vwap_breakout_momentum_long · strategy

376

closed trades

19%

win rate

-223.05

total pnl ($)

1.000

weight

7d window — n=61 wr=16% pnl=-36.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 16:56:31 (37.3d ago) · src: canon

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

n: 31 · wr: 19.4% · total_bps: -263.8 · mean_bps: -8.51 · sharpe: -0.53 · max_dd_bps: -263.8

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
06-23 04:58	BTC	Buy	63811.2→63683.8	-1.45	timeout
06-23 04:23	BTC	Buy	64048.2→63911.8	-1.51	timeout
06-22 18:17	BTC	Buy	64613.2→64698.8	+0.21	timeout
06-22 17:14	BTC	Buy	64705.2→64655.8	-0.83	timeout
06-22 16:11	BTC	Buy	64735.2→64703.8	-0.69	timeout
06-22 15:39	BTC	Buy	64992.2→64993.8	-0.44	timeout
06-22 15:09	BTC	Buy	64933.2→64989.8	-0.02	timeout
06-22 14:39	BTC	Buy	65006.3→64844.8	-1.69	timeout
06-22 14:02	BTC	Buy	65410.3→65393.7	-0.58	timeout
06-22 13:28	BTC	Buy	65147.3→64947.8	-1.98	timeout
06-22 12:55	BTC	Buy	65078.3→65060.7	-0.59	timeout
06-22 12:21	BTC	Buy	64750.2→64718.8	-0.69	timeout
06-22 04:47	BTC	Buy	63967.2→64023.8	-0.01	timeout
06-22 04:13	BTC	Buy	63952.2→63973.8	-0.28	timeout
06-22 03:40	BTC	Buy	64406.2→64205.8	-2.01	timeout
06-22 03:08	BTC	Buy	64273.2→63999.8	-2.58	timeout
06-22 02:35	BTC	Buy	64579.2→64471.8	-1.28	timeout
06-22 02:02	BTC	Buy	64459.2→64495.8	-0.17	timeout
06-22 01:30	BTC	Buy	63910.2→64636.8	+5.23	timeout
06-22 00:58	BTC	Buy	63901.2→63857.8	-0.79	timeout
06-21 21:56	BTC	Buy	63873.2→63736.8	-1.52	timeout
06-21 20:55	BTC	Buy	63973.2→63803.8	-1.77	timeout
06-21 20:21	BTC	Buy	64229.2→64048.8	-1.85	timeout
06-21 19:47	BTC	Buy	64199.2→64150.8	-0.83	timeout
06-21 19:13	BTC	Buy	64133.2→64186.8	-0.03	timeout
06-21 18:40	BTC	Buy	63994.2→64178.8	+0.99	timeout
06-21 18:05	BTC	Buy	64153.2→63928.8	-2.20	timeout
06-21 17:29	BTC	Buy	64176.2→64069.8	-1.28	timeout
06-21 16:54	BTC	Buy	64025.2→64122.8	+0.31	timeout
06-21 16:18	BTC	Buy	64200.2→64142.8	-0.90	timeout
06-21 15:42	BTC	Buy	64231.2→64239.8	-0.38	timeout
06-21 15:09	BTC	Buy	64052.2→64149.8	+0.31	timeout
06-21 14:34	BTC	Buy	63993.2→63986.8	-0.50	timeout
06-21 13:59	BTC	Buy	64014.2→64101.8	+0.23	timeout
06-21 13:25	BTC	Buy	64127.2→64127.8	-0.44	timeout
06-21 12:53	BTC	Buy	63921.2→64115.8	+1.07	timeout
06-21 12:22	BTC	Buy	64185.2→63992.8	-1.95	timeout
06-21 11:51	BTC	Buy	64238.2→64113.8	-1.42	timeout
06-21 11:20	BTC	Buy	64355.2→64192.8	-1.71	timeout
06-21 10:46	BTC	Buy	64275.2→64321.8	-0.09	timeout
06-21 10:07	BTC	Buy	64162.2→64214.8	-0.04	timeout
06-21 09:29	BTC	Buy	63954.2→64030.8	+0.15	timeout
06-21 08:51	BTC	Buy	63897.2→63906.8	-0.38	timeout
06-21 08:21	BTC	Buy	64147.2→64031.8	-1.35	timeout
06-21 07:45	BTC	Buy	64152.2→64216.8	+0.05	timeout
06-21 07:12	BTC	Buy	64271.2→64233.8	-0.74	timeout
06-21 06:38	BTC	Buy	64231.2→64276.8	-0.10	timeout
06-21 05:58	BTC	Buy	64315.2→64217.8	-1.21	timeout
06-21 05:24	BTC	Buy	64231.2→64245.8	-0.34	timeout
06-21 04:44	BTC	Buy	64511.2→64472.8	-0.75	timeout
06-21 04:11	BTC	Buy	64402.2→64357.8	-0.79	timeout
06-21 03:36	BTC	Buy	64312.2→64285.8	-0.66	timeout
06-21 03:02	BTC	Buy	64223.2→64221.8	-0.46	timeout
06-21 02:32	BTC	Buy	64213.2→64200.8	-0.55	timeout
06-21 02:02	BTC	Buy	64273.2→64209.8	-0.94	timeout
06-21 01:31	BTC	Buy	64229.2→64217.8	-0.54	timeout
06-21 00:59	BTC	Buy	64290.2→64260.8	-0.68	timeout
06-21 00:23	BTC	Buy	64233.2→64237.8	-0.41	timeout
06-20 23:46	BTC	Buy	64286.2→64291.8	-0.41	timeout
06-20 23:11	BTC	Buy	64285.2→64245.8	-0.76	timeout
06-20 22:40	BTC	Buy	64164.2→64230.8	+0.07	timeout
06-20 22:07	BTC	Buy	63994.2→64003.8	-0.37	timeout
06-20 21:31	BTC	Buy	63948.2→63914.8	-0.71	timeout
06-20 20:57	BTC	Buy	63870.2→63893.8	-0.26	timeout
06-20 20:22	BTC	Buy	63945.2→63918.8	-0.66	timeout
06-20 19:48	BTC	Buy	63876.2→63901.8	-0.25	timeout
06-20 19:15	BTC	Buy	63779.2→63861.8	+0.20	timeout
06-20 18:44	BTC	Buy	63833.2→63750.8	-1.10	timeout
06-20 18:12	BTC	Buy	63821.2→63813.8	-0.51	timeout
06-20 17:39	BTC	Buy	63880.2→63793.8	-1.13	timeout
06-20 17:07	BTC	Buy	64001.2→63900.8	-1.23	timeout
06-20 16:36	BTC	Buy	64021.2→63886.8	-1.50	timeout
06-20 16:03	BTC	Buy	64170.2→64000.8	-1.77	timeout
06-20 15:32	BTC	Buy	64007.2→64090.8	+0.20	timeout
06-20 15:01	BTC	Buy	64074.2→63897.8	-1.83	timeout
06-20 12:50	BTC	Buy	63656.2→63559.8	-1.21	timeout
06-20 12:15	BTC	Buy	63663.2→63700.8	-0.15	timeout
06-20 11:41	BTC	Buy	63692.2→63682.8	-0.52	timeout
06-20 11:08	BTC	Buy	63622.2→63622.8	-0.45	timeout
06-20 10:24	BTC	Buy	63680.2→63620.8	-0.92	timeout
06-20 09:51	BTC	Buy	63614.2→63653.8	-0.14	timeout
06-20 08:03	BTC	Buy	63711.2→63492.8	-2.16	timeout
06-20 07:32	BTC	Buy	63650.2→63748.8	+0.32	timeout
06-20 07:00	BTC	Buy	63736.2→63711.8	-0.64	timeout
06-20 06:28	BTC	Buy	63631.2→63668.8	-0.15	timeout
06-20 05:56	BTC	Buy	63635.2→63636.8	-0.44	timeout
06-20 05:26	BTC	Buy	63811.2→63688.8	-1.41	timeout
06-16 13:31	BTC	Buy	66225.3→66093.7	-1.44	timeout
06-16 12:53	BTC	Buy	66625.3→66346.7	-2.54	timeout
06-16 12:21	BTC	Buy	66417.3→66630.7	+1.16	timeout
06-16 11:50	BTC	Buy	66367.3→66386.7	-0.31	timeout
06-16 11:18	BTC	Buy	66606.3→66482.7	-1.38	timeout
06-16 10:47	BTC	Buy	66594.3→66554.7	-0.75	timeout
06-16 10:15	BTC	Buy	66498.3→66540.7	-0.13	timeout
06-16 09:44	BTC	Buy	66598.3→66653.7	-0.03	timeout
06-16 09:12	BTC	Buy	66894.3→66725.7	-1.71	timeout
06-16 08:42	BTC	Buy	66502.3→66516.7	-0.34	timeout
06-16 08:11	BTC	Buy	66333.3→66421.7	+0.22	timeout
06-16 07:35	BTC	Buy	66396.3→66339.7	-0.88	timeout
06-16 07:04	BTC	Buy	66435.3→66343.7	-1.14	timeout

Paper vs Live

Paper (trades.jsonl)

376

closed

19%

win rate

-223.05

total pnl ($)

-11.9 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	376	19%	-11.9	-223.05

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…