macro_us_morning_session_fade

not live
39
closed trades
51%
win rate
+8.60
total pnl ($)
1.179
weight
7d window — n=7 wr=29% pnl=-3.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 05:57:40 (18.9d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: ain
n: 238  ·  wr: 58.8%  ·  total_bps: +1486.8  ·  mean_bps: +6.25  ·  sharpe: +0.08  ·  max_dd_bps: -973.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 39 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 13:50BTCSell64685.8→65566-3.62stop_loss
06-21 15:00BTCSell64132.8→64094.2-0.08timeout
06-20 15:00BTCSell63656.8→63933.2-1.31timeout
06-19 15:05BTCSell62625.9→63112.2-2.17timeout
06-18 15:37BTCSell64325.8→62914.1+5.24take_profit
06-17 15:50BTCSell64981.8→65869.2-3.64stop_loss
06-16 16:06BTCSell66320.7→65830.3+1.63timeout
06-15 15:35BTCSell66211.7→66632.3-1.81timeout
06-14 15:09BTCSell64459.8→64090.2+1.21timeout
06-13 15:01BTCSell63938.8→64199.2-0.74timeout
06-12 15:07BTCSell63628.8→64144.2-1.35timeout
06-11 15:06BTCSell63039.8→62644.1+0.81timeout
06-10 12:33BTCSell60996.9→61834-2.19stop_loss
06-09 14:39BTCSell62740.9→61366.1+3.15take_profit
06-08 15:01BTCSell63442.8→63980.2-1.40timeout
06-07 15:00BTCSell62599.9→61858.1+1.64timeout
06-06 15:01BTCSell60851→60759+0.09timeout
06-05 13:59BTCSell62047.9→60688+3.15take_profit
06-04 16:52BTCSell63754.8→63762.2-0.15timeout
06-03 18:43BTCSell66326.7→66044.3+0.51timeout
06-02 17:30BTCSell67920.6→67759.4+0.37timeout
06-02 01:12BTCSell70973.5→71311.6-1.41timeout
05-31 17:09BTCSell73805.3→73521.7+0.74timeout
05-30 16:44BTCSell73718.3→73925.7-0.92timeout
05-29 15:17BTCSell73353.3→73572.7-0.97timeout
05-28 15:19BTCSell73320.3→72765.6+1.67timeout
05-27 15:00BTCSell75730.2→75025.8+2.10timeout
05-26 15:00BTCSell77147.1→76959.8+0.38timeout
05-25 15:00BTCSell77305.1→77724.9-1.58timeout
05-24 15:00BTCSell77267.1→76403.8+2.57timeout
05-23 14:59BTCSell74764.3→75500.8-2.69timeout
05-22 14:59BTCSell77402.1→76756.8+1.87timeout
05-21 14:59BTCSell77143.1→76978.8+0.31timeout
05-20 14:59BTCSell77371.1→77450.9-0.48timeout
05-19 14:59BTCSell76694.2→76360.8+0.87timeout
05-18 14:59BTCSell77250.1→76361.8+2.65timeout
05-15 13:51BTCSell80587→78817.9+5.26take_profit
05-12 01:43BTCSell81715.9→81724.1-0.24timeout
05-10 15:02BTCSell80804→81018.1-0.88timeout

Paper vs Live

Paper (trades.jsonl)
39
closed
51%
win rate
+8.60
total pnl ($)
+11.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3951%+11.1+8.60

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems