kimchi_premium_korean_exchange_fade

86

closed trades

24%

win rate

-152.13

total pnl ($)

0.807

weight

7d window — n=13 wr=0% pnl=-51.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 20:39:11 (42.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: aef__restored_1349c2e9

n: 45 · wr: 40.0% · total_bps: -1189.6 · mean_bps: -26.44 · sharpe: -0.22 · max_dd_bps: -1510.5

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

time	sym	side	entry→exit	pnl	close
06-30 05:33	BTC	Buy	60494→59375	-3.87	timeout
06-30 01:40	ETH	Buy	1628.76→1588.35	-5.14	stop_loss
06-29 14:53	ETH	Buy	1575.56→1569.14	-1.02	timeout
06-29 14:43	BTC	Buy	59752→59425	-1.29	timeout
06-27 15:14	ETH	Sell	1577.94→1607.16	-3.89	timeout
06-27 00:57	BTC	Sell	59229→60012	-2.82	timeout
06-26 15:40	ETH	Sell	1549.85→1588.35	-5.14	stop_loss
06-25 14:33	ETH	Sell	1538.55→1576.65	-5.13	stop_loss
06-25 14:33	BTC	Sell	58311.1→59747.8	-5.11	stop_loss
06-24 20:47	BTC	Sell	59507→60977.5	-5.13	stop_loss
06-24 20:06	ETH	Sell	1571.04→1610.07	-5.15	stop_loss
06-24 15:00	ETH	Buy	1664.17→1646.44	-2.31	timeout
06-24 14:13	BTC	Buy	62647.1→61101.4	-5.10	stop_loss
06-23 06:21	BTC	Buy	64145.2→62556.6	-5.13	stop_loss
06-23 06:21	ETH	Buy	1731.17→1688.29	-5.13	stop_loss
06-23 00:44	BTC	Buy	65052.3→64045.8	-3.27	timeout
06-22 22:28	ETH	Buy	1764.38→1720.67	-5.13	stop_loss
06-22 12:39	BTC	Buy	63928.2→65065.7	+3.35	timeout
06-22 12:39	ETH	Buy	1727.37→1765.22	+4.17	timeout
06-19 06:55	ETH	Buy	1684.47→1699.03	+1.55	timeout
06-19 06:46	BTC	Buy	62735.1→62747.9	-0.13	timeout
06-18 15:53	BTC	Buy	64054.2→62472.6	-5.07	stop_loss
06-18 15:45	ETH	Buy	1738.47→1695.18	-5.15	stop_loss
06-16 20:44	BTC	Sell	66582.7→65826.3	+2.11	timeout
06-16 12:31	ETH	Sell	1783.42→1828.3	-5.20	stop_loss
06-15 12:08	ETH	Sell	1726.83→1762.88	-4.34	timeout
06-15 12:08	BTC	Sell	65749.7→66200.3	-1.55	timeout
06-14 09:51	BTC	Sell	64442.8→64580.2	-0.60	timeout
06-14 09:29	ETH	Sell	1675.73→1670.67	+0.41	timeout
06-13 20:26	BTC	Sell	63783.8→64222.2	-1.55	timeout
06-13 19:29	ETH	Sell	1672.73→1676.27	-0.62	timeout
06-13 08:17	BTC	Sell	63507.8→63796.2	-1.07	timeout
06-13 07:24	ETH	Sell	1667.53→1669.97	-0.47	timeout
06-12 20:15	BTC	Sell	63271.8→63529.2	-0.99	timeout
06-12 19:22	ETH	Sell	1656.83→1667.57	-1.48	timeout
06-12 07:14	ETH	Sell	1677.53→1656.57	+2.31	timeout
06-12 07:08	BTC	Sell	63378.8→63070.2	+0.80	timeout
06-11 08:01	BTC	Sell	61787.9→62717.1	-3.16	timeout
06-11 08:01	ETH	Sell	1625.24→1654.67	-3.77	timeout
06-10 19:50	ETH	Sell	1638.84→1627.76	+1.15	timeout
06-10 19:50	BTC	Sell	61674.9→61896.1	-0.88	timeout
06-10 07:48	BTC	Sell	61748.9→62023.1	-1.08	timeout
06-10 07:48	ETH	Sell	1647.14→1655.97	-1.27	timeout
06-09 19:45	BTC	Sell	63181.8→61845.1	+4.07	timeout
06-09 19:45	ETH	Sell	1680.13→1651.87	+3.20	timeout
06-08 23:46	BTC	Sell	63584.8→63058.2	+1.48	timeout
06-08 23:27	ETH	Sell	1689.43→1695.47	-0.92	timeout
06-08 11:36	BTC	Buy	63126.2→63744.8	+1.77	timeout
06-08 11:25	ETH	Buy	1677.07→1690.83	+1.45	timeout
06-05 06:20	BTC	Buy	63269.2→61709	-5.11	stop_loss
06-05 05:37	ETH	Buy	1755.38→1711.97	-5.12	stop_loss
06-04 01:16	ETH	Buy	1821.88→1776.73	-5.14	stop_loss
06-03 23:51	BTC	Buy	65761.3→64132.7	-5.13	stop_loss
06-03 16:21	ETH	Buy	1873.19→1826.9	-5.12	stop_loss
06-02 14:27	ETH	Buy	1978.2→1929.34	-5.12	stop_loss
06-02 14:21	BTC	Buy	69914.5→68192.5	-5.11	stop_loss
06-02 09:23	ETH	Buy	1995.8→1968.8	-2.90	timeout
06-02 07:02	BTC	Buy	71565.6→69804.6	-5.13	stop_loss
06-01 18:30	ETH	Buy	1986.6→1991	+0.24	timeout
06-01 15:24	BTC	Buy	73455.7→71163.8	-6.45	stop_loss
06-01 02:36	ETH	Buy	2012.3→2002.1	-1.20	timeout
06-01 01:16	BTC	Buy	73941.7→73571.3	-1.18	timeout
05-29 15:17	ETH	Buy	2005.4→2015.4	+0.79	timeout
05-28 03:52	BTC	Buy	75138.8→73290.7	-5.10	stop_loss
05-28 03:18	ETH	Buy	2024.3→1973.12	-5.23	stop_loss
05-26 09:30	ETH	Buy	2111.21→2097.09	-1.54	timeout
05-24 09:07	ETH	Buy	2134.61→2118.69	-1.70	timeout
05-22 11:06	ETH	Buy	2133.11→2122.69	-1.18	timeout
05-22 10:31	BTC	Buy	77694.9→77321.1	-1.16	timeout
05-21 22:41	ETH	Buy	2113.41→2130.29	+1.40	timeout
05-20 13:37	BTC	Buy	76567.8→77019.1	+0.98	timeout
05-20 13:07	ETH	Buy	2109.81→2131.99	+1.90	timeout
05-20 01:37	BTC	Buy	77012.9→76562.2	-1.38	timeout
05-20 01:07	ETH	Buy	2114.21→2108.49	-0.72	timeout
05-19 13:38	BTC	Buy	76835.8→76932.2	+0.06	timeout
05-19 13:07	ETH	Buy	2132.81→2113.69	-1.97	timeout
05-18 21:36	ETH	Buy	2118.91→2135.89	+1.39	timeout
05-18 21:36	BTC	Buy	76979.8→77050.1	-0.02	timeout
05-16 06:40	BTC	Buy	79262→78767.1	-1.42	timeout
05-16 06:11	ETH	Buy	2229.92→2221.68	-0.93	timeout
05-12 10:43	BTC	Buy	81724.1→81715.9	-0.23	timeout
05-12 10:43	ETH	Buy	2339.83→2339.37	-0.22	timeout
05-12 05:35	ETH	Buy	2329.83→2339.37	+0.66	timeout
05-12 05:35	BTC	Buy	81662.1→81715.9	-0.04	timeout
05-11 05:36	ETH	Buy	2354.44→2337.37	-1.65	timeout
05-11 05:36	BTC	Buy	81266.1→80897	-1.11	timeout

Paper (trades.jsonl)

86

closed

24%

win rate

-152.13

total pnl ($)

-88.3 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	46	28%	-87.1	-80.37
BTC	40	20%	-89.6	-71.76

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 86 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)