regime_volatility_state_directional_bias · strategy

123

closed trades

35%

win rate

-62.28

total pnl ($)

1.107

weight

7d window — n=1 wr=0% pnl=-1.66 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 21:07:17 (42.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: afk__restored_f7f55eba

n: 90 · wr: 36.7% · total_bps: -983.0 · mean_bps: -10.92 · sharpe: -0.16 · max_dd_bps: -1946.9

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-25 12:09	BTC	Buy	61768.1→61216.9	-1.66	timeout
06-20 20:06	BTC	Buy	63997.2→63926.8	-0.34	timeout
06-16 12:07	BTC	Buy	66333.3→66455.7	+0.16	timeout
06-13 20:08	BTC	Buy	64027.2→64216.8	+0.35	timeout
06-12 20:03	BTC	Buy	63524.2→63596.8	+0.04	timeout
06-10 09:21	BTC	Buy	61602.1→60702.6	-2.63	stop_loss
06-09 19:48	BTC	Buy	61222.1→61786.9	+1.41	timeout
06-09 14:17	BTC	Buy	62683.1→61799	-2.55	stop_loss
06-09 09:42	BTC	Buy	63390.2→62632.9	-2.18	timeout
06-09 04:37	BTC	Buy	62639.1→63273.8	+1.57	timeout
06-08 23:32	BTC	Buy	63545.2→63002.8	-1.61	timeout
06-08 18:29	BTC	Buy	63812.2→63607.8	-0.70	timeout
06-08 13:26	BTC	Buy	63394.2→63592.8	+0.38	timeout
06-08 08:20	BTC	Buy	62890.1→63059.8	+0.30	timeout
06-08 03:13	BTC	Buy	62907.1→63272.8	+0.83	timeout
06-07 19:17	BTC	Buy	62206.1→61329.3	-2.55	stop_loss
06-07 17:06	BTC	Buy	61768.1→62160.9	+0.93	timeout
06-07 12:04	BTC	Buy	62354.1→62617.9	+0.57	timeout
06-07 07:04	BTC	Buy	61415.1→62119.9	+1.80	timeout
06-07 01:59	BTC	Buy	60722→61469.9	+1.94	timeout
06-06 20:53	BTC	Buy	60816→60696	-0.48	timeout
06-06 15:42	BTC	Buy	60843→60820	-0.22	timeout
06-06 10:31	BTC	Buy	61005.1→60142.9	-2.56	stop_loss
06-06 04:10	BTC	Buy	61167.1→60304.8	-2.55	stop_loss
06-06 00:36	BTC	Buy	61112.1→61197.9	+0.09	timeout
06-05 16:12	BTC	Buy	60580→59725.1	-2.55	stop_loss
06-05 13:48	BTC	Buy	62393.1→61512.2	-2.55	stop_loss
06-05 05:59	BTC	Buy	63129.2→62238.8	-2.55	stop_loss
06-05 02:20	BTC	Buy	63716.2→62805.4	-2.58	stop_loss
06-04 20:27	BTC	Buy	64023.2→63103.3	-2.60	stop_loss
06-04 17:53	BTC	Buy	63763.2→63546.8	-0.73	timeout
06-04 09:31	BTC	Buy	63551.2→62654.5	-2.55	stop_loss
06-04 07:24	BTC	Buy	63936.2→63552.8	-1.18	timeout
06-03 23:10	BTC	Buy	65297.3→64376.6	-2.55	stop_loss
06-03 20:45	BTC	Buy	66024.3→65091.2	-2.56	stop_loss
06-03 15:59	BTC	Buy	66965.3→66020.7	-2.56	stop_loss
06-03 08:31	BTC	Buy	66334.3→67040.6	+1.65	timeout
06-03 05:12	BTC	Buy	65781.3→67222.6	+3.57	take_profit
06-02 22:58	BTC	Buy	67553.4→66275.5	-3.37	stop_loss
06-02 15:30	BTC	Buy	68236.4→67274	-2.55	stop_loss
06-02 11:08	BTC	Buy	69954.5→69536.5	-1.18	timeout
06-02 06:56	BTC	Buy	70892.5→69891.5	-2.56	stop_loss
06-02 02:06	BTC	Buy	70935.5→70451.5	-1.32	timeout
05-31 23:54	BTC	Buy	73523.7→73657.3	+0.16	timeout
05-31 16:13	BTC	Buy	73869.7→73642.3	-0.68	timeout
05-31 09:33	BTC	Buy	74123.7→73945.3	-0.57	timeout
05-31 03:43	BTC	Buy	73778.7→74113.3	+0.61	timeout
05-30 23:04	BTC	Buy	74001.7→73953.3	-0.27	timeout
05-30 13:40	BTC	Buy	73528.7→73665.3	+0.16	timeout
05-30 12:59	BTC	Buy	73487.7→73670.3	+0.27	timeout
05-30 03:49	BTC	Buy	73402.7→73565.3	+0.22	timeout
05-29 19:04	BTC	Buy	73153.7→73417.3	+0.46	timeout
05-29 12:45	BTC	Buy	73775.7→73258.3	-1.35	timeout
05-29 03:27	BTC	Buy	73616.7→73361.3	-0.75	timeout
05-28 22:47	BTC	Buy	73604.7→73508.3	-0.38	timeout
05-28 17:05	BTC	Buy	73458.7→73324.3	-0.47	timeout
05-28 12:02	BTC	Buy	73333.7→73409.3	+0.02	timeout
05-28 03:52	BTC	Buy	74326.7→73278.7	-2.55	stop_loss
05-28 01:56	BTC	Buy	74317.7→74279.3	-0.24	timeout
05-27 20:55	BTC	Buy	75246.8→75213.2	-0.23	timeout
05-27 15:54	BTC	Buy	75745.8→75272.2	-1.22	timeout
05-27 10:53	BTC	Buy	75855.8→75889.2	-0.07	timeout
05-27 05:52	BTC	Buy	75923.8→75616.2	-0.84	timeout
05-27 00:52	BTC	Buy	76038.8→75991.2	-0.26	timeout
05-26 19:52	BTC	Buy	76380.8→76004.2	-1.00	timeout
05-26 14:51	BTC	Buy	77497.9→77064.1	-1.11	timeout
05-26 09:50	BTC	Buy	76852.8→76609.2	-0.69	timeout
05-26 04:50	BTC	Buy	76777.8→76730.2	-0.26	timeout
05-25 23:51	BTC	Buy	77419.9→77260.1	-0.51	timeout
05-25 18:51	BTC	Buy	77656.9→77565.1	-0.36	timeout
05-25 13:51	BTC	Buy	77625.9→77295.1	-0.88	timeout
05-25 08:50	BTC	Buy	77242.9→77335.1	+0.04	timeout
05-25 03:50	BTC	Buy	77089.9→76995.2	-0.36	timeout
05-24 22:50	BTC	Buy	76575.8→76814.2	+0.38	timeout
05-24 17:50	BTC	Buy	76854.8→76722.2	-0.45	timeout
05-24 12:49	BTC	Buy	76793.8→77050.1	+0.41	timeout
05-24 07:49	BTC	Buy	76764.8→76758.2	-0.17	timeout
05-24 02:48	BTC	Buy	76535.8→76812.2	+0.46	timeout
05-23 20:55	BTC	Buy	75380.8→77046.1	+3.60	take_profit
05-23 16:48	BTC	Buy	74691.7→75450.2	+1.57	timeout
05-23 11:48	BTC	Buy	75015.8→74755.3	-0.74	timeout
05-23 06:47	BTC	Buy	75485.8→75361.2	-0.43	timeout
05-23 01:47	BTC	Buy	76031.8→75318.2	-1.75	timeout
05-22 19:30	BTC	Buy	76913.8→75833.3	-2.54	stop_loss
05-22 15:47	BTC	Buy	77301.9→76711.2	-1.46	timeout
05-22 10:46	BTC	Buy	77447.9→77299.1	-0.49	timeout
05-22 05:47	BTC	Buy	77526.9→77560.1	-0.08	timeout
05-22 00:46	BTC	Buy	77693.9→77447.1	-0.69	timeout
05-21 19:46	BTC	Buy	77247.9→77586.1	+0.59	timeout
05-21 14:45	BTC	Buy	77300.9→76947.2	-0.94	timeout
05-21 09:46	BTC	Buy	77829.9→77665.1	-0.52	timeout
05-21 04:44	BTC	Buy	77726.9→77961.1	+0.36	timeout
05-20 23:45	BTC	Buy	77622.9→77470.1	-0.49	timeout
05-20 18:44	BTC	Buy	77367.9→77484.1	+0.10	timeout
05-20 13:44	BTC	Buy	77485.9→76980.2	-1.27	timeout
05-20 08:44	BTC	Buy	76737.8→77490.1	+1.51	timeout
05-20 03:43	BTC	Buy	76894.8→76711.2	-0.57	timeout
05-19 22:44	BTC	Buy	76823.8→76731.2	-0.37	timeout
05-19 17:43	BTC	Buy	76778.8→76911.2	+0.13	timeout
05-19 12:43	BTC	Buy	77234.9→76905.2	-0.88	timeout

Paper vs Live

Paper (trades.jsonl)

123

closed

35%

win rate

-62.28

total pnl ($)

-29.6 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	123	35%	-29.6	-62.28

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 12:46	BTC	Buy	+0.10	The market was in a low-volatility, sideways grind with BTC oscillating near $80,400 and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time.
05-10 07:45	BTC	Buy	-0.25	The market was in a neutral to slightly bearish funding environment with low conviction, as BTC's negative funding rate indicated mild short positioning but no strong directional momentum. The thesis failed because the trade did not trigger an entry before …
05-10 02:45	BTC	Buy	-0.33	The market was in a mild uptrend across multiple timeframes with low funding, suggesting a neutral-to-bullish bias. The thesis failed because the trade was not executed before the timeout, resulting in a negligible loss from an unfilled order.
05-09 21:45	BTC	Buy	-0.42	BTC was trading in a narrow, low-volatility range with mixed short-term momentum and neutral funding. The thesis failed because the trade was closed by timeout without reaching target or stop, as the market lacked directional conviction to trigger an exit.
05-09 16:43	BTC	Buy	+0.44	The market was in a mild downtrend across the board, with BTC and ETH both declining over multiple timeframes. The trade failed because the thesis did not trigger an entry before the timeout, leaving the small positive PnL from an unexecuted order.
05-09 11:43	BTC	Buy	+0.03	BTC was declining across multiple timeframes with negative funding and falling open interest. The thesis failed because the trade was closed by timeout without entry, likely due to the bearish regime preventing a favorable setup from triggering.

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