volume_confirmed_breakout_btc · strategy

104

closed trades

42%

win rate

-51.51

total pnl ($)

1.276

weight

7d window — n=21 wr=52% pnl=+4.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 21:56 (30.9d ago) · src: backtest-gate-results.jsonl

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

n: 18 · wr: 22.2% · total_bps: -336.8 · mean_bps: -18.71 · sharpe: -0.27 · max_dd_bps: -506.6

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=232.635

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 10:48	BTC	Buy	60226→60110	-1.42	timeout
06-27 13:16	BTC	Buy	60433→60381	-0.88	timeout
06-27 05:17	BTC	Buy	60087→60217	+0.63	timeout
06-27 00:31	BTC	Buy	59883→59937	+0.00	timeout
06-26 13:18	BTC	Buy	59607→58796.6	-7.25	stop_loss
06-26 06:38	BTC	Buy	59261→60096	+6.60	timeout
06-26 00:14	BTC	Buy	59569→59847	+1.88	timeout
06-25 20:12	BTC	Buy	59348→59581	+1.51	timeout
06-25 13:40	BTC	Buy	61276.1→60441.7	-7.26	stop_loss
06-25 07:47	BTC	Buy	60980→61855.9	+6.74	timeout
06-25 03:04	BTC	Buy	61027.1→60784	-2.44	timeout
06-24 20:46	BTC	Buy	59609→60916	+10.53	take_profit
06-24 11:48	BTC	Buy	62751.1→62732.9	-0.60	timeout
06-24 04:34	BTC	Buy	63046.2→62662.9	-3.50	timeout
06-23 23:01	BTC	Buy	62485.1→62558.9	+0.14	timeout
06-23 14:17	BTC	Buy	62388.1→62732.9	+2.32	timeout
06-23 08:24	BTC	Buy	62987.1→62128.8	-7.26	stop_loss
06-23 05:31	BTC	Buy	64166.2→63442.8	-6.09	timeout
06-22 14:16	BTC	Buy	64250.2→65198.7	+6.91	timeout
06-22 02:24	BTC	Buy	63755.2→64503.8	+5.41	timeout
06-21 18:46	BTC	Buy	64267.2→64138.8	-1.44	timeout
06-21 06:22	BTC	Buy	64403.2→64222.8	-1.85	timeout
06-21 01:14	BTC	Buy	64111.2→64220.8	+0.40	timeout
06-20 17:47	BTC	Buy	63848.2→63831.8	-0.58	timeout
06-20 09:24	BTC	Buy	63697.2→63541.8	-1.68	timeout
06-20 03:00	BTC	Buy	63536.2→63307.8	-2.25	timeout
06-19 20:48	BTC	Buy	63170.2→63144.8	-0.66	timeout
06-19 16:48	BTC	Buy	63203.2→63188.8	-0.56	timeout
06-19 08:50	BTC	Buy	62679.1→62631.9	-0.81	timeout
06-19 02:03	BTC	Buy	62869.1→63058.8	+1.07	timeout
06-18 19:45	BTC	Buy	62751.1→62936.9	+1.05	timeout
06-18 08:30	BTC	Buy	63936.2→64535.8	+4.24	timeout
06-18 01:47	BTC	Buy	64366.2→64534.8	+0.85	timeout
06-17 15:47	BTC	Buy	64984.2→65498.7	+3.51	timeout
06-17 07:52	BTC	Buy	65951.3→65429.7	-4.41	timeout
06-17 03:32	BTC	Buy	65737.3→65789.7	-0.05	timeout
06-16 21:02	BTC	Buy	66093.3→65813.7	-2.58	timeout
06-16 11:33	BTC	Buy	66563.3→66395.7	-1.72	timeout
06-15 21:49	BTC	Buy	66875.3→66379.7	-4.16	timeout
06-15 17:48	BTC	Buy	66628.3→66870.7	+1.35	timeout
06-15 11:46	BTC	Buy	65779.3→66124.7	+2.18	timeout
06-15 05:22	BTC	Buy	65676.3→65825.7	+0.68	timeout
06-14 21:40	BTC	Buy	63925.2→65327.7	+10.52	take_profit
06-14 13:34	BTC	Buy	64609.2→64225.8	-3.42	timeout
06-14 09:04	BTC	Buy	64422.2→64423.8	-0.44	timeout
06-14 04:16	BTC	Buy	64688.2→64486.8	-2.00	timeout
06-13 22:39	BTC	Buy	64229.2→64476.8	+1.47	timeout
06-13 13:46	BTC	Buy	63859.2→64069.8	+1.19	timeout
06-13 09:33	BTC	Buy	63673.2→63789.8	+0.45	timeout
06-12 17:37	BTC	Buy	63660.2→63883.8	+1.30	timeout
06-12 03:12	BTC	Buy	63666.2→63537.8	-1.47	timeout
06-11 22:36	BTC	Buy	63725.2→63527.8	-2.02	timeout
06-11 11:33	BTC	Buy	62919.1→63167.8	+1.51	timeout
06-11 06:35	BTC	Buy	62414.1→62895.9	+3.39	timeout
06-11 02:25	BTC	Buy	61436.1→62056.9	+4.60	timeout
06-10 17:31	BTC	Buy	62624.1→61766	-7.30	stop_loss
06-10 13:33	BTC	Buy	61367.1→61685.9	+2.15	timeout
06-09 20:00	BTC	Buy	61392.1→62016.9	+4.65	timeout
06-09 14:16	BTC	Buy	62753.1→61899.9	-7.25	stop_loss
06-08 10:17	BTC	Buy	63094.2→63291.8	+1.12	timeout
06-08 01:17	BTC	Buy	63273.2→62993.9	-2.67	timeout
06-07 17:27	BTC	Buy	62069.1→62219.9	+0.77	timeout
06-07 11:51	BTC	Buy	62806.1→62613.9	-1.98	timeout
06-07 04:08	BTC	Buy	61285.1→61577.9	+1.94	timeout
06-06 15:52	BTC	Buy	61068.1→60772	-2.87	timeout
06-06 10:19	BTC	Buy	61324.1→60487.7	-7.27	stop_loss
06-06 04:15	BTC	Buy	60835→60007	-7.26	stop_loss
06-06 03:03	BTC	Buy	61188.1→60923	-2.62	timeout
06-05 20:50	BTC	Buy	60222→61540.9	+10.50	take_profit
06-05 15:39	BTC	Buy	60902→60067.9	-7.30	stop_loss
06-05 09:15	BTC	Buy	61814.1→63175.8	+10.57	take_profit
06-05 06:03	BTC	Buy	62824.1→61965.9	-7.27	stop_loss
06-05 02:00	BTC	Buy	63674.2→63357.8	-2.93	timeout
06-04 21:40	BTC	Buy	63925.2→63237.8	-5.82	timeout
06-04 13:38	BTC	Buy	62660.1→64033.8	+10.52	take_profit
06-04 06:34	BTC	Buy	64419.2→64149.8	-2.55	timeout
06-03 08:07	BTC	Buy	66954.3→67098.6	+0.61	timeout
06-02 22:59	BTC	Buy	67555.4→66248.5	-10.12	stop_loss
06-02 13:13	BTC	Buy	69690.5→68902.6	-6.10	timeout
05-31 23:20	BTC	Buy	73704.3→73902.7	+0.90	timeout
05-31 12:33	BTC	Buy	73946.3→73904.7	-0.75	timeout
05-31 03:33	BTC	Buy	73985.3→74144.7	+0.62	timeout
05-30 12:42	BTC	Buy	73522.3→73651.7	+0.42	timeout
05-30 08:53	BTC	Buy	73564.3→73498.7	-0.90	timeout
05-29 18:17	BTC	Buy	73587.3→73977.7	+2.19	timeout
05-29 00:15	BTC	Buy	73680.3→73671.7	-0.53	timeout
05-28 17:17	BTC	Buy	73445.3→73422.7	-0.62	timeout
05-28 11:49	BTC	Buy	73336.3→73438.7	+0.24	timeout
05-28 07:09	BTC	Buy	73156.3→73202.7	-0.14	timeout
05-28 03:00	BTC	Buy	74451.3→74257.7	-1.75	timeout
05-27 23:00	BTC	Buy	75043.2→74353.7	-5.05	timeout
05-27 18:18	BTC	Buy	75162.2→74790.7	-2.93	timeout
05-27 13:38	BTC	Buy	75958.2→75015.2	-6.65	stop_loss
05-27 10:03	BTC	Buy	75824.2→75849.8	-0.26	timeout
05-27 06:03	BTC	Buy	75887.2→75702.8	-1.65	timeout
05-27 02:00	BTC	Buy	75783.2→75843.8	-0.04	timeout
05-26 20:36	BTC	Buy	75958.2→75970.8	-0.38	timeout
05-26 15:40	BTC	Buy	77031.1→76430.8	-4.35	timeout
05-26 11:31	BTC	Buy	76738.2→77229.9	+2.75	timeout
05-26 07:24	BTC	Buy	76637.2→76620.8	-0.56	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

42%

win rate

-51.51

total pnl ($)

-9.9 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	104	42%	-9.9	-51.51

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…