aave_leverage_cascade_short

not live
4
closed trades
25%
win rate
-13.90
total pnl ($)
1.234
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 07:32:39 (35.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: fx
n: 8  ·  wr: 37.5%  ·  total_bps: -330.2  ·  mean_bps: -41.27  ·  sharpe: -0.27  ·  max_dd_bps: -669.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
04-29 04:36ETHSell2274.9→2329.5-19.92stop_loss
04-27 05:22ETHSell2396.2→2329.1+21.68take_profit
04-26 15:46ETHSell2315.2→2343.6-10.53timeout
04-25 03:46ETHSell2305.3→2318-5.13timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
25%
win rate
-13.90
total pnl ($)
-43.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH425%-43.4-13.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-27 05:22ETHSell+21.68# Trade Analysis ETH was consolidating with mild weakness (down 2.57% in the last hour but essentially flat over 24 hours) when the position closed, suggesting the cascade trigger had already begun unwinding rather than accelerating into the target window.…
04-26 15:46ETHSell-10.53ETH was relatively calm with modest positive funding (0.001298%) and $1.86B open interest, showing no panic selling or acute deleveraging pressure at the time of exit. The thesis failed because the predicted liquidation cascade never triggered—despite 100% …
04-25 03:46ETHSell-5.13ETH traded flat with minimal directional conviction, gaining 0.09% in the hour before close while the broader market showed resilience (BTC +0.10% 1h, VIX likely still subdued). The thesis failed because the predicted liquidation cascade trigger never mater…