lending_liquidation_cluster_pressure

not live
49
closed trades
43%
win rate
-0.34
total pnl ($)
1.151
weight
7d window — n=8 wr=25% pnl=-10.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 16:48:21 (39.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agk
n: 97  ·  wr: 36.1%  ·  total_bps: -2087.7  ·  mean_bps: -21.52  ·  sharpe: -0.25  ·  max_dd_bps: -2531.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 07:23BTCSell60112→60530-1.96timeout
06-25 07:24BTCSell60971→61807.1-3.66timeout
06-24 07:20BTCSell62533.9→62688.1-0.83timeout
06-23 07:29BTCSell64027.8→62978.1+3.88timeout
06-22 01:26BTCSell63394.8→64585.5-4.92stop_loss
06-21 07:30BTCSell64254.8→64141.2+0.22timeout
06-21 00:30BTCSell63956.8→64240.2-1.33timeout
06-20 07:28BTCSell63268.8→63725.2-2.03timeout
06-19 07:28BTCSell62813.9→62747.1+0.03timeout
06-18 07:28BTCSell64455.8→64283.2+0.43timeout
06-18 00:36BTCSell65977.7→64553.2+5.19timeout
06-17 07:28BTCSell65697.7→65525.3+0.44timeout
06-16 07:27BTCSell66178.7→66332.3-0.82timeout
06-15 07:33BTCSell65539.7→65766.3-1.09timeout
06-14 07:26BTCSell64441.8→64348.2+0.14timeout
06-13 07:21BTCSell63418.8→63713.2-1.38timeout
06-12 07:31BTCSell63367.8→63001.1+1.23timeout
06-11 03:55BTCSell61426.9→62573.4-4.88stop_loss
06-09 22:04BTCSell62156.9→62023.1+0.30timeout
06-08 07:30BTCSell63274.8→63199.2+0.08timeout
06-07 04:42BTCSell60685→61816-4.89stop_loss
06-05 06:21BTCSell63627.8→61596.1+7.75take_profit
06-04 01:55BTCSell64259.8→62209.1+7.75take_profit
06-03 07:41BTCSell66524.7→67156.4-2.58timeout
06-02 07:39BTCSell71522.4→70177.5+4.50timeout
05-31 07:43BTCSell73771.3→73834.7-0.41timeout
05-30 07:40BTCSell73335.3→73455.7-0.63timeout
05-29 07:32BTCSell73659.3→73571.7+0.09timeout
05-28 07:26BTCSell74237.3→73243.7+3.13timeout
05-28 00:56BTCSell75268.2→74452.7+2.48timeout
05-27 07:26BTCSell75833.2→75805.8-0.16timeout
05-26 07:35BTCSell77282.1→76618.8+1.92timeout
05-25 07:23BTCSell76844.2→77214.9-1.41timeout
05-24 07:32BTCSell76677.2→76829.8-0.71timeout
05-23 07:32BTCSell75654.2→75157.8+1.42timeout
05-22 07:30BTCSell77603.1→77494.9+0.13timeout
05-21 07:59BTCSell77524.1→77856.9-1.29timeout
05-21 00:27BTCSell77164.1→77694.9-1.93timeout
05-20 07:37BTCSell76916.2→77318.9-1.51timeout
05-19 07:38BTCSell77010.1→77146.9-0.66timeout
05-16 07:35BTCSell79069→79073-0.22timeout
05-12 06:43BTCSell81715.9→81724.1-0.25timeout
05-12 01:04BTCSell81431.9→81724.1-1.12timeout
05-11 07:35BTCSell82155.9→80720+4.16timeout
05-10 19:37BTCSell80794→81385.1-2.04timeout
05-10 13:36BTCSell80723→80976-1.00timeout
05-10 07:36BTCSell80630→80739-0.56timeout
05-10 01:33BTCSell80789→80592+0.38timeout
05-09 19:34BTCSell80289→80764-1.71timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
43%
win rate
-0.34
total pnl ($)
-0.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4943%-0.5-0.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 07:36BTCSell-0.56The market was in a neutral to slightly bearish regime with negative funding and moderate open interest, but lacked a clear directional catalyst. The thesis failed because the trade was closed due to a timeout, indicating the anticipated move did not materi…
05-10 01:33BTCSell+0.38BTC traded in a narrow range with mild positive momentum across timeframes. The thesis failed because the trade was closed by timeout before the expected move materialized in the low-volatility regime.
05-09 19:34BTCSell-1.71BTC was trading in a narrow, low-volatility range with mixed short-term momentum and neutral funding. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected directional move did not materialize w…