autocorrelation_top_trader_contrarian_24h · strategy

236

closed trades

40%

win rate

-173.82

total pnl ($)

0.355

weight

7d window — n=51 wr=39% pnl=-143.59 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 10:04:46 (37.2d ago) · src: canon

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

n: 70 · wr: 41.4% · total_bps: -1434.7 · mean_bps: -20.50 · sharpe: -0.12 · max_dd_bps: -3178.4

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
06-27 12:16	BLUR	Sell	0.0147763→0.0151554	-13.28	stop_loss
06-27 11:16	DOT	Buy	0.861055→0.83906	-13.22	stop_loss
06-26 22:04	AAVE	Buy	95.0067→92.5715	-13.27	stop_loss
06-26 16:03	TRX	Buy	0.322901→0.3196	-5.56	timeout
06-26 13:57	HYPE	Sell	62.1974→63.7588	-13.00	stop_loss
06-26 12:40	BNB	Buy	568.372→554.154	-12.99	stop_loss
06-26 12:40	NEAR	Buy	1.82356→1.77777	-13.04	stop_loss
06-26 10:40	ATOM	Buy	1.63801→1.5967	-13.10	stop_loss
06-26 09:51	SOL	Buy	70.6196→68.8642	-12.89	stop_loss
06-26 07:04	UNI	Sell	2.85229→2.92379	-12.98	stop_loss
06-26 03:02	HBAR	Buy	0.0731073→0.0711996	-13.50	stop_loss
06-26 02:13	INJ	Buy	4.30838→4.18456	-14.79	stop_loss
06-26 01:30	APT	Buy	0.596649→0.581364	-13.17	stop_loss
06-25 23:27	SOL	Sell	66.3191→67.9802	-12.96	stop_loss
06-25 17:59	HYPE	Sell	61.7995→63.3475	-12.97	stop_loss
06-25 13:59	KAS	Sell	0.0277861→0.0265556	+21.69	take_profit
06-25 13:48	ICP	Sell	2.23624→2.13873	+21.35	take_profit
06-25 13:42	APT	Buy	0.630158→0.614239	-13.08	stop_loss
06-25 10:47	HBAR	Buy	0.0754018→0.0735118	-12.98	stop_loss
06-25 05:24	BTC	Sell	60292→61779	-12.80	stop_loss
06-25 05:02	SOL	Sell	67.1299→68.8017	-12.94	stop_loss
06-25 04:52	ETH	Sell	1591.14→1630.58	-12.83	stop_loss
06-24 22:01	SUI	Sell	0.673931→0.690858	-13.06	stop_loss
06-24 17:48	INJ	Sell	4.31462→4.12673	+21.31	take_profit
06-24 16:51	OP	Sell	0.101845→0.0971543	+22.52	take_profit
06-24 16:51	BCH	Sell	193.862→185.176	+21.95	take_profit
06-24 13:42	AAVE	Buy	76.099→74.1663	-13.15	stop_loss
06-24 12:05	SOL	Sell	69.1616→69.8255	-5.24	timeout
06-24 08:04	LINK	Sell	7.63999→7.6099	+1.53	timeout
06-24 08:04	ETH	Sell	1677.83→1673.07	+1.06	timeout
06-24 08:04	BTC	Sell	62796.9→62661.1	+0.71	timeout
06-24 07:34	SAGA	Sell	0.0146263→0.0139535	+22.55	take_profit
06-24 03:14	HYPE	Sell	63.4361→60.6742	+21.32	take_profit
06-23 10:59	SUI	Sell	0.685169→0.702336	-12.99	stop_loss
06-23 06:20	BNB	Buy	595.219→580.295	-12.87	stop_loss
06-23 06:08	BTC	Buy	64693.2→63077.3	-12.96	stop_loss
06-23 04:10	ADA	Buy	0.15852→0.15972	+3.44	timeout
06-23 04:03	LINK	Buy	7.86036→7.89962	+1.98	timeout
06-23 04:02	OP	Buy	0.100325→0.101055	+3.05	timeout
06-22 11:49	APT	Sell	0.663234→0.68051	-13.46	stop_loss
06-22 08:06	UNI	Buy	3.00775→3.01115	+0.11	timeout
06-22 03:46	HYPE	Sell	68.2579→65.2533	+21.56	take_profit
06-22 01:26	ETH	Sell	1710.03→1752.35	-12.82	stop_loss
06-22 00:09	HBAR	Sell	0.0804829→0.0781795	+13.86	timeout
06-21 20:09	INJ	Buy	4.99925→4.95386	-4.88	timeout
06-21 16:10	BTC	Buy	64009.2→64157.8	+0.71	timeout
06-21 04:06	RENDER	Sell	1.74876→1.70403	+12.34	timeout
06-21 04:06	XLM	Buy	0.213103→0.214346	+2.47	timeout
06-21 00:05	ETC	Sell	7.61989→7.44486	+11.04	timeout
06-20 20:06	HBAR	Sell	0.0802309→0.080205	-0.29	timeout
06-20 15:25	SAGA	Sell	0.0132167→0.0135502	-13.07	stop_loss
06-19 20:06	BNB	Sell	579.365→579.675	-0.94	timeout
06-19 16:06	SOL	Sell	68.7767→69.3654	-4.80	timeout
06-19 16:06	ETH	Sell	1688.83→1706.57	-5.70	timeout
06-19 16:06	XRP	Sell	1.14361→1.13598	+2.90	timeout
06-19 16:06	BTC	Sell	62597.9→63168.2	-5.02	timeout
06-18 20:01	ARB	Sell	0.0820395→0.084103	-13.02	stop_loss
06-18 15:53	LINK	Buy	7.9998→7.79825	-13.12	stop_loss
06-18 15:53	SOL	Sell	71.8042→68.6633	+21.55	take_profit
06-18 15:45	ETH	Sell	1773.12→1695.27	+21.49	take_profit
06-18 15:36	ADA	Buy	0.165851→0.161679	-13.01	stop_loss
06-18 15:18	AVAX	Sell	6.73911→6.43781	+21.84	take_profit
06-18 04:11	BNB	Buy	606.882→591.496	-13.13	stop_loss
06-18 03:57	DOT	Sell	1.02624→0.981545	+21.33	take_profit
06-17 19:38	SUI	Buy	0.794499→0.774419	-13.23	stop_loss
06-17 16:28	BTC	Sell	64824.8→66425.5	-12.80	stop_loss
06-17 12:43	UNI	Sell	3.26288→3.34831	-13.54	stop_loss
06-17 09:57	XMR	Buy	352.568→343.762	-12.94	stop_loss
06-17 08:01	LINK	Sell	8.28473→8.29427	-0.90	timeout
06-17 01:46	DOT	Sell	1.00115→1.02637	-13.05	stop_loss
06-16 21:16	BCH	Sell	217.706→223.227	-13.13	stop_loss
06-16 17:49	SAGA	Buy	0.0129932→0.0135666	+21.61	take_profit
06-16 14:33	HYPE	Buy	75.0788→73.1961	-12.99	stop_loss
06-16 14:31	OP	Buy	0.108227→0.105451	-13.24	stop_loss
06-16 09:26	NEAR	Sell	2.45339→2.51559	-13.14	stop_loss
06-16 08:45	AVAX	Sell	6.82509→6.99684	-13.04	stop_loss
06-16 08:25	INJ	Sell	5.77456→5.91934	-12.98	stop_loss
06-16 02:18	SOL	Buy	75.1163→73.2524	-12.84	stop_loss
06-16 01:55	XRP	Buy	1.25961→1.22808	-12.99	stop_loss
06-16 00:42	XLM	Sell	0.215806→0.221246	-13.05	stop_loss
06-16 00:02	LTC	Sell	45.3936→45.7584	-4.35	timeout
06-15 22:25	ETH	Buy	1840.48→1795.02	-12.82	stop_loss
06-15 22:22	LINK	Buy	8.54083→8.32495	-13.13	stop_loss
06-15 13:16	ETH	Buy	1726.57→1803.42	+21.77	take_profit
06-15 13:08	ETC	Buy	7.28342→7.605	+21.63	take_profit
06-15 12:43	UNI	Buy	2.59085→2.70402	+21.39	take_profit
06-15 12:24	XRP	Buy	1.1838→1.23539	+21.32	take_profit
06-14 21:50	BCH	Sell	203.349→208.516	-13.16	stop_loss
06-14 21:49	APT	Sell	0.665334→0.682211	-13.10	stop_loss
06-14 21:36	ONDO	Buy	0.345826→0.36087	+21.30	take_profit
06-14 20:10	AAVE	Sell	66.3964→65.4394	+6.76	timeout
06-14 18:22	AVAX	Sell	6.70382→6.4102	+21.29	take_profit
06-14 16:07	SOL	Buy	68.2212→67.4819	-5.71	timeout
06-14 08:10	ADA	Buy	0.173443→0.171087	-6.97	timeout
06-14 04:04	BNB	Sell	600.05→609.572	-8.59	timeout
06-14 04:03	LTC	Buy	43.3208→44.3999	+12.00	timeout
06-13 18:12	XLM	Buy	0.190388→0.185631	-12.94	stop_loss
06-13 12:57	XRP	Sell	1.12762→1.15587	-12.84	stop_loss
06-13 04:09	AVAX	Sell	6.64394→6.57404	+4.74	timeout
06-13 04:08	LINK	Sell	7.88653→7.87197	+0.52	timeout

Paper vs Live

Paper (trades.jsonl)

236

closed

40%

win rate

-173.82

total pnl ($)

-14.9 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 ($)
SOL	13	31%	-61.2	-38.83
ETH	12	58%	+47.3	+28.81
LINK	12	50%	-19.8	-11.72
BNB	12	17%	-101.2	-60.67
XRP	11	45%	-8.0	-3.81
BTC	11	36%	-100.7	-55.22
INJ	9	22%	-93.9	-42.31
BCH	9	33%	-32.3	-14.52
SUI	9	22%	-138.1	-62.22
HYPE	8	62%	+170.4	+68.17
APT	7	0%	-246.2	-85.89
SAGA	7	57%	+94.6	+33.12
UNI	7	43%	+0.5	+0.18
OP	7	57%	+84.9	+29.50
ADA	7	57%	+86.1	+30.34
DOT	7	29%	-90.0	-31.48
TRX	6	50%	-38.2	-11.45
XLM	6	50%	+18.6	+5.59
AAVE	6	33%	-151.9	-45.58
AVAX	6	50%	+29.9	+8.65
ONDO	5	60%	+151.7	+37.91
LTC	5	40%	-53.5	-13.34
HBAR	5	20%	-103.7	-25.93
KAS	5	60%	+156.2	+39.06
NEAR	4	50%	+87.9	+17.51
RENDER	4	75%	+211.0	+42.21
ICP	4	50%	+81.4	+16.27
ARB	4	0%	-220.8	-43.84
ETC	4	75%	+243.6	+48.73
ATOM	3	33%	-38.5	-5.74
ACE	3	0%	-285.5	-42.82
FIL	3	33%	-153.9	-23.08
XMR	3	67%	+198.5	+29.78
BLUR	3	67%	+201.1	+30.16
DOGE	3	33%	-113.9	-17.12
GOAT	2	0%	-14.0	-1.40
CHILLGUY	2	0%	-14.0	-1.40
ZEREBRO	2	0%	-14.0	-1.40

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…