midnight_utc_6h_fade

not live
6
closed trades
50%
win rate
+0.97
total pnl ($)
1.049
weight
7d window — n=2 wr=50% pnl=-1.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 08:04:43 (33.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: hs
n: 18  ·  wr: 44.4%  ·  total_bps: +136.1  ·  mean_bps: +7.56  ·  sharpe: +0.07  ·  max_dd_bps: -399.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 6 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 03:43BTCBuy64511.2→64246.8-2.50timeout
06-15 03:02BTCSell65687.7→65448.3+1.38timeout
06-09 03:51BTCBuy62471.1→62748.9+1.77timeout
06-08 03:04BTCSell63277.8→62996.1+1.78timeout
05-24 02:59BTCSell76708.2→76789.8-0.97timeout
05-23 03:00BTCBuy75536.8→75532.2-0.48timeout

Paper vs Live

Paper (trades.jsonl)
6
closed
50%
win rate
+0.97
total pnl ($)
+3.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC650%+3.2+0.97

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems