liq_cascade_long_sweep_v1

50

closed trades

34%

win rate

-26.61

total pnl ($)

1.020

weight

7d window — n=21 wr=29% pnl=-19.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 23:49 (38.0d ago) · src: backtest-gate-results.jsonl

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

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=230.992

time	sym	side	entry→exit	pnl	close
06-29 14:28	BTCUSDT	Buy	59491.3→59455.7	-0.75	timeout
06-28 23:41	BTCUSDT	Buy	59044→59747.8	+5.51	timeout
06-27 23:01	BTCUSDT	Buy	60026.4→60182.7	+0.85	timeout
06-26 13:55	BTCUSDT	Buy	58787.7→59935	+9.31	take_profit
06-26 11:28	BTCUSDT	Buy	59513.1→59408.7	-1.33	timeout
06-26 10:39	BTCUSDT	Buy	59751.9→59429.6	-3.15	timeout
06-26 02:59	BTCUSDT	Buy	58688.4→58542.6	-1.69	timeout
06-25 15:49	BTCUSDT	Buy	59122.1→59242	+0.57	timeout
06-25 14:33	BTCUSDT	Buy	58939.1→60098.7	+9.39	take_profit
06-25 13:46	BTCUSDT	Buy	60288.4→59684.6	-5.46	stop_loss
06-24 18:04	BTCUSDT	Buy	59557.8→59400	-1.77	timeout
06-24 16:51	BTCUSDT	Buy	60162.4→59559.8	-5.46	stop_loss
06-24 16:51	BTCUSDT	Buy	60405.2→59704.1	-6.25	stop_loss
06-24 16:17	BTCUSDT	Buy	60737.3→60401.1	-3.21	timeout
06-24 15:41	BTCUSDT	Buy	60992.2→60587.9	-3.76	timeout
06-24 14:47	BTCUSDT	Buy	61208.6→61180.5	-0.68	timeout
06-24 13:47	BTCUSDT	Buy	61869.7→61244.2	-5.51	stop_loss
06-23 13:56	BTCUSDT	Buy	62079.4→62317.5	+1.47	timeout
06-23 09:03	BTCUSDT	Buy	62441.8→62343.9	-1.23	timeout
06-23 06:21	BTCUSDT	Buy	63177.9→62541	-5.49	stop_loss
06-22 23:13	BTCUSDT	Buy	64035.8→63939.1	-1.21	timeout
06-22 16:50	BTCUSDT	Buy	64702.5→64599.8	-1.24	timeout
06-22 03:49	BTCUSDT	Buy	64133.3→64137.3	-0.42	timeout
06-20 14:11	BTCUSDT	Buy	63299.8→63226.4	-1.03	timeout
06-19 04:05	BTCUSDT	Buy	62521.7→62598.9	+0.17	timeout
06-18 16:26	BTCUSDT	Buy	62798.1→62634.2	-1.74	timeout
06-18 15:36	BTCUSDT	Buy	63656.6→63013.9	-5.50	stop_loss
06-18 11:45	BTCUSDT	Buy	64118.1→63980.7	-1.52	timeout
06-18 04:57	BTCUSDT	Buy	63913.7→63919.3	-0.41	timeout
06-17 22:50	BTCUSDT	Buy	64002→64353.9	+2.30	timeout
06-17 19:50	BTCUSDT	Buy	64679.7→64033.2	-5.45	stop_loss
06-17 18:49	BTCUSDT	Buy	65315.1→65878.3	+3.86	timeout
06-17 11:51	BTCUSDT	Buy	64678.8→64799.6	+0.48	timeout
06-17 09:29	BTCUSDT	Buy	64959.9→64994.1	-0.19	timeout
06-17 08:39	BTCUSDT	Buy	65241.9→65026.9	-2.10	timeout
06-16 15:18	BTCUSDT	Buy	65366.9→65802.5	+2.88	timeout
06-16 03:41	BTCUSDT	Buy	65707.1→66010	+1.86	timeout
06-15 20:07	BTCUSDT	Buy	66552→66517.5	-0.71	timeout
06-14 15:17	BTCUSDT	Buy	64093.1→64033.9	-0.91	timeout
06-12 16:48	BTCUSDT	Buy	63540.7→63845.1	+1.94	timeout
06-10 22:35	BTCUSDT	Buy	61370.1→61267.1	-1.29	timeout
06-10 11:51	BTCUSDT	Buy	60902.4→61034.7	+0.64	timeout
06-10 10:09	BTCUSDT	Buy	60915.3→61198.8	+1.88	timeout
06-09 17:25	BTCUSDT	Buy	60802.5→61677.9	+6.75	timeout
06-09 16:54	BTCUSDT	Buy	60937.4→61199.7	+1.70	timeout
06-09 15:33	BTCUSDT	Buy	61234.1→61226.2	-0.51	timeout
06-09 14:44	BTCUSDT	Buy	61876.1→61254.1	-5.48	stop_loss
06-09 01:16	BTCUSDT	Buy	62649.8→62652	-0.43	timeout
06-07 13:22	BTCUSDT	Buy	61785.2→61645	-1.58	timeout
05-15 11:50	BTCUSDT	Buy	80617.2→80576.9	-0.70	timeout

Paper (trades.jsonl)

50

closed

34%

win rate

-26.61

total pnl ($)

-10.7 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTCUSDT	50	34%	-10.7	-26.61

time	sym	side	reason
06-29 13:44	BTCUSDT	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 50 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)