altcoin_positioning_extremes_fade

35

closed trades

51%

win rate

+59.39

total pnl ($)

1.186

weight

7d window — n=4 wr=50% pnl=+13.30 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 00:41:06 (17.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: up

n: 19 · wr: 73.7% · total_bps: +2620.9 · mean_bps: +137.94 · sharpe: +0.49 · max_dd_bps: -529.3

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

time	sym	side	entry→exit	pnl	close
06-17 22:03	XRP	Sell	1.22719→1.17359	+17.08	take_profit
06-17 11:05	XRP	Sell	1.24689→1.1926	+16.97	take_profit
06-14 23:44	ADA	Sell	0.175046→0.179455	-10.43	stop_loss
06-14 23:34	XRP	Sell	1.15271→1.18159	-10.32	stop_loss
06-14 17:56	DOGE	Sell	0.0877721→0.0862636	+6.29	timeout
06-14 04:08	XRP	Sell	1.14261→1.15289	-4.19	timeout
06-13 21:42	SOL	Sell	67.1099→68.7897	-10.48	stop_loss
06-13 15:32	XRP	Sell	1.12992→1.15827	-10.28	stop_loss
06-13 15:15	DOGE	Sell	0.0866223→0.0887956	-10.35	stop_loss
06-12 14:27	DOGE	Sell	0.0868293→0.0890117	-10.40	stop_loss
06-12 14:27	DOGE	Sell	0.0868033→0.0889767	-10.34	stop_loss
06-12 14:16	DOGE	Sell	0.0858785→0.088051	-10.42	stop_loss
06-10 21:05	DOGE	Sell	0.0862474→0.0824806	+16.73	take_profit
06-10 12:07	DOGE	Sell	0.0859885→0.0832408	+12.40	timeout
06-10 09:16	DOGE	Sell	0.0869463→0.0831578	+17.13	take_profit
06-10 07:49	XRP	Sell	1.16841→1.11708	+17.21	take_profit
06-09 16:38	XRP	Sell	1.17371→1.12248	+17.06	take_profit
06-08 15:10	XRP	Sell	1.15111→1.18018	-10.46	stop_loss
06-07 22:15	XRP	Sell	1.14441→1.17388	-10.67	stop_loss
06-07 22:15	DOGE	Sell	0.0847638→0.0869552	-10.66	stop_loss
06-07 22:14	XRP	Sell	1.13632→1.16507	-10.51	stop_loss
06-07 22:14	DOGE	Sell	0.083954→0.0860645	-10.39	stop_loss
06-07 22:14	SOL	Sell	64.9922→66.6233	-10.59	stop_loss
06-01 08:05	XRP	Sell	1.34026→1.30473	+10.32	timeout
06-01 02:49	DOGE	Sell	0.101345→0.101145	+0.43	timeout
06-01 02:49	ADA	Sell	0.237701→0.236499	+1.65	timeout
05-31 16:07	ADA	Sell	0.235741→0.234079	+2.50	timeout
05-31 16:07	DOGE	Sell	0.100405→0.099905	+1.42	timeout
05-23 07:50	XRP	Sell	1.37995→1.31933	+17.02	take_profit
05-23 07:46	DOGE	Sell	0.104454→0.099876	+17.19	take_profit
05-22 23:48	ADA	Sell	0.252157→0.24106	+17.32	take_profit
05-16 09:22	XRP	Sell	1.46773→1.40335	+17.25	take_profit
05-16 07:12	DOGE	Sell	0.114981→0.109947	+17.09	take_profit
05-05 07:42	ADA	Sell	0.251947→0.258194	-10.30	stop_loss
04-27 00:55	ADA	Sell	0.25223→0.25381	-2.87	stop_loss

Paper (trades.jsonl)

35

closed

51%

win rate

+59.39

total pnl ($)

+43.2 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
DOGE	14	57%	+47.7	+26.12
XRP	13	54%	+109.2	+56.48
ADA	6	50%	-9.2	-2.13
SOL	2	0%	-259.6	-21.07

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
05-05 07:42	ADA	Sell	-10.30	The market was exhibiting low funding rates and moderate open interest, suggesting a lack of strong leverage-driven momentum. The thesis failed because the price breached the stop-loss level, indicating that the anticipated downside move did not materialize…
04-27 00:55	ADA	Sell	-2.87	At close, ADA was rallying with broad crypto strength across BTC (+2.39% 24h), ETH (+3.58% 24h), and ADA itself (+2.61% 24h), while funding remained neutral at 0.01%. The thesis failed because the retail long crowding (71.6% long positioning with z=1.07) pr…

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Cumulative P&L (last 35 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)