420.9	+4.37	timeout
05-26 10:17	BTC	Buy	76579.2→76720.8	+0.48	timeout

Paper (trades.jsonl)

87

closed

49%

win rate

+18.52

total pnl ($)

+4.2 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	87	49%	+4.4	+18.52

time	sym	side	reason
06-23 01:22	BTC	Buy	stale_intent
06-22 21:18	BTC	Buy	stale_intent
06-22 21:17	BTC	Buy	stale_intent
06-22 12:54	BTC	Buy	trigger_already_opened
06-22 00:56	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 87 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 5)

Postmortem feed (last 10)