liq_sell_cascade_fade

60

closed trades

42%

win rate

-2.78

total pnl ($)

1.221

weight

7d window — n=12 wr=50% pnl=+1.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 06:35 (37.9d ago) · src: backtest-gate-results.jsonl

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: strategies_batch_aoc

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=228.271

time	sym	side	entry→exit	pnl	close
06-26 08:14	BTC	Buy	60491→60204	-2.82	timeout
06-25 14:42	BTC	Buy	59978→59402.3	-5.25	stop_loss
06-25 14:33	BTC	Buy	58870.9→60043	+9.51	take_profit
06-25 13:33	BTC	Buy	61290.1→61034.9	-2.53	timeout
06-25 05:53	BTC	Buy	61202.1→61580.9	+2.65	timeout
06-24 21:06	BTC	Buy	60496→60726	+1.46	timeout
06-24 12:52	BTC	Buy	62926.1→62617.9	-2.90	timeout
06-22 13:25	BTC	Buy	64952.2→65041.7	+0.23	timeout
06-22 01:39	BTC	Buy	63928.2→64467.8	+3.77	timeout
06-21 05:36	BTC	Buy	64549.2→64272.8	-2.59	timeout
06-20 15:49	BTC	Buy	63872.2→64142.8	+1.66	timeout
06-20 06:14	BTC	Buy	63785.2→63615.8	-1.78	timeout
06-20 01:00	BTC	Buy	63536.2→63507.8	-0.67	timeout
06-19 14:48	BTC	Buy	63240.2→63320.8	+0.19	timeout
06-18 21:02	BTC	Buy	63086.2→63066.8	-0.60	timeout
06-17 17:30	BTC	Buy	66140.3→65946.7	-1.92	timeout
06-15 16:49	BTC	Buy	67119.4→67062.6	-0.88	timeout
06-15 12:21	BTC	Buy	66212.3→66199.7	-0.54	timeout
06-14 22:16	BTC	Buy	64431.2→65133.7	+5.00	timeout
06-13 22:41	BTC	Buy	64335.2→64473.8	+0.63	timeout
06-11 18:32	BTC	Buy	63258.2→63397.8	+0.65	timeout
06-11 12:30	BTC	Buy	63168.2→62560.6	-5.26	stop_loss
06-11 04:37	BTC	Buy	62369.1→62554.9	+1.03	timeout
06-10 14:39	BTC	Buy	62130.1→61871.9	-2.53	timeout
06-08 10:17	BTC	Buy	63472.2→63310.8	-1.72	timeout
06-08 01:10	BTC	Buy	63776.2→63153.2	-5.34	stop_loss
06-07 22:14	BTC	Buy	62474.1→63737.8	+9.66	take_profit
06-07 09:48	BTC	Buy	62807.1→62401.9	-3.68	timeout
06-07 05:42	BTC	Buy	61751.1→61775.9	-0.25	timeout
06-07 04:23	BTC	Buy	61660.1→61512.9	-1.64	timeout
06-07 02:19	BTC	Buy	61536.1→61265.9	-2.65	timeout
06-06 09:30	BTC	Buy	61365.1→61261.9	-1.29	timeout
06-06 06:24	BTC	Buy	60791→61086.9	+1.98	timeout
06-06 01:02	BTC	Buy	61232.1→61341.9	+0.45	timeout
06-05 21:50	BTC	Buy	61574.1→61769.9	+1.14	timeout
06-05 20:46	BTC	Buy	60203→61237.9	+8.15	timeout
06-05 17:14	BTC	Buy	60909→61038.9	+0.61	timeout
06-05 10:14	BTC	Buy	63002.1→62720.9	-2.68	timeout
06-05 07:41	BTC	Buy	61595.1→62820.9	+9.50	take_profit
06-05 05:43	BTC	Buy	63472.2→62859.4	-5.28	stop_loss
06-05 04:19	BTC	Buy	62714.1→62703.9	-0.53	timeout
06-04 19:28	BTC	Buy	63596.2→64041.8	+3.05	timeout
06-04 15:02	BTC	Buy	64203.2→63865.8	-3.08	timeout
06-04 13:24	BTC	Buy	63331.2→63225.8	-1.28	timeout
06-04 03:33	BTC	Buy	63347.2→64419.8	+8.01	timeout
06-03 10:51	BTC	Buy	67212.4→67157.6	-0.86	timeout
06-03 07:38	BTC	Buy	67426.4→67229.6	-1.91	timeout
06-03 06:05	BTC	Buy	66920.3→67197.6	+1.62	timeout
06-03 01:18	BTC	Buy	67073.4→66855.7	-2.07	timeout
06-02 21:35	BTC	Buy	67203.4→67872.6	+4.53	timeout
06-02 03:27	BTC	Buy	70621.5→70946.5	+1.85	timeout
05-29 16:33	BTC	Buy	73996.3→73874.7	-1.27	timeout
05-28 18:49	BTC	Buy	73623.3→73602.7	-0.60	timeout
05-28 14:44	BTC	Buy	73466.3→72840	-4.71	stop_loss
05-26 17:30	BTC	Buy	76645.2→76000.8	-4.66	stop_loss
05-26 14:39	BTC	Buy	77633.1→76975.3	-4.69	stop_loss
05-26 11:27	BTC	Buy	77153.1→77240.9	+0.12	timeout
05-25 15:46	BTC	Buy	77545.9→77601.1	-0.10	timeout
05-25 14:37	BTC	Buy	77301.9→77541.1	+1.09	timeout
05-25 13:14	BTC	Buy	77331.9→77284.1	-0.76	timeout

Paper (trades.jsonl)

60

closed

42%

win rate

-2.78

total pnl ($)

-0.9 bps

avg bps net

Live (dry_run=0)

4

closed

25%

win rate

-4.93

total pnl ($)

-29.6 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	60	42%	-0.9	-2.78

time	sym	side	reason
06-25 14:49	BTC	Buy	below_min_notional_skip
06-25 12:39	BTC	Buy	below_min_notional_skip
06-25 04:55	BTC	Buy	below_min_notional_skip
06-24 20:18	BTC	Buy	below_min_notional_skip
06-24 12:10	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 60 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 5)

Postmortem feed (last 10)