liq_cascade_one_sided_fade_short

71

closed trades

44%

win rate

-16.85

total pnl ($)

1.196

weight

7d window — n=13 wr=54% pnl=-4.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:41:57 (24.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_asp

n: 52 · wr: 40.4% · total_bps: -1132.9 · mean_bps: -21.79 · sharpe: -0.33 · max_dd_bps: -1182.4

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-26 17:52	BTC	Sell	60169→59964	+1.26	timeout
06-26 13:53	BTC	Sell	58739.1→59664.8	-8.33	stop_loss
06-26 11:54	BTC	Sell	59617→59275	+2.42	timeout
06-26 03:45	BTC	Sell	58616.1→59531.7	-8.27	stop_loss
06-25 17:05	BTC	Sell	59381→59145	+1.53	timeout
06-25 14:33	BTC	Sell	59331→60270.1	-8.37	stop_loss
06-25 02:58	BTC	Sell	60765→60720	-0.08	timeout
06-24 18:48	BTC	Sell	60032→59514	+3.85	timeout
06-24 15:51	BTC	Sell	61601.9→60455	+8.85	timeout
06-23 10:18	BTC	Sell	62426.9→62389.1	-0.16	timeout
06-23 07:27	BTC	Sell	63424.8→62973.1	+3.11	timeout
06-22 21:49	BTC	Sell	64343.8→64215.2	+0.55	timeout
06-21 23:14	BTC	Sell	63568.8→63663.2	-1.19	timeout
06-20 20:10	BTC	Sell	63846.8→63928.2	-1.09	timeout
06-20 15:19	BTC	Sell	63302.8→64293.3	-8.27	stop_loss
06-20 09:27	BTC	Sell	63730.8→63517.2	+1.23	timeout
06-19 06:34	BTC	Sell	62518.9→62803.1	-2.73	timeout
06-18 17:54	BTC	Sell	62482.9→62626.1	-1.62	timeout
06-18 15:38	BTC	Sell	64026.8→62909.1	+8.28	timeout
06-18 12:23	BTC	Sell	63888.8→64102.2	-2.11	timeout
06-18 06:51	BTC	Sell	63804.8→64072.2	-2.54	timeout
06-18 02:32	BTC	Sell	64639.8→64697.2	-0.89	timeout
06-17 10:31	BTC	Sell	65135.7→64929.2	+1.14	timeout
06-16 14:56	BTC	Sell	66382.7→65668.3	+4.94	timeout
06-15 23:32	BTC	Sell	66406.7→66169.3	+1.34	timeout
06-15 19:46	BTC	Sell	66827.7→66630.3	+1.03	timeout
06-14 20:19	BTC	Sell	63669.8→63826.2	-1.67	timeout
06-14 16:32	BTC	Sell	64062.8→64125.2	-0.93	timeout
06-12 15:11	BTC	Sell	63306.8→64295.3	-8.25	stop_loss
06-11 22:27	BTC	Sell	63380.8→63528.2	-1.60	timeout
06-10 23:56	BTC	Sell	61255.9→61514.1	-2.56	timeout
06-10 21:22	BTC	Sell	61714.9→61585.1	+0.60	timeout
06-10 17:06	BTC	Sell	61977.9→62217.1	-2.37	timeout
06-09 17:17	BTC	Sell	60812→61762	-8.26	stop_loss
06-09 16:17	BTC	Sell	61861.9→60925	+7.13	timeout
06-09 04:19	BTC	Sell	62589.9→62841.1	-2.46	timeout
06-07 21:49	BTC	Sell	61398.9→61691.1	-2.83	timeout
06-07 14:13	BTC	Sell	62100.9→61817.1	+1.84	timeout
06-06 12:01	BTC	Sell	60769→60847	-1.10	timeout
06-06 06:03	BTC	Sell	60240→61183.6	-8.28	stop_loss
06-06 00:06	BTC	Sell	61248.9→61241.1	-0.39	timeout
06-05 19:46	BTC	Sell	59218→60143.1	-8.26	stop_loss
06-05 18:53	BTC	Sell	60739→59226	+12.01	take_profit
06-05 16:58	BTC	Sell	60776→61437.1	-5.88	timeout
06-05 14:26	BTC	Sell	61899.9→60358	+12.00	take_profit
06-05 06:21	BTC	Sell	63187.8→61603.1	+12.09	take_profit
06-05 04:43	BTC	Sell	62554.9→62977.1	-3.83	timeout
06-05 00:07	BTC	Sell	63186.8→63732.2	-4.77	timeout
06-04 16:20	BTC	Sell	64122.8→63685.2	+2.97	timeout
06-04 02:01	BTC	Sell	63566.8→61983.1	+12.01	take_profit
06-03 21:54	BTC	Sell	65375.7→65678.3	-2.76	timeout
06-03 12:50	BTC	Sell	67185.6→67010.4	+0.85	timeout
06-03 00:04	BTC	Sell	67331.6→66717.3	+4.11	timeout
06-02 16:26	BTC	Sell	67876.6→67796.4	+0.14	timeout
06-02 03:34	BTC	Sell	70929.5→70956.5	-0.63	timeout
06-01 15:45	BTC	Sell	71695.4→71273.6	+2.50	timeout
06-01 03:03	BTC	Sell	73741.3→73840.7	-1.12	timeout
05-31 16:17	BTC	Sell	73669.3→73598.7	+0.03	timeout
05-29 16:23	BTC	Sell	72702.4→73688.7	-7.23	timeout
05-29 08:46	BTC	Sell	73667.3→73748.7	-1.00	timeout
05-29 04:56	BTC	Sell	73226.3→73394.7	-1.59	timeout
05-29 04:56	BTC	Sell	73226.3→73225.7	-0.44	timeout
05-28 15:44	BTC	Sell	72809.4→72937.6	-1.32	timeout
05-28 06:00	BTC	Sell	73183.3→72939.6	+1.22	timeout
05-28 04:02	BTC	Sell	74056.3→72989.1	+0.00	stop_loss
05-28 03:28	BTC	Sell	74190.3→73810.7	+2.11	timeout
05-27 23:44	BTC	Sell	74591.3→74354.7	+1.14	timeout
05-27 04:11	BTC	Sell	75731.2→75657.8	+0.03	timeout
05-26 19:20	BTC	Sell	76163.2→75871.8	+1.47	timeout
05-26 14:19	BTC	Sell	76993.2→77506.9	-3.78	timeout
05-25 14:24	BTC	Sell	77311.1→77505.9	-1.70	timeout

Paper (trades.jsonl)

71

closed

44%

win rate

-16.85

total pnl ($)

-4.9 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 ($)
BTC	71	44%	-4.9	-16.85

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 71 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)