6
closed trades
50%
win rate
+13.18
total pnl ($)
1.286
weight
7d window — n=1 wr=100% pnl=+9.76
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=MondayRebalanceMomentumLong in strategies_batch_b.py
Backtest evidence
run: 2026-05-18 22:59:18 (39.9d ago) · src: canon
verdict: INSUFFICIENT_HISTORY
· strict: STRICT-FAIL
· batch:
b__restored_a798d85a
n: 1
· wr: 0.0%
· total_bps: -104.2
· mean_bps: -104.20
· sharpe: +0.00
· max_dd_bps: -104.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 6 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 13:57 | BTC | Buy | 64171.2→65486.7 | +9.76 | timeout |
| 06-15 13:52 | BTC | Buy | 65720.3→66580.7 | +6.10 | timeout |
| 06-08 13:48 | BTC | Buy | 63313.2→63435.8 | +0.51 | timeout |
| 06-01 22:59 | BTC | Buy | 71554.6→71424.4 | -1.40 | timeout |
| 05-25 13:42 | BTC | Buy | 77252.9→77276.1 | -0.33 | timeout |
| 05-18 13:43 | BTC | Buy | 76921.8→76770.2 | -1.46 | timeout |
Paper vs Live
Paper (trades.jsonl)
6
closed
50%
win rate
+13.18
total pnl ($)
+44.4 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 | 6 | 50% | +44.4 | +13.18 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||