binance_margin_taker_ratio_zscore_extreme_fade

not live
9
closed trades
22%
win rate
-2.88
total pnl ($)
1.205
weight
7d window — n=3 wr=33% pnl=-1.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 21:26:11 (39.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aga__restored_e1d3512d
n: 20  ·  wr: 10.0%  ·  total_bps: -740.9  ·  mean_bps: -37.05  ·  sharpe: -1.06  ·  max_dd_bps: -740.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 16:51BTCBuy60476→59707.1-0.95stop_loss
06-24 02:23BTCBuy62836.1→62681.9-0.24timeout
06-20 02:23BTCSell63463.8→63386.2+0.02timeout
06-18 14:21BTCBuy64093.2→63947.8-0.22timeout
06-14 02:23BTCSell64429.8→64568.2-0.21timeout
06-13 22:23BTCBuy64229.2→64418.8+0.14timeout
06-11 06:23BTCSell62580.9→62894.1-0.41timeout
06-09 14:18BTCBuy62546.1→61755-0.95stop_loss
06-08 22:59BTCBuy63435.2→63432.8-0.07timeout

Paper vs Live

Paper (trades.jsonl)
9
closed
22%
win rate
-2.88
total pnl ($)
-45.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC922%-45.8-2.88

Recent bounces (last 20 of 1)

timesymsidereason
06-24 16:36BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems