93
closed trades
40%
win rate
+13.94
total pnl ($)
1.079
weight
7d window — n=20 wr=35% pnl=-1.97
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 13:44 (34.8d ago) · src: backtest-gate-results.jsonl
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_zh
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=226.572
Cumulative P&L (last 93 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 05:22 | BTC | Sell | 63689.8→64238.2 | -4.75 | timeout |
| 06-22 00:44 | BTC | Sell | 64131.8→63892.2 | +1.42 | timeout |
| 06-21 20:39 | BTC | Sell | 64003.8→63985.2 | -0.30 | timeout |
| 06-21 16:34 | BTC | Sell | 64285.8→64075.2 | +1.18 | timeout |
| 06-21 12:32 | BTC | Sell | 64230.8→64003.2 | +1.31 | timeout |
| 06-21 08:31 | BTC | Sell | 64200.8→64024.2 | +0.96 | timeout |
| 06-21 04:29 | BTC | Sell | 64276.8→64525.2 | -2.39 | timeout |
| 06-21 00:28 | BTC | Sell | 63826.8→64237.2 | -3.66 | timeout |
| 06-20 20:23 | BTC | Sell | 63306.8→63921.2 | -5.31 | timeout |
| 06-20 16:08 | BTC | Sell | 63744.8→64012.2 | -2.52 | timeout |
| 06-20 12:07 | BTC | Sell | 63671.8→63707.2 | -0.72 | timeout |
| 06-20 08:06 | BTC | Sell | 63462.8→63560.2 | -1.20 | timeout |
| 06-20 04:06 | BTC | Sell | 63043.8→63421.2 | -3.45 | timeout |
| 06-20 00:07 | BTC | Sell | 63094.8→63549.2 | -4.06 | timeout |
| 06-19 20:03 | BTC | Sell | 63171.8→63024.2 | +0.73 | timeout |
| 06-18 15:57 | BTC | Sell | 64347.8→62293.1 | +15.48 | take_profit |
| 06-17 22:43 | BTC | Sell | 65983.7→64361.2 | +11.84 | timeout |
| 06-16 23:34 | BTC | Sell | 65780.7→65727.3 | -0.02 | timeout |
| 06-15 11:37 | BTC | Sell | 65712.7→66181.3 | -4.02 | timeout |
| 06-15 07:36 | BTC | Sell | 65467.7→65736.3 | -2.50 | timeout |
| 06-15 03:32 | BTC | Sell | 64740.8→65700.3 | -7.85 | timeout |
| 06-14 21:40 | BTC | Sell | 64022.8→65216.9 | -9.77 | stop_loss |
| 06-14 17:45 | BTC | Sell | 64578.8→63813.2 | +5.50 | timeout |
| 06-14 13:40 | BTC | Sell | 64291.8→64259.2 | -0.20 | timeout |
| 06-14 09:37 | BTC | Sell | 64468.8→64442.2 | -0.23 | timeout |
| 06-14 05:36 | BTC | Sell | 64433.8→64282.2 | +0.72 | timeout |
| 06-14 01:32 | BTC | Sell | 64139.8→64588.2 | -3.96 | timeout |
| 06-13 21:29 | BTC | Sell | 64270.8→64235.2 | -0.17 | timeout |
| 06-13 17:25 | BTC | Sell | 63920.8→64020.2 | -1.23 | timeout |
| 06-13 13:25 | BTC | Sell | 63697.8→64199.2 | -4.37 | timeout |
| 06-13 09:22 | BTC | Sell | 63541.8→63831.2 | -2.70 | timeout |
| 06-13 05:20 | BTC | Sell | 63417.8→63557.2 | -1.55 | timeout |
| 06-13 01:16 | BTC | Sell | 63672.8→63670.2 | -0.41 | timeout |
| 06-12 21:15 | BTC | Sell | 64343.8→63595.2 | +5.37 | timeout |
| 06-12 15:31 | BTC | Sell | 63757.8→63994.2 | -2.28 | timeout |
| 06-12 11:56 | BTC | Sell | 63342.8→63782.2 | -3.90 | timeout |
| 06-12 07:47 | BTC | Sell | 63386.8→63011.2 | +2.52 | timeout |
| 06-12 03:40 | BTC | Sell | 63457.8→63446.2 | -0.34 | timeout |
| 06-11 23:43 | BTC | Sell | 63302.8→63647.2 | -3.14 | timeout |
| 06-11 19:35 | BTC | Sell | 62788.9→63696.2 | -7.64 | timeout |
| 06-11 15:21 | BTC | Sell | 62780.9→62740.1 | -0.10 | timeout |
| 06-11 11:09 | BTC | Sell | 62579.9→63103.2 | -4.60 | timeout |
| 06-11 07:03 | BTC | Sell | 61877.9→62645.1 | -6.61 | timeout |
| 06-11 03:00 | BTC | Sell | 61771.9→62118.1 | -3.24 | timeout |
| 06-10 22:56 | BTC | Sell | 62084.9→61405.1 | +5.02 | timeout |
| 06-10 15:54 | BTC | Sell | 61650.9→62801.5 | -9.78 | stop_loss |
| 06-09 09:25 | BTC | Sell | 62753.9→62835.1 | -1.10 | timeout |
| 06-09 05:21 | BTC | Sell | 63137.8→63276.2 | -1.54 | timeout |
| 06-09 00:56 | BTC | Sell | 63458.8→62584.1 | +6.44 | timeout |
| 06-08 20:51 | BTC | Sell | 63881.8→63378.2 | +3.50 | timeout |
| 06-08 16:48 | BTC | Sell | 63116.8→63627.2 | -4.47 | timeout |
| 06-08 12:46 | BTC | Sell | 62973.9→63523.2 | -4.81 | timeout |
| 06-08 08:44 | BTC | Sell | 63024.8→63141.2 | -1.36 | timeout |
| 06-08 04:40 | BTC | Sell | 63143.8→62719.1 | +2.92 | timeout |
| 06-07 20:35 | BTC | Sell | 62230.9→61785.1 | +3.12 | timeout |
| 06-07 07:25 | BTC | Sell | 61447.9→62209.1 | -6.65 | timeout |
| 06-06 23:58 | BTC | Sell | 60517→60869 | -3.33 | timeout |
| 06-06 19:52 | BTC | Sell | 60778→60606 | +0.95 | timeout |
| 06-06 15:50 | BTC | Sell | 60941→60819 | +0.55 | timeout |
| 06-06 11:48 | BTC | Sell | 60851→60922 | -1.05 | timeout |
| 06-06 07:48 | BTC | Sell | 61073.9→61020.1 | +0.01 | timeout |
| 06-06 03:44 | BTC | Sell | 61915.9→60611 | +10.09 | timeout |
| 06-05 23:43 | BTC | Sell | 60942→60757 | +1.08 | timeout |
| 06-05 18:52 | BTC | Sell | 61200.9→59248 | +15.52 | take_profit |
| 06-05 13:59 | BTC | Sell | 62765.9→60759 | +15.54 | take_profit |
| 06-05 11:50 | BTC | Sell | 62789.9→62161.1 | +4.56 | timeout |
| 06-05 06:24 | BTC | Sell | 63179.8→61158.1 | +15.54 | take_profit |
| 06-05 03:52 | BTC | Sell | 63299.8→62745.1 | +3.92 | timeout |
| 06-04 00:26 | BTC | Sell | 65794.7→63695.2 | +15.50 | take_profit |
| 06-01 02:27 | BTC | Sell | 73672.3→73479.7 | +0.88 | timeout |
| 05-26 20:39 | BTC | Sell | 77012.1→76017.8 | +6.02 | timeout |
| 05-26 04:12 | BTC | Sell | 77396.1→76595.8 | +4.72 | timeout |
| 05-26 00:12 | BTC | Sell | 77608.1→77178.9 | +2.30 | timeout |
| 05-25 20:11 | BTC | Sell | 77456.1→77411.9 | -0.13 | timeout |
| 05-25 16:11 | BTC | Sell | 77583.1→77540.9 | -0.14 | timeout |
| 05-25 12:10 | BTC | Sell | 77430.1→77285.9 | +0.51 | timeout |
| 05-25 08:11 | BTC | Sell | 77328.1→77318.9 | -0.35 | timeout |
| 05-25 04:10 | BTC | Sell | 76788.2→77000.8 | -1.82 | timeout |
| 05-25 00:10 | BTC | Sell | 76632.2→77145.9 | -3.79 | timeout |
| 05-24 20:09 | BTC | Sell | 76688.2→76670.8 | -0.33 | timeout |
| 05-24 16:09 | BTC | Sell | 76932.2→76515.8 | +2.25 | timeout |
| 05-24 12:00 | BTC | Sell | 76808.2→77274.9 | -3.48 | timeout |
| 05-24 08:00 | BTC | Sell | 76857.2→76785.8 | +0.05 | timeout |
| 05-24 04:00 | BTC | Sell | 76804.2→76766.8 | -0.19 | timeout |
| 05-23 19:50 | BTC | Sell | 75107.2→75923.8 | -5.87 | timeout |
| 05-23 01:00 | BTC | Sell | 76466.2→75363.8 | +6.79 | timeout |
| 05-20 21:31 | BTC | Sell | 77545.1→77600.9 | -0.79 | timeout |
| 05-20 17:31 | BTC | Sell | 77450.1→77541.9 | -1.01 | timeout |
| 05-20 13:30 | BTC | Sell | 77365.1→77271.9 | +0.18 | timeout |
| 05-20 09:30 | BTC | Sell | 76737.2→77472.9 | -5.21 | timeout |
| 05-20 05:29 | BTC | Sell | 76880.2→77133.9 | -2.06 | timeout |
| 05-20 01:30 | BTC | Sell | 76790.2→76559.8 | +1.09 | timeout |
| 05-19 21:30 | BTC | Sell | 76476.2→76977.8 | -3.69 | timeout |
Paper vs Live
Paper (trades.jsonl)
93
closed
40%
win rate
+13.94
total pnl ($)
+2.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 93 | 40% | +2.8 | +13.94 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||