lending_aave_utilization_stress_capitulation_long

not live
6
closed trades
67%
win rate
+9.99
total pnl ($)
1.255
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 19:51:41 (40.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: abm__restored_c11bd8f6
n: 35  ·  wr: 48.6%  ·  total_bps: +567.1  ·  mean_bps: +16.20  ·  sharpe: +0.17  ·  max_dd_bps: -278.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 6 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-02 03:06ETHBuy2285.23→2303.17+4.32timeout
05-01 21:06ETHBuy2305.33→2284.67-6.17timeout
05-01 15:05ETHBuy2283.43→2304.87+5.32timeout
05-01 09:05ETHBuy2265.73→2282.97+4.19timeout
05-01 03:04ETHBuy2263.63→2265.27-0.10timeout
04-30 09:02ETHBuy2245.7→2256.43+2.42timeout

Paper vs Live

Paper (trades.jsonl)
6
closed
67%
win rate
+9.99
total pnl ($)
+26.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH667%+26.7+9.99

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 03:06ETHBuy+4.32At close, ETH had staged a modest intraday recovery (+0.20% on the 1h timeframe) after a weak 7-day performance (-0.68%), with BTC outperforming on a daily basis (+2.23% vs ETH's +1.58%), suggesting a mild risk-on sentiment correction rather than sustained …
05-01 21:06ETHBuy-6.17# Trade Analysis: ETH Lending/AAVE Utilization Stress Capitulation Long Ethereum was grinding sideways-to-slightly-lower during the close window (1h=-0.79%, 24h=+1.05%), with modest positive weekly momentum (+0.21% BTC 7d) but no capitulation shock to trig…
05-01 15:05ETHBuy+5.32ETH was consolidating in a narrow range with modest positive 24-hour momentum (+1.86%) but mild 1-hour weakness (-0.58%), while funding rates turned slightly negative suggesting long liquidation pressure. The trade's thesis—that Aave utilization stress woul…
05-01 09:05ETHBuy+4.19# Trade Analysis: lending_aave_utilization_stress_capitulation_long Ethereum drifted sideways near $2283 with minimal intraday momentum (0.18% 1h return) while Bitcoin showed marginally stronger strength (0.26% 1h), indicating low volatility and consolidat…
05-01 03:04ETHBuy-0.10# Trade Analysis: ETH Lending-AAVE Capitulation Long Ethereum was flat to slightly negative over the 1-hour and 24-hour periods (−0.10% 1h, +0.88% 24h) with a mild 7-day downtrend (−2.90%), while funding rates remained slightly negative (−0.001421%), indic…
04-30 09:02ETHBUY+2.42At close, ETH was flat on the hourly timeframe (-0.08%) but down 2.84% over 24h and 3.72% over 7d, with negative funding rates (-0.034%) suggesting short positioning despite the recent weakness. The thesis worked marginally (+47.76 bps gross P&L) because th…