tradfi_risk_on_crypto_lag_long

not live
9
closed trades
22%
win rate
-50.08
total pnl ($)
1.148
weight
7d window — n=1 wr=0% pnl=-12.90  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:04:45 (38.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: oo
n: 3  ·  wr: 66.7%  ·  total_bps: +243.4  ·  mean_bps: +81.14  ·  sharpe: +0.42  ·  max_dd_bps: -132.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:48BTCBuy60891→59374.3-12.90stop_loss
06-16 19:27BTCBuy66623.3→65647.7-7.86timeout
06-14 19:20BTCBuy64158.2→63826.8-3.10timeout
06-12 19:36BTCBuy63751.2→63615.8-1.52timeout
06-09 16:40BTCBuy62279.1→60747.6-12.76stop_loss
05-30 20:35BTCBuy73705.7→73891.3+0.70timeout
05-28 03:18BTCBuy75282.8→73429.6-12.76stop_loss
05-21 15:51BTCBuy77524.9→77286.1-2.07timeout
04-26 15:47BTCBuy77592→78001+2.19timeout

Paper vs Live

Paper (trades.jsonl)
9
closed
22%
win rate
-50.08
total pnl ($)
-110.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC922%-110.5-50.08

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-26 15:47BTCBuy+2.19At close, Bitcoin was trading near $78,001 with modest positive funding at 0.000831% and elevated open interest of $3.79B, indicating sustained leveraged positioning without extreme conviction. The trade's thesis failed to materialize because the TradFi ris…