vault_distress_btc_recovery_long

not live
17
closed trades
41%
win rate
-35.16
total pnl ($)
1.247
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:07:37 (25.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_amc
n: 32  ·  wr: 43.8%  ·  total_bps: -984.8  ·  mean_bps: -30.77  ·  sharpe: -0.34  ·  max_dd_bps: -1174.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 17 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:56BTCUSDTBuy63958.1→62350.5-12.95stop_loss
06-18 15:53BTCUSDTBuy64048.1→62444.2-12.80stop_loss
06-18 10:09BTCUSDTBuy64157.4→64003.6-1.69timeout
06-17 19:38BTCUSDTBuy65892→64241.8-12.97stop_loss
06-17 09:11BTCUSDTBuy65869.6→64926.5-7.64timeout
06-17 02:56BTCUSDTBuy65647.9→65845.5+1.04timeout
06-16 21:12BTCUSDTBuy66737.7→65843.5-7.20timeout
06-16 15:01BTCUSDTBuy65681.3→65607.5-1.05timeout
06-16 08:51BTCUSDTBuy66507→66724.1+1.18timeout
06-13 23:20BTCUSDTBuy63940.2→64511.2+4.00timeout
06-11 14:08BTCUSDTBuy62151.6→62926.6+5.73timeout
06-11 07:59BTCUSDTBuy61987.1→62676.8+5.05timeout
06-11 01:56BTCUSDTBuy62178.5→62153.7-0.66timeout
06-10 19:50BTCUSDTBuy61653.9→61901.9+1.52timeout
06-10 03:02BTCUSDTBuy61372.3→62013.4+4.81timeout
05-15 23:05BTCUSDTBuy80617.2→80576.9-0.77timeout
05-15 23:05BTCUSDTBuy80617.2→80576.9-0.76timeout

Paper vs Live

Paper (trades.jsonl)
17
closed
41%
win rate
-35.16
total pnl ($)
-41.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT1741%-41.1-35.16

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems