volume_zscore_momentum · strategy

317

closed trades

23%

win rate

-153.61

total pnl ($)

1.225

weight

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

Backtest evidence run: 2026-05-20 06:36:08 (38.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: uy__restored_4593d728

n: 289 · wr: 22.8% · total_bps: -1773.5 · mean_bps: -6.14 · sharpe: -0.29 · max_dd_bps: -1815.9

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
06-01 02:39	BTC	Buy	73473.7→73502.3	-0.26	timeout
05-31 22:19	BTC	Buy	73843.7→73891.3	-0.13	timeout
05-28 06:09	BTC	Sell	72950.4→72945.6	-0.42	timeout
05-28 04:29	BTC	Sell	73231.3→72982.6	+1.25	timeout
05-28 04:02	BTC	Buy	73448.7→72740	-5.27	stop_loss
05-28 03:54	BTC	Sell	73879.3→73210.7	+4.08	timeout
05-28 02:13	BTC	Sell	74253.3→74319.7	-0.90	timeout
05-27 23:49	BTC	Buy	74495.7→74457.3	-0.71	timeout
05-27 22:48	BTC	Buy	74490.7→74529.3	-0.19	timeout
05-27 22:24	BTC	Sell	74365.3→74500.7	-1.36	timeout
05-27 19:16	BTC	Buy	74936.7→75018.2	+0.09	timeout
05-27 14:53	BTC	Sell	74854.3→75046.8	-1.74	timeout
05-27 13:58	BTC	Sell	75147.2→75017.8	+0.41	timeout
05-27 12:53	BTC	Buy	75841.8→75735.2	-1.15	timeout
05-27 10:48	BTC	Buy	75956.8→75868.2	-1.03	timeout
05-27 09:53	BTC	Buy	75765.8→75849.2	+0.10	timeout
05-27 09:23	BTC	Sell	75825.2→75757.8	-0.01	timeout
05-27 08:38	BTC	Sell	75882.2→75934.8	-0.80	timeout
05-27 06:43	BTC	Sell	75691.2→75768.8	-0.97	timeout
05-27 05:57	BTC	Buy	75654.8→75668.2	-0.36	timeout
05-27 02:43	BTC	Sell	75747.2→75696.8	-0.12	timeout
05-27 01:32	BTC	Buy	76002.8→75837.2	-1.54	timeout
05-27 00:53	BTC	Sell	75855.2→75989.8	-1.34	timeout
05-27 00:09	BTC	Sell	75923.2→75949.8	-0.63	timeout
05-26 23:27	BTC	Buy	75678.8→75834.2	+0.58	timeout
05-26 22:22	BTC	Sell	75918.2→75766.8	+0.55	timeout
05-26 20:57	BTC	Buy	76110.8→76069.2	-0.72	timeout
05-26 20:07	BTC	Sell	75895.2→76052.8	-1.49	timeout
05-26 18:22	BTC	Buy	76030.8→76218.2	+0.78	timeout
05-26 18:07	BTC	Sell	75984.2→75949.8	-0.22	timeout
05-26 15:02	BTC	Sell	77539.1→76822.8	+4.17	timeout
05-26 14:42	BTC	Buy	77420.9→76681.8	-5.22	stop_loss
05-26 14:16	BTC	Buy	76994.8→77388.1	+2.10	timeout
05-26 13:52	BTC	Sell	76775.2→77205.9	-3.25	timeout
05-26 13:21	BTC	Buy	77075.9→76932.2	-1.38	timeout
05-26 12:46	BTC	Buy	77045.9→77036.1	-0.51	timeout
05-26 12:37	BTC	Sell	76961.2→77012.9	-0.79	timeout
05-26 11:51	BTC	Sell	77219.1→77237.9	-0.57	timeout
05-26 10:51	BTC	Buy	76918.8→77479.1	+3.19	timeout
05-26 10:32	BTC	Sell	76603.2→77146.9	-4.00	timeout
05-26 09:46	BTC	Sell	76616.2→76653.8	-0.70	timeout
05-26 09:07	BTC	Sell	76723.2→76632.8	+0.14	timeout
05-26 08:41	BTC	Buy	76747.8→76780.2	-0.24	timeout
05-26 08:06	BTC	Sell	76598.2→76672.8	-0.94	timeout
05-26 07:36	BTC	Sell	76766.2→76605.8	+0.59	timeout
05-26 07:10	BTC	Buy	76963.8→76686.2	-2.25	timeout
05-26 06:30	BTC	Buy	76834.8→76809.2	-0.62	timeout
05-26 06:27	BTC	Sell	76841.2→76837.8	-0.43	timeout
05-26 05:46	BTC	Buy	76784.8→76836.2	-0.12	timeout
05-26 04:55	BTC	Buy	76641.8→76729.2	+0.12	timeout
05-26 04:01	BTC	Buy	76532.8→76606.2	+0.03	timeout
05-26 03:46	BTC	Sell	76548.2→76612.8	-0.87	timeout
05-26 03:21	BTC	Buy	76625.8→76540.2	-1.01	timeout
05-26 03:01	BTC	Sell	76611.2→76612.8	-0.46	timeout
05-26 02:22	BTC	Buy	76732.8→76689.2	-0.73	timeout
05-26 01:57	BTC	Sell	76732.2→76724.8	-0.40	timeout
05-26 01:26	BTC	Sell	76770.2→76737.8	-0.24	timeout
05-26 00:36	BTC	Sell	77222.1→77049.9	+0.67	timeout
05-26 00:00	BTC	Sell	77235.1→77284.9	-0.77	timeout
05-25 23:10	BTC	Buy	77118.9→77217.1	+0.19	timeout
05-25 23:06	BTC	Sell	77053.1→77178.9	-1.26	timeout
05-25 21:55	BTC	Sell	77245.1→77305.9	-0.84	timeout
05-25 21:21	BTC	Buy	77248.9→77289.1	-0.19	timeout
05-25 20:56	BTC	Sell	77435.1→77291.9	+0.48	timeout
05-25 20:25	BTC	Buy	77395.9→77427.1	-0.25	timeout
05-25 19:26	BTC	Sell	77522.1→77462.9	-0.06	timeout
05-25 18:55	BTC	Sell	77564.1→77529.9	-0.23	timeout
05-25 18:34	BTC	Buy	77576.9→77576.1	-0.46	timeout
05-25 18:04	BTC	Sell	77545.1→77567.9	-0.59	timeout
05-25 17:24	BTC	Sell	77660.1→77602.9	-0.08	timeout
05-25 17:15	BTC	Buy	77652.9→77589.1	-0.86	timeout
05-25 15:59	BTC	Buy	77587.9→77587.1	-0.46	timeout
05-25 15:19	BTC	Buy	77668.9→77685.1	-0.35	timeout
05-25 13:30	BTC	Buy	77309.9→77301.1	-0.51	timeout
05-25 10:50	BTC	Buy	77592.9→77487.1	-1.13	timeout
05-25 10:30	BTC	Sell	77572.1→77502.9	-0.00	timeout
05-25 10:04	BTC	Buy	77582.9→77521.1	-0.85	timeout
05-25 09:49	BTC	Sell	77405.1→77570.9	-1.52	timeout
05-25 09:34	BTC	Buy	77388.9→77657.1	+1.28	timeout
05-25 08:29	BTC	Buy	77357.9→77261.1	-1.08	timeout
05-25 08:24	BTC	Sell	77285.1→77281.9	-0.43	timeout
05-25 07:48	BTC	Sell	77141.1→77292.9	-1.43	timeout
05-25 07:10	BTC	Buy	77362.9→77361.1	-0.46	timeout
05-25 06:29	BTC	Sell	77357.1→77245.9	+0.27	timeout
05-25 06:03	BTC	Buy	77364.9→77331.1	-0.67	timeout
05-25 05:34	BTC	Sell	77280.1→77364.9	-1.00	timeout
05-25 05:04	BTC	Buy	77095.9→77280.1	+0.74	timeout
05-25 04:03	BTC	Sell	77021.1→77014.9	-0.41	timeout
05-25 03:24	BTC	Sell	77101.1→77063.9	-0.21	timeout
05-25 02:31	BTC	Sell	76935.2→77081.9	-1.40	timeout
05-25 01:59	BTC	Sell	77122.1→76884.8	+1.09	timeout
05-25 01:28	BTC	Sell	77090.1→77100.9	-0.52	timeout
05-25 00:49	BTC	Buy	77128.9→77174.1	-0.16	timeout
05-25 00:09	BTC	Buy	76987.8→77146.1	+0.58	timeout
05-24 23:49	BTC	Sell	76898.2→77087.9	-1.68	timeout
05-24 23:04	BTC	Sell	76850.2→76865.8	-0.55	timeout
05-24 22:34	BTC	Buy	76581.8→76850.2	+1.30	timeout
05-24 22:03	BTC	Sell	76397.2→76562.8	-1.53	timeout
05-24 20:33	BTC	Sell	76666.2→76624.8	-0.18	timeout
05-24 19:49	BTC	Sell	76691.2→76708.8	-0.56	timeout

Paper vs Live

Paper (trades.jsonl)

317

closed

23%

win rate

-153.61

total pnl ($)

-9.7 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	317	23%	-9.7	-153.61

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…