overnight_gap_reversal_long

not live
9
closed trades
11%
win rate
-38.96
total pnl ($)
1.239
weight
7d window — n=3 wr=33% pnl=-2.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:29:03 (24.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_apg
n: 4  ·  wr: 0.0%  ·  total_bps: -326.8  ·  mean_bps: -81.69  ·  sharpe: -1.73  ·  max_dd_bps: -326.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:16BTCBuy59392→58575.8-7.32stop_loss
06-25 05:17BTCBuy60790→61679.9+6.87timeout
06-24 05:13BTCBuy62944.1→62763.9-1.89timeout
06-19 05:54BTCBuy62959.1→62707.9-2.44timeout
06-18 05:54BTCBuy64491.2→63893.8-5.08timeout
06-06 04:14BTCBuy60861→60033-7.25stop_loss
06-05 06:21BTCBuy62378.1→61522.1-7.30stop_loss
06-04 01:58BTCBuy62899.1→62043.9-7.25stop_loss
05-28 03:18BTCBuy74451.7→73432.6-7.29stop_loss

Paper vs Live

Paper (trades.jsonl)
9
closed
11%
win rate
-38.96
total pnl ($)
-86.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC911%-86.6-38.96

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems