vault_drawdown_reversion_long

78

closed trades

33%

win rate

-78.17

total pnl ($)

1.213

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 00:52:39 (39.1d ago) · src: canon

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

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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

time	sym	side	entry→exit	pnl	close
06-18 15:36	BTCUSDT	Buy	63671.8→63035.2	-5.44	stop_loss
06-18 15:08	BTCUSDT	Buy	63824.6→63650.1	-1.80	timeout
06-18 14:04	BTCUSDT	Buy	64316.1→63918.3	-3.54	timeout
06-18 12:54	BTCUSDT	Buy	63927→64264.6	+2.19	timeout
06-18 11:48	BTCUSDT	Buy	64026.6→63874.7	-1.64	timeout
06-18 10:45	BTCUSDT	Buy	64275.4→63952.3	-2.97	timeout
06-18 09:37	BTCUSDT	Buy	64554.1→64229.1	-2.97	timeout
06-18 08:29	BTCUSDT	Buy	64295.2→64542.5	+1.47	timeout
06-18 07:19	BTCUSDT	Buy	63847.4→64106.2	+1.58	timeout
06-18 06:17	BTCUSDT	Buy	63940.2→63845.8	-1.19	timeout
06-18 05:16	BTCUSDT	Buy	64085→63863.6	-2.18	timeout
06-18 04:11	BTCUSDT	Buy	64519.1→63874.3	-5.45	stop_loss
06-18 03:10	BTCUSDT	Buy	64570.4→64499.2	-1.00	timeout
06-18 02:05	BTCUSDT	Buy	64620.2→64603.9	-0.58	timeout
06-18 00:56	BTCUSDT	Buy	64429→64435.8	-0.40	timeout
06-17 23:55	BTCUSDT	Buy	64372.2→64448.9	+0.14	timeout
06-17 22:57	BTCUSDT	Buy	64190→64310.2	+0.48	timeout
06-17 21:52	BTCUSDT	Buy	64275.6→64195	-1.08	timeout
06-17 20:52	BTCUSDT	Buy	64116.1→64243.5	+0.54	timeout
06-17 19:19	BTCUSDT	Buy	65420.2→64765	-5.46	stop_loss
06-17 18:00	BTCUSDT	Buy	66103.9→65442	-5.46	stop_loss
06-17 17:54	BTCUSDT	Buy	65906.7→66029.5	+0.48	timeout
06-16 23:29	BTCUSDT	Buy	65765.6→65683.6	-1.08	timeout
06-16 22:21	BTCUSDT	Buy	65740.1→65763.7	-0.27	timeout
06-16 21:19	BTCUSDT	Buy	65741.5→65708.1	-0.71	timeout
06-16 20:13	BTCUSDT	Buy	65671.7→65717.5	-0.11	timeout
06-16 19:06	BTCUSDT	Buy	66114.4→65624.6	-4.16	timeout
06-16 17:59	BTCUSDT	Buy	65744.8→65942.5	+1.05	timeout
06-16 16:53	BTCUSDT	Buy	65941.7→65693.3	-2.34	timeout
06-16 15:48	BTCUSDT	Buy	65659.9→65710.8	-0.07	timeout
06-16 14:23	BTCUSDT	Buy	66144.7→65478	-5.49	stop_loss
06-16 13:43	BTCUSDT	Buy	66512.2→66067.3	-3.80	timeout
06-16 12:37	BTCUSDT	Buy	66375.7→66609.6	+1.31	timeout
06-16 11:34	BTCUSDT	Buy	66619.3→66357.7	-2.42	timeout
06-16 10:34	BTCUSDT	Buy	66687.5→66583.4	-1.23	timeout
06-16 09:26	BTCUSDT	Buy	66499.7→66608.1	+0.36	timeout
06-16 08:21	BTCUSDT	Buy	66392→66349.8	-0.77	timeout
06-16 07:22	BTCUSDT	Buy	66218.4→66340.8	+0.48	timeout
06-16 06:21	BTCUSDT	Buy	66039.9→66170.1	+0.54	timeout
06-16 05:14	BTCUSDT	Buy	66126.4→65991.3	-1.47	timeout
06-16 04:14	BTCUSDT	Buy	65787→66101.3	+1.94	timeout
06-16 02:28	BTCUSDT	Buy	66327.1→65663.5	-5.45	stop_loss
06-16 02:02	BTCUSDT	Buy	66269.1→66228.3	-0.76	timeout
06-16 00:56	BTCUSDT	Buy	66336.5→66248	-1.12	timeout
06-15 23:54	BTCUSDT	Buy	66221.9→66304.4	+0.18	timeout
06-15 22:51	BTCUSDT	Buy	66417.4→66212.3	-2.00	timeout
06-15 21:49	BTCUSDT	Buy	66496.6→66348.1	-1.57	timeout
06-13 16:30	BTCUSDT	Buy	64273.7→63960.3	-2.89	timeout
06-13 15:27	BTCUSDT	Buy	64138.8→64241.3	+0.35	timeout
06-13 14:22	BTCUSDT	Buy	64136→64067.5	-0.99	timeout
06-13 13:18	BTCUSDT	Buy	63935.9→64087.8	+0.74	timeout
06-11 05:01	BTCUSDT	Buy	62633.2→62572	-0.94	timeout
06-11 03:57	BTCUSDT	Buy	62203.9→62705.7	+3.58	timeout
06-11 02:52	BTCUSDT	Buy	62271.1→62009.4	-2.55	timeout
06-11 01:42	BTCUSDT	Buy	61845.4→62314.5	+3.34	timeout
06-11 00:39	BTCUSDT	Buy	61481.5→61743.2	+1.68	timeout
06-10 23:34	BTCUSDT	Buy	61356.6→61426.8	+0.12	timeout
06-10 22:20	BTCUSDT	Buy	61640.2→61023.8	-5.45	stop_loss
06-10 21:31	BTCUSDT	Buy	61838.9→61612.5	-2.28	timeout
06-10 20:30	BTCUSDT	Buy	61784.8→61827.5	-0.11	timeout
06-10 19:25	BTCUSDT	Buy	61864.7→61753.4	-1.35	timeout
06-10 18:22	BTCUSDT	Buy	62073.8→61833.3	-2.39	timeout
06-10 17:23	BTCUSDT	Buy	62274.4→62017.3	-2.52	timeout
06-10 16:19	BTCUSDT	Buy	61997.8→62293.3	+1.93	timeout
06-10 15:16	BTCUSDT	Buy	61939.6→61872.1	-1.00	timeout
06-10 13:49	BTCUSDT	Buy	61515.3→62415.3	+6.86	take_profit
06-10 13:06	BTCUSDT	Buy	61140.9→61507.8	+2.55	timeout
06-10 12:01	BTCUSDT	Buy	61354.6→60933.8	-3.88	timeout
06-10 10:57	BTCUSDT	Buy	61368.4→61312.2	-0.91	timeout
06-10 09:21	BTCUSDT	Buy	61286.3→60595.3	-6.08	stop_loss
06-10 08:50	BTCUSDT	Buy	61670.8→61176.7	-4.45	timeout
06-09 20:00	BTCUSDT	Buy	61775.6→62013.4	+1.48	timeout
06-09 18:55	BTCUSDT	Buy	61738.8→61687.2	-0.87	timeout
06-09 17:54	BTCUSDT	Buy	61219.2→61682.7	+3.33	timeout
06-09 16:58	BTCUSDT	Buy	61077→61341.9	+1.72	timeout
06-09 16:02	BTCUSDT	Buy	61372.3→61112	-2.58	timeout
05-15 12:05	BTCUSDT	Buy	80617.2→80576.9	-0.71	timeout
05-15 12:05	BTCUSDT	Buy	80617.2→80576.9	-0.70	timeout

Paper (trades.jsonl)

78

closed

33%

win rate

-78.17

total pnl ($)

-20.0 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 ($)
BTCUSDT	78	33%	-20.0	-78.17

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 78 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)