icp_token_unlock_volatility_fade

not live
21
closed trades
48%
win rate
+4.98
total pnl ($)
1.229
weight
7d window — n=5 wr=60% pnl=+2.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 04:49:14 (18.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aeg
n: 55  ·  wr: 49.1%  ·  total_bps: -305.9  ·  mean_bps: -5.56  ·  sharpe: -0.09  ·  max_dd_bps: -716.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 04:06BTCSell62890.9→62703.1+0.47timeout
06-18 04:12BTCSell64589.8→63965.2+1.97timeout
06-17 04:08BTCSell65692.7→65833.3-0.68timeout
06-16 17:29BTCSell66030.7→65720.3+0.86timeout
06-16 04:05BTCSell66274.7→66224.3-0.03timeout
06-15 17:21BTCSell66820.7→66771.3-0.03timeout
06-14 17:16BTCSell64354.8→63951.2+1.21timeout
06-13 17:16BTCSell64115.8→63926.2+0.46timeout
06-13 12:02BTCSell63790.8→63948.2-0.75timeout
06-12 09:32BTCSell63070.8→63929.1-3.26stop_loss
06-11 12:07BTCSell62751.9→62980.1-1.01timeout
06-10 11:50BTCSell61674.9→60999+2.26timeout
06-07 00:51BTCSell60680→60772-0.54timeout
06-06 00:47BTCSell61320.9→61318.1-0.19timeout
06-05 00:51BTCSell63521.8→63630.2-0.59timeout
06-04 00:26BTCSell65183.7→63755.2+4.73take_profit
05-20 11:43BTCSell77345.1→77341.9-0.19timeout
05-19 11:42BTCSell77203.1→76718.8+1.21timeout
05-18 11:43BTCSell76914.2→77291.9-1.30timeout
05-11 22:15BTCSell81912.9→81810.1+0.08timeout
05-10 22:16BTCSell81385.9→81204.1+0.30timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
48%
win rate
+4.98
total pnl ($)
+10.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2148%+10.4+4.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems