tvl_drop_recovery_long

44

closed trades

48%

win rate

-99.53

total pnl ($)

0.937

weight

7d window — n=14 wr=50% pnl=-16.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-02 07:07:10 (20.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_12281

n: 12 · wr: 50.0% · total_bps: -373.9 · mean_bps: -31.16 · sharpe: -0.18 · max_dd_bps: -838.3

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

time	sym	side	entry→exit	pnl	close
06-21 21:21	BTC	Buy	63936.2→63659.8	-2.61	timeout
06-21 09:19	BTC	Buy	63493.2→63939.8	+2.94	timeout
06-20 21:14	BTC	Buy	63243.2→63978.8	+5.38	timeout
06-20 09:08	BTC	Buy	62513.1→63457.8	+6.99	timeout
06-19 21:26	BTC	Buy	62948.1→63159.8	+1.18	timeout
06-18 15:58	BTC	Buy	64206.2→62233.8	-15.73	stop_loss
06-18 15:56	BTC	Buy	64345.2→62375.7	-15.52	stop_loss
06-18 09:42	BTC	Buy	64950.2→64248.8	-5.96	timeout
06-17 21:36	BTC	Buy	65679.3→64358.8	-10.48	timeout
06-17 09:16	BTC	Buy	66681.3→64956.8	-13.45	timeout
06-16 21:18	BTC	Buy	66487.3→65733.7	-6.21	timeout
06-16 09:18	BTC	Buy	65757.3→66647.7	+6.32	timeout
06-15 13:20	BTC	Buy	64026.2→66838.7	+21.53	take_profit
06-15 08:41	BTC	Buy	64455.2→65702.7	+9.24	timeout
06-14 20:41	BTC	Buy	64227.2→64022.8	-2.08	timeout
06-14 08:38	BTC	Buy	63842.2→64469.8	+4.43	timeout
06-13 21:08	BTC	Buy	63514.2→64255.8	+5.36	timeout
06-13 08:29	BTC	Buy	63498.2→63785.8	+1.71	timeout
06-12 20:35	BTC	Buy	63361.2→63495.8	+0.59	timeout
06-12 08:27	BTC	Buy	62903.1→63490.8	+4.14	timeout
06-11 20:23	BTC	Buy	61901.1→63445.8	+11.89	timeout
06-11 08:19	BTC	Buy	61596.1→62803.9	+9.23	timeout
06-09 16:05	BTC	Buy	62869.1→60945.5	-15.79	stop_loss
06-09 14:18	BTC	Buy	63686.2→61738	-15.75	stop_loss
06-09 09:17	BTC	Buy	63501.2→62876.9	-5.37	timeout
06-08 22:00	BTC	Buy	61828.1→63615.8	+13.97	timeout
06-08 09:30	BTC	Buy	62648.1→63330.8	+4.99	timeout
06-07 21:13	BTC	Buy	60839→61976.9	+8.92	timeout
06-07 09:10	BTC	Buy	61170.1→62789.9	+12.83	timeout
06-06 04:20	BTC	Buy	61847.1→59955	-15.75	stop_loss
06-05 13:57	BTC	Buy	62716.1→60796.5	-15.76	stop_loss
06-05 09:41	BTC	Buy	62805.1→62800.9	-0.46	timeout
06-05 06:19	BTC	Buy	63717.2→61766	-15.73	stop_loss
06-04 00:29	BTC	Buy	65294.3→63297.2	-15.74	stop_loss
06-03 20:55	BTC	Buy	66685.3→64643.4	-15.81	stop_loss
06-03 20:55	BTC	Buy	67025.4→64975.2	-15.77	stop_loss
06-02 14:23	BTC	Buy	70167.5→68013.6	-15.81	stop_loss
06-02 14:10	BTC	Buy	70790.5→68384.4	-17.47	stop_loss
05-31 23:54	BTC	Buy	73812.7→73676.3	-1.35	timeout
05-31 09:52	BTC	Buy	73554.7→73918.3	+1.87	timeout
05-30 23:48	BTC	Buy	73388.7→73803.3	+2.43	timeout
05-30 06:45	BTC	Buy	73671.7→73619.3	-0.84	timeout
05-29 19:24	BTC	Buy	73496.7→73291.3	-1.89	timeout
05-29 06:36	BTC	Buy	72732.6→73671.3	+5.88	timeout

Paper (trades.jsonl)

44

closed

48%

win rate

-99.53

total pnl ($)

-44.7 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	44	48%	-44.7	-99.53

time	sym	side	reason
06-21 22:07	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 44 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)