icp_institutional_divergence_short_horizon · strategy

closed trades

26%

win rate

-159.86

total pnl ($)

1.012

weight

7d window — n=22 wr=32% pnl=-36.43 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 09:24:22 (38.6d ago) · src: canon

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

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-25 21:28	SOLUSDT	Sell	66.1285→66.8251	-5.72	stop_loss
06-25 21:20	SOLUSDT	Sell	66.6083→66.4316	+0.87	timeout
06-25 21:06	ETHUSDT	Sell	1568.34→1561.17	+1.84	timeout
06-25 20:01	SOLUSDT	Sell	65.9485→66.6099	-5.47	stop_loss
06-25 20:00	SOLUSDT	Sell	65.7086→66.3748	-5.52	stop_loss
06-25 19:45	SOLUSDT	Sell	66.0385→66.0215	-0.32	timeout
06-25 19:12	SOLUSDT	Sell	66.3384→65.8815	+2.99	timeout
06-25 18:13	SOLUSDT	Sell	67.0782→66.1015	+6.83	take_profit
06-25 17:37	ETHUSDT	Sell	1565.22→1572.1	-2.65	timeout
06-25 17:24	SOLUSDT	Sell	66.2284→66.8951	-5.49	stop_loss
06-25 17:15	SOLUSDT	Sell	65.9285→66.6049	-5.58	stop_loss
06-25 16:09	ETHUSDT	Sell	1569.6→1585.52	-5.52	stop_loss
06-25 16:09	SOLUSDT	Sell	66.2884→66.9552	-5.48	stop_loss
06-25 02:42	SOLUSDT	Sell	67.6681→67.6619	-0.41	timeout
06-25 02:09	SOLUSDT	Sell	67.4381→67.7919	-3.08	timeout
06-25 01:36	SOLUSDT	Sell	67.868→67.6919	+0.85	timeout
06-25 01:04	SOLUSDT	Sell	68.028→67.5419	+3.12	timeout
06-25 00:37	ETHUSDT	Sell	1620.15→1621.14	-0.75	timeout
06-25 00:37	BTCUSDT	Sell	61004.2→60911.6	+0.31	timeout
06-25 00:03	SOLUSDT	Sell	67.7681→67.992	-2.10	timeout
06-25 00:03	ETHUSDT	Sell	1613.54→1621.87	-3.02	timeout
06-25 00:03	BTCUSDT	Sell	60833.8→61039.2	-2.13	timeout
06-16 21:35	BTCUSDT	Sell	65703.6→65702.5	-0.44	timeout
06-16 21:02	BTCUSDT	Sell	65571.6→65845.8	-2.54	timeout
06-16 18:13	BTCUSDT	Sell	65764.6→66102.7	-3.02	timeout
06-16 17:40	BTCUSDT	Sell	65798.4→65716.3	+0.18	timeout
06-16 17:08	BTCUSDT	Sell	65791.3→65784.7	-0.40	timeout
06-14 13:04	ETHUSDT	Sell	1673.26→1668.3	+1.03	timeout
06-13 02:14	SOLUSDT	Sell	67.0782→67.2818	-1.97	timeout
06-13 01:41	SOLUSDT	Sell	66.9383→67.1418	-1.98	timeout
06-13 01:07	ETHUSDT	Sell	1665.84→1667.75	-1.02	timeout
06-13 01:07	SOLUSDT	Sell	66.7983→67.0418	-2.28	timeout
06-11 04:57	ETHUSDT	Sell	1657.71→1658.74	-0.75	timeout
06-11 03:55	SOLUSDT	Sell	64.4689→65.1238	-5.53	stop_loss
06-11 03:55	ETHUSDT	Sell	1636.8→1656.44	-6.45	stop_loss
06-11 03:34	SOLUSDT	Sell	64.3989→65.0438	-5.45	stop_loss
06-11 03:33	ETHUSDT	Sell	1633.93→1650.49	-5.51	stop_loss
06-11 03:14	SOLUSDT	Sell	64.7688→64.4411	+2.09	timeout
06-11 03:07	ETHUSDT	Sell	1639.85→1638.69	-0.09	timeout
06-11 02:32	ETHUSDT	Sell	1640.35→1632.84	+1.85	timeout
06-11 01:52	SOLUSDT	Sell	64.5639→65.2139	-5.48	stop_loss
06-11 01:38	ETHUSDT	Sell	1627.54→1643.85	-5.46	stop_loss
06-11 01:38	SOLUSDT	Sell	63.7591→64.4033	-5.50	stop_loss
06-11 01:22	ETHUSDT	Sell	1631.89→1638.93	-2.60	timeout
06-11 01:13	SOLUSDT	Sell	63.5991→64.2532	-5.60	stop_loss
06-11 00:55	SOLUSDT	Sell	63.2092→63.6109	-3.63	timeout
06-11 00:48	ETHUSDT	Sell	1620.82→1629.97	-3.27	timeout
06-11 00:15	SOLUSDT	Sell	62.8643→63.5026	-5.53	stop_loss
06-10 23:50	SOLUSDT	Sell	62.7793→63.1108	-3.10	timeout
06-10 23:44	ETHUSDT	Sell	1620.69→1623.24	-1.24	timeout
06-10 23:42	ETHUSDT	Sell	1609.56→1625.88	-5.52	stop_loss
06-10 23:12	ETHUSDT	Sell	1607.75→1613.14	-2.13	timeout
06-10 22:47	SOLUSDT	Sell	62.9593→62.8407	+0.48	timeout
06-10 22:43	SOLUSDT	Sell	62.3694→63.0022	-5.53	stop_loss
06-10 22:40	ETHUSDT	Sell	1621.24→1618.75	+0.31	timeout
06-10 22:09	SOLUSDT	Sell	62.9793→62.5706	+2.79	timeout
06-10 22:09	ETHUSDT	Sell	1621.69→1610.66	+2.95	timeout
06-10 21:38	SOLUSDT	Sell	63.5291→62.9607	+4.01	timeout
06-10 21:38	ETHUSDT	Sell	1630.74→1621.97	+2.23	timeout
06-10 21:06	SOLUSDT	Sell	63.4041→63.0608	+2.25	timeout
06-10 21:06	ETHUSDT	Sell	1627.04→1625.25	+0.09	timeout
06-10 08:50	BTCUSDT	Sell	61618.8→61207.2	+2.88	timeout
06-09 20:48	BTCUSDT	Sell	61748.6→62044.5	-2.85	timeout
06-09 20:15	ETHUSDT	Sell	1648.44→1656.61	-2.93	timeout
06-09 20:15	BTCUSDT	Sell	61731.1→62044.5	-2.99	timeout
06-09 19:43	ETHUSDT	Sell	1647.73→1651.02	-1.44	timeout
06-09 19:43	BTCUSDT	Sell	61637.4→61850.4	-2.17	timeout
06-09 19:11	ETHUSDT	Sell	1642.28→1649.18	-2.55	timeout
06-09 19:11	BTCUSDT	Sell	61649.5→61792.9	-1.61	timeout
06-09 18:40	ETHUSDT	Sell	1646.81→1650.1	-1.45	timeout
06-09 18:40	BTCUSDT	Sell	61761→61715.5	-0.08	timeout
06-09 18:07	ETHUSDT	Sell	1636.2→1644	-2.83	timeout
06-09 18:07	BTCUSDT	Sell	61447.3→61746.2	-2.88	timeout
06-09 17:20	ETHUSDT	Sell	1633.2→1649.69	-5.50	stop_loss
06-09 17:18	BTCUSDT	Sell	61232→61846.3	-5.46	stop_loss
06-09 17:05	ETHUSDT	Sell	1630.7→1639.3	-3.09	timeout
06-09 17:03	BTCUSDT	Sell	60992.9→61611.6	-5.52	stop_loss
06-08 07:47	BTCUSDT	Sell	62942.2→63184.7	-2.38	timeout
06-08 07:15	BTCUSDT	Sell	62857.3→62985.8	-1.47	timeout
06-08 06:18	BTCUSDT	Sell	62468.5→63095.3	-5.47	stop_loss
06-08 06:11	BTCUSDT	Sell	62595.3→62940.9	-3.21	timeout
06-08 05:39	BTCUSDT	Sell	62724.9→62488.3	+1.44	timeout
06-08 05:07	BTCUSDT	Sell	62886.6→62580	+1.99	timeout
05-19 10:07	ETHUSDT	Sell	2131.17→2132.24	-0.71	timeout
05-19 10:07	SOLUSDT	Sell	85.1337→85.1763	-0.71	timeout
05-15 12:05	BTCUSDT	Sell	80576.9→80617.2	-0.70	timeout

Paper vs Live

Paper (trades.jsonl)

closed

26%

win rate

-159.86

total pnl ($)

-37.2 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 ($)
SOLUSDT	33	30%	-39.4	-65.17
ETHUSDT	30	23%	-37.5	-56.18
BTCUSDT	23	22%	-33.5	-38.51

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…