borrow_utilization_spike_short · strategy

102

closed trades

40%

win rate

-48.41

total pnl ($)

1.026

weight

7d window — n=18 wr=44% pnl=-8.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 23:19:38 (34.4d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: un

n: 22 · wr: 63.6% · total_bps: +242.8 · mean_bps: +11.04 · sharpe: +0.48 · max_dd_bps: -29.7

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 01:23	BTC	Sell	63625.8→64432.4	-6.78	stop_loss
06-20 01:29	BTC	Sell	63281.8→63459.2	-1.85	timeout
06-19 10:08	BTC	Sell	62587.9→62422.1	+0.87	timeout
06-19 08:01	BTC	Sell	62730.9→62605.1	+0.53	timeout
06-19 01:06	BTC	Sell	62811.9→63051.2	-2.36	timeout
06-19 00:06	BTC	Sell	62902.9→62907.1	-0.49	timeout
06-18 23:06	BTC	Sell	63066.8→62850.1	+1.26	timeout
06-18 16:55	BTC	Sell	63622.8→62643.1	+7.22	timeout
06-18 15:46	BTC	Sell	63896.8→62818.1	+7.99	timeout
06-18 13:48	BTC	Sell	63891.8→63906.2	-0.56	timeout
06-18 12:00	BTC	Sell	64152.8→63948.2	+1.15	timeout
06-18 07:19	BTC	Sell	63939.8→64123.2	-1.88	timeout
06-18 01:25	BTC	Sell	64465.8→64618.2	-1.63	timeout
06-16 06:33	BTC	Sell	65859.7→66284.3	-3.68	timeout
06-16 04:32	BTC	Sell	65863.7→65802.3	+0.01	timeout
06-16 01:28	BTC	Sell	66204.7→66345.3	-1.51	timeout
06-15 11:19	BTC	Sell	65511.7→66340.5	-6.77	stop_loss
06-15 09:57	BTC	Sell	65648.7→65568.3	+0.16	timeout
06-15 08:53	BTC	Sell	65855.7→65657.3	+1.06	timeout
06-15 05:06	BTC	Sell	65556.7→65592.3	-0.72	timeout
06-15 03:30	BTC	Sell	65377.7→65694.3	-2.87	timeout
06-15 00:53	BTC	Sell	65397.7→65523.3	-1.41	timeout
06-14 21:40	BTC	Sell	64345.8→65207.8	-7.15	stop_loss
06-14 01:21	BTC	Sell	64533.8→64638.2	-1.26	timeout
06-13 01:23	BTC	Sell	63417.8→63635.2	-2.16	timeout
06-11 01:19	BTC	Sell	61452.9→62229.2	-6.76	stop_loss
06-10 20:41	BTC	Sell	61765.9→61835.1	-1.01	timeout
06-10 19:31	BTC	Sell	61852.9→61833.1	-0.28	timeout
06-10 18:30	BTC	Sell	62273.9→61965.1	+2.03	timeout
06-10 15:54	BTC	Sell	61940.9→62729.5	-6.81	stop_loss
06-09 16:05	BTC	Sell	62179.9→60990	+9.13	timeout
06-07 01:08	BTC	Sell	60642→61423.8	-6.89	stop_loss
06-06 01:39	BTC	Sell	60807→61101.1	-2.87	timeout
06-05 20:09	BTC	Sell	60134→60892.5	-6.76	stop_loss
06-05 06:19	BTC	Sell	63361.8→61780.1	+12.03	take_profit
06-05 03:02	BTC	Sell	63217.8→62461.1	+5.53	timeout
06-05 00:15	BTC	Sell	63328.8→63647.2	-2.96	timeout
06-04 18:29	BTC	Sell	62975.9→63773.1	-6.78	stop_loss
06-04 09:16	BTC	Sell	63691.8→63202.2	+3.39	timeout
06-04 07:15	BTC	Sell	63931.8→63780.2	+0.74	timeout
06-03 14:21	BTC	Sell	66882.7→66683.3	+1.04	timeout
06-03 11:08	BTC	Sell	66986.7→67197.4	-2.01	timeout
06-03 09:24	BTC	Sell	67147.6→66829.3	+1.93	timeout
06-03 07:46	BTC	Sell	67024.6→67202.4	-1.77	timeout
05-29 01:28	BTC	Sell	73608.3→73572.7	-0.20	timeout
05-28 19:20	BTC	Sell	73445.3→73469.7	-0.60	timeout
05-28 12:37	BTC	Sell	73420.3→73327.7	+0.19	timeout
05-28 11:08	BTC	Sell	73309.3→73337.7	-0.64	timeout
05-28 04:37	BTC	Sell	74170.3→73117.7	+6.65	timeout
05-28 02:57	BTC	Sell	74454.3→74303.7	+0.56	timeout
05-27 23:46	BTC	Sell	74475.3→74430.7	-0.15	timeout
05-27 21:07	BTC	Sell	74975.3→75191.8	-1.89	timeout
05-27 18:46	BTC	Sell	75104.2→74926.7	+0.74	timeout
05-27 15:16	BTC	Sell	75368.2→75118.8	+1.20	timeout
05-27 14:16	BTC	Sell	75551.2→74971.7	+3.38	timeout
05-27 07:25	BTC	Sell	75607.2→75804.8	-1.77	timeout
05-27 06:16	BTC	Sell	75543.2→75666.8	-1.28	timeout
05-27 04:36	BTC	Sell	75758.2→75293.8	+2.61	timeout
05-27 00:36	BTC	Sell	75793.2→75957.8	-1.54	timeout
05-26 18:36	BTC	Sell	76678.2→76054.8	+3.62	timeout
05-26 05:05	BTC	Sell	76560.2→76698.8	-1.36	timeout
05-26 02:45	BTC	Sell	76859.2→76550.8	+1.56	timeout
05-25 23:15	BTC	Sell	77322.1→77249.9	+0.02	timeout
05-25 20:05	BTC	Sell	77569.1→77414.9	+0.56	timeout
05-25 05:44	BTC	Sell	77033.1→77419.9	-2.95	timeout
05-25 01:23	BTC	Sell	76851.2→77187.9	-2.64	timeout
05-24 23:39	BTC	Sell	76105.2→77061.4	-6.73	stop_loss
05-24 22:13	BTC	Sell	76664.2→76848.8	-1.65	timeout
05-24 16:22	BTC	Sell	76459.2→76607.8	-1.42	timeout
05-24 07:43	BTC	Sell	76609.2→76819.8	-1.82	timeout
05-24 01:32	BTC	Sell	76677.2→76837.8	-1.49	timeout
05-23 09:31	BTC	Sell	75162.2→74688.7	+2.70	timeout
05-23 07:51	BTC	Sell	75428.2→74322.7	+6.88	timeout
05-23 02:31	BTC	Sell	75415.2→75433.8	-0.57	timeout
05-23 00:52	BTC	Sell	75714.2→75360.8	+1.89	timeout
05-22 23:02	BTC	Sell	75976.2→75762.8	+0.96	timeout
05-22 20:41	BTC	Sell	76622.2→75904.8	+4.24	timeout
05-22 18:51	BTC	Sell	76960.2→76405.8	+3.16	timeout
05-22 17:32	BTC	Sell	76935.2→76949.8	-0.53	timeout
05-22 16:10	BTC	Sell	77040.1→76808.8	+1.06	timeout
05-22 11:01	BTC	Sell	77207.1→77298.9	-1.04	timeout
05-22 09:01	BTC	Sell	77307.1→77215.9	+0.15	timeout
05-22 03:01	BTC	Sell	77322.1→77674.9	-2.73	timeout
05-22 01:30	BTC	Sell	77603.1→77435.9	+0.63	timeout
05-21 15:50	BTC	Sell	76767.2→77323.9	-4.07	timeout
05-21 07:59	BTC	Sell	77777.1→77856.9	-0.96	timeout
05-21 01:59	BTC	Sell	77517.1→77864.9	-2.69	timeout
05-21 00:19	BTC	Sell	77255.1→77607.9	-2.72	timeout
05-20 19:08	BTC	Sell	77268.1→77364.9	-1.07	timeout
05-20 17:58	BTC	Sell	77411.1→77540.9	-1.28	timeout
05-20 15:38	BTC	Sell	77027.1→77577.9	-4.01	timeout
05-20 13:28	BTC	Sell	77461.1→77268.9	+0.80	timeout
05-20 12:08	BTC	Sell	77536.1→77421.9	+0.30	timeout
05-20 10:57	BTC	Sell	77434.1→77491.9	-0.81	timeout
05-20 08:17	BTC	Sell	77245.1→77258.9	-0.53	timeout
05-20 06:08	BTC	Sell	76751.2→77178.9	-3.22	timeout
05-20 01:37	BTC	Sell	76916.2→76537.8	+2.02	timeout
05-19 18:16	BTC	Sell	76479.2→76853.8	-2.89	timeout
05-19 15:36	BTC	Sell	76969.2→76514.8	+2.51	timeout
05-19 12:50	BTC	Sell	76846.2→76901.8	-0.81	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

40%

win rate

-48.41

total pnl ($)

-9.6 bps

avg bps net

Live (dry_run=0)

closed

27%

win rate

-1.49

total pnl ($)

-15.5 bps

avg bps net

Live WR is 68% of paper WR (27% vs 40%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	102	40%	-9.6	-48.41

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…