209
closed trades
43%
win rate
-87.34
total pnl ($)
0.843
weight
7d window — n=82 wr=39% pnl=-44.20
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=MacroDxyExtremeFearBounce in strategies_batch_k.py
Backtest evidence
run: 2026-06-04 06:04:04 (18.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
k__restored_d3b5f27a
n: 427
· wr: 41.9%
· total_bps: -3533.1
· mean_bps: -8.27
· sharpe: -0.19
· max_dd_bps: -3533.1
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 |
|---|---|---|---|---|---|
| 06-23 02:08 | BTC | Buy | 64213.2→64063.8 | -1.61 | timeout |
| 06-23 00:07 | BTC | Buy | 63953.2→63963.8 | -0.37 | timeout |
| 06-22 22:02 | BTC | Buy | 64447.2→64346.8 | -1.23 | timeout |
| 06-22 19:59 | BTC | Buy | 64303.2→64467.8 | +0.83 | timeout |
| 06-22 17:54 | BTC | Buy | 64730.2→64605.8 | -1.41 | timeout |
| 06-22 15:42 | BTC | Buy | 64922.2→65028.7 | +0.37 | timeout |
| 06-22 13:38 | BTC | Buy | 65047.3→65262.7 | +1.20 | timeout |
| 06-22 11:40 | BTC | Buy | 64075.2→64568.8 | +3.40 | timeout |
| 06-22 09:41 | BTC | Buy | 64119.2→64039.8 | -1.07 | timeout |
| 06-22 07:29 | BTC | Buy | 64095.2→64227.8 | +0.58 | timeout |
| 06-22 05:26 | BTC | Buy | 63932.2→64195.8 | +1.61 | timeout |
| 06-22 03:01 | BTC | Buy | 64539.2→63916.8 | -5.27 | stop_loss |
| 06-22 01:15 | BTC | Buy | 63492.2→63901.8 | +2.77 | timeout |
| 06-21 23:12 | BTC | Buy | 63565.2→63709.8 | +0.69 | timeout |
| 06-21 21:09 | BTC | Buy | 64180.2→63563 | -5.26 | stop_loss |
| 06-21 19:03 | BTC | Buy | 63987.2→64228.8 | +1.44 | timeout |
| 06-21 16:58 | BTC | Buy | 64200.2→64105.8 | -1.18 | timeout |
| 06-21 14:56 | BTC | Buy | 64078.2→64112.8 | -0.18 | timeout |
| 06-21 12:51 | BTC | Buy | 64103.2→64026.8 | -1.04 | timeout |
| 06-21 10:48 | BTC | Buy | 64098.2→64345.8 | +1.48 | timeout |
| 06-21 08:46 | BTC | Buy | 64214.2→63918.8 | -2.76 | timeout |
| 06-21 06:44 | BTC | Buy | 64288.2→64280.8 | -0.51 | timeout |
| 06-21 04:42 | BTC | Buy | 64381.2→64473.8 | +0.27 | timeout |
| 06-21 02:42 | BTC | Buy | 64200.2→64216.8 | -0.32 | timeout |
| 06-21 00:37 | BTC | Buy | 64255.2→64258.8 | -0.42 | timeout |
| 06-20 22:33 | BTC | Buy | 63911.2→64286.8 | +2.49 | timeout |
| 06-20 20:29 | BTC | Buy | 63832.2→63890.8 | +0.01 | timeout |
| 06-20 18:31 | BTC | Buy | 63977.2→63828.8 | -1.61 | timeout |
| 06-20 16:25 | BTC | Buy | 64191.2→64033.8 | -1.68 | timeout |
| 06-20 14:20 | BTC | Buy | 63508.2→63271.8 | -2.31 | timeout |
| 06-20 12:15 | BTC | Buy | 63638.2→63700.8 | +0.04 | timeout |
| 06-20 10:15 | BTC | Buy | 63500.2→63658.8 | +0.80 | timeout |
| 06-20 08:11 | BTC | Buy | 63642.2→63497.8 | -1.59 | timeout |
| 06-20 06:12 | BTC | Buy | 63735.2→63631.8 | -1.26 | timeout |
| 06-20 04:09 | BTC | Buy | 63309.2→63368.8 | +0.02 | timeout |
| 06-20 02:09 | BTC | Buy | 63422.2→63465.8 | -0.11 | timeout |
| 06-20 00:06 | BTC | Buy | 63285.2→63484.8 | +1.13 | timeout |
| 06-19 22:03 | BTC | Buy | 63135.2→63026.8 | -1.31 | timeout |
| 06-19 19:59 | BTC | Buy | 63086.2→62991.9 | -1.20 | timeout |
| 06-19 17:56 | BTC | Buy | 62914.1→63149.8 | +1.42 | timeout |
| 06-19 15:56 | BTC | Buy | 63216.2→63239.8 | -0.26 | timeout |
| 06-19 13:52 | BTC | Buy | 62701.1→63180.8 | +3.38 | timeout |
| 06-19 11:44 | BTC | Buy | 62416.1→62636.9 | +1.32 | timeout |
| 06-19 09:40 | BTC | Buy | 62644.1→62398.9 | -2.40 | timeout |
| 06-19 07:35 | BTC | Buy | 62765.1→62629.9 | -1.53 | timeout |
| 06-19 06:26 | BTC | Buy | 62617.1→62817.9 | +1.15 | timeout |
| 06-19 04:16 | BTC | Buy | 62464.1→62845.9 | +2.61 | timeout |
| 06-19 02:08 | BTC | Buy | 63026.2→63016.8 | -0.52 | timeout |
| 06-19 00:02 | BTC | Buy | 62868.1→62873.9 | -0.40 | timeout |
| 06-18 21:49 | BTC | Buy | 63069.2→62902.9 | -1.76 | timeout |
| 06-18 19:48 | BTC | Buy | 62720.1→62946.9 | +1.36 | timeout |
| 06-18 18:00 | BTC | Buy | 62635.1→62584.9 | -0.84 | timeout |
| 06-18 15:40 | BTC | Buy | 63309.2→62701.5 | -5.25 | stop_loss |
| 06-18 13:47 | BTC | Buy | 64356.2→63730.9 | -5.31 | stop_loss |
| 06-18 12:12 | BTC | Buy | 64019.2→63960.8 | -0.91 | timeout |
| 06-18 10:06 | BTC | Buy | 64324.2→64093.8 | -2.25 | timeout |
| 06-18 07:57 | BTC | Buy | 64077.2→64442.8 | +2.40 | timeout |
| 06-18 05:47 | BTC | Buy | 63826.2→63867.8 | -0.12 | timeout |
| 06-18 03:46 | BTC | Buy | 64680.2→64291.8 | -3.45 | timeout |
| 06-18 01:37 | BTC | Buy | 64541.2→64603.8 | +0.03 | timeout |
| 06-17 23:36 | BTC | Buy | 64403.2→64412.8 | -0.38 | timeout |
| 06-17 21:38 | BTC | Buy | 64454.2→64323.8 | -1.46 | timeout |
| 06-17 19:18 | BTC | Buy | 65599.3→64969.2 | -5.25 | stop_loss |
| 06-17 17:37 | BTC | Buy | 65942.3→65875.7 | -0.96 | timeout |
| 06-17 15:33 | BTC | Buy | 65168.3→65348.7 | +0.94 | timeout |
| 06-17 13:26 | BTC | Buy | 64643.2→64875.8 | +1.35 | timeout |
| 06-17 11:27 | BTC | Buy | 64892.2→64673.8 | -2.14 | timeout |
| 06-17 09:25 | BTC | Buy | 65318.3→65000.7 | -2.88 | timeout |
| 06-17 07:22 | BTC | Buy | 65852.3→65500.7 | -3.12 | timeout |
| 06-17 05:14 | BTC | Buy | 65802.3→65763.7 | -0.74 | timeout |
| 06-17 03:09 | BTC | Buy | 65850.3→65857.7 | -0.40 | timeout |
| 06-17 01:05 | BTC | Buy | 65679.3→65765.7 | +0.21 | timeout |
| 06-16 22:59 | BTC | Buy | 65752.3→65744.7 | -0.51 | timeout |
| 06-16 20:49 | BTC | Buy | 65639.3→65808.7 | +0.84 | timeout |
| 06-16 18:40 | BTC | Buy | 65710.3→65801.7 | +0.24 | timeout |
| 06-16 16:33 | BTC | Buy | 65787.3→65702.7 | -1.10 | timeout |
| 06-16 14:30 | BTC | Buy | 66053.3→65521.7 | -4.48 | timeout |
| 06-16 12:23 | BTC | Buy | 66496.3→66547.7 | -0.07 | timeout |
| 06-16 10:17 | BTC | Buy | 66675.3→66590.7 | -1.09 | timeout |
| 06-16 08:08 | BTC | Buy | 66423.3→66356.7 | -0.95 | timeout |
| 06-16 06:03 | BTC | Buy | 65968.3→66116.7 | +0.68 | timeout |
| 06-16 04:00 | BTC | Buy | 65672.3→66120.7 | +2.97 | timeout |
| 06-16 01:59 | BTC | Buy | 66226.3→66306.7 | +0.16 | timeout |
| 06-15 23:59 | BTC | Buy | 66185.3→66293.7 | +0.37 | timeout |
| 06-15 22:01 | BTC | Buy | 66463.3→66348.7 | -1.31 | timeout |
| 06-15 19:57 | BTC | Buy | 66806.3→66567.7 | -2.24 | timeout |
| 06-15 17:54 | BTC | Buy | 67131.4→66887.7 | -2.27 | timeout |
| 06-15 15:54 | BTC | Buy | 66595.3→67219.6 | +4.24 | timeout |
| 06-15 12:15 | BTC | Buy | 65964.3→66259.7 | +1.79 | timeout |
| 06-15 09:58 | BTC | Buy | 65671.3→65561.7 | -1.28 | timeout |
| 06-15 07:51 | BTC | Buy | 65860.3→65695.7 | -1.70 | timeout |
| 06-15 04:48 | BTC | Buy | 65883.3→65665.7 | -2.10 | timeout |
| 06-15 02:38 | BTC | Buy | 65542.3→65635.7 | +0.26 | timeout |
| 06-15 00:33 | BTC | Buy | 65522.3→65606.7 | +0.19 | timeout |
| 06-14 22:22 | BTC | Buy | 64692.2→65203.7 | +3.50 | timeout |
| 06-14 20:18 | BTC | Buy | 63835.2→63824.8 | -0.53 | timeout |
| 06-14 18:16 | BTC | Buy | 63951.2→63713.8 | -2.31 | timeout |
| 06-14 16:11 | BTC | Buy | 64078.2→64089.8 | -0.36 | timeout |
| 06-14 14:09 | BTC | Buy | 64334.2→64306.8 | -0.66 | timeout |
| 06-14 12:02 | BTC | Buy | 64478.2→64516.8 | -0.15 | timeout |
Paper vs Live
Paper (trades.jsonl)
209
closed
43%
win rate
-87.34
total pnl ($)
-8.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 209 | 43% | -8.3 | -87.34 |
Recent bounces (last 20 of 9)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 23:25 | BTC | Buy | stale_intent |
| 06-22 21:18 | BTC | Buy | stale_intent |
| 06-22 19:14 | BTC | Buy | stale_intent |
| 06-22 12:53 | BTC | Buy | stale_intent |
| 06-22 10:56 | BTC | Buy | stale_intent |
| 06-22 08:56 | BTC | Buy | stale_intent |
| 06-22 04:46 | BTC | Buy | stale_intent |
| 06-22 00:30 | BTC | Buy | stale_intent |
| 06-21 22:36 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||