liquidation_cascade_fade · strategy

111

closed trades

23%

win rate

-122.43

total pnl ($)

0.637

weight

7d window — n=46 wr=28% pnl=-67.09 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 08:08:51 (18.5d ago) · src: canon

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

n: 147 · wr: 31.3% · total_bps: -2498.6 · mean_bps: -17.00 · sharpe: -0.29 · max_dd_bps: -2644.8

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 14:47	BTCUSDT	Buy	65422.2→64874.5	-4.64	timeout
06-22 13:27	BTCUSDT	Buy	64913.1→65006.7	+0.26	timeout
06-22 12:48	ETHUSDT	Buy	1766.48→1764.7	-0.96	timeout
06-22 02:28	ETHUSDT	Buy	1750.26→1741.36	-3.00	timeout
06-22 02:28	BTCUSDT	Buy	64601.1→64535.1	-0.96	timeout
06-22 00:36	BTCUSDT	Sell	63304→63807.9	-4.43	timeout
06-22 00:36	ETHUSDT	Sell	1705.09→1724.42	-6.12	stop_loss
06-21 22:10	ETHUSDT	Sell	1705.88→1714.19	-2.89	timeout
06-21 19:34	ETHUSDT	Buy	1733.96→1734	-0.44	timeout
06-21 05:41	BTCUSDT	Buy	64498→64284.1	-2.11	timeout
06-20 15:49	ETHUSDT	Buy	1735.18→1738.76	+0.58	timeout
06-20 15:48	BTCUSDT	Buy	63888.6→64139	+1.51	timeout
06-20 14:26	BTCUSDT	Sell	63283.6→63339.3	-0.89	timeout
06-20 06:13	BTCUSDT	Buy	63782.3→63612.5	-1.78	timeout
06-20 01:38	BTCUSDT	Buy	63601.6→63548.2	-0.87	timeout
06-20 01:00	BTCUSDT	Buy	63560.6→63479.4	-1.09	timeout
06-19 14:49	ETHUSDT	Buy	1704.66→1707.19	+0.29	timeout
06-19 14:49	BTCUSDT	Buy	63299.5→63278.1	-0.61	timeout
06-19 04:19	BTCUSDT	Sell	62362.2→62774.5	-3.76	timeout
06-19 04:15	ETHUSDT	Sell	1694.57→1699.71	-1.97	timeout
06-18 21:01	BTCUSDT	Buy	63144.6→63054.2	-1.16	timeout
06-18 18:27	ETHUSDT	Sell	1672.57→1687.92	-5.04	timeout
06-18 16:38	BTCUSDT	Sell	62874.8→62655.6	+1.28	timeout
06-18 15:45	ETHUSDT	Sell	1721.37→1695.8	+6.98	take_profit
06-18 15:40	BTCUSDT	Sell	63681.2→62757.1	+6.79	take_profit
06-18 11:58	BTCUSDT	Sell	64044.4→63977.8	+0.07	timeout
06-18 05:13	BTCUSDT	Sell	63967.3→63884.4	+0.20	timeout
06-17 23:06	ETHUSDT	Sell	1731.35→1741.8	-3.47	timeout
06-17 23:06	BTCUSDT	Sell	64013.9→64268.6	-2.44	timeout
06-17 20:29	ETHUSDT	Sell	1740.07→1739.07	-0.16	timeout
06-17 20:23	BTCUSDT	Sell	64752.4→64342.7	+2.71	timeout
06-17 18:43	ETHUSDT	Sell	1761.51→1780.93	-5.96	stop_loss
06-17 18:43	BTCUSDT	Sell	65092.9→65822.4	-6.05	stop_loss
06-17 17:30	ETHUSDT	Buy	1783.54→1777.74	-2.08	timeout
06-17 17:30	BTCUSDT	Buy	66234.7→65939	-2.69	timeout
06-17 16:50	BTCUSDT	Buy	65831.3→65919.9	+0.22	timeout
06-17 14:38	ETHUSDT	Buy	1767.44→1753.49	-4.40	timeout
06-17 12:09	BTCUSDT	Sell	64652.1→64841.7	-1.91	timeout
06-17 09:43	BTCUSDT	Sell	64949.8→64967.6	-0.58	timeout
06-17 08:55	BTCUSDT	Sell	65265.9→64901.9	+2.34	timeout
06-16 15:33	BTCUSDT	Sell	65321.8→65859.5	-4.56	timeout
06-16 13:11	ETHUSDT	Buy	1818.15→1796.17	-6.50	stop_loss
06-16 04:00	BTCUSDT	Sell	65650.3→66134	-4.14	timeout
06-16 03:30	ETHUSDT	Sell	1772.62→1777.24	-1.75	timeout
06-15 23:26	ETHUSDT	Sell	1790.8→1787.87	+0.36	timeout
06-15 20:23	BTCUSDT	Sell	66473.6→66585.5	-1.29	timeout
06-15 16:47	ETHUSDT	Buy	1843.67→1840.59	-1.28	timeout
06-15 16:47	BTCUSDT	Buy	67162.2→67094.2	-0.96	timeout
06-15 14:08	BTCUSDT	Buy	66668.7→66296.1	-3.24	timeout
06-15 13:20	ETHUSDT	Buy	1788.02→1815.04	+7.10	take_profit
06-15 12:30	ETHUSDT	Buy	1762.24→1765.13	+0.37	timeout
06-15 12:24	BTCUSDT	Buy	66319.1→66242.5	-1.03	timeout
06-15 11:26	ETHUSDT	Buy	1737.24→1762.8	+6.91	take_profit
06-15 00:31	BTCUSDT	Buy	65700.2→65659.8	-0.76	timeout
06-14 22:53	BTCUSDT	Buy	65421.7→65412.5	-0.52	timeout
06-14 21:50	BTCUSDT	Buy	64710.4→65648.7	+6.80	take_profit
06-14 21:50	ETHUSDT	Buy	1703.43→1728.21	+6.82	take_profit
06-14 15:32	BTCUSDT	Sell	64059.1→64019.2	-0.14	timeout
06-13 22:46	ETHUSDT	Buy	1687.15→1682.06	-1.96	timeout
06-13 22:46	SOLUSDT	Buy	69.4224→68.9078	-4.15	timeout
06-13 22:46	BTCUSDT	Buy	64480.2→64466.3	-0.56	timeout
06-13 13:59	ETHUSDT	Buy	1680.29→1677.1	-1.41	timeout
06-12 17:03	BTCUSDT	Sell	63490.6→63951.6	-4.08	timeout
06-11 20:28	ETHUSDT	Buy	1688.68→1669.58	-6.11	stop_loss
06-11 18:34	ETHUSDT	Buy	1670.01→1681.24	+2.91	timeout
06-11 18:34	BTCUSDT	Buy	63201.8→63423.2	+1.30	timeout
06-11 14:55	BTCUSDT	Buy	63150.2→62886	-2.55	timeout
06-11 12:30	BTCUSDT	Buy	63178.1→62463.9	-6.11	stop_loss
06-10 22:50	BTCUSDT	Sell	61359.1→61427.2	-1.01	timeout
06-10 22:14	ETHUSDT	Sell	1615.87→1610.31	+1.27	timeout
06-10 18:34	BTCUSDT	Sell	61819.1→61899.9	-1.10	timeout
06-10 16:47	BTCUSDT	Buy	62610.4→61918.4	-5.98	stop_loss
06-10 14:40	BTCUSDT	Buy	62190.6→61890.6	-2.86	timeout
06-10 14:34	ETHUSDT	Buy	1646.79→1643.67	-1.40	timeout
06-10 13:33	ETHUSDT	Buy	1639.27→1643.88	+0.96	timeout
06-10 12:06	BTCUSDT	Sell	60837.5→61140.9	-2.95	timeout
06-10 10:24	ETHUSDT	Sell	1610.95→1622.19	-3.94	timeout
06-10 10:24	BTCUSDT	Sell	60919.7→61257.4	-3.22	timeout
06-09 19:18	BTCUSDT	Buy	61959.7→61732.8	-2.28	timeout
06-09 16:45	BTCUSDT	Sell	60759.7→61435.3	-6.01	stop_loss
06-09 16:45	ETHUSDT	Sell	1614.83→1632.85	-6.03	stop_loss
06-09 15:48	BTCUSDT	Sell	61186.4→61257.4	-1.03	timeout
06-09 15:17	BTCUSDT	Sell	61813.9→61580.4	+1.44	timeout
06-08 10:19	ETHUSDT	Buy	1666.42→1665.48	-0.73	timeout
06-08 10:19	BTCUSDT	Buy	63462.9→63212.9	-2.42	timeout
06-08 01:12	BTCUSDT	Buy	63819.8→63115.9	-5.97	stop_loss
06-07 22:15	ETHUSDT	Buy	1695.62→1720.35	+6.84	take_profit
06-07 22:15	BTCUSDT	Buy	63215.4→64175.9	+7.15	take_profit
06-07 22:15	SOLUSDT	Buy	66.8917→67.878	+6.92	take_profit
06-07 20:23	BTCUSDT	Sell	61468.6→61809.4	-3.22	timeout
06-07 20:21	ETHUSDT	Sell	1611.45→1629.49	-6.06	stop_loss
06-07 13:46	BTCUSDT	Sell	61744.5→61738.3	-0.40	timeout
06-07 09:51	BTCUSDT	Buy	62791→62553.1	-2.34	timeout
06-07 06:19	BTCUSDT	Buy	62011.3→61766.2	-2.42	timeout
06-07 05:44	BTCUSDT	Buy	61699.6→61750.1	-0.04	timeout
06-07 04:23	BTCUSDT	Buy	61655.6→61477.8	-1.89	timeout
06-07 02:31	ETHUSDT	Buy	1590.93→1582.59	-3.07	timeout
06-07 02:19	BTCUSDT	Buy	61480.2→61255.6	-2.28	timeout
05-21 09:11	DOGEUSDT	Sell	0.106018→0.106072	-0.71	timeout
05-19 10:07	ETHUSDT	Buy	2132.24→2131.17	-0.70	timeout

Paper vs Live

Paper (trades.jsonl)

111

closed

23%

win rate

-122.43

total pnl ($)

-22.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTCUSDT	63	21%	-26.4	-83.36
ETHUSDT	41	29%	-18.7	-38.32
SOLUSDT	4	25%	+6.8	+1.37
XRPUSDT	2	0%	-14.0	-1.41
DOGEUSDT	1	0%	-14.0	-0.71

Recent bounces (last 20 of 7)

time	sym	side	reason
06-22 14:02	BTCUSDT	Buy	router_blocked
06-22 12:02	ETHUSDT	Buy	router_blocked
06-22 01:50	ETHUSDT	Buy	stale_intent
06-22 01:50	BTCUSDT	Buy	stale_intent
06-22 00:03	ETHUSDT	Sell	stale_intent
06-22 00:03	BTCUSDT	Sell	stale_intent
06-21 21:38	ETHUSDT	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…