binance_taker_ratio_spike_reversion · strategy

459

closed trades

31%

win rate

-340.56

total pnl ($)

1.256

weight

7d window — n=140 wr=49% pnl=+5.97 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 23:47:09 (34.9d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: aei

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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
06-22 20:06	1000PEPEUSDT	Sell	0.00284179→0.00282821	+1.84	timeout
06-22 20:06	BTCUSDT	Buy	64711.5→64610.9	-1.17	timeout
06-22 20:06	MONUSDT	Sell	0.0207878→0.0209317	-3.72	timeout
06-22 20:06	BNBUSDT	Buy	595.099→592.452	-2.52	timeout
06-22 20:06	ATOMUSDT	Sell	1.79885→1.79055	+1.74	timeout
06-22 15:49	LDOUSDT	Buy	0.27852→0.274544	-7.21	stop_loss
06-22 13:14	STBLUSDT	Sell	0.0249388→0.025299	-7.29	stop_loss
06-22 12:49	PEOPLEUSDT	Buy	0.00580295→0.00592802	+9.81	take_profit
06-22 12:02	TAOUSDT	Buy	232.133→233.777	+2.94	timeout
06-22 12:02	SKYUSDT	Sell	0.0588603→0.0594249	-4.98	timeout
06-22 11:10	SUIUSDT	Buy	0.709827→0.725269	+9.89	take_profit
06-22 08:06	DOTUSDT	Buy	0.950988→0.96071	+4.43	timeout
06-22 08:06	LINKUSDT	Buy	7.87047→7.94251	+3.93	timeout
06-22 07:27	ADAUSDT	Buy	0.15829→0.16171	+9.83	take_profit
06-22 07:18	ARBUSDT	Buy	0.0830858→0.0848738	+9.81	take_profit
06-22 06:21	NOTUSDT	Sell	0.000414946→0.000421066	-7.43	stop_loss
06-22 04:05	PAXGUSDT	Buy	4143.79→4168.71	+2.43	timeout
06-22 01:20	NOTUSDT	Sell	0.000412097→0.000417963	-7.19	stop_loss
06-22 01:18	ETHUSDT	Sell	1709.99→1734.07	-7.11	stop_loss
06-22 00:58	AAVEUSDT	Buy	74.2936→75.896	+9.82	take_profit
06-22 00:36	BERAUSDT	Sell	0.230492→0.233725	-7.09	stop_loss
06-22 00:06	BCHUSDT	Sell	198.5→195.799	+6.04	timeout
06-21 22:30	2ZUSDT	Sell	0.0771707→0.0754939	+9.89	take_profit
06-21 21:11	NOTUSDT	Sell	0.000413247→0.000404301	+9.85	take_profit
06-21 21:09	PENDLEUSDT	Sell	1.44984→1.4183	+9.90	take_profit
06-21 21:09	ILVUSDT	Sell	3.39015→3.31683	+9.85	take_profit
06-21 17:31	AIXBTUSDT	Buy	0.0242156→0.0238726	-7.15	stop_loss
06-21 16:48	PENDLEUSDT	Sell	1.45219→1.4726	-7.11	stop_loss
06-21 16:37	NEARUSDT	Sell	2.1926→2.14509	+9.86	take_profit
06-21 16:09	APTUSDT	Sell	0.652637→0.658315	-4.54	timeout
06-21 16:06	RESOLVUSDT	Buy	0.0252763→0.0249013	-7.47	stop_loss
06-21 16:03	OGNUSDT	Sell	0.0168478→0.0168892	-1.60	timeout
06-21 14:59	ZKUSDT	Sell	0.0116916→0.0118559	-7.10	stop_loss
06-21 13:00	STABLEUSDT	Sell	0.0342409→0.034752	-7.52	stop_loss
06-21 12:20	WUSDT	Sell	0.0113562→0.0111028	+10.17	take_profit
06-21 12:01	USTCUSDT	Sell	0.00586953→0.00583446	+2.41	timeout
06-21 10:02	POPCATUSDT	Buy	0.0468267→0.047833	+9.78	take_profit
06-21 09:11	JUPUSDT	Sell	0.215701→0.218729	-7.10	stop_loss
06-21 08:35	TIAUSDT	Buy	0.371943→0.366675	-7.16	stop_loss
06-21 08:12	TNSRUSDT	Buy	0.0477419→0.0469897	-7.91	stop_loss
06-21 08:06	1000BONKUSDT	Sell	0.00460135→0.00458865	+0.88	timeout
06-21 08:01	ZORAUSDT	Sell	0.00791002→0.00786347	+2.37	timeout
06-21 04:13	ARKUSDT	Sell	0.116081→0.116034	-0.24	timeout
06-21 04:08	PROVEUSDT	Sell	0.209997→0.207502	+5.22	timeout
06-21 04:08	HEMIUSDT	Sell	0.00546663→0.00541135	+4.38	timeout
06-21 01:51	WUSDT	Buy	0.0103201→0.0105419	+9.78	take_profit
06-21 01:13	MAVIAUSDT	Sell	0.0262734→0.02665	-7.24	stop_loss
06-20 22:12	AAVEUSDT	Sell	74.1964→75.2414	-7.12	stop_loss
06-20 20:09	DYDXUSDT	Sell	0.120295→0.11935	+3.30	timeout
06-20 20:09	SUIUSDT	Sell	0.708873→0.705726	+1.70	timeout
06-20 20:08	PNUTUSDT	Sell	0.0442589→0.043941	+2.98	timeout
06-20 20:08	USUALUSDT	Sell	0.0102594→0.0102786	-1.31	timeout
06-20 14:05	MEWUSDT	Sell	0.000370207→0.000362241	+9.79	take_profit
06-20 13:25	DYDXUSDT	Sell	0.120945→0.11834	+9.80	take_profit
06-20 12:53	IMXUSDT	Buy	0.144826→0.142618	-7.67	stop_loss
06-20 12:24	CHILLGUYUSDT	Buy	0.00904876→0.00925069	+10.17	take_profit
06-20 12:09	ACEUSDT	Buy	0.0851863→0.083957	-7.28	stop_loss
06-20 12:04	LTCUSDT	Sell	44.094→44.2461	-2.06	timeout
06-20 09:44	AEROUSDT	Sell	0.489128→0.496072	-7.17	stop_loss
06-20 08:18	ORDIUSDT	Sell	3.36266→3.41006	-7.12	stop_loss
06-20 08:11	ALTUSDT	Sell	0.00669533→0.00662316	+4.69	timeout
06-20 08:05	1000FLOKIUSDT	Buy	0.0253313→0.0255886	+4.40	timeout
06-20 05:06	GMXUSDT	Buy	6.02201→6.15146	+9.78	take_profit
06-20 04:26	AXSUSDT	Buy	1.10243→1.12627	+9.85	take_profit
06-20 04:13	EIGENUSDT	Buy	0.270373→0.277176	+11.52	take_profit
06-20 04:05	FOGOUSDT	Buy	0.0124331→0.0125219	+2.96	timeout
06-20 01:22	CATIUSDT	Buy	0.05999→0.0591356	-7.19	stop_loss
06-20 00:35	MANTAUSDT	Sell	0.0823644→0.0835426	-7.22	stop_loss
06-20 00:31	SKRUSDT	Sell	0.00830442→0.00842181	-7.14	stop_loss
06-20 00:11	ARUSDT	Sell	1.99685→1.97984	+3.62	timeout
06-19 21:12	WLDUSDT	Buy	0.615204→0.628743	+10.03	take_profit
06-19 20:54	CELOUSDT	Buy	0.0671318→0.0686278	+10.16	take_profit
06-19 20:05	POLUSDT	Sell	0.079975→0.0790448	+5.10	timeout
06-19 18:39	APEUSDT	Buy	0.130968→0.129078	-7.28	stop_loss
06-19 16:05	XRPUSDT	Buy	1.12693→1.13507	+3.00	timeout
06-19 13:04	OPUSDT	Buy	0.10083→0.102999	+9.79	take_profit
06-19 12:08	PYTHUSDT	Buy	0.0351988→0.0349962	-3.16	timeout
06-19 12:08	POPCATUSDT	Buy	0.0415804→0.0413497	-3.06	timeout
06-19 12:07	SKRUSDT	Buy	0.00827807→0.00832392	+2.20	timeout
06-19 10:51	DOODUSDT	Buy	0.00146187→0.00149363	+9.89	take_profit
06-19 08:19	CHIPUSDT	Sell	0.0348163→0.0355667	-10.66	stop_loss
06-19 04:06	TRXUSDT	Sell	0.32044→0.320845	-1.03	timeout
06-19 03:17	ARBUSDT	Buy	0.0853163→0.0841219	-7.07	stop_loss
06-19 03:15	ENSUSDT	Sell	5.31717→5.2018	+9.88	take_profit
06-19 03:15	1000PEPEUSDT	Buy	0.00284821→0.00280739	-7.23	stop_loss
06-19 03:15	APTUSDT	Buy	0.64181→0.632825	-7.08	stop_loss
06-18 21:15	AVAXUSDT	Buy	6.3821→6.29278	-7.07	stop_loss
06-18 20:06	BCHUSDT	Sell	196.801→199.1	-5.98	timeout
06-18 20:06	LTCUSDT	Sell	43.3142→43.6059	-3.61	timeout
06-18 20:01	SOLUSDT	Sell	68.7778→69.7473	-7.10	stop_loss
06-18 19:44	AIXBTUSDT	Sell	0.0214986→0.0218103	-7.31	stop_loss
06-18 16:06	CATIUSDT	Buy	0.0608602→0.0608898	-0.20	timeout
06-18 13:33	AEROUSDT	Buy	0.477169→0.468998	-8.56	stop_loss
06-18 12:44	1000FLOKIUSDT	Buy	0.0258415→0.0264084	+9.99	take_profit
06-18 12:04	LTCUSDT	Sell	44.4139→43.986	+4.16	timeout
06-18 12:04	NEARUSDT	Buy	2.2117→2.2051	-1.84	timeout
06-18 08:24	EIGENUSDT	Sell	0.202604→0.205504	-7.23	stop_loss
06-18 08:21	ENAUSDT	Sell	0.0939615→0.0953565	-7.48	stop_loss
06-18 08:19	PENDLEUSDT	Sell	1.45309→1.4739	-7.23	stop_loss
06-18 05:38	ALGOUSDT	Sell	0.0986403→0.0964891	+9.93	take_profit

Paper vs Live

Paper (trades.jsonl)

459

closed

31%

win rate

-340.56

total pnl ($)

-15.6 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 ($)
NEARUSDT	10	30%	+21.5	+10.14
LTCUSDT	10	50%	+45.7	+21.65
XRPUSDT	7	57%	+36.1	+12.01
INJUSDT	7	14%	-23.2	-7.80
ADAUSDT	7	29%	+8.6	+2.79
ARBUSDT	7	29%	-13.1	-4.32
SOLUSDT	7	14%	-56.2	-18.69
1000BONKUSDT	7	57%	+27.4	+9.10
BTCUSDT	6	17%	-36.0	-10.26
DOGEUSDT	6	17%	+3.0	+0.81
LINKUSDT	6	17%	-43.1	-12.29
APTUSDT	6	0%	-95.5	-27.25
ETHUSDT	6	17%	-22.0	-6.28
BNBUSDT	6	17%	-47.4	-13.67
SKRUSDT	6	33%	-10.9	-3.12
1000PEPEUSDT	6	17%	-75.7	-21.58
AIXBTUSDT	5	0%	-125.1	-29.71
CHIPUSDT	5	20%	-66.2	-15.73
AXSUSDT	5	40%	+7.5	+1.79
BIGTIMEUSDT	5	0%	-92.0	-21.85
0GUSDT	5	40%	-51.7	-12.27
TRXUSDT	5	40%	-13.8	-3.28
AAVEUSDT	5	60%	+60.6	+14.39
STRKUSDT	5	20%	-39.7	-9.43
SUIUSDT	5	100%	+98.8	+23.45
ALTUSDT	5	60%	+28.4	+6.75
SNXUSDT	4	25%	-44.2	-8.40
1000LUNCUSDT	4	50%	+7.9	+1.49
OGNUSDT	4	25%	-9.2	-1.75
2ZUSDT	4	75%	+152.7	+29.01
POPCATUSDT	4	25%	-5.7	-1.08
BOMEUSDT	4	25%	-26.1	-4.95
MINAUSDT	4	75%	+63.6	+12.08
OPUSDT	4	50%	+26.4	+4.93
FARTCOINUSDT	4	0%	-123.9	-23.53
UNIUSDT	4	0%	-88.9	-16.90
BIOUSDT	4	25%	-75.9	-14.43
ETCUSDT	4	0%	-49.0	-9.31
1000FLOKIUSDT	4	50%	+68.7	+13.06
DOTUSDT	4	25%	-21.3	-4.04
CHILLGUYUSDT	4	25%	+36.9	+7.02
CELOUSDT	4	25%	+36.0	+6.85
TIAUSDT	4	25%	-111.8	-21.25
EIGENUSDT	4	75%	+52.6	+9.99
WLDUSDT	4	25%	-61.1	-11.62
PENDLEUSDT	4	50%	+28.7	+5.46
PEOPLEUSDT	4	25%	-15.7	-2.99
NOTUSDT	4	50%	+26.5	+5.03
SKYUSDT	3	0%	-44.3	-6.31
BERAUSDT	3	0%	-104.5	-14.90
RUNEUSDT	3	33%	+59.7	+8.51
ZORAUSDT	3	33%	-38.2	-5.44
ALGOUSDT	3	67%	+133.9	+19.08
ETHFIUSDT	3	33%	-34.7	-4.94
ONDOUSDT	3	33%	+60.2	+8.58
PIXELUSDT	3	0%	-27.0	-3.84
MEWUSDT	3	33%	+12.5	+1.78
DOODUSDT	3	67%	+119.2	+16.99
MEGAUSDT	3	33%	-30.9	-4.41
ORDIUSDT	3	33%	-94.4	-13.45
MELANIAUSDT	3	67%	+5.1	+0.73
HYPERUSDT	3	0%	-124.0	-17.67
CAKEUSDT	3	33%	-98.4	-14.02
FOGOUSDT	3	33%	-59.8	-8.53
BRETTUSDT	3	0%	-149.8	-21.35
TAOUSDT	3	67%	-20.1	-2.86
APEUSDT	3	0%	-151.0	-21.52
ATOMUSDT	3	33%	-87.5	-12.49
BSVUSDT	3	33%	-39.1	-5.57
ENAUSDT	3	33%	-34.0	-4.85
CATIUSDT	3	0%	-82.1	-11.71
JUPUSDT	3	0%	-111.7	-15.92
TONUSDT	3	0%	-60.1	-8.56
AEROUSDT	3	33%	-40.6	-5.78
DYDXUSDT	3	67%	+42.0	+5.98
IPUSDT	2	0%	-82.0	-7.79
CCUSDT	2	0%	-14.0	-1.33
PNUTUSDT	2	50%	+24.4	+2.32
IOTAUSDT	2	0%	-81.6	-7.75
ZKUSDT	2	0%	-81.8	-7.77
RENDERUSDT	2	0%	-14.0	-1.33
POLUSDT	2	50%	+46.7	+4.43
XMRUSDT	2	0%	-14.0	-1.33
MEUSDT	2	0%	-82.6	-7.84
AVAXUSDT	2	0%	-81.5	-7.76
XPLUSDT	2	0%	-83.6	-7.95
BNTUSDT	2	0%	-40.1	-3.81
SAGAUSDT	2	50%	+96.4	+9.16
SPXUSDT	2	0%	-82.2	-7.81
RESOLVUSDT	2	0%	-85.7	-8.14
RSRUSDT	2	0%	-36.6	-3.48
ACEUSDT	2	0%	-151.5	-14.40
COMPUSDT	2	0%	-150.5	-14.30
MANTAUSDT	2	50%	+28.0	+2.66
KASUSDT	2	50%	-25.9	-2.46
DASHUSDT	2	50%	+25.4	+2.41
TNSRUSDT	2	0%	-158.1	-15.02
DYMUSDT	2	50%	+28.4	+2.69
GALAUSDT	2	50%	+61.2	+5.82
ARKUSDT	2	0%	-79.0	-7.50
AVNTUSDT	2	100%	+208.1	+19.77
HMSTRUSDT	2	50%	+25.6	+2.43
GASUSDT	2	50%	+30.7	+2.92
PYTHUSDT	2	50%	+71.4	+6.78
HEMIUSDT	2	100%	+149.7	+14.22
NEOUSDT	2	50%	+32.0	+3.04
FILUSDT	2	0%	-89.3	-8.48
SEIUSDT	2	0%	-78.1	-7.42
BANANAUSDT	2	50%	-46.0	-4.37
ARUSDT	2	50%	-38.3	-3.64
INITUSDT	2	50%	-24.1	-2.29
AZTECUSDT	2	0%	-170.0	-16.15
ILVUSDT	2	50%	+28.2	+2.68
PAXGUSDT	2	50%	+15.7	+1.49
USTCUSDT	2	50%	-49.7	-4.72
STXUSDT	2	50%	+27.6	+2.62
LDOUSDT	2	0%	-98.4	-9.34
GMXUSDT	2	100%	+187.2	+17.78
STABLEUSDT	2	50%	-44.0	-4.18
USUALUSDT	2	50%	+29.2	+2.77
BCHUSDT	2	50%	+0.6	+0.06
WUSDT	2	100%	+210.0	+19.95
ZENUSDT	1	0%	-14.0	-0.67
POLYXUSDT	1	0%	-14.0	-0.67
BLURUSDT	1	0%	-14.0	-0.67
ZECUSDT	1	0%	-14.0	-0.66
YGGUSDT	1	0%	-14.0	-0.67
HBARUSDT	1	0%	-14.0	-0.66
ZROUSDT	1	0%	-14.0	-0.67
METUSDT	1	0%	-14.0	-0.66
REZUSDT	1	0%	-14.0	-0.67
XLMUSDT	1	0%	-14.0	-0.67
ZEREBROUSDT	1	0%	-14.0	-0.66
CFXUSDT	1	0%	-14.0	-0.66
MERLUSDT	1	0%	-98.9	-4.70
LINEAUSDT	1	0%	-149.1	-7.08
MOVEUSDT	1	0%	-153.8	-7.30
MAVUSDT	1	100%	+207.9	+9.88
SOPHUSDT	1	100%	+216.8	+10.30
ZETAUSDT	1	100%	+208.2	+9.89
WLFIUSDT	1	100%	+213.5	+10.14
SUSHIUSDT	1	0%	-151.4	-7.19
SCRUSDT	1	100%	+209.9	+9.97
GRIFFAINUSDT	1	0%	-150.9	-7.17
MEMEUSDT	1	100%	+35.7	+1.70
UMAUSDT	1	0%	-6.5	-0.31
ICPUSDT	1	0%	-149.2	-7.08
PENGUUSDT	1	100%	+44.4	+2.11
HYPEUSDT	1	100%	+207.0	+9.83
ASTERUSDT	1	0%	-151.8	-7.21
GOATUSDT	1	100%	+64.1	+3.05
SANDUSDT	1	100%	+87.6	+4.16
ENSUSDT	1	100%	+208.0	+9.88
IMXUSDT	1	0%	-161.5	-7.67
MAVIAUSDT	1	0%	-152.3	-7.24
PROVEUSDT	1	100%	+109.8	+5.22
STBLUSDT	1	0%	-153.4	-7.29
MONUSDT	1	0%	-78.2	-3.72

Recent bounces (last 20 of 13)

time	sym	side	reason
06-22 12:22	STBLUSDT	Sell	stale_intent
06-22 12:22	PEOPLEUSDT	Buy	stale_intent
06-22 12:22	LDOUSDT	Buy	stale_intent
06-22 04:46	NOTUSDT	Sell	stale_intent
06-22 04:21	DOTUSDT	Buy	router_blocked
06-22 04:21	ARBUSDT	Buy	router_blocked
06-22 04:21	LINKUSDT	Buy	router_blocked
06-22 04:21	ADAUSDT	Buy	router_blocked
06-22 00:30	NOTUSDT	Sell	stale_intent
06-22 00:30	BERAUSDT	Sell	stale_intent
06-22 00:30	AAVEUSDT	Buy	stale_intent
06-22 00:30	ETHUSDT	Sell	stale_intent
06-22 00:30	PAXGUSDT	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…