binance_margin_taker_ratio_extreme_zscore_fade

52

closed trades

40%

win rate

-8.55

total pnl ($)

1.248

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 19:07:55 (40.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: aey__restored_a65d3731

n: 37 · wr: 27.0% · total_bps: -70.2 · mean_bps: -1.90 · sharpe: -0.06 · max_dd_bps: -154.6

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

time	sym	side	entry→exit	pnl	close
05-31 04:16	BTC	Buy	73896.7→74086.3	+0.37	timeout
05-31 01:30	BTC	Sell	73819.3→74069.7	-0.96	timeout
05-30 22:26	BTC	Sell	73894.3→73841.7	-0.04	timeout
05-30 04:17	BTC	Buy	73693.7→73392.3	-1.12	timeout
05-30 01:29	BTC	Buy	73441.7→73593.3	+0.26	timeout
05-29 22:43	BTC	Buy	73691.7→73418.3	-1.04	timeout
05-27 20:13	BTC	Buy	74896.7→75239.2	+0.82	timeout
05-27 18:14	BTC	Buy	75031.8→74671.3	-1.29	timeout
05-27 12:14	BTC	Sell	75847.2→75579.8	+0.59	timeout
05-27 10:14	BTC	Sell	75928.2→75868.8	-0.03	timeout
05-27 08:13	BTC	Sell	75736.2→75858.8	-0.57	timeout
05-27 06:13	BTC	Sell	75284.2→75699.8	-1.45	timeout
05-26 20:13	BTC	Sell	76051.2→76084.8	-0.30	timeout
05-26 18:14	BTC	Sell	76608.2→75976.8	+1.65	timeout
05-26 16:14	BTC	Buy	77019.9→76305.2	-2.28	timeout
05-26 14:14	BTC	Buy	77002.8→77327.1	+0.74	timeout
05-26 12:13	BTC	Sell	77341.1→77015.9	+0.74	timeout
05-26 10:13	BTC	Sell	76771.2→76674.8	+0.08	timeout
05-25 20:13	BTC	Sell	77567.1→77416.9	+0.24	timeout
05-25 18:12	BTC	Sell	77580.1→77615.9	-0.30	timeout
05-25 08:13	BTC	Buy	77378.9→77259.1	-0.56	timeout
05-25 06:14	BTC	Buy	77131.9→77318.1	+0.34	timeout
05-25 00:13	BTC	Buy	76664.8→77136.1	+1.18	timeout
05-24 22:12	BTC	Buy	76667.8→76805.2	+0.20	timeout
05-24 20:14	BTC	Buy	76657.8→76670.2	-0.17	timeout
05-24 18:14	BTC	Buy	76439.8→76720.2	+0.62	timeout
05-23 04:13	BTC	Sell	75448.2→75610.8	-0.69	timeout
05-23 02:13	BTC	Sell	75220.2→75493.8	-1.02	timeout
05-22 08:13	BTC	Sell	77371.1→77381.9	-0.23	timeout
05-22 06:13	BTC	Sell	77719.1→77440.9	+0.60	timeout
05-22 04:13	BTC	Buy	77608.9→77825.1	+0.42	timeout
05-22 02:13	BTC	Buy	77502.9→77606.1	+0.10	timeout
05-21 08:12	BTC	Sell	77722.1→78050.9	-1.15	timeout
05-21 06:12	BTC	Sell	77940.1→77773.9	+0.28	timeout
05-20 12:12	BTC	Sell	77585.1→77432.9	+0.24	timeout
05-20 10:12	BTC	Sell	77313.1→77515.9	-0.79	timeout
05-20 00:12	BTC	Buy	76706.8→76556.2	-0.65	timeout
05-19 22:12	BTC	Buy	76937.8→76771.2	-0.69	timeout
05-19 20:11	BTC	Sell	76837.2→76927.8	-0.46	timeout
05-19 18:11	BTC	Sell	76679.2→76898.8	-0.84	timeout
05-19 16:12	BTC	Buy	76359.8→76409.2	-0.06	timeout
05-19 14:12	BTC	Buy	76869.8→76762.2	-0.52	timeout
05-19 08:11	BTC	Sell	76963.2→77071.9	-0.52	timeout
05-19 06:12	BTC	Sell	76842.2→76917.8	-0.42	timeout
05-18 16:11	BTC	Sell	76286.2→76516.8	-0.88	timeout
05-18 14:11	BTC	Sell	77483.1→76828.8	+1.70	timeout
05-18 08:12	BTC	Buy	76751.8→77040.1	+0.64	timeout
05-18 06:11	BTC	Buy	76817.8→76693.2	-0.57	timeout
05-18 04:11	BTC	Sell	76863.2→76933.8	-0.41	timeout
05-18 02:11	BTC	Sell	77106.1→77138.9	-0.30	timeout
05-17 04:10	BTC	Sell	77819.1→78005.9	-0.74	timeout
05-17 02:12	BTC	Sell	78163.1→77858.9	+0.67	timeout

Paper (trades.jsonl)

52

closed

40%

win rate

-8.55

total pnl ($)

-7.3 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 ($)
BTC	52	40%	-7.3	-8.55

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 52 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)