cascade_funding_pct_top5_fast_short

46

closed trades

46%

win rate

+1.58

total pnl ($)

1.416

weight

7d window — n=14 wr=64% pnl=+25.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:29:48 (24.7d ago) · src: canon

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

n: 20 · wr: 60.0% · total_bps: +317.3 · mean_bps: +15.86 · sharpe: +0.16 · max_dd_bps: -116.1

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

time	sym	side	entry→exit	pnl	close
06-28 03:26	BTC	Sell	59958→60238	-2.79	timeout
06-27 23:24	BTC	Sell	60360→59963	+2.83	timeout
06-27 12:01	BTC	Sell	60456→60331	+0.59	timeout
06-24 20:06	BTC	Sell	60264→60678	-3.92	timeout
06-24 13:57	BTC	Sell	62597.9→61226.1	+10.51	take_profit
06-24 10:42	BTC	Sell	62806.9→62603.1	+1.18	timeout
06-24 06:03	BTC	Sell	62858.9→62781.1	+0.18	timeout
06-24 00:01	BTC	Sell	62478.9→62772.1	-2.80	timeout
06-23 20:04	BTC	Sell	62402.9→62464.1	-0.94	timeout
06-23 11:21	BTC	Sell	63042.8→62507.1	+3.77	timeout
06-23 06:21	BTC	Sell	64021.8→62603.1	+10.63	take_profit
06-23 03:25	BTC	Sell	63981.8→64012.2	-0.69	timeout
06-22 23:25	BTC	Sell	64375.8→63984.2	+2.59	timeout
06-22 19:17	BTC	Sell	65004.7→64376.2	+4.39	timeout
06-20 01:30	BTC	Sell	63134.8→63484.2	-3.22	timeout
06-18 19:59	BTC	Sell	62334.9→62954.1	-5.45	timeout
06-18 09:42	BTC	Sell	63943.8→64270.2	-2.99	timeout
06-13 08:38	BTC	Sell	63580.8→63842.2	-2.49	timeout
06-13 04:20	BTC	Sell	63539.8→63510.2	-0.22	timeout
06-12 09:32	BTC	Sell	62980.9→63838.1	-7.25	stop_loss
06-11 03:55	BTC	Sell	61831.9→62673.5	-7.24	stop_loss
06-10 19:05	BTC	Sell	62075.9→61752.1	+2.17	timeout
06-09 17:17	BTC	Sell	61003.9→61837	-7.28	stop_loss
06-09 14:47	BTC	Sell	62569.9→61199.1	+10.51	take_profit
06-09 04:40	BTC	Sell	62628.9→63315.2	-5.93	timeout
06-07 01:18	BTC	Sell	60793→61633.9	-7.36	stop_loss
06-06 22:02	BTC	Sell	60572→60780	-2.18	timeout
06-06 10:34	BTC	Sell	60961→60314	+4.86	timeout
06-04 00:25	BTC	Sell	65298.7→63868.2	+10.50	take_profit
06-03 23:03	BTC	Sell	65966.7→64518.2	+10.53	take_profit
06-03 05:38	BTC	Sell	66609.7→66854.3	-2.28	timeout
06-03 05:12	BTC	Sell	66342.7→67247	-7.26	stop_loss
06-03 00:18	BTC	Sell	67122.6→67063.4	-0.01	timeout
06-02 13:29	BTC	Sell	69297.5→68992.4	+1.76	timeout
06-02 09:12	BTC	Sell	70408.5→69532.2	+0.00	stop_loss
05-28 18:26	BTC	Sell	73066.3→73621.7	-4.23	timeout
05-28 14:28	BTC	Sell	73334.3→73000.6	+1.85	timeout
05-28 10:10	BTC	Sell	72952.4→73576.7	-4.73	timeout
05-28 03:52	BTC	Sell	74297.3→73374.3	+0.00	stop_loss
05-28 02:09	BTC	Sell	74502.3→74304.7	+0.88	timeout
05-27 19:38	BTC	Sell	75443.2→75011.8	+2.42	timeout
05-27 07:34	BTC	Sell	75768.2→75901.8	-1.35	timeout
05-27 00:25	BTC	Sell	76016.2→75866.8	+0.53	timeout
05-26 20:25	BTC	Sell	76478.2→76023.8	+2.53	timeout
05-26 09:38	BTC	Sell	76891.2→76654.8	+1.08	timeout
05-26 05:39	BTC	Sell	76643.2→76899.8	-2.12	timeout

Paper (trades.jsonl)

46

closed

46%

win rate

+1.58

total pnl ($)

+0.3 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	46	46%	+0.7	+1.58

time	sym	side	reason
06-27 23:30	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 46 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)