moving_average_breakout_momentum · strategy

closed trades

37%

win rate

-80.21

total pnl ($)

1.194

weight

7d window — n=14 wr=29% pnl=-5.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-24 03:16	BTC	Buy	62507.1→62528.9	-0.28	timeout
06-23 21:00	BTC	Buy	62412.1→62464.9	-0.02	timeout
06-23 14:56	BTC	Buy	62401.1→62430.9	-0.18	timeout
06-23 06:20	BTC	Buy	64009.2→62812.4	-9.31	stop_loss
06-23 03:22	BTC	Buy	64298.2→64021.8	-2.47	timeout
06-22 21:08	BTC	Buy	64947.2→64397.8	-4.45	timeout
06-22 15:08	BTC	Buy	64129.2→64974.8	+5.82	timeout
06-22 08:53	BTC	Buy	64243.2→64118.8	-1.37	timeout
06-22 02:41	BTC	Buy	63950.2→64540.8	+3.94	timeout
06-21 20:36	BTC	Buy	63987.2→64026.8	-0.13	timeout
06-21 14:30	BTC	Buy	64020.2→63977.8	-0.73	timeout
06-21 08:27	BTC	Buy	64207.2→64022.8	-1.82	timeout
06-21 02:26	BTC	Buy	63923.2→64199.8	+1.62	timeout
06-20 20:23	BTC	Buy	63316.2→63913.8	+4.06	timeout
06-20 14:22	BTC	Buy	63511.2→63265.8	-2.28	timeout
06-20 08:18	BTC	Buy	63380.2→63516.8	+0.58	timeout
06-18 02:40	BTC	Buy	64349.2→64707.8	+2.21	timeout
06-17 19:50	BTC	Buy	65188.3→63972.8	-9.29	stop_loss
06-17 14:23	BTC	Buy	65325.3→65204.7	-1.31	timeout
06-17 08:18	BTC	Buy	65918.3→65257.7	-5.18	timeout
06-17 02:23	BTC	Buy	65780.3→66073.7	+1.68	timeout
06-16 20:13	BTC	Buy	66051.3→65728.7	-2.77	timeout
06-16 14:19	BTC	Buy	66486.3→65752.7	-5.69	timeout
06-16 08:06	BTC	Buy	66284.3→66313.7	-0.20	timeout
06-16 01:59	BTC	Buy	66497.3→66311.7	-1.75	timeout
06-15 19:52	BTC	Buy	66561.3→66572.7	-0.36	timeout
06-15 13:50	BTC	Buy	65679.3→66602.7	+6.26	timeout
06-15 07:45	BTC	Buy	65664.3→65716.7	-0.05	timeout
06-03 05:29	BTC	Buy	66395.3→67014.6	+4.00	timeout
06-02 21:51	BTC	Buy	67182.4→67547.6	+2.15	timeout
06-02 13:07	BTC	Buy	69914.5→69029.5	-6.47	timeout
06-02 09:27	BTC	Buy	70663.5→69349.8	-9.28	stop_loss
06-02 04:11	BTC	Buy	70946.5→70731.5	-1.90	timeout
06-01 05:13	BTC	Buy	73946.7→73465.3	-3.53	timeout
05-31 19:47	BTC	Buy	73865.7→73494.3	-2.82	timeout
05-31 11:44	BTC	Buy	74076.7→73907.3	-1.55	timeout
05-31 05:43	BTC	Buy	73778.7→74063.3	+1.39	timeout
05-31 03:09	BTC	Buy	73953.7→74047.3	+0.16	timeout
05-30 15:40	BTC	Buy	73534.7→73838.3	+1.50	timeout
05-30 05:26	BTC	Buy	73346.7→73508.3	+0.61	timeout
05-29 18:49	BTC	Buy	73250.7→73571.3	+1.63	timeout
05-29 12:34	BTC	Buy	73685.7→73241.3	-3.30	timeout
05-29 06:24	BTC	Buy	73822.7→73387.3	-3.26	timeout
05-29 00:42	BTC	Buy	73604.7→73779.3	+0.66	timeout
05-28 17:57	BTC	Buy	73490.7→73503.3	-0.38	timeout
05-28 11:47	BTC	Buy	72973.6→73401.3	+2.34	timeout
05-28 03:56	BTC	Buy	74430.7→73045.8	-9.27	stop_loss
05-27 23:47	BTC	Buy	74913.7→74423.3	-3.55	timeout
05-27 17:46	BTC	Buy	75767.8→74886.3	-5.96	timeout
05-27 11:45	BTC	Buy	75585.8→75782.2	+0.84	timeout
05-27 05:44	BTC	Buy	75920.8→75577.2	-2.55	timeout
05-26 23:44	BTC	Buy	75998.8→75913.2	-0.97	timeout
05-26 17:33	BTC	Buy	77195.9→75761.3	-9.27	stop_loss
05-26 11:43	BTC	Buy	76871.8→77186.1	+1.51	timeout
05-26 05:43	BTC	Buy	77313.9→76853.2	-3.26	timeout
05-25 23:43	BTC	Buy	77539.9→77306.1	-1.88	timeout
05-25 17:42	BTC	Buy	77447.9→77542.1	+0.11	timeout
05-25 11:42	BTC	Buy	77410.9→77440.1	-0.27	timeout
05-25 05:42	BTC	Buy	77112.9→77404.1	+1.34	timeout
05-24 23:42	BTC	Buy	76669.8→77105.1	+2.26	timeout
05-24 17:41	BTC	Buy	77222.9→76642.2	-4.01	timeout
05-24 11:41	BTC	Buy	76635.8→77215.1	+3.15	timeout
05-24 05:41	BTC	Buy	76694.8→76628.2	-0.86	timeout
05-23 23:40	BTC	Buy	75397.8→76661.2	+7.52	timeout
05-23 17:40	BTC	Buy	74761.7→75410.2	+3.66	timeout
05-22 13:46	BTC	Buy	77398.9→77232.1	-1.47	timeout
05-22 07:45	BTC	Buy	77508.9→77426.1	-0.94	timeout
05-22 01:46	BTC	Buy	77593.9→77501.1	-1.00	timeout
05-21 19:46	BTC	Buy	76890.8→77586.1	+3.84	timeout
05-21 13:46	BTC	Buy	77722.9→76868.2	-5.67	timeout
05-21 07:45	BTC	Buy	77885.9→77678.1	-1.71	timeout
05-21 01:45	BTC	Buy	77622.9→77877.1	+1.12	timeout
05-20 19:44	BTC	Buy	77036.9→77611.1	+3.09	timeout
05-20 13:44	BTC	Buy	77353.9→76980.2	-2.75	timeout
05-20 07:44	BTC	Buy	76564.8→77346.1	+4.39	timeout
05-20 01:43	BTC	Buy	76851.8→76560.2	-2.26	timeout
05-19 19:44	BTC	Buy	76775.8→76844.2	-0.04	timeout
05-19 13:43	BTC	Buy	77253.9→76771.2	-3.41	timeout
05-19 07:44	BTC	Buy	76868.8→77246.1	+1.89	timeout
05-19 01:43	BTC	Buy	76757.8→76766.2	-0.39	timeout
05-18 19:42	BTC	Buy	76773.8→76683.2	-1.01	timeout
05-18 13:43	BTC	Buy	76922.8→76766.2	-1.42	timeout
05-16 11:32	BTC	Buy	78951.9→78948	-0.47	timeout
05-16 05:32	BTC	Buy	79091→78943.1	-1.31	timeout
05-15 23:31	BTC	Buy	79363→79068	-2.18	timeout
05-15 13:42	BTC	Buy	80595→79100.5	-9.23	stop_loss
05-12 04:43	BTC	Buy	81724.1→81715.9	-0.47	timeout
05-11 23:06	BTC	Buy	81373.1→81715.9	+1.57	timeout
05-11 17:05	BTC	Buy	80983→81475.9	+2.46	timeout
05-11 11:05	BTC	Buy	80873→80975	+0.15	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-80.21

total pnl ($)

-18.5 bps

avg bps net

Live (dry_run=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	90	37%	-18.5	-80.21

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…