lending_aave_eth_utilization_stress_long

not live
7
closed trades
43%
win rate
-15.00
total pnl ($)
1.060
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:19:44 (18.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_recovered_007
n: 17  ·  wr: 41.2%  ·  total_bps: -427.7  ·  mean_bps: -25.16  ·  sharpe: -0.21  ·  max_dd_bps: -918.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-10 21:23ETHBuy2330.03→2332.67+0.10timeout
05-09 15:21ETHBuy2310.73→2306.27-1.45timeout
05-08 09:20ETHBuy2292.93→2289.27-1.24timeout
05-07 00:47ETHBuy2389.24→2330.4-12.69stop_loss
05-04 10:07ETHBuy2384.24→2325.6-12.73stop_loss
05-03 13:12ETHBuy2322.03→2326.37+0.49timeout
05-02 23:12ETHBuy2262.83→2321.57+12.52timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
43%
win rate
-15.00
total pnl ($)
-43.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH743%-43.0-15.00

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 15:21ETHBuy-1.45The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-08 09:20ETHBuy-1.24The market was in a mild downtrend with ETH dropping 1.34% over 24 hours and negative momentum across timeframes. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the holding …
05-07 00:47ETHBuy-12.69The market was in a short-term uptrend on the hourly chart but remained in a broader weekly downtrend with negative 24h and 7d performance. The thesis failed because the stop-loss was triggered as the broader bearish momentum outweighed the minor hourly bou…
05-02 23:12ETHBuy+12.52# Trade Analysis ETH was consolidating in a narrow range near $2313, with minimal intraday momentum (-0.41% 1h) and positive funding rates (0.004086%) signaling modest long pressure despite the lack of directional conviction. The lending stress thesis part…