← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-15 16:00Z
- strategy
- crypto.market_structure
- entry price
- 79,317.2
- quantity
- 0.035
- initial stop
- 87,528.2
- take profit
- 62,941.4
- planned risk
- $287 · 0.29%
- confidence (uncalibrated)
- 60
- closed
- 09-16 16:00Z
- exit price
- 75,509.3
- exit reason
- invalidation: horizon exceeded: 96 bars held
- bars held
- 96
- gross P&L
- +133.28
- fees · financing
- −5.42 · −0.16
- net P&L
- +127.70
- MAE · MFE price
- 84,148.1 · 74,701.1
- macro regime
- GOLDILOCKS
- usd
- usd weakening
- risk
- risk on
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- neutral
- volatility
- volatility compression
CORRECT THESIS+0.44Rlegacy class favourable variance · post-trade-2.0.0 · 2 versions (older kept)
- CORRECT THESIS not a loss; exited invalidation: horizon exceeded: 96 bars held
| Expected | Actual | |
|---|---|---|
| R | expected -0.08 · target 1.99 | actual 0.44 · MFE 0.56 · MAE -0.59 |
| Entry | plan 79,332.57017 | filled 79,317.24918 (0.00R) · slippage 0.44 vs — |
| Exit | stop 87,528.15537 · target 62,941.39977 | 75,509.32396 · invalidation: horizon exceeded: 96 bars held · target reached no |
| Horizon | 96 bars | 96 bars |
| Costs | model slippage: entry — · exit — | total 6.76 (0.02R): fees 5.42 · spread 0.26 · slippage 0.93 · financing -0.16 |
| Regime | usd weakening · risk on · crypto deleveraging · growth neutral · inflation neutral · volatility compression | changed by exit: none · 25 bars |
| Relationships | stable relationships assumed by the thesis | no breakdown involving the instrument |
| Volatility | expected bar σ 0.02261 | realised 0.01157 (0.51×) · largest bar 0.99 ATR |
| Events | UK_CPI (HIGH), US_RETAIL_SALES (HIGH), EIA_CRUDE (HIGH) |
Thesis snapshot · stored hypothesis, journalled later by backfill
- crypto.market_structure SHORT BTC/USD: structure signal, horizon 8H-4D
- crypto deleveraging regime (0.74) helps a short BTCUSD (assumed sensitivity +1.0)
- lower highs and lower lows
- close broke the last confirmed swing low
- Against: usd weakening regime (0.69) hurts a short BTCUSD (assumed sensitivity -0.3)
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.71crypto deleveraging regime (0.74) helps a short BTCUSD (assumed sensitivity +1.0)
- ▲technical-1.00lower highs and lower lows
- ▲technical80,292close broke the last confirmed swing low
- ▼macro-0.66usd weakening regime (0.69) hurts a short BTCUSD (assumed sensitivity -0.3)
- ▼macro0.46risk on regime (0.53) hurts a short BTCUSD (assumed sensitivity +0.6)
- stop at 87528.2 (4.6 x ATR(14))
- swing structure turns bullish (higher highs and lows)
- horizon exceeded: 96 bars held
| cross asset | MIXED | +0.14 | 0 ev. |
| macro | MIXED | −0.04 | 3 ev. |
| technical | CONFIRMS | +0.51 | 2 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- high
- score
- +1.00
| eligibility | 1 ✓ | 0 ✗ |
| trade | 10 ✓ | 0 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
| Time | Side | Qty | Price | Fee | Slippage | Expected | Liquidity |
|---|---|---|---|---|---|---|---|
| 09-16 16:00Z | BUY | 0.035 | 75,509.3 | 2.64 | 0.49 | — | high |
| 09-15 16:00Z | SELL | 0.035 | 79,317.2 | 2.78 | 0.44 | — | high |
- executed09-15 16:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-15T16:00:00Z
- data source
- mock
- risk version
- risk-1.0.0+e561f3f2
- model version
- regime-rules-1.0.0+ba09c5ab
- feature version
- fs-1.0.0+bbfe6af5
- strategy version
- crypto.market_structure@1.0.0
- execution version
- exec-1.0.0+821dd562
- confidence version
- conf-1.0.0+18bcb659
- event policy version
- evpol-1.0.0+391f9e5d