vwap_deviation_fear_long

58

closed trades

31%

win rate

-116.57

total pnl ($)

1.081

weight

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

Backtest evidence run: 2026-06-03 17:02:49 (18.3d ago) · src: canon

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

n: 146 · wr: 32.2% · total_bps: -6121.0 · mean_bps: -41.92 · sharpe: -0.48 · max_dd_bps: -7056.3

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

time	sym	side	entry→exit	pnl	close
06-02 14:10	BTC	Buy	69571.5→68276.4	-9.76	stop_loss
06-02 09:22	BTC	Buy	70698.5→69442.2	-9.36	stop_loss
06-01 18:28	BTC	Buy	71821.4→71478.6	-2.87	timeout
05-30 06:14	BTC	Buy	73536.3→73514.7	-0.61	timeout
05-30 02:23	BTC	Buy	73559.3→73587.7	-0.27	timeout
05-30 00:35	BTC	Buy	73586.3→73394.7	-1.76	timeout
05-29 22:49	BTC	Buy	74012.3→73485.7	-4.01	timeout
05-29 21:06	BTC	Buy	73813.3→73673.7	-1.40	timeout
05-29 19:14	BTC	Buy	72989.4→73414.7	+2.45	timeout
05-29 17:17	BTC	Buy	73353.3→74177.7	+5.15	timeout
05-29 16:09	BTC	Buy	73615.3→73871.7	+1.28	timeout
05-29 14:53	BTC	Buy	73704.3→73053.7	-4.90	timeout
05-29 13:40	BTC	Buy	73768.3→73172.7	-4.49	timeout
05-29 12:51	BTC	Buy	73390.3→73273.7	-1.25	timeout
05-29 11:34	BTC	Buy	73677.3→73527.7	-1.47	timeout
05-29 08:19	BTC	Buy	73386.3→73700.7	+1.69	timeout
05-29 06:51	BTC	Buy	73478.3→73703.7	+1.06	timeout
05-29 05:36	BTC	Buy	73752.3→73394.7	-2.90	timeout
05-29 04:16	BTC	Buy	73582.3→73222.7	-2.92	timeout
05-29 04:16	BTC	Buy	73582.3→73225.7	-2.90	timeout
05-29 03:06	BTC	Buy	73749.3→73303.7	-3.50	timeout
05-29 01:51	BTC	Buy	73663.3→73489.7	-1.66	timeout
05-29 00:27	BTC	Buy	73490.3→73777.7	+1.47	timeout
05-28 23:21	BTC	Buy	73623.3→73571.7	-0.83	timeout
05-28 22:07	BTC	Buy	73410.3→73715.7	+1.60	timeout
05-28 20:58	BTC	Buy	72909.4→73562.7	+4.00	timeout
05-28 19:53	BTC	Buy	72967.4→73495.7	+3.14	timeout
05-28 18:42	BTC	Buy	72904.4→73604.7	+4.32	timeout
05-28 17:35	BTC	Buy	73445.3→73449.7	-0.45	timeout
05-28 16:30	BTC	Buy	73342.3→73160.7	-1.72	timeout
05-28 15:27	BTC	Buy	73326.3→72932.6	-3.16	timeout
05-28 14:20	BTC	Buy	73335.3→73300.7	-0.71	timeout
05-28 13:17	BTC	Buy	73388.3→73230.7	-1.54	timeout
05-28 12:11	BTC	Buy	73144.3→73421.7	+1.43	timeout
05-28 11:10	BTC	Buy	72956.4→73355.7	+2.28	timeout
05-28 10:09	BTC	Buy	73019.3→73516.7	+2.96	timeout
05-28 09:09	BTC	Buy	73174.3→73329.7	+0.62	timeout
05-28 04:02	BTC	Buy	74250.3→72954.1	-9.18	stop_loss
05-28 04:02	BTC	Buy	74284.3→72989.1	-9.17	stop_loss
05-28 03:56	BTC	Buy	74425.3→73126.2	-9.18	stop_loss
05-28 03:54	BTC	Buy	74497.3→73198.2	-9.17	stop_loss
05-28 03:54	BTC	Buy	74509.3→73211.2	-9.16	stop_loss
05-28 03:05	BTC	Buy	74651.3→74268.7	-3.01	timeout
05-28 02:05	BTC	Buy	75153.2→74225.7	-6.63	timeout
05-28 01:04	BTC	Buy	75127.2→74550.7	-4.29	timeout
05-28 00:03	BTC	Buy	75008.2→74533.7	-3.63	timeout
05-27 23:02	BTC	Buy	74858.3→74386.7	-3.61	timeout
05-27 22:02	BTC	Buy	75219.2→74562.7	-4.83	timeout
05-27 21:01	BTC	Buy	75341.2→75219.8	-1.27	timeout
05-27 20:00	BTC	Buy	74976.3→75055.8	+0.06	timeout
05-27 19:00	BTC	Buy	75170.2→75010.8	-1.53	timeout
05-27 18:00	BTC	Buy	75705.2→74789.7	-6.51	timeout
05-27 16:59	BTC	Buy	75712.2→75271.8	-3.37	timeout
05-27 14:08	BTC	Buy	75718.2→75004.8	-5.15	timeout
05-27 12:19	BTC	Buy	75770.2→75782.8	-0.34	timeout
05-27 11:19	BTC	Buy	75665.2→75949.8	+1.46	timeout
05-27 10:18	BTC	Buy	75578.2→75931.8	+1.92	timeout
05-27 09:18	BTC	Buy	75472.2→75689.8	+1.02	timeout

Paper (trades.jsonl)

58

closed

31%

win rate

-116.57

total pnl ($)

-40.0 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 ($)
BTC	58	31%	-40.0	-116.57

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 58 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)