top_trader_ls_trend_follow · strategy

887

closed trades

32%

win rate

-643.39

total pnl ($)

0.250

weight

7d window — n=306 wr=28% pnl=-279.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 03:18:48 (37.4d ago) · src: canon

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

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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
06-27 13:17	BTCUSDT	Buy	60288.3→60358.3	+0.13	timeout
06-27 12:43	BTCUSDT	Buy	60229.9→60291.9	+0.06	timeout
06-27 12:12	BTCUSDT	Buy	60385.1→60230.7	-1.73	timeout
06-27 11:40	BTCUSDT	Buy	60437.4→60173.8	-2.63	timeout
06-27 11:09	BTCUSDT	Buy	60403.5→60355.1	-0.85	timeout
06-27 10:39	BTCUSDT	Buy	60394.2→60396.7	-0.43	timeout
06-27 10:03	BTCUSDT	Buy	60429.7→60363.3	-1.00	timeout
06-27 09:29	BTCUSDT	Buy	60429.6→60328.5	-1.29	timeout
06-27 08:56	BTCUSDT	Buy	60563.6→60415	-1.68	timeout
06-27 08:22	BTCUSDT	Buy	60364.6→60410.5	-0.07	timeout
06-27 07:47	BTCUSDT	Buy	60441.8→60447.7	-0.40	timeout
06-27 07:13	BTCUSDT	Buy	60115.4→60274	+0.87	timeout
06-27 06:40	BTCUSDT	Buy	60208.5→60383.2	+1.00	timeout
06-27 06:07	BTCUSDT	Buy	60211.4→60140	-1.04	timeout
06-27 05:33	BTCUSDT	Buy	60381.1→60136.9	-2.47	timeout
06-27 04:58	BTCUSDT	Buy	60309→60176.6	-1.55	timeout
06-27 04:24	BTCUSDT	Buy	60328.4→60402.2	+0.16	timeout
06-27 03:49	BTCUSDT	Buy	60260.3→60301	-0.11	timeout
06-27 03:17	BTCUSDT	Buy	60127.4→60173.5	-0.07	timeout
06-27 02:41	BTCUSDT	Buy	59956.2→60255.8	+2.05	timeout
06-27 02:07	BTCUSDT	Buy	59963.8→59945.7	-0.60	timeout
06-27 01:35	BTCUSDT	Buy	59901.7→59936.5	-0.16	timeout
06-27 01:01	BTCUSDT	Buy	60107.4→59987	-1.45	timeout
06-27 00:27	BTCUSDT	Buy	60007→60009.8	-0.43	timeout
06-26 23:53	BTCUSDT	Buy	59978→60015.6	-0.14	timeout
06-26 23:20	BTCUSDT	Buy	59959.1→59946.7	-0.56	timeout
06-26 22:46	BTCUSDT	Buy	59969.8→59872	-1.27	timeout
06-26 22:13	BTCUSDT	Buy	59707.2→59842.8	+0.68	timeout
06-26 21:39	BTCUSDT	Buy	59686.9→59862.1	+1.01	timeout
06-26 21:07	BTCUSDT	Buy	59764.7→59670.4	-1.24	timeout
06-26 20:36	BTCUSDT	Buy	59965→59587.6	-3.60	timeout
06-26 20:04	BTCUSDT	Buy	59678.8→59821.9	+0.74	timeout
06-26 19:31	BTCUSDT	Buy	59766.5→59908.7	+0.73	timeout
06-26 18:57	BTCUSDT	Buy	59955.7→59542.2	-3.90	timeout
06-26 18:24	BTCUSDT	Buy	60123.5→59968.3	-1.74	timeout
06-26 17:51	BTCUSDT	Buy	60119.6→59957.8	-1.80	timeout
06-26 17:16	BTCUSDT	Buy	60269→60174.5	-1.24	timeout
06-26 16:40	BTCUSDT	Buy	60426.4→60183.8	-2.46	timeout
06-26 16:00	BTCUSDT	Buy	59603.1→60484.8	+6.94	take_profit
06-26 15:36	BTCUSDT	Buy	59764.9→60164.5	+2.89	timeout
06-26 14:55	BTCUSDT	Buy	59965.9→59361.8	-5.49	stop_loss
06-26 13:55	BTCUSDT	Buy	58937.2→59798	+6.85	take_profit
06-26 13:19	BTCUSDT	Buy	59208→58610.8	-5.49	stop_loss
06-26 12:59	BTCUSDT	Buy	59401→59135.3	-2.69	timeout
06-26 12:40	BTCUSDT	Buy	59674.5→59077.8	-5.45	stop_loss
06-26 12:28	BTCUSDT	Buy	59456.7→59644.6	+1.13	timeout
06-26 11:56	BTCUSDT	Buy	59388.9→59329.3	-0.95	timeout
06-26 11:24	BTCUSDT	Buy	59734→59423.9	-3.05	timeout
06-26 10:54	BTCUSDT	Buy	59751.9→59333.3	-3.95	timeout
06-26 09:52	BTCUSDT	Buy	60138.5→59535.7	-5.46	stop_loss
06-26 09:40	BTCUSDT	Buy	60217.1→60035.1	-1.96	timeout
06-26 09:06	BTCUSDT	Buy	60320.1→60054.3	-2.65	timeout
06-26 08:33	BTCUSDT	Buy	60679→60153.1	-4.78	timeout
06-26 07:59	BTCUSDT	Buy	60301.1→60505.9	+1.25	timeout
06-26 07:24	BTCUSDT	Buy	60006.3→60519	+3.82	timeout
06-26 06:50	BTCUSDT	Buy	59856.5→60278.1	+3.07	timeout
06-26 06:17	BTCUSDT	Buy	59940.3→59724.6	-2.25	timeout
06-26 05:44	BTCUSDT	Buy	59950.8→59844	-1.34	timeout
06-26 05:11	BTCUSDT	Buy	60020→59896.4	-1.48	timeout
06-26 04:40	BTCUSDT	Buy	59464.6→59920	+3.38	timeout
06-26 03:47	BTCUSDT	Buy	58852.6→59712.6	+6.86	take_profit
06-26 03:02	BTCUSDT	Buy	58851.1→58259.9	-5.47	stop_loss
06-26 02:13	BTCUSDT	Buy	59267.6→58673.7	-5.46	stop_loss
06-26 02:13	BTCUSDT	Buy	59372.4→58774.5	-5.49	stop_loss
06-26 02:00	BTCUSDT	Buy	59655→59390.2	-2.67	timeout
06-26 01:26	BTCUSDT	Buy	59738.7→59368.8	-3.55	timeout
06-26 00:54	BTCUSDT	Buy	59814.1→59596.4	-2.27	timeout
06-26 00:24	BTCUSDT	Buy	60135.8→59770.5	-3.49	timeout
06-25 23:50	BTCUSDT	Buy	59750.6→59818.5	+0.12	timeout
06-25 23:18	BTCUSDT	Buy	59997.3→59988.6	-0.52	timeout
06-25 22:45	BTCUSDT	Buy	59935.5→59813.3	-1.47	timeout
06-25 22:13	BTCUSDT	Buy	59571.9→59850.2	+1.88	timeout
06-25 21:43	BTCUSDT	Buy	59481.2→59840.7	+2.57	timeout
06-25 21:13	BTCUSDT	Buy	59571.1→59515.3	-0.92	timeout
06-25 20:41	BTCUSDT	Buy	59338.8→59395.8	+0.03	timeout
06-25 20:11	BTCUSDT	Buy	59331.6→59572.8	+1.58	timeout
06-25 19:38	BTCUSDT	Buy	59420.4→59272.2	-1.70	timeout
06-25 19:05	BTCUSDT	Buy	59555.2→59324.3	-2.39	timeout
06-25 18:34	BTCUSDT	Buy	59504.9→59447.2	-0.93	timeout
06-25 18:04	BTCUSDT	Buy	59201.1→59591.2	+2.85	timeout
06-25 17:31	BTCUSDT	Buy	59477.4→59525.5	-0.04	timeout
06-25 17:00	BTCUSDT	Buy	59567.1→59255	-3.07	timeout
06-25 16:29	BTCUSDT	Buy	59238.7→59699.3	+3.44	timeout
06-25 15:15	BTCUSDT	Buy	59478→58881.9	-5.46	stop_loss
06-25 14:33	BTCUSDT	Buy	59395.5→60265.6	+6.87	take_profit
06-25 13:59	BTCUSDT	Buy	58601.3→58015.1	-5.45	stop_loss
06-25 13:39	BTCUSDT	Buy	61303.1→60689.6	-5.45	stop_loss
06-25 13:38	BTCUSDT	Buy	61340.4→60718.2	-5.52	stop_loss
06-25 13:11	BTCUSDT	Buy	61218.7→61234.6	-0.32	timeout
06-25 12:38	BTCUSDT	Buy	61310.4→61336.7	-0.24	timeout
06-25 12:04	BTCUSDT	Buy	61192.4→61199.6	-0.39	timeout
06-25 11:30	BTCUSDT	Buy	61570.5→61221.4	-3.29	timeout
06-25 10:55	BTCUSDT	Buy	61683.7→61260.7	-3.88	timeout
06-25 10:21	BTCUSDT	Buy	61666.7→61554.2	-1.36	timeout
06-25 09:48	BTCUSDT	Buy	61749.3→61707.3	-0.79	timeout
06-25 09:16	BTCUSDT	Buy	61742.8→61716.8	-0.66	timeout
06-25 08:46	BTCUSDT	Buy	61858.7→61708.6	-1.66	timeout
06-25 08:16	BTCUSDT	Buy	61844.9→61726.2	-1.41	timeout
06-25 07:45	BTCUSDT	Buy	61740.7→61832.6	+0.30	timeout
06-25 07:14	BTCUSDT	Buy	61735.1→61753.7	-0.30	timeout

Paper vs Live

Paper (trades.jsonl)

887

closed

32%

win rate

-643.39

total pnl ($)

-14.5 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 ($)
BTCUSDT	887	32%	-14.5	-643.39

Recent bounces (last 20 of 9)

time	sym	side	reason
06-27 13:32	BTCUSDT	Buy	circuit_breaker
06-27 12:58	BTCUSDT	Buy	circuit_breaker
06-27 12:22	BTCUSDT	Buy	circuit_breaker
06-27 11:46	BTCUSDT	Buy	circuit_breaker
06-27 11:22	BTCUSDT	Buy	circuit_breaker
06-27 10:45	BTCUSDT	Buy	circuit_breaker
06-27 10:23	BTCUSDT	Buy	router_blocked
06-27 09:56	BTCUSDT	Buy	stale_intent
06-27 08:44	BTCUSDT	Buy	router_blocked

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…