moving_atr_volatility_spike_fade

← ericai / trading
not live
216
closed trades
32%
win rate
-131.89
total pnl ($)
1.095
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=—  ·  SL=—  ·  TP=—  ·  class=? in ?
Backtest evidence run: 2026-05-16 23:42:56 (36.3d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: cj
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

timesymsideentry→exitpnlclose
06-01 04:20BTCSell73470.3→73462.7-0.39timeout
06-01 01:55BTCSell73668.3→73289.7+2.12timeout
05-31 20:08BTCSell73645.3→73679.7-0.68timeout
05-31 18:19BTCSell73584.3→73598.7-0.54timeout
05-31 14:14BTCSell73878.3→73763.7+0.33timeout
05-31 12:51BTCSell73806.3→73942.7-1.36timeout
05-31 10:10BTCSell73839.3→73832.7-0.39timeout
05-31 08:48BTCSell74038.3→73822.7+1.02timeout
05-31 07:33BTCSell74116.3→73832.7+1.48timeout
05-31 05:40BTCSell74101.3→74092.7-0.39timeout
05-31 03:34BTCSell74164.3→74174.7-0.51timeout
05-31 01:44BTCSell73770.3→74056.7-2.38timeout
05-30 23:30BTCSell73957.3→73813.7+0.53timeout
05-30 19:35BTCSell73828.3→73962.7-1.35timeout
05-30 15:46BTCSell73739.3→73881.7-1.40timeout
05-30 13:36BTCSell73566.3→73663.7-1.10timeout
05-30 11:41BTCSell73522.3→73601.7-0.99timeout
05-29 10:40BTCSell73767.3→73663.7+0.26timeout
05-29 09:50BTCSell73365.3→73716.7-2.84timeout
05-29 08:34BTCSell73678.3→73751.7-0.95timeout
05-29 04:57BTCSell73242.3→73394.7-1.48timeout
05-29 04:57BTCSell73242.3→73225.7-0.33timeout
05-29 03:36BTCSell73519.3→73318.7+0.92timeout
05-29 02:25BTCSell73822.3→73440.7+2.15timeout
05-29 01:10BTCSell73549.3→73835.7-2.38timeout
05-28 23:56BTCSell73819.3→73596.7+1.07timeout
05-28 22:46BTCSell73621.3→73513.7+0.29timeout
05-28 22:06BTCSell73302.3→73753.7-3.52timeout
05-28 20:55BTCSell73645.3→73653.7-0.49timeout
05-28 19:36BTCSell73446.3→73419.7-0.26timeout
05-28 18:22BTCSell73177.3→73659.7-3.73timeout
05-28 17:17BTCSell72868.4→73422.7-4.24timeout
05-28 16:04BTCSell72831.4→72813.6-0.32timeout
05-28 13:58BTCSell73469.3→72993.6+2.80timeout
05-28 13:37BTCSell73516.3→72824+0.00stop_loss
05-28 12:56BTCSell73410.3→73480.7-0.92timeout
05-28 11:54BTCSell73522.3→73503.7-0.32timeout
05-28 10:48BTCSell73298.3→73568.7-2.29timeout
05-28 09:45BTCSell73440.3→73464.7-0.62timeout
05-28 08:41BTCSell72778.4→73231.7-3.57timeout
05-28 07:39BTCSell72978.4→73403.7-3.36timeout
05-28 06:38BTCSell73030.3→72800.6+1.13timeout
05-28 04:02BTCSell73446.3→72755+0.00stop_loss
05-28 03:18BTCSell74158.3→73459.4+0.00stop_loss
05-28 03:18BTCSell74306.3→73594.5+0.00stop_loss
05-28 02:35BTCSell74525.3→74122.7+2.25timeout
05-28 01:35BTCSell74250.3→74283.7-0.67timeout
05-28 00:35BTCSell74594.3→74533.7-0.04timeout
05-27 23:35BTCSell74889.3→74236.7+3.91timeout
05-27 21:44BTCSell75194.2→74455.9+0.00stop_loss
05-27 21:33BTCSell75014.2→75001.7-0.36timeout
05-27 20:33BTCSell74848.3→75190.8-2.73timeout
05-27 19:33BTCSell74900.3→75057.8-1.50timeout
05-27 18:31BTCSell75054.2→74862.7+0.83timeout
05-27 17:30BTCSell75410.2→74942.7+2.65timeout
05-27 16:30BTCSell74878.3→75042.8-1.55timeout
05-27 15:30BTCSell75128.2→75346.8-1.91timeout
05-27 13:28BTCSell75890.2→75176.3+0.00stop_loss
05-27 13:28BTCSell75898.2→75176.3+0.00stop_loss
05-27 12:28BTCSell75973.2→75854.8+0.32timeout
05-27 11:27BTCSell75800.2→75980.8-1.65timeout
05-27 10:27BTCSell76002.2→76001.8-0.46timeout
05-27 09:26BTCSell75810.2→75810.8-0.46timeout
05-27 08:27BTCSell75673.2→76009.8-2.69timeout
05-27 07:27BTCSell75632.2→75817.8-1.69timeout
05-27 06:26BTCSell75480.2→75674.8-1.75timeout
05-27 05:26BTCSell75813.2→75613.8+0.86timeout
05-27 04:25BTCSell75708.2→75490.8+0.98timeout
05-27 03:25BTCSell75814.2→75791.8-0.31timeout
05-27 02:24BTCSell75872.2→75705.8+0.64timeout
05-27 01:24BTCSell75849.2→75827.8-0.31timeout
05-27 00:24BTCSell75731.2→75880.8-1.44timeout
05-26 23:23BTCSell75966.2→75870.8+0.18timeout
05-26 22:23BTCSell75993.2→75766.8+1.04timeout
05-26 21:22BTCSell75831.2→75969.8-1.36timeout
05-26 20:21BTCSell76117.2→76010.8+0.26timeout
05-26 19:20BTCSell76168.2→75871.8+1.50timeout
05-26 18:21BTCSell76375.2→76087.8+1.44timeout
05-26 15:16BTCSell77014.1→76827.8+0.76timeout
05-26 14:42BTCSell77532.1→76797.2+0.00stop_loss
05-26 14:16BTCSell77038.1→77452.9-3.14timeout
05-26 13:16BTCSell77264.1→77021.9+1.12timeout
05-26 12:16BTCSell76745.2→77014.9-2.21timeout
05-26 11:15BTCSell76622.2→77258.9-4.60timeout
05-26 10:15BTCSell76731.2→76699.8-0.25timeout
05-26 09:15BTCSell76631.2→76629.8-0.44timeout
05-26 08:14BTCSell76822.2→76739.8+0.08timeout
05-26 07:14BTCSell76775.2→76635.8+0.46timeout
05-26 06:13BTCSell76620.2→76829.8-1.82timeout
05-26 05:14BTCSell76524.2→76783.8-2.15timeout
05-26 04:13BTCSell76760.2→76627.8+0.41timeout
05-26 03:12BTCSell76774.2→76579.8+0.82timeout
05-26 02:12BTCSell77177.1→76732.8+2.43timeout
05-26 01:11BTCSell77216.1→76707.8+2.84timeout
05-26 00:12BTCSell77396.1→77184.9+0.91timeout
05-25 23:12BTCSell77299.1→77223.9+0.04timeout
05-25 22:11BTCSell77405.1→77346.9-0.07timeout
05-25 21:11BTCSell77405.1→77306.9+0.19timeout
05-25 20:10BTCSell77611.1→77411.9+0.84timeout
05-25 19:10BTCSell77680.1→77413.9+1.28timeout

Paper vs Live

Paper (trades.jsonl)
216
closed
32%
win rate
-131.89
total pnl ($)
-12.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC21632%-13.2-131.89

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems
More…
Cached 60s per strategy.