vault_drawdown_pnl_fade · strategy

161

closed trades

34%

win rate

-403.89

total pnl ($)

0.250

weight

7d window — n=40 wr=30% pnl=-114.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:38:15 (18.5d ago) · src: canon

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

n: 69 · wr: 30.4% · total_bps: -2318.3 · mean_bps: -33.60 · sharpe: -0.45 · max_dd_bps: -2694.8

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-18 15:40	BTC	Buy	63891.2→62702.5	-9.69	stop_loss
06-18 15:40	BTC	Buy	63955.2→62765.5	-9.70	stop_loss
06-18 15:39	BTC	Buy	63996.2→62804.4	-9.69	stop_loss
06-18 15:36	BTC	Buy	64229.2→63030.3	-9.70	stop_loss
06-18 15:13	BTC	Buy	64349.2→63568.8	-6.44	timeout
06-18 10:45	BTC	Buy	63856.2→63988.8	+0.57	timeout
06-18 10:13	BTC	Buy	63978.2→63972.8	-0.52	timeout
06-18 09:40	BTC	Buy	64299.2→64251.8	-0.84	timeout
06-18 08:52	BTC	Buy	64702.2→64436.8	-2.51	timeout
06-18 08:19	BTC	Buy	64516.2→64547.8	-0.21	timeout
06-18 04:00	BTC	Buy	64185.2→64251.8	+0.06	timeout
06-18 03:23	BTC	Buy	64320.2→64382.8	+0.03	timeout
06-18 02:49	BTC	Buy	64292.2→64685.8	+2.60	timeout
06-18 01:57	BTC	Buy	64179.2→64505.8	+2.08	timeout
06-18 01:23	BTC	Buy	64762.2→64634.8	-1.45	timeout
06-17 19:41	BTC	Buy	65357.3→64139.7	-9.77	stop_loss
06-17 19:20	BTC	Buy	65795.3→64571.5	-9.75	stop_loss
06-17 18:05	BTC	Buy	65961.3→64664.4	-10.28	stop_loss
06-17 18:05	BTC	Buy	65927.3→64664.4	-10.03	stop_loss
06-17 04:46	BTC	Buy	65660.3→65951.7	+1.76	timeout
06-17 02:48	BTC	Buy	65822.3→65835.7	-0.36	timeout
06-17 02:08	BTC	Buy	65587.3→65829.7	+1.39	timeout
06-17 01:29	BTC	Buy	65697.3→65550.7	-1.57	timeout
06-17 00:50	BTC	Buy	65878.3→65772.7	-1.27	timeout
06-16 21:37	BTC	Buy	65902.3→65652.7	-2.37	timeout
06-16 19:24	BTC	Buy	66148.3→65677.7	-4.03	timeout
06-16 18:47	BTC	Buy	66466.3→65847.7	-5.13	timeout
06-16 18:09	BTC	Buy	66468.3→66070.7	-3.46	timeout
06-16 17:31	BTC	Buy	66441.3→65688.7	-6.13	timeout
06-16 14:33	BTC	Buy	66541.3→65302.1	-9.77	stop_loss
06-16 12:16	BTC	Buy	66137.3→66620.7	+3.19	timeout
06-16 11:38	BTC	Buy	66073.3→66356.7	+1.67	timeout
06-16 11:01	BTC	Buy	65847.3→66506.7	+4.53	timeout
06-16 10:23	BTC	Buy	66047.3→66673.7	+4.28	timeout
06-16 09:44	BTC	Buy	66093.3→66661.7	+3.84	timeout
06-16 05:19	BTC	Buy	66146.3→66030.7	-1.31	timeout
06-16 04:43	BTC	Buy	66254.3→65841.7	-3.55	timeout
06-16 04:07	BTC	Buy	66405.3→66141.7	-2.42	timeout
06-16 03:31	BTC	Buy	66329.3→65953.7	-3.27	timeout
06-16 02:52	BTC	Buy	66486.3→65817.7	-5.47	timeout
06-13 20:40	BTC	Buy	64192.2→64215.8	-0.27	timeout
06-13 20:05	BTC	Buy	64152.2→64235.8	+0.20	timeout
06-13 19:29	BTC	Buy	64213.2→64152.8	-0.92	timeout
06-13 18:53	BTC	Buy	64078.2→64079.8	-0.44	timeout
06-13 18:18	BTC	Buy	63925.2→64061.8	+0.61	timeout
06-11 10:41	BTC	Buy	62614.1→62883.9	+1.67	timeout
06-11 09:57	BTC	Buy	62717.1→62871.9	+0.75	timeout
06-11 09:14	BTC	Buy	62046.1→62831.9	+5.85	timeout
06-11 08:29	BTC	Buy	62033.1→62916.9	+6.64	timeout
06-11 04:43	BTC	Buy	61491.1→62600.9	+8.54	timeout
06-11 04:05	BTC	Buy	61156.1→62589.9	+11.24	timeout
06-11 03:28	BTC	Buy	61573.1→62076.9	+3.62	timeout
06-11 02:50	BTC	Buy	61726.1→62047.9	+2.14	timeout
06-11 02:12	BTC	Buy	61797.1→62087.9	+1.89	timeout
06-10 22:17	BTC	Buy	62234.1→61073.4	-9.78	stop_loss
06-10 21:50	BTC	Buy	62495.1→61333.2	-9.75	stop_loss
06-10 21:25	BTC	Buy	62302.1→61524.9	-6.69	timeout
06-10 20:41	BTC	Buy	62002.1→61833.9	-1.82	timeout
06-10 20:03	BTC	Buy	62145.1→61880.9	-2.59	timeout
06-10 16:14	BTC	Buy	61250.1→62341.9	+8.45	timeout
06-10 15:40	BTC	Buy	61298.1→62206.9	+6.95	timeout
06-10 15:07	BTC	Buy	61203.1→62017.9	+6.20	timeout
06-10 14:32	BTC	Buy	61421.1→61891.9	+3.38	timeout
06-10 13:50	BTC	Buy	61681.1→62353.9	+5.00	timeout
06-09 23:18	BTC	Buy	61769.1→62016.9	+1.57	timeout
06-09 22:43	BTC	Buy	61084.1→62016.9	+7.20	timeout
06-09 22:08	BTC	Buy	60947→62016.9	+8.34	timeout
06-09 21:33	BTC	Buy	61268.1→62016.9	+5.68	timeout
06-09 21:00	BTC	Buy	61469.1→62016.9	+4.02	timeout
06-06 18:39	BTC	Buy	60711→60627	-1.13	timeout
06-06 18:06	BTC	Buy	60929→60523	-3.77	timeout
06-06 17:34	BTC	Buy	60778→60721	-0.92	timeout
06-06 17:01	BTC	Buy	60601→60793	+1.14	timeout
06-06 16:27	BTC	Buy	60603→60609	-0.40	timeout
06-06 12:31	BTC	Buy	60979→60624	-3.34	timeout
06-06 12:00	BTC	Buy	60929→60778	-1.67	timeout
06-06 11:24	BTC	Buy	60870→60743	-1.48	timeout
06-06 10:49	BTC	Buy	59940→60345	+2.93	timeout
06-06 10:16	BTC	Buy	60246→60659	+2.97	timeout
06-06 04:33	BTC	Buy	60775→59645.2	-9.75	stop_loss
06-06 04:15	BTC	Buy	61109.1→59973	-9.75	stop_loss
06-06 04:14	BTC	Buy	61199.1→60060	-9.76	stop_loss
06-06 04:12	BTC	Buy	61379.1→60237.9	-9.75	stop_loss
06-06 04:11	BTC	Buy	61422.1→60278.8	-9.76	stop_loss
06-06 02:36	BTC	Buy	61149.1→60918	-2.34	timeout
06-06 00:28	BTC	Buy	60184→61209.9	+8.08	timeout
06-05 23:31	BTC	Buy	61841.1→60690.6	-9.76	stop_loss
06-05 23:31	BTC	Buy	61881.1→60712.6	-9.90	stop_loss
06-05 21:04	BTC	Buy	60001→61914.9	+15.50	take_profit
06-05 20:50	BTC	Buy	59555→61454.9	+15.50	take_profit
06-05 20:31	BTC	Buy	59251→61140.9	+15.50	take_profit
06-05 18:55	BTC	Buy	60206→59086.5	-9.75	stop_loss
06-05 18:51	BTC	Buy	60701→59572.2	-9.76	stop_loss
06-05 18:44	BTC	Buy	60805→59674.2	-9.76	stop_loss
06-05 18:44	BTC	Buy	60887→59755.1	-9.75	stop_loss
06-05 18:27	BTC	Buy	61268.1→60128.9	-9.75	stop_loss
06-05 16:11	BTC	Buy	60921→59788.1	-9.74	stop_loss
06-05 13:58	BTC	Buy	61894.1→60741.6	-9.76	stop_loss
06-05 13:56	BTC	Buy	62062.1→60906.5	-9.76	stop_loss
06-05 13:52	BTC	Buy	62212.1→61049.4	-9.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

161

closed

34%

win rate

-403.89

total pnl ($)

-50.1 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	161	34%	-50.1	-403.89

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…