vwap_extreme_deviation_fade_short · strategy

174

closed trades

41%

win rate

-89.60

total pnl ($)

1.223

weight

7d window — n=25 wr=40% pnl=+1.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 23:16:03 (35.0d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: hq__restored_5085adb7

n: 1 · wr: 0.0% · total_bps: -7.0 · mean_bps: -7.00 · sharpe: +0.00 · max_dd_bps: -7.0

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
06-21 05:37	BTC	Sell	64284.8→64278.2	-0.40	timeout
06-21 05:03	BTC	Sell	64221.8→64271.2	-0.84	timeout
06-21 04:33	BTC	Sell	64201.8→64530.2	-3.01	timeout
06-21 04:03	BTC	Sell	64202.8→64384.2	-1.86	timeout
06-21 03:27	BTC	Sell	64218.8→64406.2	-1.91	timeout
06-21 02:56	BTC	Sell	64252.8→64236.2	-0.32	timeout
06-21 02:19	BTC	Sell	64210.8→64217.2	-0.50	timeout
06-21 01:43	BTC	Sell	64287.8→64213.2	+0.13	timeout
06-21 01:13	BTC	Sell	64239.8→64236.2	-0.42	timeout
06-21 00:36	BTC	Sell	64269.8→64273.2	-0.47	timeout
06-20 17:24	BTC	Sell	64195.8→63880.2	+2.01	timeout
06-16 10:57	BTC	Sell	66881.7→66488.3	+2.49	timeout
06-16 05:50	BTC	Sell	66114.7→66073.3	-0.14	timeout
06-16 05:13	BTC	Sell	65755.7→66036.3	-2.59	timeout
06-16 04:38	BTC	Sell	65861.7→65852.3	-0.38	timeout
06-16 04:01	BTC	Sell	66273.7→66140.3	+0.55	timeout
06-16 03:25	BTC	Sell	66308.7→65919.3	+2.49	timeout
06-16 02:50	BTC	Sell	66326.7→65838.3	+3.23	timeout
06-16 02:14	BTC	Sell	66355.7→66041.3	+1.92	timeout
06-16 01:40	BTC	Sell	66150.7→66374.3	-2.14	timeout
06-16 01:00	BTC	Sell	66178.7→66228.3	-0.83	timeout
06-16 00:23	BTC	Sell	66293.7→66263.3	-0.23	timeout
06-15 23:45	BTC	Sell	66402.7→66222.3	+0.91	timeout
06-15 23:10	BTC	Sell	66418.7→66223.3	+1.02	timeout
06-15 22:32	BTC	Sell	66555.7→66100.3	+2.97	timeout
06-15 21:56	BTC	Sell	66586.7→66356.3	+1.28	timeout
06-15 21:21	BTC	Sell	66434.7→66510.3	-1.01	timeout
06-15 20:43	BTC	Sell	66770.7→66622.3	+0.67	timeout
06-15 20:08	BTC	Sell	66799.7→66557.3	+1.37	timeout
06-15 19:36	BTC	Sell	66763.7→66651.3	+0.40	timeout
06-15 19:04	BTC	Sell	66833.7→66804.3	-0.22	timeout
06-15 18:29	BTC	Sell	67117.6→66809.3	+1.86	timeout
06-15 17:58	BTC	Sell	67208.6→66827.3	+2.40	timeout
06-15 15:54	BTC	Sell	66638.7→67287	-5.31	stop_loss
06-15 15:54	BTC	Sell	66626.7→67267	-5.26	stop_loss
06-15 15:47	BTC	Sell	66486.7→67125.9	-5.26	stop_loss
06-15 15:43	BTC	Sell	66487.7→66824.3	-2.98	timeout
06-15 14:59	BTC	Sell	66542.7→66571.3	-0.67	timeout
06-15 13:18	BTC	Sell	66187.7→66823.7	-5.26	stop_loss
06-15 13:18	BTC	Sell	66172.7→66809.7	-5.26	stop_loss
06-15 12:46	BTC	Sell	65884.7→66521.6	-5.28	stop_loss
06-15 08:59	BTC	Sell	65796.7→65651.3	+0.65	timeout
06-15 08:22	BTC	Sell	65859.7→65624.3	+1.34	timeout
06-15 07:31	BTC	Sell	65797.7→65920.3	-1.38	timeout
06-15 05:49	BTC	Sell	65903.7→65753.3	+0.69	timeout
06-15 05:05	BTC	Sell	65541.7→65591.3	-0.83	timeout
06-15 04:22	BTC	Sell	65669.7→65734.3	-0.94	timeout
06-15 03:45	BTC	Sell	65660.7→65841.3	-1.82	timeout
06-15 03:02	BTC	Sell	65496.7→65443.3	-0.04	timeout
06-15 02:18	BTC	Sell	65725.7→65731.3	-0.49	timeout
06-15 01:33	BTC	Sell	65535.7→65450.3	+0.20	timeout
06-15 00:54	BTC	Sell	65396.7→65533.3	-1.49	timeout
06-14 23:28	BTC	Sell	65110.7→65737.1	-5.26	stop_loss
06-14 21:50	BTC	Sell	64929.8→65563	-5.33	stop_loss
06-13 06:19	BTC	Sell	63510.8→63552.2	-0.78	timeout
06-13 05:35	BTC	Sell	63469.8→63537.2	-0.98	timeout
06-13 04:56	BTC	Sell	63593.8→63532.2	+0.03	timeout
06-13 04:18	BTC	Sell	63773.8→63492.2	+1.76	timeout
06-13 03:39	BTC	Sell	63661.8→63481.2	+0.97	timeout
06-13 02:58	BTC	Sell	63617.8→63628.2	-0.53	timeout
06-13 02:16	BTC	Sell	63575.8→63764.2	-1.93	timeout
06-13 01:37	BTC	Sell	63432.8→63676.2	-2.36	timeout
06-13 00:57	BTC	Sell	63484.8→63615.2	-1.47	timeout
06-13 00:17	BTC	Sell	63491.8→63565.2	-1.02	timeout
06-12 23:36	BTC	Sell	63519.8→63432.2	+0.24	timeout
06-12 22:54	BTC	Sell	63372.8→63478.2	-1.28	timeout
06-12 22:10	BTC	Sell	63541.8→63515.2	-0.24	timeout
06-12 21:33	BTC	Sell	63628.8→63555.2	+0.13	timeout
06-12 20:41	BTC	Sell	63859.8→63541.2	+2.05	timeout
06-12 20:11	BTC	Sell	63850.8→63551.2	+1.90	timeout
06-12 19:40	BTC	Sell	63797.8→63689.2	+0.40	timeout
06-12 19:08	BTC	Sell	64011.8→63668.2	+2.24	timeout
06-12 18:36	BTC	Sell	63818.8→63753.2	+0.07	timeout
06-12 18:05	BTC	Sell	63635.8→63826.2	-1.94	timeout
06-12 17:27	BTC	Sell	64249.8→63777.2	+3.23	timeout
06-12 15:00	BTC	Sell	63508.8→64121.2	-5.27	stop_loss
06-12 15:00	BTC	Sell	63510.8→64121.2	-5.25	stop_loss
06-12 14:55	BTC	Sell	63358.8→63968.2	-5.25	stop_loss
06-12 14:43	BTC	Sell	63421.8→63569.2	-1.61	timeout
06-12 14:01	BTC	Sell	63614.8→63406.2	+1.20	timeout
06-12 13:20	BTC	Sell	63746.8→63453.2	+1.86	timeout
06-12 12:39	BTC	Sell	63687.8→63376.2	+2.00	timeout
06-12 11:59	BTC	Sell	63748.8→63772.2	-0.63	timeout
06-12 11:18	BTC	Sell	63528.8→63739.2	-2.10	timeout
06-12 10:38	BTC	Sell	63396.8→63710.2	-2.91	timeout
06-12 09:21	BTC	Sell	63104.8→63711	-5.25	stop_loss
06-12 09:20	BTC	Sell	63005.8→63620	-5.32	stop_loss
06-12 08:21	BTC	Sell	62929.9→63534.9	-5.25	stop_loss
06-12 08:06	BTC	Sell	63371.8→63203.2	+0.88	timeout
06-12 07:25	BTC	Sell	63448.8→62994.1	+3.14	timeout
06-12 06:44	BTC	Sell	63694.8→62910.1	+5.71	timeout
06-12 06:02	BTC	Sell	63460.8→63351.2	+0.42	timeout
06-12 05:21	BTC	Sell	63409.8→63473.2	-0.94	timeout
06-12 04:41	BTC	Sell	63575.8→63701.2	-1.43	timeout
06-12 04:00	BTC	Sell	63413.8→63497.2	-1.10	timeout
06-12 03:19	BTC	Sell	63414.8→63470.2	-0.88	timeout
06-12 02:38	BTC	Sell	63671.8→63600.2	+0.12	timeout
06-12 01:58	BTC	Sell	63604.8→63388.2	+1.26	timeout
06-12 01:19	BTC	Sell	63387.8→63421.2	-0.70	timeout
06-12 00:41	BTC	Sell	63491.8→63653.2	-1.71	timeout

Paper vs Live

Paper (trades.jsonl)

174

closed

41%

win rate

-89.60

total pnl ($)

-10.4 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	174	41%	-10.4	-89.60

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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