gas_btc_block_production_velocity_spike_congestion_short · strategy

182

closed trades

42%

win rate

-97.51

total pnl ($)

1.193

weight

7d window — n=32 wr=50% pnl=-9.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 19:31:15 (40.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: aaz__restored_44e1a2e8

n: 33 · wr: 42.4% · total_bps: -290.3 · mean_bps: -8.80 · sharpe: -0.17 · max_dd_bps: -568.0

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
06-28 01:14	BTC	Sell	60342→60040	+2.46	timeout
06-27 21:11	BTC	Sell	60528→60339	+1.32	timeout
06-27 15:35	BTC	Sell	60266→60762	-5.48	timeout
06-27 10:58	BTC	Sell	60338→60379	-0.94	timeout
06-27 06:04	BTC	Sell	59935→60170	-2.89	timeout
06-27 01:23	BTC	Sell	59802→59965	-2.17	timeout
06-26 21:20	BTC	Sell	60083→59692	+3.38	timeout
06-26 13:55	BTC	Sell	59111→59915.9	-8.71	stop_loss
06-26 04:17	BTC	Sell	59425→60236.1	-8.73	stop_loss
06-26 02:16	BTC	Sell	59823→58511.9	+12.61	take_profit
06-25 22:54	BTC	Sell	59489→59777	-3.44	timeout
06-25 18:51	BTC	Sell	59683→59427	+2.03	timeout
06-25 13:04	BTC	Sell	61663.9→61226.1	+3.72	timeout
06-25 09:00	BTC	Sell	61255.9→61695.1	-4.84	timeout
06-25 04:58	BTC	Sell	60760→61342.1	-6.29	timeout
06-25 00:52	BTC	Sell	61092.9→60863	+1.72	timeout
06-24 16:51	BTC	Sell	60921→59578	+12.67	take_profit
06-24 11:49	BTC	Sell	62336.9→63186.7	-8.72	stop_loss
06-24 11:05	BTC	Sell	62721.9→62379.1	+2.75	timeout
06-24 06:27	BTC	Sell	62685.9→62876.1	-2.35	timeout
06-24 02:26	BTC	Sell	62532.9→62703.1	-2.16	timeout
06-23 22:24	BTC	Sell	62340.9→62569.1	-2.74	timeout
06-23 18:06	BTC	Sell	62445.9→62341.1	+0.47	timeout
06-23 08:27	BTC	Sell	63429.8→62039.1	+12.60	take_profit
06-23 05:01	BTC	Sell	64212.8→63625.2	+4.95	timeout
06-23 01:01	BTC	Sell	64442.8→64232.2	+1.41	timeout
06-22 20:57	BTC	Sell	64715.8→64420.2	+2.20	timeout
06-22 13:46	BTC	Sell	64610.8→65491	-8.70	stop_loss
06-22 01:26	BTC	Sell	63800.8→64669.6	-8.71	stop_loss
06-21 20:27	BTC	Sell	64173.8→64075.2	+0.38	timeout
06-21 12:20	BTC	Sell	64040.8→63992.2	-0.10	timeout
06-21 08:18	BTC	Sell	64429.8→64076.2	+2.77	timeout
06-21 04:18	BTC	Sell	64210.8→64436.2	-2.65	timeout
06-21 00:14	BTC	Sell	63945.8→64231.2	-3.20	timeout
06-20 15:38	BTC	Sell	63671.8→64102.2	-4.58	timeout
06-20 11:37	BTC	Sell	63729.8→63679.2	-0.06	timeout
06-20 07:34	BTC	Sell	63390.8→63708.2	-3.54	timeout
06-20 03:33	BTC	Sell	63311.8→63437.2	-1.73	timeout
06-19 20:26	BTC	Sell	63303.8→63023.2	+2.13	timeout
06-19 16:05	BTC	Sell	62625.9→63167.2	-5.73	timeout
06-19 10:15	BTC	Sell	62814.9→62509.1	+2.36	timeout
06-19 06:06	BTC	Sell	63084.8→62818.1	+1.99	timeout
06-19 00:41	BTC	Sell	63105.8→63007.2	+0.38	timeout
06-18 20:26	BTC	Sell	62665.9→63129.2	-5.01	timeout
06-18 15:40	BTC	Sell	64189.8→62780.1	+12.58	take_profit
06-18 12:32	BTC	Sell	64546.8→64149.2	+3.16	timeout
06-18 08:23	BTC	Sell	63949.8→64529.2	-5.97	timeout
06-18 04:11	BTC	Sell	64600.8→64021.2	+4.85	timeout
06-17 23:47	BTC	Sell	64180.8→64442.2	-2.97	timeout
06-17 16:17	BTC	Sell	65134.7→66029.3	-8.78	stop_loss
06-17 13:53	BTC	Sell	64910.8→65339.3	-4.49	timeout
06-17 09:53	BTC	Sell	65760.7→64899.2	+7.33	timeout
06-17 05:35	BTC	Sell	65562.7→65838.3	-3.05	timeout
06-17 01:28	BTC	Sell	65698.7→65551.3	+0.82	timeout
06-16 20:05	BTC	Sell	65869.7→65624.3	+1.72	timeout
06-16 15:59	BTC	Sell	66443.7→65885.3	+4.52	timeout
06-16 12:01	BTC	Sell	66335.7→66455.3	-1.60	timeout
06-16 06:37	BTC	Sell	65690.7→66587.6	-8.74	stop_loss
06-16 02:47	BTC	Sell	66192.7→65834.3	+2.71	timeout
06-15 22:30	BTC	Sell	66756.7→66132.3	+5.08	timeout
06-15 17:37	BTC	Sell	66741.7→66784.3	-0.90	timeout
06-15 06:21	BTC	Sell	65650.7→65858.3	-2.43	timeout
06-15 01:50	BTC	Sell	65513.7→65568.3	-1.03	timeout
06-14 21:18	BTC	Sell	63749.8→64624.5	-8.77	stop_loss
06-14 17:05	BTC	Sell	64310.8→63983.2	+2.53	timeout
06-14 11:40	BTC	Sell	64291.8→64597.2	-3.39	timeout
06-13 22:41	BTC	Sell	64245.8→64483.2	-2.75	timeout
06-13 16:58	BTC	Sell	64158.8→64002.2	+0.93	timeout
06-13 10:01	BTC	Sell	63573.8→63729.2	-1.99	timeout
06-13 04:26	BTC	Sell	63540.8→63525.2	-0.39	timeout
06-13 00:17	BTC	Sell	63507.8→63565.2	-1.06	timeout
06-12 14:58	BTC	Sell	63689.8→63925.2	-2.74	timeout
06-12 05:19	BTC	Sell	63420.8→63499.2	-1.27	timeout
06-11 17:32	BTC	Sell	62528.9→63389.8	-8.80	stop_loss
06-11 14:27	BTC	Sell	62799.9→62902.1	-1.50	timeout
06-11 10:28	BTC	Sell	62828.9→62814.1	-0.37	timeout
06-11 03:55	BTC	Sell	61760.9→62605.4	-8.72	stop_loss
06-10 15:54	BTC	Sell	61940.9→62785.5	-8.73	stop_loss
06-10 13:37	BTC	Sell	61269.9→62136.2	-9.02	stop_loss
06-09 19:07	BTC	Sell	61497.9→61827.1	-3.73	timeout
06-09 12:31	BTC	Sell	62790.9→62624.1	+1.04	timeout
06-09 00:38	BTC	Sell	63278.8→62577.1	+6.12	timeout
06-08 20:37	BTC	Sell	63634.8→63274.2	+2.87	timeout
06-08 15:21	BTC	Sell	63583.8→64104.2	-5.44	timeout
06-07 22:13	BTC	Sell	61871.9→62717.5	-8.74	stop_loss
06-07 01:08	BTC	Sell	60525→61348.7	-8.70	stop_loss
06-06 17:04	BTC	Sell	61072.9→60757	+2.56	timeout
06-06 04:34	BTC	Sell	60798→59465	+12.62	take_profit
06-05 20:15	BTC	Sell	60242→61062.6	-8.71	stop_loss
06-05 16:21	BTC	Sell	60447→61275.7	-8.76	stop_loss
06-05 13:56	BTC	Sell	62325.9→60960	+12.61	take_profit
06-05 04:59	BTC	Sell	62732.9→63587	-8.71	stop_loss
06-05 02:25	BTC	Sell	63353.8→62885.1	+3.90	timeout
06-04 18:30	BTC	Sell	63132.8→63993.2	-8.72	stop_loss
06-04 17:53	BTC	Sell	63761.8→63618.2	+0.83	timeout
06-04 13:38	BTC	Sell	63180.8→64044.2	-8.75	stop_loss
06-04 10:27	BTC	Sell	63984.8→62583.1	+12.58	take_profit
06-04 02:26	BTC	Sell	62235.9→63087.7	-8.75	stop_loss
06-03 23:50	BTC	Sell	65620.7→64289.2	+11.64	timeout
06-03 18:51	BTC	Sell	66785.7→66080.3	+5.81	timeout

Paper vs Live

Paper (trades.jsonl)

182

closed

42%

win rate

-97.51

total pnl ($)

-9.1 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	182	42%	-9.1	-97.51

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 04:16	BTC	Sell	circuit_breaker
06-27 21:17	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 12:22	BTC	Sell	-1.11	The market was in a mild uptrend with BTC up 2% over 24 hours and neutral funding. The short thesis failed because the trade was closed by timeout before the expected reversal materialized.
05-10 08:22	BTC	Sell	-0.92	BTC traded in a narrow range with low volatility, showing mild gains across timeframes. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs.
05-10 04:20	BTC	Sell	-0.97	BTC was trading in a narrow range with low volatility, showing slight intraday weakness but holding steady over the week. The sell thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs.
05-09 23:59	BTC	Sell	+1.09	BTC was trading in a narrow, low-volatility range with slight positive momentum across hourly and daily timeframes. The short thesis failed because the market lacked directional conviction, and the trade was closed by timeout without reaching a profitable e…
05-09 19:58	BTC	Sell	-3.58	BTC was trading in a narrow range with low volatility, showing slight hourly gains but a bearish weekly trend. The short thesis failed because the market lacked directional momentum, and the trade was closed by timeout without reaching a profit target or stop.
05-09 12:08	BTC	Sell	-0.27	The market was in a mild downtrend with BTC declining 2% over 24 hours and negative funding rates. The thesis failed because the trade was closed due to a timeout, likely missing a favorable move as the short bias aligned with the broader bearish regime.
05-09 04:48	BTC	Sell	-2.43	The market was in a mild downtrend over 24h and 7d, with low volatility and neutral funding. The sell thesis failed because the trade expired via timeout without reaching the target, as the sideways price action did not produce the expected decline.
05-08 20:27	BTC	Sell	-2.78	The market was in a short-term uptrend (+0.29% hourly) within a broader bearish week (-2.16% daily), creating conflicting signals. The thesis failed because the trade was closed by timeout before the expected move materialized, as the sideways chop prevente…
05-08 12:37	BTC	Sell	-3.75	The market was in a mild downtrend over 24h and 7d, with low volatility and neutral funding. The short thesis failed due to a timeout, as the trade did not reach its target or stop within the allotted time.
05-08 07:56	BTC	Sell	-1.73	BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The short thesis failed because the trade was closed by timeout before the expected bearish continuation materialized.

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