tvl_slope_momentum_long

not live
26
closed trades
50%
win rate
-48.19
total pnl ($)
1.053
weight
7d window — n=6 wr=50% pnl=-28.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 14:19:10 (31.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485394_78449
n: 13  ·  wr: 23.1%  ·  total_bps: -1449.8  ·  mean_bps: -111.53  ·  sharpe: -0.90  ·  max_dd_bps: -1449.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 09:59ETHBuy1552.26→1581.64+9.10timeout
06-25 13:42ETHBuy1652.57→1601.84-15.78stop_loss
06-23 06:21ETHBuy1741.47→1687.29-15.96stop_loss
06-23 05:49ETHBuy1737.07→1712.23-7.56timeout
06-21 19:55ETHBuy1728.17→1733.33+1.02timeout
06-21 07:52ETHBuy1726.47→1731.43+0.83timeout
06-19 17:47ETHBuy1681.57→1701.43+5.43timeout
06-18 17:23ETHBuy1727.17→1674-15.81stop_loss
06-17 12:25ETHBuy1797.78→1742.55-15.80stop_loss
06-17 12:25ETHBuy1798.08→1742.55-15.88stop_loss
06-17 01:55ETHBuy1793.98→1796.72+0.18timeout
06-16 04:31ETHBuy1814.78→1759.04-15.79stop_loss
06-15 13:19ETHBuy1724.27→1810.52+24.52take_profit
06-14 14:45ETHBuy1679.67→1655.93-7.52timeout
06-14 02:49ETHBuy1665.47→1681.93+4.44timeout
06-13 13:52ETHBuy1657.67→1677.43+5.42timeout
06-12 16:56ETHBuy1639.46→1669.63+8.83timeout
06-12 04:47ETHBuy1655.57→1677.83+6.27timeout
06-10 16:32ETHBuy1632.16→1645.04+3.41timeout
06-09 16:06ETHBuy1678.67→1627.12-15.73stop_loss
06-09 14:50ETHBuy1683.37→1636.44-14.37timeout
06-09 02:45ETHBuy1682.67→1661.93-6.23timeout
06-07 22:14ETHBuy1623.96→1705.13+24.59take_profit
06-07 22:13ETHBuy1584.26→1663.23+24.60take_profit
06-03 16:21ETHBuy1880.89→1823.11-15.80stop_loss
06-01 02:50ETHBuy2028.8→2012.1-4.60timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
50%
win rate
-48.19
total pnl ($)
-37.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH2650%-37.3-48.19

Recent bounces (last 20 of 1)

timesymsidereason
06-27 12:58ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems