vix_dxy_macro_regime_transition

not live
15
closed trades
67%
win rate
+4.37
total pnl ($)
1.129
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 21:31:19 (42.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: afe__restored_460dfba0
n: 31  ·  wr: 51.6%  ·  total_bps: -82.3  ·  mean_bps: -2.65  ·  sharpe: -0.04  ·  max_dd_bps: -637.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-07 08:03BTCSell61622.9→62462.3-3.20stop_loss
06-06 02:35BTCSell61614.9→60916+2.30timeout
06-05 18:52BTCSell60751→59420+4.62take_profit
06-05 18:10BTCSell60986→60702+0.83timeout
05-21 17:35BTCSell77151.1→77949.9-2.47timeout
05-20 02:50BTCSell76730.2→76602.8+0.18timeout
05-19 22:50BTCSell76823.2→76737.8+0.06timeout
05-19 17:49BTCSell76893.2→76825.8+0.01timeout
05-19 13:18BTCSell76930.2→76805.8+0.16timeout
05-18 00:13BTCSell78310.1→77018.9+3.42timeout
05-17 20:13BTCSell78022.1→78336.9-1.09timeout
05-17 16:13BTCSell78415.1→78029.9+0.88timeout
05-17 12:12BTCSell78120.1→78409.9-1.01timeout
05-17 08:13BTCSell78003.1→78127.9-0.55timeout
05-17 04:12BTCSell78159.1→78006.9+0.23timeout

Paper vs Live

Paper (trades.jsonl)
15
closed
67%
win rate
+4.37
total pnl ($)
+13.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1567%+13.1+4.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems