kraken_usdt_persistence_btc

66

closed trades

59%

win rate

+50.69

total pnl ($)

1.344

weight

7d window — n=16 wr=56% pnl=+17.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 00:14:49 (37.4d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: ia

n: 10 · wr: 60.0% · total_bps: +333.1 · mean_bps: +33.31 · sharpe: +0.38 · max_dd_bps: -151.2

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

time	sym	side	entry→exit	pnl	close
06-23 00:27	BTC	Sell	64346.8→63883.2	+3.15	timeout
06-22 17:00	BTC	Sell	65050.7→64692.2	+2.32	timeout
06-22 09:26	BTC	Sell	64188.8→64094.2	+0.31	timeout
06-22 00:55	BTC	Sell	63800.8→63809.2	-0.51	timeout
06-21 16:53	BTC	Sell	64116.8→64149.2	-0.71	timeout
06-21 08:55	BTC	Sell	64291.8→63944.2	+2.25	timeout
06-21 00:15	BTC	Sell	63922.8→64229.2	-2.84	timeout
06-20 15:49	BTC	Sell	63725.8→64125.2	-3.58	timeout
06-20 07:10	BTC	Sell	63304.8→63624.2	-2.95	timeout
06-19 18:54	BTC	Sell	63239.8→63047.2	+1.08	timeout
06-19 07:48	BTC	Sell	62674.9→62513.1	+0.83	timeout
06-18 23:27	BTC	Sell	62761.9→62820.1	-0.92	timeout
06-18 15:40	BTC	Sell	64054.8→62637.1	+10.57	take_profit
06-18 06:31	BTC	Sell	64682.8→64017.2	+4.69	timeout
06-17 08:32	BTC	Sell	65871.7→65198.3	+4.67	timeout
06-17 00:19	BTC	Sell	65751.7→65750.3	-0.43	timeout
06-12 15:19	BTC	Sell	63738.8→64236.2	-4.34	timeout
06-12 07:01	BTC	Sell	63593.8→63039.2	+3.92	timeout
06-11 22:56	BTC	Sell	63496.8→63537.2	-0.75	timeout
06-11 14:54	BTC	Sell	63050.8→62907.1	+0.71	timeout
06-11 06:21	BTC	Sell	62071.9→62919.6	-7.26	stop_loss
06-10 22:47	BTC	Sell	61718.9→61427.1	+1.91	timeout
06-05 03:06	BTC	Sell	63759.8→62352.1	+10.58	take_profit
06-04 20:11	BTC	Sell	63770.8→63408.2	+2.39	timeout
06-04 11:26	BTC	Sell	63531.8→62532.1	+7.40	timeout
06-04 00:25	BTC	Sell	65284.7→63854.2	+10.50	take_profit
06-03 20:25	BTC	Sell	65634.7→65478.3	+0.75	timeout
06-03 05:11	BTC	Sell	66298.7→67203.9	-7.28	stop_loss
06-02 22:01	BTC	Sell	67513.6→67348.4	+0.78	timeout
06-02 11:09	BTC	Sell	69970.5→69576.5	+2.39	timeout
06-02 07:14	BTC	Sell	70884.5→70035.5	+5.56	timeout
06-01 00:02	BTC	Sell	73609.3→73714.7	-1.17	timeout
05-31 12:20	BTC	Sell	73925.3→73928.7	-0.45	timeout
05-31 03:44	BTC	Sell	73771.3→74144.7	-2.97	timeout
05-30 13:41	BTC	Sell	73522.3→73732.7	-1.87	timeout
05-30 00:04	BTC	Sell	73495.3→73414.7	+0.11	timeout
05-29 12:39	BTC	Sell	73768.3→73220.7	+3.26	timeout
05-29 04:55	BTC	Sell	73661.3→73394.7	+1.38	timeout
05-29 04:55	BTC	Sell	73661.3→73225.7	+2.53	timeout
05-28 20:48	BTC	Sell	73332.3→73663.7	-2.68	timeout
05-28 12:21	BTC	Sell	73280.3→73298.7	-0.56	timeout
05-28 04:02	BTC	Sell	74406.3→72774.6	+10.52	take_profit
05-27 20:14	BTC	Sell	75258.2→75283.8	-0.61	timeout
05-27 12:14	BTC	Sell	75860.2→75578.8	+1.39	timeout
05-27 04:13	BTC	Sell	75936.2→75621.8	+1.61	timeout
05-26 20:13	BTC	Sell	76255.2→76084.8	+0.68	timeout
05-26 12:12	BTC	Sell	76751.2→76952.8	-1.76	timeout
05-26 04:10	BTC	Sell	77165.1→76580.8	+3.34	timeout
05-25 16:30	BTC	Sell	77359.1→77530.9	-1.54	timeout
05-25 08:29	BTC	Sell	77115.1→77269.9	-1.43	timeout
05-25 00:29	BTC	Sell	76619.2→77135.9	-3.81	timeout
05-24 16:29	BTC	Sell	77031.1→76551.8	+2.65	timeout
05-24 08:28	BTC	Sell	76732.2→76802.8	-0.89	timeout
05-23 20:55	BTC	Sell	75996.2→77029.3	-7.25	stop_loss
05-23 14:56	BTC	Sell	74690.3→75705.6	-7.25	stop_loss
05-23 08:27	BTC	Sell	75534.2→74580.7	+5.85	timeout
05-23 00:27	BTC	Sell	75909.2→75447.8	+2.60	timeout
05-22 16:26	BTC	Sell	77401.1→76862.8	+3.05	timeout
05-22 08:26	BTC	Sell	77750.1→77462.9	+1.42	timeout
05-22 00:26	BTC	Sell	77679.1→77486.9	+0.79	timeout
05-21 14:27	BTC	Sell	77240.1→76949.8	+1.44	timeout
05-21 06:28	BTC	Sell	78061.1→77761.9	+1.48	timeout
05-20 22:27	BTC	Sell	77461.1→77383.9	+0.06	timeout
05-20 13:30	BTC	Sell	77469.1→77271.9	+0.84	timeout
05-20 05:30	BTC	Sell	76568.2→77130.9	-4.10	timeout
05-19 21:29	BTC	Sell	76858.2→76977.8	-1.20	timeout

Paper (trades.jsonl)

66

closed

59%

win rate

+50.69

total pnl ($)

+15.2 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 ($)
BTC	66	59%	+15.2	+50.69

time	sym	side	reason
06-23 06:02	BTC	Sell	stale_intent
06-22 20:45	BTC	Sell	stale_intent
06-22 13:21	BTC	Sell	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 66 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 3)

Postmortem feed (last 10)