aave_collateral_utilization_cascade_short · strategy

164

closed trades

41%

win rate

-31.58

total pnl ($)

0.927

weight

7d window — n=28 wr=43% pnl=-18.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 16:17:44 (33.7d ago) · src: canon

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

n: 117 · wr: 36.8% · total_bps: -1467.7 · mean_bps: -12.54 · sharpe: -0.24 · max_dd_bps: -1588.0

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
06-22 07:07	BTC	Sell	63935.8→64035.2	-0.92	timeout
06-22 01:08	BTC	Sell	63709.8→63955.2	-1.78	timeout
06-21 19:03	BTC	Sell	64207.8→64234.2	-0.50	timeout
06-21 13:02	BTC	Sell	64206.8→64112.2	+0.21	timeout
06-21 07:00	BTC	Sell	64394.8→64268.2	+0.40	timeout
06-21 00:59	BTC	Sell	63978.8→64266.2	-2.02	timeout
06-20 18:55	BTC	Sell	64072.8→63763.2	+1.47	timeout
06-20 12:53	BTC	Sell	63666.8→63543.2	+0.39	timeout
06-20 06:48	BTC	Sell	63433.8→63714.2	-1.99	timeout
06-20 00:46	BTC	Sell	63097.8→63543.2	-2.98	timeout
06-19 18:43	BTC	Sell	63214.8→63035.2	+0.73	timeout
06-19 12:38	BTC	Sell	62410.9→62463.1	-0.66	timeout
06-19 06:33	BTC	Sell	62721.9→62808.1	-0.86	timeout
06-19 00:30	BTC	Sell	62941.9→62956.1	-0.43	timeout
06-18 18:34	BTC	Sell	63239.8→62766.1	+2.45	timeout
06-18 12:23	BTC	Sell	64419.8→64103.2	+1.51	timeout
06-18 06:22	BTC	Sell	64437.8→63917.2	+2.69	timeout
06-18 00:21	BTC	Sell	64267.8→64652.2	-2.58	timeout
06-17 16:26	BTC	Sell	65247.7→66139.4	-5.46	stop_loss
06-17 12:14	BTC	Sell	64964.8→64832.2	+0.43	timeout
06-17 06:11	BTC	Sell	65796.7→65816.3	-0.45	timeout
06-17 00:11	BTC	Sell	65858.7→65722.3	+0.45	timeout
06-16 18:04	BTC	Sell	65657.7→66208.3	-3.47	timeout
06-16 12:04	BTC	Sell	66815.7→66402.3	+1.99	timeout
06-16 06:01	BTC	Sell	65722.7→66095.3	-2.47	timeout
06-15 23:57	BTC	Sell	66476.7→66327.3	+0.51	timeout
06-15 17:53	BTC	Sell	66584.7→66883.3	-2.01	timeout
06-15 11:51	BTC	Sell	65716.7→66225.3	-3.24	timeout
06-15 05:50	BTC	Sell	65477.7→65752.3	-1.91	timeout
06-14 21:25	BTC	Sell	64018.8→64891.7	-5.45	stop_loss
06-14 17:42	BTC	Sell	63887.8→63834.2	-0.02	timeout
06-14 11:42	BTC	Sell	64448.8→64598.2	-1.21	timeout
06-14 05:38	BTC	Sell	64527.8→64298.2	+0.99	timeout
06-13 23:34	BTC	Sell	64217.8→64429.2	-1.57	timeout
06-13 17:33	BTC	Sell	64139.8→64080.2	+0.01	timeout
06-13 11:29	BTC	Sell	63785.8→63951.2	-1.30	timeout
06-13 05:29	BTC	Sell	63700.8→63569.2	+0.44	timeout
06-12 23:24	BTC	Sell	63500.8→63427.2	+0.10	timeout
06-12 17:29	BTC	Sell	63608.8→63789.2	-1.40	timeout
06-12 11:23	BTC	Sell	63508.8→63815.2	-2.14	timeout
06-12 05:20	BTC	Sell	63609.8→63489.2	+0.38	timeout
06-11 23:14	BTC	Sell	63509.8→63392.2	+0.37	timeout
06-11 17:13	BTC	Sell	62741.9→62419.1	+1.60	timeout
06-11 11:05	BTC	Sell	62715.9→63165.2	-3.01	timeout
06-11 05:04	BTC	Sell	62199.9→62572.1	-2.57	timeout
06-10 22:55	BTC	Sell	61929.9→61413.1	+2.79	timeout
06-10 16:57	BTC	Sell	62190.9→62084.1	+0.31	timeout
06-10 10:50	BTC	Sell	61673.9→61317.1	+1.83	timeout
06-09 18:43	BTC	Sell	61341.9→61664.1	-2.30	timeout
06-09 12:42	BTC	Sell	62641.9→62545.1	+0.24	timeout
06-09 06:40	BTC	Sell	62720.9→63386.2	-4.31	timeout
06-09 00:42	BTC	Sell	63746.8→62722.1	+5.69	timeout
06-08 18:36	BTC	Sell	63829.8→63472.2	+1.77	timeout
06-08 12:31	BTC	Sell	63364.8→63219.2	+0.53	timeout
06-08 06:28	BTC	Sell	63168.8→63027.2	+0.50	timeout
06-07 22:13	BTC	Sell	61789.9→62632.4	-5.45	stop_loss
06-07 18:22	BTC	Sell	61804.9→62167.1	-2.54	timeout
06-07 12:22	BTC	Sell	62713.9→62026.1	+3.78	timeout
06-07 10:09	BTC	Sell	62157.9→62377.1	-1.66	timeout
06-07 06:16	BTC	Sell	61509.9→61650.1	-1.20	timeout
06-07 01:18	BTC	Sell	60798→61625.9	-5.44	stop_loss
06-07 00:07	BTC	Sell	60730→60812	-0.84	timeout
06-06 21:40	BTC	Sell	60611→60829	-1.69	timeout
06-06 18:05	BTC	Sell	60585→60560	-0.19	timeout
06-06 14:30	BTC	Sell	60765→60842	-0.81	timeout
06-06 12:04	BTC	Sell	61128.9→60924	+0.91	timeout
06-06 04:34	BTC	Sell	60875→59540	+7.89	take_profit
06-06 00:00	BTC	Sell	61588.9→61070.1	+2.82	timeout
06-05 16:22	BTC	Sell	60706→61539.8	-5.49	stop_loss
06-05 12:04	BTC	Sell	62991.9→61606.1	+7.91	take_profit
06-05 12:03	BTC	Sell	62563.9→61661.1	+5.08	timeout
06-05 04:58	BTC	Sell	62589.9→63443.9	-5.46	stop_loss
06-04 23:56	BTC	Sell	63583.8→63807.2	-1.66	timeout
06-04 18:13	BTC	Sell	64239.8→63233.2	+5.54	timeout
06-04 12:09	BTC	Sell	63336.8→62415.1	+5.11	timeout
06-04 07:27	BTC	Sell	64614.8→63588.2	+5.63	timeout
06-03 23:40	BTC	Sell	65304.7→64337.2	+5.22	timeout
06-03 16:17	BTC	Sell	67205.6→66167.3	+5.46	timeout
06-03 05:12	BTC	Sell	66342.7→67247	-5.45	stop_loss
06-03 02:29	BTC	Sell	66388.7→66663.3	-1.89	timeout
06-02 16:18	BTC	Sell	67175.6→68090.4	-5.44	stop_loss
06-02 10:07	BTC	Sell	69907.5→69499.5	+1.87	timeout
06-02 06:42	BTC	Sell	70926.5→70336.5	+2.80	timeout
06-01 23:41	BTC	Sell	71594.4→71591.6	-0.31	timeout
06-01 16:39	BTC	Sell	71920.4→71244.6	+3.20	timeout
06-01 01:33	BTC	Sell	73952.3→73582.7	+1.54	timeout
05-31 16:35	BTC	Sell	73926.3→73422.7	+2.22	timeout
05-31 08:44	BTC	Sell	74069.3→73846.7	+0.80	timeout
05-31 02:43	BTC	Sell	73771.3→73927.7	-1.13	timeout
05-30 23:10	BTC	Sell	73947.3→73896.7	-0.07	timeout
05-30 12:40	BTC	Sell	73526.3→73648.7	-0.96	timeout
05-30 02:31	BTC	Sell	73358.3→73631.7	-1.73	timeout
05-29 15:36	BTC	Sell	73243.3→74241.8	-5.45	stop_loss
05-29 09:34	BTC	Sell	73678.3→73804.7	-0.97	timeout
05-28 23:46	BTC	Sell	73620.3→73559.7	-0.01	timeout
05-28 17:21	BTC	Sell	73271.3→73456.7	-1.27	timeout
05-28 11:10	BTC	Sell	73368.3→73353.7	-0.26	timeout
05-28 05:05	BTC	Sell	74228.3→73072.7	+5.50	timeout
05-27 23:04	BTC	Sell	75136.2→74439.7	+3.14	timeout
05-27 17:04	BTC	Sell	75173.2→75293.8	-0.93	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

41%

win rate

-31.58

total pnl ($)

-5.8 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	164	41%	-5.8	-31.58

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 04:23	BTC	Sell	stale_intent
06-21 22:36	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 09:35	BTC	Sell	-0.84	BTC was trading in a narrow range with low volatility, showing slight upward momentum over the past 24 hours. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs.
05-10 09:35	BTC	Sell	-0.84	The market was in a low-volatility, sideways grind with BTC near $80,583 and neutral funding. The short thesis failed because the trade expired without a directional move, as the timeout close_reason captured no profit from the stagnant regime.
05-10 09:35	BTC	Sell	-0.84	BTC was trading in a narrow range with low volatility, showing minimal directional bias across timeframes. The thesis failed because the trade expired without reaching a target or stop, as the market remained too quiet to trigger an exit.
05-10 09:35	BTC	Sell	-0.84	The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, resulting in a small loss from funding costs.
05-10 09:35	BTC	Sell	-0.84	BTC was trading in a narrow range with low volatility and neutral funding. The thesis failed because the trade was closed by timeout without reaching the target, as the market lacked directional momentum.
05-10 09:35	BTC	Sell	-0.84	BTC was trading in a narrow range with low volatility, showing minimal directional bias across timeframes. The short thesis failed because the market did not move within the timeout period, resulting in a small loss from funding costs.
05-10 09:35	BTC	Sell	-0.84	The market was in a low-volatility, sideways grind with BTC flat on the hour and week. The thesis failed because the trade was closed by timeout, meaning the expected directional move never materialized in the given window.
05-10 09:35	BTC	Sell	-0.84	The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, resulting in a small loss from funding costs.
05-10 09:35	BTC	Sell	-0.84	The market was range-bound with low volatility, as BTC traded near $80,492 with minimal hourly movement and neutral funding rates. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum prevented…
05-10 09:35	BTC	Sell	-0.84	The market was in a tight, low-volatility range with BTC flat on the hour and minimal directional bias. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period.

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