regime_chop_persistence_fade_short

not live
24
closed trades
58%
win rate
+16.41
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 00:09:49 (38.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: acc__restored_1dbcf0d3
n: 47  ·  wr: 38.3%  ·  total_bps: -211.4  ·  mean_bps: -4.50  ·  sharpe: -0.21  ·  max_dd_bps: -273.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 16:45ETHSell1705.73→1704.37-0.05timeout
06-19 15:46ETHSell1697.43→1708.17-3.62timeout
06-19 15:46BTCSell63022.8→63203.2-1.89timeout
06-19 15:14ETHSell1702.53→1705.97-1.46timeout
06-19 15:14BTCSell63070.8→63157.2-1.14timeout
06-18 14:50BTCSell64349.8→63889.2+3.13timeout
06-18 14:17BTCSell64296.8→63931.2+2.39timeout
06-18 10:00ETHSell1750.02→1745.77+0.77timeout
06-18 10:00BTCSell64530.8→64159.2+2.44timeout
06-18 09:25ETHSell1747.03→1747.37-0.54timeout
06-18 09:25BTCSell64423.8→64334.2+0.25timeout
05-27 22:09BTCSell75226.2→74542.7+4.10timeout
05-27 21:39BTCSell75225.2→74924.7+1.55timeout
05-27 17:33BTCSell75230.2→74962.7+1.33timeout
05-27 17:03BTCSell75418.2→75304.8+0.31timeout
05-27 13:42ETHSell2084.29→2053.41+6.96take_profit
05-27 11:58ETHSell2085.19→2079.21+0.98timeout
05-27 11:43BTCSell75842.2→75783.8-0.07timeout
05-27 09:37BTCSell75881.2→75879.8-0.45timeout
05-27 09:04BTCSell75879.2→75720.8+0.58timeout
05-27 08:33BTCSell75823.2→75964.8-1.40timeout
05-27 08:03BTCSell75705.2→75947.8-2.07timeout
05-26 18:07BTCSell76645.2→75959.8+4.02timeout
05-23 20:06ETHSell2077.69→2074.71+0.28timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
58%
win rate
+16.41
total pnl ($)
+13.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1662%+16.4+13.09
ETH850%+8.3+3.32

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems