liq_cascade_fade_btc_5m · strategy

197

closed trades

38%

win rate

-204.44

total pnl ($)

1.042

weight

7d window — n=40 wr=38% pnl=-32.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 12:48 (35.7d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_awj

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=231.53

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 17:42	BTC	Buy	60776→60584	-2.03	timeout
06-27 16:14	BTC	Buy	60667→60730	+0.07	timeout
06-27 06:08	BTC	Buy	60398→60155	-2.46	timeout
06-27 04:23	BTC	Buy	60248→60375	+0.60	timeout
06-26 21:10	BTC	Buy	60016→59715	-2.96	timeout
06-26 15:35	BTC	Buy	58996.9→60154	+9.35	timeout
06-26 14:21	BTC	Buy	59518→59987	+3.49	timeout
06-26 09:30	BTC	Buy	60576→60082	-4.53	timeout
06-26 08:23	BTC	Buy	59982→60271	+1.96	timeout
06-26 06:19	BTC	Buy	60042→59773	-2.69	timeout
06-26 05:14	BTC	Buy	58863.9→59933	+8.63	timeout
06-25 23:34	BTC	Buy	59819→60103	+1.92	timeout
06-25 22:05	BTC	Buy	59700→60096	+2.86	timeout
06-25 19:38	BTC	Buy	59670→59296	-3.58	timeout
06-25 16:52	BTC	Buy	59700→59228	-4.40	timeout
06-25 16:10	BTC	Buy	59440→59901	+3.43	timeout
06-25 13:42	BTC	Buy	61455.1→60188.9	-10.75	stop_loss
06-25 08:56	BTC	Buy	61789.1→61705.9	-1.13	timeout
06-25 06:50	BTC	Buy	61064.1→61745.9	+5.14	timeout
06-25 02:08	BTC	Buy	61042.1→60841	-2.10	timeout
06-24 23:40	BTC	Buy	61062.1→60934	-1.51	timeout
06-24 22:01	BTC	Buy	60001→61214.9	+9.68	timeout
06-24 19:29	BTC	Buy	59697→59795	+0.39	timeout
06-24 15:30	BTC	Buy	62000.1→60720.6	-10.76	stop_loss
06-24 13:44	BTC	Buy	62709.1→61417.2	-10.75	stop_loss
06-24 07:40	BTC	Buy	62917.1→62616.9	-2.84	timeout
06-24 02:40	BTC	Buy	62990.1→62630.9	-3.31	timeout
06-23 21:31	BTC	Buy	62404.1→62531.9	+0.58	timeout
06-23 18:10	BTC	Buy	62692.1→62289.9	-3.66	timeout
06-23 15:33	BTC	Buy	62333.1→62374.9	-0.11	timeout
06-23 13:24	BTC	Buy	62531.1→62072.9	-4.10	timeout
06-23 10:35	BTC	Buy	62286.1→62264.9	-0.60	timeout
06-23 03:02	BTC	Buy	64218.2→64080.8	-1.52	timeout
06-22 14:38	BTC	Buy	65013.3→64896.8	-1.35	timeout
06-22 13:27	BTC	Buy	64407.2→65004.7	+4.18	timeout
06-22 09:33	BTC	Buy	64280.2→64108.8	-1.79	timeout
06-22 03:20	BTC	Buy	64045.2→64271.8	+1.31	timeout
06-21 12:52	BTC	Buy	64385.2→64025.8	-3.24	timeout
06-21 06:31	BTC	Buy	64505.2→64222.8	-2.64	timeout
06-21 05:28	BTC	Buy	64397.2→64261.8	-1.50	timeout
06-21 00:25	BTC	Buy	64159.2→64225.8	+0.07	timeout
06-20 16:48	BTC	Buy	63866.2→63963.8	+0.31	timeout
06-20 07:09	BTC	Buy	63678.2→63617.8	-0.92	timeout
06-20 02:00	BTC	Buy	63547.2→63521.8	-0.65	timeout
06-19 22:58	BTC	Buy	63228.2→63304.8	+0.15	timeout
06-19 14:51	BTC	Buy	62701.1→63264.8	+4.05	timeout
06-19 09:30	BTC	Buy	62724.1→62348.9	-3.43	timeout
06-18 21:43	BTC	Buy	62911.1→62882.9	-0.67	timeout
06-18 20:21	BTC	Buy	62875.1→63111.8	+1.44	timeout
06-18 15:40	BTC	Buy	63926.2→62604.6	-10.77	stop_loss
06-18 14:30	BTC	Buy	64206.2→63743.8	-4.05	timeout
06-18 09:36	BTC	Buy	64348.2→64239.8	-1.30	timeout
06-18 03:10	BTC	Buy	64745.2→64503.8	-2.32	timeout
06-18 01:15	BTC	Buy	64296.2→64704.8	+2.72	timeout
06-17 19:29	BTC	Buy	65640.3→64247.6	-11.06	stop_loss
06-17 18:05	BTC	Buy	66291.3→64925.3	-10.76	stop_loss
06-17 16:17	BTC	Buy	65316.3→65983.7	+4.65	timeout
06-17 14:50	BTC	Buy	64978.2→65147.7	+0.85	timeout
06-17 04:24	BTC	Buy	66063.3→65826.7	-2.24	timeout
06-16 20:05	BTC	Buy	66080.3→65601.7	-4.08	timeout
06-16 17:37	BTC	Buy	65902.3→65766.7	-1.48	timeout
06-16 14:32	BTC	Buy	66723.3→65327.1	-10.92	stop_loss
06-16 10:39	BTC	Buy	66498.3→66592.7	+0.25	timeout
06-15 17:41	BTC	Buy	66831.3→66805.7	-0.65	timeout
06-15 14:41	BTC	Buy	66380.3→66481.7	+0.31	timeout
06-15 12:57	BTC	Buy	65869.3→66541.7	+4.66	timeout
06-15 05:50	BTC	Buy	65918.3→65746.7	-1.75	timeout
06-15 01:31	BTC	Buy	65705.3→65384.7	-2.89	timeout
06-14 23:41	BTC	Buy	65238.3→65606.7	+2.37	timeout
06-14 22:38	BTC	Buy	64044.2→65365.7	+9.86	timeout
06-14 12:27	BTC	Buy	64580.2→64467.8	-1.32	timeout
06-13 23:46	BTC	Buy	64479.2→64414.8	-0.95	timeout
06-13 17:11	BTC	Buy	64263.2→63928.8	-3.05	timeout
06-13 14:59	BTC	Buy	64117.2→64202.8	+0.21	timeout
06-13 09:47	BTC	Buy	63862.2→63778.8	-1.11	timeout
06-12 19:09	BTC	Buy	64012.2→63720.8	-2.73	timeout
06-12 16:52	BTC	Buy	63845.2→63910.8	+0.06	timeout
06-12 13:54	BTC	Buy	63806.2→63116.8	-5.86	timeout
06-12 11:38	BTC	Buy	63843.2→63669.8	-1.81	timeout
06-12 10:08	BTC	Buy	63258.2→63709.8	+3.11	timeout
06-11 23:14	BTC	Buy	63558.2→63376.8	-1.89	timeout
06-11 21:33	BTC	Buy	63852.2→63489.8	-3.30	timeout
06-11 19:29	BTC	Buy	62716.1→63605.8	+6.63	timeout
06-11 15:48	BTC	Buy	63028.2→62598.9	-3.86	timeout
06-11 14:45	BTC	Buy	62906.1→62855.9	-0.86	timeout
06-11 12:53	BTC	Buy	62997.1→62916.9	-1.10	timeout
06-11 08:21	BTC	Buy	62915.1→62784.9	-1.50	timeout
06-11 05:37	BTC	Buy	62347.1→62641.9	+1.90	timeout
06-11 03:44	BTC	Buy	62240.1→62343.9	+0.37	timeout
06-11 02:20	BTC	Buy	61926.1→62200.9	+1.76	timeout
06-11 00:45	BTC	Buy	61443.1→61823.9	+2.65	timeout
06-10 20:07	BTC	Buy	62003.1→61757.9	-2.43	timeout
06-10 17:05	BTC	Buy	62082.1→62298.9	+1.29	timeout
06-10 15:34	BTC	Buy	61700.1→62271.9	+4.18	timeout
06-10 14:32	BTC	Buy	61636.1→61899.9	+1.69	timeout
06-10 11:31	BTC	Buy	61206.1→60898	-2.96	timeout
06-09 21:31	BTC	Buy	61936.1→62016.9	+0.21	timeout
06-09 20:19	BTC	Buy	61911.1→62016.9	+0.41	timeout
06-09 18:36	BTC	Buy	61255.1→61750.9	+3.59	timeout
06-09 07:36	BTC	Buy	63496.2→63071.8	-3.80	timeout

Paper vs Live

Paper (trades.jsonl)

197

closed

38%

win rate

-204.44

total pnl ($)

-20.7 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	197	38%	-20.7	-204.44

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…