macro_usdjpy_volatility_surge_carry_panic_short

not live
0
closed trades
0%
win rate
+0.00
total pnl ($)
0.000
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 06:03:47 (39.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: abg__restored_49883924
n: 62  ·  wr: 43.5%  ·  total_bps: -224.8  ·  mean_bps: -3.63  ·  sharpe: -0.06  ·  max_dd_bps: -1001.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 0 closed)

no closed trades to chart

Last 100 trades

timesymsideentry→exitpnlclose
none

Paper vs Live

Paper (trades.jsonl)
0
closed
0%
win rate
+0.00
total pnl ($)
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
no paper trades

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-06 06:37BTCSell-12.48The market was in a tight consolidation phase with low volatility and neutral funding rates, creating a fragile environment for directional bets. The thesis failed because the anticipated immediate breakdown did not materialize, triggering the stop loss as …
05-04 20:03BTCSell+2.08The market was in a tight consolidation phase with neutral funding rates and low volatility, creating a stagnant environment for directional moves. The trade failed because the thesis required a breakout that never materialized, resulting in an exit solely …
05-04 15:02BTCSell-4.76The market was in a tight consolidation phase with minimal volatility and neutral funding rates. The trade failed because the thesis required immediate directional momentum that never materialized, resulting in a timeout exit.
05-03 04:12BTCSell+3.95# Trade Analysis: macro_usdjpy_volatility_surge_carry_panic_short BTC was trading sideways in a tight 1-hour range (0.01% move) with modest positive momentum over 24 hours (0.38%) while funding rates remained elevated at 0.006836%, indicating persistent lo…
05-02 23:11BTCSell-3.56# Trade Analysis: BTC Macro USD/JPY Volatility Carry Short At close, BTC was trading sideways with mild weakness (-0.22% on the hour) despite modest positive momentum on longer timeframes (0.47% on 24h), while funding rates remained elevated at 0.5738% wit…
05-02 18:10BTCSell-0.96# Trade Analysis: macro_usdjpy_volatility_surge_carry_panic_short BTC was in a tight consolidation at $78,371 with minimal intraday momentum (1h=-0.06%, 24h=-0.27%), contradicting the macro thesis of a USD/JPY volatility surge driving broad risk-off dynami…
05-02 13:09BTCSell-1.17# Trade Analysis: macro_usdjpy_volatility_surge_carry_panic_short **Market Context:** Bitcoin was trading near $78,317 with minimal intraday momentum (1h=+0.23%, 24h≈flat), while funding rates had turned negative (-0.33%) signaling weakening long leverage,…
05-02 08:09BTCSell-0.04At close, Bitcoin was trading flat to slightly down ($78,257, -0.08% 1h) with subdued volatility and positive 24h momentum (1.13%), while funding rates remained modest at 0.36% bps—inconsistent with a macro USD/JPY volatility surge or carry panic that would…
05-02 03:08BTCSell-1.16BTC consolidated sideways near $78,326 (up 2.23% on the day) with minimal hourly momentum (-0.01%), while funding rates turned slightly negative (-0.007259%), suggesting weakening leveraged long positioning. The macro_usdjpy_volatility_surge_carry_panic_sho…
05-01 22:07BTCSell-1.23# Trade Analysis: MACRO_USDJPY_VOLATILITY_SURGE_CARRY_PANIC_SHORT At close (1777673268), Bitcoin was consolidating near $78,251 with modest positive momentum (1h: +0.43%, 24h: +2.55%), while funding rates remained slightly negative (-0.66 bps), signaling w…