macro_usdjpy_carry_unwind_crypto_decoupling_long

72

closed trades

43%

win rate

-22.98

total pnl ($)

1.181

weight

7d window — n=19 wr=42% pnl=-7.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 19:19:25 (39.8d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: aax__restored_5572abb8

n: 16 · wr: 25.0% · total_bps: -443.2 · mean_bps: -27.70 · sharpe: -0.47 · max_dd_bps: -543.7

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

time	sym	side	entry→exit	pnl	close
06-27 11:44	BTC	Buy	60384→60227	-2.29	timeout
06-27 06:48	BTC	Buy	59954→60421	+4.48	timeout
06-27 01:46	BTC	Buy	59649→59948	+2.67	timeout
06-26 20:51	BTC	Buy	60135→59736	-4.93	timeout
06-26 15:44	BTC	Buy	59519→60411	+9.14	timeout
06-26 10:42	BTC	Buy	59880→59519	-4.52	timeout
06-26 02:13	BTC	Buy	59738→58620.7	-12.74	stop_loss
06-26 00:31	BTC	Buy	59307→59744	+4.20	timeout
06-25 19:27	BTC	Buy	59419→59286	-2.03	timeout
06-25 13:40	BTC	Buy	61634.1→60487.7	-12.67	stop_loss
06-25 09:33	BTC	Buy	60782→61687.9	+9.10	timeout
06-25 04:24	BTC	Buy	60977→60864	-1.79	timeout
06-24 23:21	BTC	Buy	59735→60846	+11.52	timeout
06-23 08:24	BTC	Buy	63355.2→62165.8	-12.78	stop_loss
06-23 02:01	BTC	Buy	64449.2→64112.8	-3.97	timeout
06-22 20:58	BTC	Buy	64776.2→64405.8	-4.31	timeout
06-22 14:56	BTC	Buy	64114.2→64839.8	+6.74	timeout
06-22 09:50	BTC	Buy	64038.2→64078.8	-0.19	timeout
06-22 04:46	BTC	Buy	63268.2→64014.8	+7.08	timeout
06-11 11:07	BTC	Buy	62548.1→63116.8	+5.28	timeout
06-11 04:05	BTC	Buy	61314.1→62584.9	+12.85	timeout
06-08 23:56	BTC	Buy	63465.2→63033.8	-5.01	timeout
06-08 08:35	BTC	Buy	63160.2→63126.8	-0.95	timeout
06-08 03:31	BTC	Buy	62919.1→63175.8	+2.06	timeout
06-07 22:15	BTC	Buy	62251.1→64239.8	+20.18	take_profit
06-07 17:26	BTC	Buy	61943.1→62212.9	+2.25	timeout
06-07 12:23	BTC	Buy	62091.1→61966.9	-1.89	timeout
06-07 07:24	BTC	Buy	61296.1→62122.9	+8.19	timeout
06-07 02:20	BTC	Buy	60851→61265.9	+3.82	timeout
06-06 21:19	BTC	Buy	60743→60826	+0.32	timeout
06-06 16:17	BTC	Buy	60803→60779	-0.84	timeout
06-06 11:14	BTC	Buy	61143.1→60611	-6.23	timeout
06-06 04:14	BTC	Buy	61212.1→60068.9	-12.73	stop_loss
06-06 01:11	BTC	Buy	60689→61267.9	+5.61	timeout
06-05 18:52	BTC	Buy	60546→59420.3	-12.68	stop_loss
05-28 03:05	BTC	Buy	74670.7→74288.3	-3.92	timeout
05-27 22:05	BTC	Buy	75296.8→74669.3	-6.02	timeout
05-27 17:03	BTC	Buy	75704.8→75273.2	-4.31	timeout
05-27 12:03	BTC	Buy	75830.8→75697.2	-1.70	timeout
05-25 00:02	BTC	Buy	76697.8→77059.1	+2.45	timeout
05-24 18:57	BTC	Buy	76683.8→76621.2	-1.13	timeout
05-24 04:08	BTC	Buy	76706.8→76746.2	-0.27	timeout
05-23 23:08	BTC	Buy	75506.8→76719.2	+9.83	timeout
05-23 18:07	BTC	Buy	74909.7→75511.2	+4.61	timeout
05-23 13:07	BTC	Buy	74456.7→74953.3	+3.75	timeout
05-23 08:07	BTC	Buy	75565.8→74456.3	-10.09	timeout
05-23 03:07	BTC	Buy	75862.8→75558.2	-3.20	timeout
05-22 22:06	BTC	Buy	76871.8→75834.2	-9.38	timeout
05-22 17:07	BTC	Buy	77419.9→76864.2	-5.29	timeout
05-22 12:06	BTC	Buy	77315.9→77389.1	+0.00	timeout
05-22 07:05	BTC	Buy	77644.9→77298.1	-3.49	timeout
05-22 02:05	BTC	Buy	77759.9→77637.1	-1.62	timeout
05-21 21:05	BTC	Buy	77260.9→77752.1	+3.52	timeout
05-21 16:06	BTC	Buy	77182.9→77253.1	-0.01	timeout
05-21 11:05	BTC	Buy	77832.9→77191.1	-5.97	timeout
05-21 05:44	BTC	Buy	77726.9→77821.1	+0.18	timeout
05-21 00:45	BTC	Buy	77622.9→77719.1	+0.21	timeout
05-20 19:44	BTC	Buy	77367.9→77607.1	+1.40	timeout
05-20 14:44	BTC	Buy	77485.9→77356.1	-1.70	timeout
05-20 09:44	BTC	Buy	76737.8→77483.1	+5.69	timeout
05-20 04:43	BTC	Buy	76894.8→76723.2	-2.07	timeout
05-19 23:44	BTC	Buy	76823.8→76869.2	-0.24	timeout
05-19 18:43	BTC	Buy	76778.8→76782.2	-0.60	timeout
05-19 13:43	BTC	Buy	77234.9→76797.2	-4.28	timeout
05-19 08:43	BTC	Buy	76803.8→77286.1	+3.47	timeout
05-19 03:42	BTC	Buy	77024.9→76796.2	-2.54	timeout
05-18 22:43	BTC	Buy	76609.8→77017.1	+2.85	timeout
05-18 14:34	BTC	Buy	77682.9→76241	-12.66	stop_loss
05-18 12:43	BTC	Buy	76922.8→77677.1	+5.76	timeout
05-16 11:42	BTC	Buy	78696.9→78693	-0.64	timeout
04-30 09:30	BTC	Buy	75632→76234.8	+4.59	timeout
04-30 02:44	BTC	Buy	75889→75592	-3.13	timeout

Paper (trades.jsonl)

72

closed

43%

win rate

-22.98

total pnl ($)

-4.7 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	72	43%	-4.7	-22.98

time	sym	side	reason
06-27 11:58	BTC	Buy	circuit_breaker
06-27 11:58	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
04-30 09:30	BTC	BUY	+4.59	The Bitcoin market was range-bound and slightly weak at close, with BTC trading near $76,208 (down 1.27% on the day and 2.17% over 7 days) while funding rates remained positive at 0.001243%, reflecting modest long positioning. The trade's thesis—a macro USD…
04-30 02:44	BTC	BUY	-3.13	# Trade Close Analysis Market Context: Bitcoin was trading at $75,583 with mild bearish momentum (down 0.97% over 1h and 1.13% over 24h), while negative funding rates (-0.003353%) signaled liquidation pressure and reduced leverage appetite in the spot-…

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Cumulative P&L (last 72 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)