autocorrelation_top_trader_looser_z_fade

not live
207
closed trades
45%
win rate
+416.73
total pnl ($)
1.088
weight
7d window — n=49 wr=35% pnl=-22.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 20:05:27 (23.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: axg
n: 325  ·  wr: 42.5%  ·  total_bps: -2641.3  ·  mean_bps: -8.13  ·  sharpe: -0.04  ·  max_dd_bps: -4595.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 04:02TRXBuy0.322861→0.32042-4.23timeout
06-26 13:57HYPESell62.1055→63.6617-12.98stop_loss
06-26 12:40NEARBuy1.82366→1.77807-12.99stop_loss
06-26 10:40ATOMBuy1.63801→1.5967-13.10stop_loss
06-26 08:02TRXBuy0.325661→0.322289-5.63timeout
06-26 02:13XRPBuy1.04336→1.01684-13.16stop_loss
06-26 02:09APTBuy0.596249→0.581264-12.92stop_loss
06-26 02:08DOTBuy0.843751→0.822593-12.99stop_loss
06-25 23:27SOLSell66.2971→67.9451-12.86stop_loss
06-25 22:02OPSell0.103224→0.105889-13.32stop_loss
06-25 17:59HYPESell61.7636→63.3155-13.01stop_loss
06-25 13:58NEARSell1.90562→1.82266+21.32take_profit
06-25 13:53UNISell2.92647→2.7979+21.52take_profit
06-25 13:51HBARBuy0.0734444→0.0715913-13.07stop_loss
06-25 13:44SUIBuy0.698745→0.681249-12.95stop_loss
06-25 11:10INJBuy4.27407→4.16687-13.00stop_loss
06-25 05:09BTCSell60262→61745.9-12.77stop_loss
06-25 05:09SOLSell67.3229→68.9938-12.89stop_loss
06-25 05:07SUISell0.674431→0.691518-13.23stop_loss
06-25 04:56ETHSell1592.24→1631.68-12.82stop_loss
06-24 17:48XRPSell1.09363→1.04596+21.28take_profit
06-24 16:51LINKSell7.64309→7.31013+21.33take_profit
06-24 16:51SOLSell69.8335→66.683+22.13take_profit
06-24 15:41XRPSell1.11012→1.06167+21.32take_profit
06-24 13:48DOGESell0.0802029→0.0767082+21.25take_profit
06-24 10:15ADASell0.152872→0.146207+21.13take_profit
06-23 20:14FILSell0.766318→0.785569-13.01stop_loss
06-23 08:17ETHSell1726.13→1646.86+22.44take_profit
06-23 06:21LINKBuy7.85946→7.66315-12.99stop_loss
06-23 06:14SUISell0.729238→0.697204+21.50take_profit
06-23 06:08NEARBuy2.06272→2.01019-13.19stop_loss
06-23 06:08ARBSell0.0847288→0.0810403+21.19take_profit
06-23 00:34XMRSell318.93→327.065-13.20stop_loss
06-22 22:28SOLBuy73.214→71.3956-12.59stop_loss
06-22 22:27ETHBuy1766.48→1722.87-12.78stop_loss
06-22 21:39KASBuy0.0301395→0.029346-13.61stop_loss
06-22 16:01XRPSell1.14851→1.13858+3.73timeout
06-22 11:10SUIBuy0.698225→0.728628+21.28take_profit
06-22 04:06BTCBuy63999.2→63895.8-1.33timeout
06-22 01:26SOLBuy71.6848→74.8288+21.42take_profit
06-22 01:26ETHSell1712.03→1754.35-12.80stop_loss
06-21 20:48NEARSell2.23424→2.13693+21.31take_profit
06-21 10:17LTCSell44.085→45.1889-13.10stop_loss
06-21 08:06ARBSell0.0832592→0.0835209-1.80timeout
06-21 01:14ACEBuy0.0913228→0.0955761+22.84take_profit
06-20 22:34AAVEBuy73.3463→76.5479+21.37take_profit
06-20 14:07ARBBuy0.084101→0.0819885-13.01stop_loss
06-20 14:05NEARBuy2.16854→2.11431-12.75stop_loss
06-20 08:06BNBSell579.415→586.827-6.62timeout
06-20 04:20ADASell0.16094→0.162631-5.64timeout
06-19 20:06BNBSell589.003→579.645+7.17timeout
06-19 19:27FILBuy0.80139→0.781224-13.03stop_loss
06-19 12:47DOTBuy0.969222→0.944311-13.30stop_loss
06-19 12:06LTCSell44.9308→43.5479+14.79timeout
06-18 15:45ETHSell1773.12→1695.17+21.41take_profit
06-18 15:44FILSell0.797651→0.76198+21.91take_profit
06-18 15:18AVAXSell6.74001→6.43711+21.70take_profit
06-18 04:01DOTSell1.02284→0.978325+21.31take_profit
06-17 19:42NEARBuy2.29387→2.23632-13.04stop_loss
06-17 19:39ICPBuy2.4113→2.35024-13.11stop_loss
06-17 16:28BTCSell64832.8→66437.5-12.82stop_loss
06-17 12:34INJSell5.615→5.36784+21.67take_profit
06-17 08:49DOGEBuy0.087942→0.0857427-12.98stop_loss
06-17 08:07BTCBuy66556.3→65447.7-8.80timeout
06-17 01:49SUISell0.793462→0.81342-12.87stop_loss
06-17 01:46UNIBuy3.32053→3.46513+21.32take_profit
06-16 21:16BCHSell217.706→223.227-13.13stop_loss
06-16 14:23DOGEBuy0.0886642→0.0864491-12.92stop_loss
06-16 08:45AVAXSell6.82309→6.99584-13.12stop_loss
06-16 08:13ONDOSell0.369868→0.379184-13.04stop_loss
06-16 02:27SOLBuy75.0323→73.1724-12.85stop_loss
06-15 22:24ETHBuy1841.48→1795.92-12.84stop_loss
06-15 19:19DOTBuy1.04366→1.01704-13.21stop_loss
06-15 17:33APTBuy0.713678→0.695678-13.07stop_loss
06-15 15:41SOLBuy71.4417→74.5668+21.50take_profit
06-15 13:16ETHBuy1727.17→1802.82+21.41take_profit
06-15 12:42DOGEBuy0.0863836→0.0901635+21.30take_profit
06-15 12:24XRPBuy1.1846→1.23619+21.31take_profit
06-15 04:08BTCBuy64044.2→65733.7+12.70timeout
06-14 23:27SUIBuy0.75986→0.793622+21.69take_profit
06-14 21:50ARBBuy0.0824106→0.0860385+21.55take_profit
06-14 21:17NEARSell2.08728→2.1396-12.95stop_loss
06-14 18:22AVAXSell6.70382→6.407+21.53take_profit
06-14 16:06BNBSell600.33→608.042-7.10timeout
06-14 12:36ADABuy0.173073→0.168703-12.85stop_loss
06-14 08:06DOGESell0.0874621→0.0870628+2.06timeout
06-14 04:07KASBuy0.0312728→0.0315101+3.34timeout
06-13 14:18XRPSell1.12912→1.15747-12.87stop_loss
06-13 07:48DOTSell0.962849→0.9879-13.46stop_loss
06-13 00:13SAGASell0.0126868→0.0130198-13.57stop_loss
06-12 16:06BTCBuy62567.1→63746.8+8.91timeout
06-12 16:05LTCSell42.6983→42.8697-2.60timeout
06-12 14:55SOLBuy65.0878→67.9408+21.33take_profit
06-12 14:20DOGEBuy0.0848212→0.0885219+21.17take_profit
06-12 11:12BLURBuy0.0177244→0.0184954+21.30take_profit
06-11 10:55BTCSell61673.9→63201.7-12.67stop_loss
06-11 05:21NEARBuy1.983→2.06978+21.40take_profit
06-11 03:56ONDOBuy0.333403→0.348003+21.44take_profit
06-11 03:55LINKSell7.57221→7.78684-14.64stop_loss
06-11 01:42SOLSell63.4955→65.0833-12.94stop_loss

Paper vs Live

Paper (trades.jsonl)
207
closed
45%
win rate
+416.73
total pnl ($)
+40.2 bps
avg bps net
Live (dry_run=0)
5
closed
0%
win rate
-32.77
total pnl ($)
-272.7 bps
avg bps net
Live WR is 0% of paper WR (0% vs 45%)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL1644%-0.9-0.40
XRP1457%+81.5+57.68
SUI1242%+26.5+15.86
NEAR1145%+52.4+28.95
ETH1155%+89.2+49.00
BTC1136%-30.4-16.42
LINK1060%+158.0+79.03
DOGE967%+154.9+69.83
DOT922%-82.2-36.97
AVAX850%+39.3+15.23
ADA850%+49.9+20.19
LTC714%-151.7-53.41
ONDO667%+198.3+59.49
ACE540%+7.1+1.78
BNB540%+8.9+1.92
ARB540%+59.4+14.92
APT425%-87.8-17.52
ATOM450%+78.9+15.68
UNI4100%+290.6+58.12
BLUR475%+259.0+51.80
ICP475%+259.3+51.87
KAS450%-9.0-1.81
HYPE425%-88.6-17.72
TRX450%+34.5+6.91
FIL450%-16.1-3.22
RENDER2100%+427.0+42.70
GOAT20%-14.0-1.40
CHILLGUY20%-14.0-1.40
OP20%-270.0-26.95
ZEREBRO20%-14.0-1.40
BCH20%-263.6-26.36
AAVE250%+84.3+8.43
XMR20%-261.7-26.17
SAGA250%+88.9+8.89
HBAR20%-261.0-26.10
INJ250%+85.7+8.68
ETC10%-291.3-14.56
XLM1100%+431.9+21.60

Recent bounces (last 20 of 19)

timesymsidereason
06-26 16:25ETHBuystale_intent
06-26 16:18LINKBuystale_intent
06-26 12:24HYPESellstale_intent
06-26 12:24TRXBuystale_intent
06-26 12:24TRXBuystale_intent
06-26 00:14DOTBuybelow_min_notional_skip
06-26 00:14XRPBuybelow_min_notional_skip
06-25 12:16HBARBuybelow_min_notional_skip
06-25 12:16UNISelltrigger_already_opened
06-25 12:16NEARSelltrigger_already_opened
06-25 08:14INJBuybelow_min_notional_skip
06-25 08:14SUIBuybelow_min_notional_skip
06-24 20:19SOLSelltrigger_already_opened
06-24 20:18SOLSelltrigger_already_opened
06-24 20:13TRXBuybelow_min_notional_skip
06-24 20:12ETHSelltrigger_already_opened
06-24 16:23SUISellstale_intent
06-24 16:23BTCSellstale_intent
06-24 12:21XRPSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems