macro_dxy_spike_short

not live
15
closed trades
27%
win rate
-56.62
total pnl ($)
1.150
weight
7d window — n=4 wr=25% pnl=-16.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 04:31:07 (24.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: h
n: 44  ·  wr: 34.1%  ·  total_bps: +17.2  ·  mean_bps: +0.39  ·  sharpe: +0.00  ·  max_dd_bps: -507.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 12:38BTCSell63537.8→65101.8-12.66stop_loss
06-22 09:18BTCSell63940.8→64160.2-2.08timeout
06-21 21:17BTCSell63924.8→63579.2+2.26timeout
06-21 09:15BTCSell63494.8→63941.2-3.82timeout
06-20 21:15BTCSell63235.8→63960.2-6.19timeout
06-20 09:09BTCSell62483.9→63459.2-8.14timeout
06-19 21:12BTCSell62981.9→63235.2-2.41timeout
06-19 09:10BTCSell64310.8→62426.1+14.05timeout
06-18 15:55BTCSell65306.7→62436.1+21.18take_profit
06-09 04:07BTCSell62895.9→62745.1+0.74timeout
06-07 22:14BTCSell62012.9→63539.9-12.77stop_loss
06-07 22:14BTCSell61624.9→63142.7-12.78stop_loss
06-07 06:36BTCSell60700→62194.2-12.79stop_loss
06-07 03:54BTCSell60637→61611.1-8.46timeout
06-05 21:04BTCSell60470→61959.1-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
15
closed
27%
win rate
-56.62
total pnl ($)
-75.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1527%-75.4-56.62

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems