liq_cascade_rebound_long

not live
6
closed trades
17%
win rate
-9.25
total pnl ($)
1.160
weight
7d window — n=5 wr=20% pnl=-9.05  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-21 22:31 (36.0d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_ate
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=229.936

Cumulative P&L (last 6 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:53BTCUSDTBuy59542.1→58900.4-5.84stop_loss
06-24 18:50BTCUSDTBuy59337.4→59381.1-0.07timeout
06-24 17:48BTCUSDTBuy59622.2→59023-5.47stop_loss
06-23 09:18BTCUSDTBuy62435.9→62391.3-0.80timeout
06-23 07:23BTCUSDTBuy62564.3→63011.9+3.13timeout
05-15 12:05BTCUSDTBuy80576.9→80617.2-0.20timeout

Paper vs Live

Paper (trades.jsonl)
6
closed
17%
win rate
-9.25
total pnl ($)
-30.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT617%-30.9-9.25

Recent bounces (last 20 of 2)

timesymsidereason
06-25 13:53BTCUSDTBuybelow_min_notional_skip
06-24 17:06BTCUSDTBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems