borrow_cost_acceleration_long

52

closed trades

40%

win rate

-119.16

total pnl ($)

0.860

weight

7d window — n=11 wr=45% pnl=-25.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 22:18:50 (33.5d ago) · src: canon

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

n: 59 · wr: 57.6% · total_bps: -333.7 · mean_bps: -5.66 · sharpe: -0.05 · max_dd_bps: -1813.5

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

time	sym	side	entry→exit	pnl	close
06-22 04:34	BTC	Buy	64513.2→63985.8	-3.66	timeout
06-21 16:32	BTC	Buy	63924.2→64114.8	+0.83	timeout
06-20 21:04	BTC	Buy	63144.2→63920.8	+4.57	timeout
06-20 08:58	BTC	Buy	62551.1→63384.8	+4.88	timeout
06-19 18:58	BTC	Buy	62669.1→63035.8	+1.96	timeout
06-18 15:37	BTC	Buy	64458.2→62873.4	-10.01	stop_loss
06-18 11:57	BTC	Buy	64821.2→63958.8	-5.72	timeout
06-17 19:50	BTC	Buy	65594.3→63966.8	-10.29	stop_loss
06-17 08:49	BTC	Buy	66456.3→64817.3	-10.25	stop_loss
06-16 23:27	BTC	Buy	66185.3→65687.7	-3.44	timeout
06-15 22:03	BTC	Buy	65428.3→66400.7	+5.55	timeout
06-13 14:53	BTC	Buy	63834.2→64211.8	+1.97	timeout
06-12 23:33	BTC	Buy	63479.2→63436.8	-0.66	timeout
06-11 20:38	BTC	Buy	61893.1→63299.8	+8.62	timeout
06-11 08:21	BTC	Buy	61594.1→62785.9	+7.27	timeout
06-10 15:34	BTC	Buy	61265.1→62278.9	+6.21	timeout
06-05 13:56	BTC	Buy	62444.1→60908.5	-10.20	stop_loss
06-05 06:16	BTC	Buy	63460.2→61899.9	-10.17	stop_loss
06-04 00:26	BTC	Buy	65305.3→63698.9	-10.20	stop_loss
06-03 16:27	BTC	Buy	67209.4→65554.9	-10.23	stop_loss
06-03 03:33	BTC	Buy	67676.4→66011.7	-10.20	stop_loss
06-02 09:02	BTC	Buy	71354.6→69598.7	-10.25	stop_loss
05-31 23:43	BTC	Buy	73778.7→73520.3	-1.74	timeout
05-31 13:41	BTC	Buy	73720.7→73860.3	+0.39	timeout
05-31 08:55	BTC	Buy	73493.7→73882.3	+1.64	timeout
05-30 12:06	BTC	Buy	73345.7→73563.3	+0.79	timeout
05-30 00:08	BTC	Buy	73635.7→73431.3	-1.50	timeout
05-29 11:44	BTC	Buy	73437.7→73481.3	-0.15	timeout
05-28 23:36	BTC	Buy	74245.7→73641.3	-3.74	timeout
05-28 03:17	BTC	Buy	75830.8→73966.3	-10.20	stop_loss
05-27 23:36	BTC	Buy	75857.8→74241.3	-8.93	timeout
05-27 04:30	BTC	Buy	77233.9→75336.5	-10.15	stop_loss
05-26 23:35	BTC	Buy	77289.9→75866.2	-7.75	timeout
05-26 08:23	BTC	Buy	77281.9→76734.2	-3.17	timeout
05-25 20:23	BTC	Buy	76657.8→77440.1	+3.62	timeout
05-25 08:23	BTC	Buy	76782.8→77274.1	+2.08	timeout
05-24 20:23	BTC	Buy	75988.8→76650.2	+3.09	timeout
05-24 00:11	BTC	Buy	75538.8→76637.2	+5.40	timeout
05-22 22:44	BTC	Buy	77419.9→75514.4	-10.23	stop_loss
05-22 19:30	BTC	Buy	77610.9→75697.3	-10.26	stop_loss
05-22 07:43	BTC	Buy	77681.9→77460.1	-1.52	timeout
05-21 19:43	BTC	Buy	77601.9→77585.1	-0.54	timeout
05-21 07:43	BTC	Buy	77353.9→77674.1	+1.23	timeout
05-20 19:42	BTC	Buy	76857.8→77595.1	+3.40	timeout
05-20 07:43	BTC	Buy	77264.9→77350.1	-0.03	timeout
05-19 19:43	BTC	Buy	76748.8→76850.2	+0.05	timeout
05-19 07:43	BTC	Buy	76921.8→77257.1	+1.33	timeout
05-16 22:03	BTC	Buy	78986.9→78983	-0.46	timeout
05-16 06:50	BTC	Buy	80424→78448.8	-10.15	stop_loss
05-12 22:43	BTC	Buy	81724.1→81715.9	-0.39	timeout
05-12 22:02	BTC	Buy	81873.1→81715.9	-1.12	timeout
05-12 10:01	BTC	Buy	80973→81715.9	+3.24	timeout

Paper (trades.jsonl)

52

closed

40%

win rate

-119.16

total pnl ($)

-56.4 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%	-56.4	-119.16

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)