ada_top_book_skew_v5

68

closed trades

40%

win rate

-77.45

total pnl ($)

0.841

weight

7d window — n=19 wr=26% pnl=-64.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 16:09 (26.9d ago) · src: backtest-gate-results.jsonl

verdict: PASS · strict: STRICT-FAIL · batch: strategies_batch_agent_session_micro_10

n: 34 · wr: 64.7% · total_bps: +597.2 · mean_bps: +17.56 · sharpe: +0.20 · max_dd_bps: -295.8

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

time	sym	side	entry→exit	pnl	close
06-27 06:41	ADA	Buy	0.148467→0.147803	-2.70	timeout
06-26 22:09	ADA	Buy	0.147657→0.146903	-3.00	timeout
06-26 13:56	ADA	Sell	0.143604→0.144626	-4.00	timeout
06-26 03:02	ADA	Buy	0.140655→0.138626	-7.66	stop_loss
06-25 19:03	ADA	Buy	0.143346→0.141284	-7.65	stop_loss
06-25 13:00	ADA	Sell	0.149073→0.148337	+2.03	timeout
06-25 04:46	ADA	Sell	0.147733→0.147507	+0.28	timeout
06-24 16:47	ADA	Buy	0.144246→0.142213	-7.50	stop_loss
06-24 10:10	ADA	Buy	0.150328→0.148199	-7.51	stop_loss
06-24 01:37	ADA	Buy	0.150828→0.154091	+10.35	take_profit
06-23 17:41	ADA	Buy	0.151768→0.150382	-5.03	timeout
06-23 06:20	ADA	Buy	0.156989→0.154784	-7.47	stop_loss
06-23 00:15	ADA	Buy	0.15894→0.15847	-1.87	timeout
06-22 14:38	ADA	Buy	0.16177→0.15948	-7.53	stop_loss
06-22 05:49	ADA	Sell	0.15838→0.16067	-7.68	stop_loss
06-21 20:20	ADA	Sell	0.16178→0.16118	+1.41	timeout
06-21 11:43	ADA	Buy	0.16072→0.16105	+0.57	timeout
06-21 01:29	ADA	Buy	0.163231→0.162739	-1.96	timeout
06-20 14:05	ADA	Buy	0.162411→0.16013	-7.47	stop_loss
06-20 05:10	ADA	Sell	0.161979→0.164253	-7.46	stop_loss
06-19 21:07	ADA	Buy	0.16166→0.16135	-1.37	timeout
06-19 13:02	ADA	Buy	0.15934→0.16039	+2.87	timeout
06-19 02:55	ADA	Buy	0.163791→0.164079	+0.42	timeout
06-18 18:52	ADA	Buy	0.16041→0.162469	+5.95	timeout
06-18 10:35	ADA	Sell	0.166358→0.166702	-1.48	timeout
06-18 01:05	ADA	Buy	0.164661→0.167698	+8.78	timeout
06-17 16:05	ADA	Buy	0.169042→0.171437	+6.61	timeout
06-17 07:13	ADA	Sell	0.172897→0.171693	+3.02	timeout
06-16 22:44	ADA	Buy	0.173383→0.172917	-1.81	timeout
06-16 12:33	ADA	Sell	0.178265→0.180796	-7.55	stop_loss
06-16 05:13	ADA	Sell	0.176416→0.176394	-0.39	timeout
06-15 20:21	ADA	Buy	0.186947→0.184332	-7.44	stop_loss
06-15 11:26	ADA	Buy	0.181275→0.185174	+10.31	take_profit
06-15 00:31	ADA	Buy	0.185326→0.182673	-7.60	stop_loss
06-14 18:55	ADA	Sell	0.166818→0.166192	+1.43	timeout
06-14 10:22	ADA	Sell	0.171467→0.170773	+1.54	timeout
06-14 02:09	ADA	Sell	0.171747→0.173143	-4.50	timeout
06-13 17:39	ADA	Buy	0.173733→0.173687	-0.53	timeout
06-13 07:28	ADA	Buy	0.169342→0.172997	+10.34	take_profit
06-13 00:08	ADA	Sell	0.169488→0.169952	-1.80	timeout
06-12 13:42	ADA	Buy	0.171083→0.168633	-7.62	stop_loss
06-12 06:13	ADA	Buy	0.171233→0.170007	-4.05	timeout
06-11 21:50	ADA	Buy	0.169632→0.170507	+2.11	timeout
06-11 13:20	ADA	Sell	0.165369→0.165091	+0.39	timeout
06-11 03:41	ADA	Buy	0.16101→0.164049	+8.97	timeout
06-10 16:47	ADA	Sell	0.164539→0.16093	+10.51	take_profit
06-10 09:21	ADA	Buy	0.16066→0.158391	-7.51	stop_loss
06-09 14:29	ADA	Buy	0.167342→0.164986	-7.49	stop_loss
06-09 08:29	ADA	Sell	0.169168→0.168952	+0.20	timeout
06-08 21:09	ADA	Sell	0.170257→0.172659	-7.50	stop_loss
06-08 15:01	ADA	Sell	0.168168→0.168342	-0.95	timeout
06-08 04:21	ADA	Buy	0.164261→0.161958	-7.47	stop_loss
06-07 22:09	ADA	Buy	0.15986→0.16111	+3.44	timeout
06-07 12:09	ADA	Buy	0.165571→0.163118	-7.87	stop_loss
06-07 04:58	ADA	Sell	0.16069→0.162051	-4.69	timeout
06-06 20:54	ADA	Sell	0.15797→0.157339	+1.51	timeout
06-06 10:37	ADA	Sell	0.157121→0.153708	+10.40	take_profit
06-06 01:49	ADA	Buy	0.16074→0.158481	-7.46	stop_loss
06-05 18:47	ADA	Sell	0.16163→0.15814	+10.33	take_profit
06-05 09:14	ADA	Buy	0.1604→0.163959	+10.65	take_profit
06-05 02:07	ADA	Buy	0.172413→0.169922	-7.68	stop_loss
06-04 18:30	ADA	Sell	0.188043→0.190703	-7.51	stop_loss
06-04 08:11	ADA	Buy	0.196069→0.193305	-7.49	stop_loss
06-03 21:59	ADA	Sell	0.202709→0.205554	-7.47	stop_loss
06-03 19:51	ADA	Sell	0.209418→0.204851	+10.47	take_profit
06-03 06:34	ADA	Buy	0.211433→0.215986	+10.32	take_profit
06-02 19:33	ADA	Buy	0.216324→0.21326	-7.53	stop_loss
06-02 10:23	ADA	Buy	0.223976→0.223514	-1.44	timeout

Paper (trades.jsonl)

68

closed

40%

win rate

-77.45

total pnl ($)

-22.8 bps

avg bps net

Live (dry_run=0)

4

closed

25%

win rate

-19.51

total pnl ($)

-86.7 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
ADA	68	40%	-22.8	-77.45

time	sym	side	reason
06-27 11:58	ADA	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 68 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)