binance_taker_ratio_extreme_fade

not live
4
closed trades
75%
win rate
+3.59
total pnl ($)
1.084
weight
7d window — n=1 wr=0% pnl=-0.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:19:20 (18.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_cg
n: 13  ·  wr: 46.2%  ·  total_bps: -180.3  ·  mean_bps: -13.87  ·  sharpe: -0.28  ·  max_dd_bps: -243.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 04:22BTCSell63448.8→63465.2-0.58timeout
05-28 08:39ETHBuy1980.4→1989.1+1.76timeout
05-28 08:39BTCBuy73072.7→73257.3+0.82timeout
05-03 05:02ETHSell2311.07→2301.63+1.59timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
75%
win rate
+3.59
total pnl ($)
+17.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH2100%+33.4+3.35
BTC250%+2.3+0.23

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-03 05:02ETHSell+1.59# Trade Analysis: ETH Taker Ratio Fade The market was consolidating with neutral funding (0.053% annualized) and $1.85B open interest, showing no extreme leverage positioning that would support a sustained directional move against the crowded taker ratio s…