btc_fees_network_stress_capitulation_reversal · strategy

closed trades

40%

win rate

-30.22

total pnl ($)

1.250

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 21:18:17 (40.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: afn__restored_6cb707cc

n: 231 · wr: 45.0% · total_bps: -788.0 · mean_bps: -3.41 · sharpe: -0.06 · max_dd_bps: -2561.9

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

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 03:15	BTC	Buy	73945.7→73866.3	-0.34	timeout
05-31 22:38	BTC	Buy	73641.7→73867.3	+0.37	timeout
05-31 17:39	BTC	Buy	73863.7→73682.3	-0.57	timeout
05-31 13:28	BTC	Buy	73928.7→73926.3	-0.16	timeout
05-31 09:33	BTC	Buy	74123.7→73945.3	-0.57	timeout
05-31 03:43	BTC	Buy	73778.7→74114.3	+0.62	timeout
05-31 00:17	BTC	Buy	73929.7→73857.3	-0.32	timeout
05-30 18:56	BTC	Buy	73895.7→73990.3	+0.06	timeout
05-30 13:40	BTC	Buy	73533.7→73665.3	+0.15	timeout
05-30 11:41	BTC	Buy	73467.7→73594.3	+0.14	timeout
05-30 06:01	BTC	Buy	73660.7→73577.3	-0.35	timeout
05-30 00:24	BTC	Buy	73703.7→73448.3	-0.74	timeout
05-29 19:05	BTC	Buy	73368.7→73422.3	-0.03	timeout
05-29 14:25	BTC	Buy	73602.7→72602	-2.47	stop_loss
05-29 11:49	BTC	Buy	73381.7→73414.3	-0.08	timeout
05-29 07:03	BTC	Buy	73275.7→73725.3	+0.88	timeout
05-29 03:11	BTC	Buy	73557.7→73415.3	-0.49	timeout
05-29 00:40	BTC	Buy	73659.7→73783.3	+0.12	timeout
05-28 21:08	BTC	Buy	73457.7→73621.3	+0.22	timeout
05-28 17:47	BTC	Buy	72825.6→73623.3	+1.70	timeout
05-28 14:59	BTC	Buy	73385.7→72985.4	-1.09	timeout
05-28 11:38	BTC	Buy	73403.7→73365.3	-0.25	timeout
05-28 08:34	BTC	Buy	73069.7→73223.3	+0.21	timeout
05-28 03:43	BTC	Buy	74326.7→73315.7	-2.47	stop_loss
05-28 02:26	BTC	Buy	74541.7→74188.3	-0.96	timeout
05-27 23:25	BTC	Buy	75015.8→74242.3	-1.91	timeout
05-27 20:25	BTC	Buy	75039.8→75259.2	+0.34	timeout
05-27 17:25	BTC	Buy	75271.8→74979.3	-0.82	timeout
05-27 13:38	BTC	Buy	75969.8→74936.8	-2.46	stop_loss
05-27 11:24	BTC	Buy	75827.8→75972.2	+0.18	timeout
05-27 08:24	BTC	Buy	75463.8→75915.2	+0.87	timeout
05-27 05:23	BTC	Buy	75795.8→75606.2	-0.57	timeout
05-27 02:22	BTC	Buy	75741.8→75675.2	-0.30	timeout
05-26 23:21	BTC	Buy	75839.8→75883.2	-0.06	timeout
05-26 20:20	BTC	Buy	76434.8→76006.2	-1.11	timeout
05-26 17:18	BTC	Buy	76994.8→76384.2	-1.50	timeout
05-26 14:17	BTC	Buy	76720.8→77380.1	+1.31	timeout
05-26 11:18	BTC	Buy	76601.8→77266.1	+1.32	timeout
05-26 08:17	BTC	Buy	76586.8→76681.2	+0.06	timeout
05-26 05:16	BTC	Buy	76782.8→76792.2	-0.13	timeout
05-26 02:17	BTC	Buy	77359.9→76655.2	-1.70	timeout
05-25 23:16	BTC	Buy	77437.9→77258.1	-0.55	timeout
05-25 20:15	BTC	Buy	77514.9→77403.1	-0.41	timeout
05-25 17:15	BTC	Buy	77285.9→77595.1	+0.52	timeout
05-25 14:15	BTC	Buy	77599.9→77452.1	-0.48	timeout
05-25 11:15	BTC	Buy	77297.9→77403.1	+0.07	timeout
05-25 08:14	BTC	Buy	76995.8→77270.1	+0.44	timeout
05-19 12:00	BTC	Buy	77213.9→76694.2	-1.30	timeout
05-19 08:58	BTC	Buy	76900.8→77049.1	+0.17	timeout
05-19 05:58	BTC	Buy	76721.8→76905.2	+0.25	timeout
05-19 02:59	BTC	Buy	77041.9→76587.2	-1.16	timeout
05-18 23:59	BTC	Buy	76860.8→76984.2	+0.12	timeout
05-18 20:58	BTC	Buy	76405.8→76881.2	+0.90	timeout
05-18 17:58	BTC	Buy	76900.8→76673.2	-0.66	timeout
05-18 14:43	BTC	Buy	76777.8→76507.2	-0.76	timeout
05-18 11:43	BTC	Buy	76914.8→77284.1	+0.66	timeout
05-16 11:26	BTC	Buy	78430.9→78427	-0.17	timeout
05-16 07:13	BTC	Buy	79048→77972.1	-2.47	stop_loss
05-16 05:24	BTC	Buy	79076→78970.1	-0.38	timeout
05-16 02:25	BTC	Buy	79044→79122	+0.02	timeout
05-15 23:25	BTC	Buy	79119→79052	-0.29	timeout
05-15 20:24	BTC	Buy	79239→79079	-0.49	timeout
05-15 13:42	BTC	Buy	80099→79013.5	-2.46	stop_loss
05-15 13:38	BTC	Buy	80523→79432.3	-2.45	stop_loss
05-12 02:43	BTC	Buy	81724.1→81715.9	-0.17	timeout
05-12 00:01	BTC	Buy	81977.1→81715.9	-0.70	timeout
05-11 20:53	BTC	Buy	81548.1→81820.9	+0.41	timeout
05-11 08:51	BTC	Buy	80771→80801	-0.10	timeout
05-11 03:15	BTC	Buy	81610.1→80504.7	-2.46	stop_loss
05-11 02:33	BTC	Buy	81689.1→81132.9	-1.32	timeout
05-10 20:49	BTC	Buy	81408.1→80304.8	-2.46	stop_loss
05-10 20:32	BTC	Buy	81213.1→81025.9	-0.55	timeout
05-10 17:21	BTC	Buy	80920→81348.9	+0.74	timeout
05-10 14:14	BTC	Buy	80722→80932	+0.29	timeout
05-10 11:13	BTC	Buy	80726→80905	+0.22	timeout
05-10 08:11	BTC	Buy	80736→80733	-0.16	timeout
05-10 05:11	BTC	Buy	80602→80732	+0.12	timeout
05-10 02:10	BTC	Buy	80691→80592	-0.36	timeout
05-09 23:01	BTC	Buy	80871→80729	-0.45	timeout
05-09 19:49	BTC	Buy	80495→80810	+0.51	timeout
05-09 16:48	BTC	Buy	80329→80589	+0.39	timeout
05-09 13:47	BTC	Buy	80215→80319	+0.07	timeout
05-09 10:47	BTC	Buy	80188→80276	+0.04	timeout
05-09 07:45	BTC	Buy	80318→80157	-0.49	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-30.22

total pnl ($)

-21.0 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 ($)
BTC	84	40%	-21.0	-30.22

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 11:13	BTC	Buy	+0.22	BTC was trading in a mild uptrend with low funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period.
05-10 08:11	BTC	Buy	-0.16	BTC was trading in a narrow range with low volatility and slightly positive funding. The thesis failed because the trade expired without reaching the target or stop, as the market remained range-bound and the timeout closed the position at a small loss.
05-10 05:11	BTC	Buy	+0.12	The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum prevented any meaningful price movement.
05-10 02:10	BTC	Buy	-0.36	The market was in a low-funding, neutral regime with moderate open interest, showing no clear directional bias. The thesis failed because the trade expired without reaching the target or stop, as the timeout close_reason indicates the position was closed du…
05-09 23:01	BTC	Buy	-0.45	BTC was in a low-volatility, sideways grind with neutral funding and minimal directional conviction. The thesis failed because the trade expired without reaching any target or stop, as the market lacked the momentum to trigger an exit before the timeout.
05-09 19:49	BTC	Buy	+0.51	BTC traded in a narrow range with low volatility, showing minimal directional movement over the hour. The thesis failed because the trade was closed by timeout, as the market lacked the momentum to trigger an exit within the expected timeframe.
05-09 16:48	BTC	Buy	+0.39	BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed window.
05-09 13:47	BTC	Buy	+0.07	The market was in a mild downtrend with BTC down 1.62% over 24 hours and negative weekly performance. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allotted time.
05-09 10:47	BTC	Buy	+0.04	BTC was trading in a narrow, low-volatility range with mixed short-term signals and neutral funding. The thesis failed because the trade was closed by timeout without reaching target or stop, as the market lacked directional momentum to trigger an exit.
05-09 07:45	BTC	Buy	-0.49	The market was in a mild downtrend with BTC down over 1% in 24 hours and negative weekly momentum. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from the order not being filled.

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