month_end_rebalance_short

not live
2
closed trades
50%
win rate
-0.13
total pnl ($)
1.214
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 03:54:49 (35.1d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x__restored_3b3e5094
n: 7  ·  wr: 57.1%  ·  total_bps: +642.1  ·  mean_bps: +91.73  ·  sharpe: +0.55  ·  max_dd_bps: -164.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-29 14:09BTCSell72762.4→72936.6-1.61timeout
04-30 14:01BTCSell76723→76418.8+1.48timeout

Paper vs Live

Paper (trades.jsonl)
2
closed
50%
win rate
-0.13
total pnl ($)
-1.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC250%-1.2-0.13

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-30 14:01BTCSell+1.48BTC was trading near $76,498 with minimal intraday momentum (1h +0.28%) and slight consolidation over 24 hours (-0.10%), while funding rates turned negative (-0.003533%), indicating weakening long positioning into month-end. The short trade's thesis worked …