liq_cascade_short_sweep_v1

42

closed trades

38%

win rate

-29.69

total pnl ($)

1.123

weight

7d window — n=9 wr=44% pnl=-16.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 23:49 (35.8d 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
06-27 15:58	BTCUSDT	Sell	60800.3→60800	-0.45	timeout
06-25 14:33	BTCUSDT	Sell	59461.3→60099.8	-5.82	stop_loss
06-25 13:15	BTCUSDT	Sell	61479.6→61267.4	+1.27	timeout
06-25 05:07	BTCUSDT	Sell	61055.3→61674.2	-5.52	stop_loss
06-24 20:06	BTCUSDT	Sell	60131.7→60748.5	-5.58	stop_loss
06-24 12:35	BTCUSDT	Sell	63004→62811.4	+1.08	timeout
06-22 12:50	BTCUSDT	Sell	64715.1→65165.3	-3.92	timeout
06-22 02:11	BTCUSDT	Sell	64717.8→64536	+0.96	timeout
06-21 05:25	BTCUSDT	Sell	64472.3→64270.1	+1.12	timeout
06-20 16:06	BTCUSDT	Sell	64136.6→64006.4	+0.57	timeout
06-20 15:34	BTCUSDT	Sell	63870.6→64176.2	-2.84	timeout
06-20 05:55	BTCUSDT	Sell	63788.5→63666	+0.51	timeout
06-20 01:23	BTCUSDT	Sell	63547.6→63448.4	+0.33	timeout
06-20 00:45	BTCUSDT	Sell	63539.1→63564.5	-0.65	timeout
06-19 14:33	BTCUSDT	Sell	63155.4→63205.1	-0.85	timeout
06-18 20:46	BTCUSDT	Sell	63113.1→63095.5	-0.32	timeout
06-17 17:15	BTCUSDT	Sell	66201.6→65831.4	+2.35	timeout
06-17 16:35	BTCUSDT	Sell	65798.4→66012	-2.07	timeout
06-15 16:32	BTCUSDT	Sell	67128.7→67228.5	-1.19	timeout
06-15 13:53	BTCUSDT	Sell	66635.4→66551.3	+0.18	timeout
06-15 12:15	BTCUSDT	Sell	66206.8→66260.7	-0.86	timeout
06-15 00:16	BTCUSDT	Sell	65667.3→65738.5	-0.99	timeout
06-14 22:38	BTCUSDT	Sell	65389→65398.9	-0.52	timeout
06-14 21:40	BTCUSDT	Sell	64678.1→65325.8	-5.46	stop_loss
06-13 22:31	BTCUSDT	Sell	64447.9→64501.2	-0.86	timeout
06-11 18:02	BTCUSDT	Sell	63158.8→63795.8	-5.49	stop_loss
06-11 14:40	BTCUSDT	Sell	63104.6→62873.6	+1.38	timeout
06-11 12:18	BTCUSDT	Sell	63173.7→63156.3	-0.31	timeout
06-11 03:56	BTCUSDT	Sell	62342.1→63010.1	-5.81	stop_loss
06-10 16:43	BTCUSDT	Sell	62605.9→62276.3	+2.18	timeout
06-10 14:25	BTCUSDT	Sell	62128.6→62138.6	-0.53	timeout
06-09 19:04	BTCUSDT	Sell	61895.2→61824.2	+0.13	timeout
06-08 10:04	BTCUSDT	Sell	63422.2→63413	-0.38	timeout
06-08 01:25	BTCUSDT	Sell	63776.3→62878.9	+6.59	timeout
06-07 23:03	BTCUSDT	Sell	63377→62976.9	+2.71	timeout
06-07 09:36	BTCUSDT	Sell	62757.3→62498.8	+1.61	timeout
06-07 06:05	BTCUSDT	Sell	61864.5→61633.1	+1.42	timeout
06-07 05:28	BTCUSDT	Sell	61702.9→61808.5	-1.31	timeout
06-07 04:08	BTCUSDT	Sell	61627.9→61587.3	-0.12	timeout
06-07 02:05	BTCUSDT	Sell	61409.7→61458.3	-0.84	timeout
05-15 11:50	BTCUSDT	Sell	80576.9→80617.2	-0.70	timeout
05-15 11:50	BTCUSDT	Sell	80576.9→80617.2	-0.70	timeout

Paper (trades.jsonl)

42

closed

38%

win rate

-29.69

total pnl ($)

-14.2 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	42	38%	-14.2	-29.69

time	sym	side	reason
06-27 15:20	BTCUSDT	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 42 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)