dex_liquidity_surge_fear_gate_long_v2 · strategy

125

closed trades

49%

win rate

-282.79

total pnl ($)

0.312

weight

7d window — n=38 wr=47% pnl=-141.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:21	BTC	Buy	60013→60478	+3.44	timeout
06-27 16:23	BTC	Buy	59952→60698	+5.82	timeout
06-27 14:19	BTC	Buy	59907→60606	+5.38	timeout
06-27 10:16	BTC	Buy	59780→60429	+4.94	timeout
06-27 05:53	BTC	Buy	59879→60214	+2.36	timeout
06-26 15:55	BTC	Buy	59453→60272	+6.40	timeout
06-26 14:06	BTC	Buy	58911.9→59880	+7.72	timeout
06-26 12:40	BTC	Buy	60572→59079.5	-12.78	stop_loss
06-25 13:53	BTC	Buy	60371→58885.6	-12.69	stop_loss
06-25 13:46	BTC	Buy	61204.1→59688.2	-12.83	stop_loss
06-25 13:44	BTC	Buy	61567.1→60053	-12.73	stop_loss
06-25 13:42	BTC	Buy	61743.1→60224.9	-12.74	stop_loss
06-25 13:41	BTC	Buy	61821.1→60300.8	-12.74	stop_loss
06-24 17:20	BTC	Buy	60883→59379.3	-12.78	stop_loss
06-24 14:17	BTC	Buy	62605.1→61065.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62683.1→61140.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62802.1→61256.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62867.1→61318.3	-12.77	stop_loss
06-24 08:44	BTC	Buy	62360.1→62765.9	+2.71	timeout
06-24 06:47	BTC	Buy	62946.1→62756.9	-2.01	timeout
06-23 08:17	BTC	Buy	63928.2→62346.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63981.2→62403.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64210.2→62629.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64442.2→62838.4	-12.91	stop_loss
06-23 06:18	BTC	Buy	64573.2→62979.3	-12.81	stop_loss
06-23 02:02	BTC	Buy	64509.2→64115.8	-3.47	timeout
06-23 00:00	BTC	Buy	63367.2→63997.8	+4.56	timeout
06-22 21:58	BTC	Buy	63754.2→64279.8	+3.66	timeout
06-22 19:55	BTC	Buy	64191.2→64469.8	+1.68	timeout
06-22 17:51	BTC	Buy	64150.2→64501.8	+2.24	timeout
06-22 01:28	BTC	Buy	64224.2→64613.8	+2.51	timeout
06-21 23:23	BTC	Buy	64245.2→63716.8	-4.54	timeout
06-21 21:23	BTC	Buy	63919.2→63720.8	-2.00	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 17:19	BTC	Buy	63899.2→64135.8	+1.47	timeout
06-21 01:04	BTC	Buy	63481.2→64287.8	+5.84	timeout
06-20 23:02	BTC	Buy	63280.2→64253.8	+7.23	timeout
06-20 20:58	BTC	Buy	63228.2→63892.8	+4.82	timeout
06-20 18:54	BTC	Buy	63047.2→63756.8	+5.19	timeout
06-20 16:50	BTC	Buy	63140.2→63987.8	+6.19	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.71	timeout
06-19 21:59	BTC	Buy	62953.1→63040.8	+0.20	timeout
06-19 19:57	BTC	Buy	62931.1→63008.8	+0.13	timeout
06-19 17:55	BTC	Buy	62583.1→63153.8	+4.11	timeout
06-19 16:01	BTC	Buy	62519.1→63213.8	+5.17	timeout
06-18 15:57	BTC	Buy	63912.2→62340.7	-12.72	stop_loss
06-18 15:57	BTC	Buy	63898.2→62315.7	-12.78	stop_loss
06-18 15:57	BTC	Buy	63887.2→62315.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64230.2→62650.5	-12.74	stop_loss
06-18 15:37	BTC	Buy	64434.2→62845.4	-12.77	stop_loss
06-18 09:03	BTC	Buy	64977.2→64302.8	-5.67	timeout
06-17 19:44	BTC	Buy	65691.3→64074.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65912.3→64259.6	-12.99	stop_loss
06-17 18:41	BTC	Buy	65816.3→65598.7	-2.21	timeout
06-17 16:39	BTC	Buy	65826.3→65979.7	+0.73	timeout
06-17 14:34	BTC	Buy	65537.3→65185.7	-3.14	timeout
06-17 08:38	BTC	Buy	66644.3→65000.2	-12.77	stop_loss
06-16 22:05	BTC	Buy	66413.3→65724.7	-5.73	timeout
06-16 17:58	BTC	Buy	66829.3→65910.7	-7.41	timeout
06-16 14:23	BTC	Buy	67180.4→65514.9	-12.92	stop_loss
06-16 13:53	BTC	Buy	66583.3→65996.7	-4.94	timeout
06-16 11:52	BTC	Buy	66224.3→66391.7	+0.73	timeout
06-15 21:22	BTC	Buy	64688.2→66494.7	+13.45	timeout
06-15 13:16	BTC	Buy	63947.2→66754.7	+21.52	take_profit
06-15 13:07	BTC	Buy	64344.2→66624.7	+17.29	timeout
06-15 13:06	BTC	Buy	63834.2→66642.7	+21.56	take_profit
06-15 11:03	BTC	Buy	64476.2→65858.7	+10.27	timeout
06-14 20:41	BTC	Buy	64228.2→64022.8	-2.09	timeout
06-14 18:38	BTC	Buy	64231.2→63745.8	-4.32	timeout
06-14 16:35	BTC	Buy	63960.2→64161.8	+1.08	timeout
06-14 12:31	BTC	Buy	63963.2→64402.8	+3.00	timeout
06-14 10:30	BTC	Buy	63751.2→64566.8	+5.92	timeout
06-13 20:03	BTC	Buy	63618.2→64247.8	+4.50	timeout
06-13 18:05	BTC	Buy	63827.2→63983.8	+0.76	timeout
06-13 15:59	BTC	Buy	63603.2→64300.8	+5.04	timeout
06-13 11:47	BTC	Buy	63792.2→63873.8	+0.10	timeout
06-13 09:47	BTC	Buy	63875.2→63773.8	-1.33	timeout
06-12 19:46	BTC	Buy	63652.2→63632.8	-0.61	timeout
06-12 17:39	BTC	Buy	63214.2→63820.8	+4.33	timeout
06-12 15:31	BTC	Buy	62634.1→63987.8	+10.28	timeout
06-12 11:15	BTC	Buy	63126.2→63813.8	+4.92	timeout
06-12 09:13	BTC	Buy	62824.1→63475.8	+4.67	timeout
06-11 18:37	BTC	Buy	61790.1→63485.8	+13.14	timeout
06-11 16:36	BTC	Buy	62319.1→62716.9	+2.67	timeout
06-11 14:29	BTC	Buy	62005.1→62977.9	+7.29	timeout
06-11 10:19	BTC	Buy	61137.1→62805.9	+13.05	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.00	timeout
06-10 18:08	BTC	Buy	61794.1→61923.9	+0.56	timeout
06-10 16:02	BTC	Buy	61144.1→62487.9	+10.51	timeout
06-10 14:11	BTC	Buy	62083.1→62154.9	+0.10	timeout
06-09 14:47	BTC	Buy	62720.1→61177.3	-12.76	stop_loss
06-09 14:16	BTC	Buy	63457.2→61890.9	-12.80	stop_loss
06-09 14:11	BTC	Buy	63508.2→61942.9	-12.79	stop_loss
06-09 13:36	BTC	Buy	63714.2→62143.8	-12.77	stop_loss
06-09 13:14	BTC	Buy	63781.2→62526.9	-10.27	timeout
06-09 00:46	BTC	Buy	64070.2→62492.6	-12.76	stop_loss
06-08 21:08	BTC	Buy	61754.1→63686.8	+15.16	timeout
06-08 18:59	BTC	Buy	62000.1→63437.8	+11.09	timeout
06-08 16:58	BTC	Buy	62005.1→63469.8	+11.26	timeout
06-08 14:51	BTC	Buy	61890.1→63866.8	+15.48	timeout

Paper vs Live

Paper (trades.jsonl)

125

closed

49%

win rate

-282.79

total pnl ($)

-44.9 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	125	49%	-44.9	-282.79

Recent bounces (last 20 of 5)

time	sym	side	reason
06-27 17:03	BTC	Buy	circuit_breaker
06-27 17:01	BTC	Buy	circuit_breaker
06-27 14:48	BTC	Buy	circuit_breaker
06-27 10:45	BTC	Buy	circuit_breaker
06-27 10:45	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…