tvl_growth_momentum_long

not live
25
closed trades
40%
win rate
-75.77
total pnl ($)
1.060
weight
7d window — n=6 wr=33% pnl=-26.23  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 03:39:45 (30.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189873_32377
n: 6  ·  wr: 16.7%  ·  total_bps: -723.2  ·  mean_bps: -120.54  ·  sharpe: -1.26  ·  max_dd_bps: -759.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:44BTCBuy61655.1→60138.9-10.18stop_loss
06-24 13:44BTCBuy62909.1→61362.2-10.19stop_loss
06-23 06:21BTCBuy64121.2→62533.6-10.31stop_loss
06-23 06:08BTCBuy64707.2→63115.3-10.22stop_loss
06-22 11:47BTCBuy63713.2→64560.8+4.72timeout
06-21 11:45BTCBuy62639.1→64239.8+9.94timeout
06-18 15:51BTCBuy64149.2→62571.6-10.16stop_loss
06-18 15:36BTCBuy64665.2→63066.3-9.93stop_loss
06-17 11:05BTCBuy66194.3→64566.5-10.32stop_loss
06-17 08:38BTCBuy66652.3→65013.2-10.22stop_loss
06-16 11:26BTCBuy64523.2→66396.7+11.11timeout
06-15 11:17BTCBuy63921.2→65993.7+12.62timeout
06-14 11:30BTCBuy63778.2→64554.8+4.51timeout
06-13 11:35BTCBuy63172.2→63897.8+4.09timeout
06-11 18:00BTCBuy61003.1→63688.8+17.14take_profit
06-09 15:57BTCBuy62521.1→60982.4-10.21stop_loss
06-09 14:17BTCBuy63358.2→61800-10.20stop_loss
06-09 11:16BTCBuy62447.1→62516.9+0.17timeout
06-07 22:14BTCBuy60697→63361.8+17.21take_profit
06-05 06:01BTCBuy63669.2→62100.8-10.16stop_loss
06-03 19:54BTCBuy67005.4→65354-10.24stop_loss
06-02 14:10BTCBuy69994.5→68271.4-10.22stop_loss
06-01 22:25BTCBuy73293.7→71210.8-11.81stop_loss
06-01 22:25BTCBuy73788.7→71210.8-14.57stop_loss
05-30 18:50BTCBuy73591.7→73996.3+1.66timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
40%
win rate
-75.77
total pnl ($)
-75.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2540%-75.0-75.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems