regime_chop_fear_persistence_grind_short

36

closed trades

33%

win rate

-46.49

total pnl ($)

1.055

weight

7d window — n=20 wr=35% pnl=-19.06 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 19:43:07 (35.4d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: abe__restored_d696c664

n: 18 · wr: 38.9% · total_bps: -127.7 · mean_bps: -7.09 · sharpe: -0.09 · max_dd_bps: -340.2

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-22 18:42	BTC	Sell	64926.8→64509.2	+3.19	timeout
06-22 12:24	BTC	Sell	64076.8→64949.7	-8.33	stop_loss
06-22 09:23	BTC	Sell	64214.8→64114.2	+0.40	timeout
06-22 01:26	BTC	Sell	63921.8→64792.6	-8.35	stop_loss
06-22 01:21	BTC	Sell	63630.8→64076.2	-4.53	timeout
06-21 21:17	BTC	Sell	64148.8→63600.2	+4.40	timeout
06-21 17:16	BTC	Sell	64112.8→64153.2	-0.89	timeout
06-21 13:12	BTC	Sell	63955.8→64106.2	-1.88	timeout
06-21 09:05	BTC	Sell	64224.8→63971.2	+1.78	timeout
06-21 05:02	BTC	Sell	64297.8→64273.2	-0.30	timeout
06-21 01:04	BTC	Sell	63920.8→64296.2	-3.88	timeout
06-20 21:09	BTC	Sell	63900.8→63909.2	-0.59	timeout
06-20 15:20	BTC	Sell	63518.8→64391.4	-8.41	stop_loss
06-20 09:58	BTC	Sell	63649.8→63736.2	-1.28	timeout
06-20 05:57	BTC	Sell	63536.8→63656.2	-1.60	timeout
06-20 01:53	BTC	Sell	63080.8→63550.2	-4.79	timeout
06-19 21:48	BTC	Sell	63153.8→63099.2	-0.01	timeout
06-19 17:48	BTC	Sell	63223.8→63161.2	+0.05	timeout
06-18 15:51	BTC	Sell	63995.8→62594.1	+12.02	take_profit
06-18 11:54	BTC	Sell	64430.8→63931.2	+3.95	timeout
06-15 06:00	BTC	Sell	65450.7→65819.3	-3.75	timeout
06-14 21:18	BTC	Sell	63924.8→64795.6	-8.34	stop_loss
06-14 17:16	BTC	Sell	64356.8→63951.2	+3.12	timeout
06-14 13:07	BTC	Sell	64429.8→64344.2	+0.25	timeout
06-13 01:01	BTC	Sell	63461.8→63605.2	-1.80	timeout
06-12 16:13	BTC	Sell	63594.8→63840.2	-2.72	timeout
06-12 12:09	BTC	Sell	63243.8→63648.2	-4.18	timeout
06-12 08:02	BTC	Sell	63460.8→63123.2	+2.54	timeout
06-11 17:39	BTC	Sell	62852.9→63212.2	-3.79	timeout
06-11 11:43	BTC	Sell	62655.9→63113.2	-4.69	timeout
06-11 05:29	BTC	Sell	62139.9→62598.1	-4.73	timeout
06-01 02:03	BTC	Sell	73719.3→73323.7	+2.58	timeout
05-30 20:36	BTC	Sell	73909.3→73897.7	-0.41	timeout
05-30 13:40	BTC	Sell	73526.3→73672.7	-1.65	timeout
05-30 09:05	BTC	Sell	73506.3→73493.7	-0.41	timeout
05-30 01:10	BTC	Sell	73681.3→73545.7	+0.55	timeout

Paper (trades.jsonl)

36

closed

33%

win rate

-46.49

total pnl ($)

-22.6 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	36	33%	-22.6	-46.49

time	sym	side	reason
06-22 09:54	BTC	Sell	stale_intent
06-22 01:30	BTC	Sell	below_min_notional_skip
06-21 21:38	BTC	Sell	stale_intent

time	sym	side	pnl	narrative
05-01 11:28	BTC	Sell	-3.07	BTC was consolidating tightly in a narrow range at $77,331 with minimal 1-hour momentum (+0.09%) and modest 24-hour gains (+1.66%), reflecting a choppy, low-volatility market environment that persisted through the trade's 240-minute duration. The regime_cho…
05-01 04:28	BTC	Sell	-4.61	# Trade Closure Analysis BTC was consolidating near $77,037 with mild hourly weakness (-0.20%) despite a +2.11% daily gain, while funding rates turned slightly negative (-0.010428%), indicating reduced short pressure and potential mean-reversion setup eros…
05-01 00:27	BTC	Sell	-1.03	# Trade Analysis: regime_chop_fear_persistence_grind_short Bitcoin was consolidating near $76,455 with minimal hourly momentum (+0.20%) and mild weekly weakness (-2.28%), while funding rates remained slightly negative (-0.01331%), indicating tepid short pr…

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Cumulative P&L (last 36 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 3)

Postmortem feed (last 10)