macro_usdjpy_carry_strength_risk_off_short · strategy

168

closed trades

46%

win rate

-6.31

total pnl ($)

1.500

weight

7d window — n=40 wr=55% pnl=+46.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 02:10:18 (41.4d ago) · src: canon

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

n: 76 · wr: 51.3% · total_bps: -530.8 · mean_bps: -6.98 · sharpe: -0.16 · max_dd_bps: -1301.8

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
06-25 21:34	BTC	Sell	59157→59966	-7.28	stop_loss
06-25 19:57	BTC	Sell	59265→59294	-0.70	timeout
06-25 13:46	BTC	Sell	61027.9→59686	+10.54	take_profit
06-25 13:45	BTC	Sell	61254.9→59913	+10.50	take_profit
06-25 13:45	BTC	Sell	61332.9→59989	+10.50	take_profit
06-25 13:24	BTC	Sell	61552.9→61223.1	+2.23	timeout
06-25 12:21	BTC	Sell	61679.9→61139.1	+3.94	timeout
06-25 11:16	BTC	Sell	61737.9→61340.1	+2.78	timeout
06-25 10:15	BTC	Sell	61729.9→61668.1	+0.05	timeout
06-25 09:09	BTC	Sell	61624.9→61698.1	-1.04	timeout
06-25 08:00	BTC	Sell	61255.9→61882.1	-5.56	timeout
06-25 03:17	BTC	Sell	61073.9→60750	+2.20	timeout
06-25 02:06	BTC	Sell	60886→60853	-0.18	timeout
06-25 01:06	BTC	Sell	61051.9→60785	+1.74	timeout
06-24 23:56	BTC	Sell	60978→61043.1	-0.99	timeout
06-24 20:06	BTC	Sell	59867→60691.4	-7.34	stop_loss
06-24 20:01	BTC	Sell	59481→60291.1	-7.27	stop_loss
06-24 20:01	BTC	Sell	59421→60230.1	-7.28	stop_loss
06-24 19:50	BTC	Sell	60050→59793	+1.67	timeout
06-24 17:47	BTC	Sell	60437→59103	+10.57	take_profit
06-24 16:51	BTC	Sell	61168.9→59785	+10.84	take_profit
06-24 16:45	BTC	Sell	61386.9→60190	+9.27	timeout
06-24 09:10	BTC	Sell	62813.9→62713.1	+0.36	timeout
06-24 03:48	BTC	Sell	62947.9→62778.1	+0.91	timeout
06-23 22:59	BTC	Sell	62373.9→62556.1	-1.91	timeout
06-23 21:58	BTC	Sell	62230.9→62569.1	-3.17	timeout
06-23 20:59	BTC	Sell	62340.9→62427.1	-1.14	timeout
06-23 19:55	BTC	Sell	62491.9→62344.1	+0.73	timeout
06-23 18:52	BTC	Sell	62285.9→62228.1	+0.02	timeout
06-23 17:45	BTC	Sell	62496.9→62523.1	-0.66	timeout
06-23 16:43	BTC	Sell	62347.9→62600.1	-2.48	timeout
06-23 15:41	BTC	Sell	62292.9→62286.1	-0.40	timeout
06-23 14:38	BTC	Sell	62548.9→62659.1	-1.34	timeout
06-23 13:37	BTC	Sell	62274.9→62319.1	-0.82	timeout
06-23 12:36	BTC	Sell	62462.9→62355.1	+0.39	timeout
06-23 11:34	BTC	Sell	62265.9→62568.1	-2.90	timeout
06-23 10:34	BTC	Sell	62915.9→62286.1	+4.53	timeout
06-23 09:37	BTC	Sell	62878.9→62444.1	+2.98	timeout
06-23 08:27	BTC	Sell	63424.8→62049.1	+10.39	timeout
06-23 04:51	BTC	Sell	63968.8→63703.2	+1.63	timeout
06-19 14:45	BTC	Sell	62629.9→63301.2	-5.82	timeout
06-19 13:45	BTC	Sell	62326.9→63189.7	-7.38	stop_loss
06-19 13:44	BTC	Sell	62398.9→63075.2	-5.88	timeout
06-19 10:35	BTC	Sell	62627.9→62451.1	+0.95	timeout
06-18 18:58	BTC	Sell	62291.9→62669.1	-3.51	timeout
06-18 17:27	BTC	Sell	63633.8→62239.1	+10.48	take_profit
06-18 15:51	BTC	Sell	63968.8→62557.1	+10.55	take_profit
06-18 14:23	BTC	Sell	63878.8→64001.2	-1.41	timeout
06-18 13:06	BTC	Sell	64088.8→64379.2	-2.72	timeout
06-18 12:07	BTC	Sell	64334.8→63902.2	+2.92	timeout
06-18 10:18	BTC	Sell	64111.8→63950.2	+0.82	timeout
06-18 09:10	BTC	Sell	63882.8→64318.2	-3.85	timeout
06-18 08:07	BTC	Sell	63704.8→64473.2	-6.48	timeout
06-18 07:06	BTC	Sell	64198.8→64033.2	+0.84	timeout
06-18 06:04	BTC	Sell	64542.8→64038.2	+3.46	timeout
06-18 05:04	BTC	Sell	64578.8→63733.2	+6.10	timeout
06-18 03:53	BTC	Sell	64507.8→64325.2	+0.97	timeout
06-18 02:49	BTC	Sell	64455.8→64691.2	-2.27	timeout
06-18 01:41	BTC	Sell	64347.8→64603.2	-2.43	timeout
06-18 00:42	BTC	Sell	64241.8→64517.2	-2.58	timeout
06-17 23:31	BTC	Sell	64349.8→64467.2	-1.36	timeout
06-17 22:34	BTC	Sell	64404.8→64348.2	-0.01	timeout
06-17 21:30	BTC	Sell	65370.7→64249.2	+8.13	timeout
06-10 23:08	BTC	Sell	61761.9→61322.1	+3.11	timeout
06-10 13:43	BTC	Sell	61480.9→62320.3	-7.28	stop_loss
06-10 13:37	BTC	Sell	61325.9→62161.2	-7.26	stop_loss
06-10 13:36	BTC	Sell	61115.9→61949.1	-7.27	stop_loss
06-10 12:56	BTC	Sell	61347.9→61644.1	-2.87	timeout
06-10 11:53	BTC	Sell	61272.9→61057.1	+1.31	timeout
06-10 10:50	BTC	Sell	61674.9→61315.1	+2.46	timeout
06-09 22:39	BTC	Sell	61841.9→62023.1	-1.92	timeout
06-09 21:38	BTC	Sell	61753.9→62023.1	-2.64	timeout
06-09 20:35	BTC	Sell	61719.9→62023.1	-2.91	timeout
06-09 19:32	BTC	Sell	61176.9→62010.1	-7.25	stop_loss
06-09 18:33	BTC	Sell	61261.9→61741.1	-4.35	timeout
06-07 01:18	BTC	Sell	60810→61663.9	-7.47	stop_loss
06-07 01:17	BTC	Sell	60671→61497.8	-7.26	stop_loss
06-07 00:50	BTC	Sell	60825→60765	+0.05	timeout
06-06 20:21	BTC	Sell	60706→60538	+0.92	timeout
06-06 19:19	BTC	Sell	60748→60651	+0.34	timeout
06-06 17:45	BTC	Sell	60906→60701	+1.23	timeout
06-06 16:43	BTC	Sell	60850→60704	+0.74	timeout
06-06 15:43	BTC	Sell	60790→60843	-0.89	timeout
06-06 14:42	BTC	Sell	60824→60926	-1.29	timeout
06-06 12:52	BTC	Sell	60288→61112.6	-7.29	stop_loss
06-06 12:36	BTC	Sell	61230.9→60791	+3.13	timeout
06-06 11:33	BTC	Sell	61307.9→60768	+3.95	timeout
06-06 10:33	BTC	Sell	60903→60360	+4.01	timeout
06-06 09:31	BTC	Sell	60971→61250.1	-2.73	timeout
06-06 08:30	BTC	Sell	60709→61428.1	-6.36	timeout
06-06 06:25	BTC	Sell	60704→61114.1	-3.83	timeout
06-06 05:22	BTC	Sell	59964→60780.4	-7.26	stop_loss
06-06 05:21	BTC	Sell	60690→60222	+3.40	timeout
06-06 04:20	BTC	Sell	61015.9→60059	+7.39	timeout
06-06 03:16	BTC	Sell	61488.9→60876	+4.54	timeout
06-06 02:16	BTC	Sell	61078.9→60818	+1.69	timeout
06-06 01:11	BTC	Sell	61310.9→61253.1	+0.02	timeout
06-06 00:09	BTC	Sell	61758.9→61407.1	+2.39	timeout
06-05 20:47	BTC	Sell	60533→61356.7	-7.25	stop_loss
06-05 19:46	BTC	Sell	59323→60131.1	-7.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

168

closed

46%

win rate

-6.31

total pnl ($)

-0.7 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 ($)
BTC	168	46%	-0.7	-6.31

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…