institutional_whale_activity_momentum

56

closed trades

39%

win rate

-76.47

total pnl ($)

1.159

weight

7d window — n=9 wr=44% pnl=-14.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 04:45:23 (23.8d ago) · src: canon

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

n: 60 · wr: 46.7% · total_bps: -311.1 · mean_bps: -5.18 · sharpe: -0.05 · max_dd_bps: -1122.0

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

time	sym	side	entry→exit	pnl	close
06-27 09:41	ETH	Buy	1573.76→1580.94	+1.12	timeout
06-26 15:11	ETH	Buy	1531.15→1568.24	+6.95	timeout
06-25 13:39	ETH	Buy	1652.77→1611.93	-7.67	stop_loss
06-24 16:48	ETH	Buy	1649.76→1609.03	-7.67	stop_loss
06-24 08:51	ETH	Buy	1662.57→1671.83	+1.39	timeout
06-23 06:21	ETH	Buy	1727.47→1684.29	-7.76	stop_loss
06-22 20:54	ETH	Buy	1747.67→1731.63	-3.02	timeout
06-22 02:36	ETH	Buy	1722.87→1740.53	+2.76	timeout
06-21 08:32	ETH	Buy	1727.87→1728.63	-0.12	timeout
06-20 14:29	ETH	Buy	1704.17→1712.03	+1.09	timeout
06-19 20:24	ETH	Buy	1697.77→1700.03	+0.13	timeout
06-18 15:45	ETH	Buy	1738.87→1695.88	-7.69	stop_loss
06-18 08:17	ETH	Buy	1739.17→1749.53	+1.47	timeout
06-17 12:20	ETH	Buy	1799.18→1754.75	-7.67	stop_loss
06-16 20:15	ETH	Buy	1778.18→1794.82	+2.49	timeout
06-16 02:07	ETH	Buy	1808.88→1792.02	-3.04	timeout
06-15 08:04	ETH	Buy	1664.77→1719.33	+9.55	timeout
06-14 14:03	ETH	Buy	1683.77→1664.33	-3.73	timeout
06-13 20:02	ETH	Buy	1673.37→1676.63	+0.34	timeout
06-13 02:23	ETH	Buy	1663.47→1670.43	+0.96	timeout
06-12 07:54	ETH	Buy	1683.37→1658.73	-4.71	timeout
06-11 13:57	ETH	Buy	1642.66→1651.73	+1.37	timeout
06-10 19:50	ETH	Buy	1638.96→1629.04	-2.06	timeout
06-09 14:17	ETH	Buy	1687.07→1645.41	-7.68	stop_loss
06-08 23:57	ETH	Buy	1683.27→1688.13	+0.70	timeout
06-07 22:14	ETH	Buy	1631.46→1703.53	+13.00	take_profit
06-07 08:55	ETH	Buy	1567.16→1636.04	+12.91	take_profit
06-06 17:47	ETH	Buy	1561.16→1549.25	-2.51	timeout
06-05 13:57	ETH	Buy	1657.87→1616.93	-7.67	stop_loss
06-05 03:01	ETH	Buy	1768.38→1724.66	-7.65	stop_loss
06-04 02:02	ETH	Buy	1788.78→1744.55	-7.69	stop_loss
06-03 16:21	ETH	Buy	1872.99→1826.7	-7.68	stop_loss
06-02 14:27	ETH	Buy	1973.9→1924.94	-7.71	stop_loss
06-02 14:21	ETH	Buy	2002.4→1951.43	-7.91	stop_loss
06-01 17:26	ETH	Buy	1996.2→1986.3	-1.79	timeout
05-31 17:33	ETH	Buy	2031.9→2004.4	-4.36	timeout
05-30 21:40	ETH	Buy	2015.1→2028.9	+1.74	timeout
05-29 08:46	ETH	Buy	2016.9→2008	-1.62	timeout
05-28 03:18	ETH	Buy	2020.3→1968.52	-7.95	stop_loss
05-27 19:46	ETH	Buy	2080.01→2054.59	-3.95	timeout
05-26 17:20	ETH	Buy	2119.41→2067.26	-7.64	stop_loss
05-26 07:46	ETH	Buy	2119.41→2095.49	-3.65	timeout
05-25 13:45	ETH	Buy	2102.31→2115.59	+1.59	timeout
05-24 19:45	ETH	Buy	2121.01→2096.89	-3.70	timeout
05-23 20:44	ETH	Buy	2039→2128.59	+12.88	take_profit
05-23 07:45	ETH	Buy	2063.61→2056.59	-1.30	timeout
05-22 13:43	ETH	Buy	2131.21→2126.79	-0.94	timeout
05-21 19:43	ETH	Buy	2131.31→2136.79	+0.46	timeout
05-21 01:43	ETH	Buy	2119.11→2142.19	+2.95	timeout
05-20 07:42	ETH	Buy	2114.21→2132.59	+2.32	timeout
05-19 13:42	ETH	Buy	2129.61→2117.79	-1.94	timeout
05-18 19:43	ETH	Buy	2115.41→2108.59	-1.28	timeout
05-16 10:15	ETH	Buy	2219.82→2219.6	-0.31	timeout
05-12 10:43	ETH	Buy	2339.83→2339.37	-0.33	timeout
05-11 22:14	ETH	Buy	2336.93→2340.47	+0.16	timeout
05-11 04:15	ETH	Buy	2345.63→2329.27	-2.39	timeout

Paper (trades.jsonl)

56

closed

39%

win rate

-76.47

total pnl ($)

-45.3 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 ($)
ETH	56	39%	-45.3	-76.47

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 56 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)