liq_cascade_follow_short

not live
20
closed trades
25%
win rate
-33.17
total pnl ($)
1.228
weight
7d window — n=5 wr=40% pnl=+2.62  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:34:08 (23.4d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aqd
n: 8  ·  wr: 50.0%  ·  total_bps: +46.7  ·  mean_bps: +5.83  ·  sharpe: +0.06  ·  max_dd_bps: -276.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 14:33BTCSell59331→60139.1-7.26stop_loss
06-24 19:51BTCSell59745→59846-1.32timeout
06-24 16:46BTCSell61342.9→60186+8.96timeout
06-23 11:18BTCSell62426.9→62386.1-0.15timeout
06-23 09:21BTCSell62798.9→62438.1+2.40timeout
06-18 18:57BTCSell62335.9→62626.1-2.81timeout
06-15 00:51BTCBuy65523.3→65513.7-0.52timeout
06-14 00:43BTCBuy64592.2→64536.8-0.88timeout
06-08 01:18BTCBuy63420.2→63052.8-3.36timeout
06-05 19:46BTCSell59233→60040-7.26stop_loss
06-05 06:44BTCSell61234.9→62069.1-7.26stop_loss
06-04 02:26BTCSell62254.9→63107.7-7.30stop_loss
06-04 01:19BTCSell64618.8→62815.1+13.50take_profit
06-03 21:49BTCSell64988.8→65881.2-7.32stop_loss
06-03 04:26BTCSell65712.7→66607.6-7.26stop_loss
06-02 20:51BTCSell66707.7→67617.2-7.27stop_loss
06-02 17:23BTCSell68103.6→67719.4+2.37timeout
06-02 10:04BTCSell69828.5→69433.5+2.40timeout
06-02 05:07BTCSell70289.5→70626.5-2.83timeout
05-28 04:02BTCSell73850.3→72920.1+0.00stop_loss

Paper vs Live

Paper (trades.jsonl)
20
closed
25%
win rate
-33.17
total pnl ($)
-33.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2025%-34.8-33.17

Recent bounces (last 20 of 2)

timesymsidereason
06-24 17:07BTCSellstale_intent
06-24 14:06BTCSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems