liquidation_cluster_propagation_volatility · strategy

closed trades

49%

win rate

+0.16

total pnl ($)

1.215

weight

7d window — n=16 wr=56% pnl=+1.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 16:42:56 (34.2d ago) · src: canon

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

n: 38 · wr: 44.7% · total_bps: -386.9 · mean_bps: -10.18 · sharpe: -0.18 · max_dd_bps: -438.8

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

Cumulative P&L (last 77 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 09:23	BTC	Buy	63977.2→64129.8	+0.19	timeout
06-21 19:11	BTC	Sell	64049.8→64167.2	-0.36	timeout
06-19 21:40	BTC	Sell	63258.8→63098.2	+0.22	timeout
06-19 12:08	BTC	Sell	62801.9→62600.1	+0.30	timeout
06-19 05:59	BTC	Sell	62968.9→62711.1	+0.41	timeout
06-18 23:56	BTC	Buy	62668.1→62961.9	+0.49	timeout
06-18 20:28	BTC	Buy	63334.2→63129.8	-0.53	timeout
06-18 16:11	BTC	Sell	63973.8→62676.1	+2.50	timeout
06-18 12:46	BTC	Sell	64399.8→64267.2	+0.15	timeout
06-18 05:01	BTC	Buy	64503.2→63792.8	-1.55	timeout
06-18 01:10	BTC	Sell	64321.8→64742.2	-0.96	timeout
06-17 20:48	BTC	Sell	65505.7→64253.2	+2.37	timeout
06-17 12:22	BTC	Sell	65499.7→64689.2	+1.50	timeout
06-17 08:54	BTC	Buy	65819.3→64911.8	-1.91	timeout
06-17 05:44	BTC	Sell	65802.7→65900.3	-0.31	timeout
06-16 13:50	BTC	Buy	66743.3→66123.7	-1.33	timeout
06-15 02:44	BTC	Buy	65273.3→65597.7	+0.53	timeout
06-14 16:35	BTC	Buy	64610.2→64161.8	-1.02	timeout
06-14 10:52	BTC	Sell	64351.8→64538.2	-0.49	timeout
06-13 02:15	BTC	Sell	63588.8→63780.2	-0.51	timeout
06-12 16:51	BTC	Buy	63766.2→63906.8	+0.17	timeout
06-12 01:59	BTC	Sell	63366.8→63395.2	-0.17	timeout
06-11 12:26	BTC	Sell	62707.9→62731.1	-0.16	timeout
06-11 09:04	BTC	Buy	62622.1→62896.9	+0.45	timeout
06-11 03:46	BTC	Sell	61436.9→62366.1	-2.08	timeout
06-11 00:43	BTC	Buy	61997.1→61833.9	-0.46	timeout
06-10 21:10	BTC	Sell	62340.9→61548.1	+1.54	timeout
06-10 16:34	BTC	Buy	60995→62227.9	+2.51	timeout
06-09 23:34	BTC	Sell	61736.9→62023.1	-0.72	timeout
06-09 19:05	BTC	Sell	62198.9→61891.1	+0.53	timeout
06-09 00:18	BTC	Buy	63348.2→63070.8	-0.69	timeout
06-08 15:11	BTC	Buy	63370.2→64071.8	+1.32	timeout
06-07 22:14	BTC	Sell	62212.9→63371.8	-2.54	stop_loss
06-07 05:00	BTC	Buy	60861→61827.9	+1.95	timeout
06-06 15:49	BTC	Buy	60394→60733	+0.61	timeout
06-06 05:22	BTC	Sell	59773→60893.5	-2.55	stop_loss
06-05 18:55	BTC	Sell	61058.9→59111	+4.03	take_profit
06-05 18:52	BTC	Buy	60442→59317.4	-2.54	stop_loss
06-05 15:37	BTC	Sell	62291.9→60303	+4.03	take_profit
06-05 06:23	BTC	Sell	63300.8→61281.1	+4.03	take_profit
06-05 06:03	BTC	Buy	63178.2→62002.9	-2.53	stop_loss
06-05 01:34	BTC	Sell	63517.8→63375.2	+0.17	timeout
06-04 22:21	BTC	Buy	63280.2→63343.8	+0.02	timeout
06-04 19:20	BTC	Sell	64122.8→63954.2	+0.23	timeout
06-04 03:32	BTC	Buy	62327.1→64324.8	+4.05	take_profit
06-03 20:55	BTC	Buy	66043.3→64802.3	-2.56	stop_loss
06-03 18:23	BTC	Sell	67102.6→65806.3	+2.40	timeout
06-03 12:01	BTC	Buy	66855.3→66942.7	+0.05	timeout
06-02 22:51	BTC	Buy	67772.4→66510.4	-2.54	stop_loss
05-31 17:48	BTC	Sell	73919.3→73695.7	+0.28	timeout
05-31 11:23	BTC	Sell	73996.3→73885.7	+0.08	timeout
05-30 13:31	BTC	Buy	73525.7→73725.3	+0.23	timeout
05-29 19:22	BTC	Buy	72765.6→73265.3	+0.77	timeout
05-29 12:50	BTC	Sell	73366.3→73265.7	+0.06	timeout
05-29 06:01	BTC	Buy	73752.7→73387.3	-0.77	timeout
05-29 02:21	BTC	Sell	73681.3→73539.7	+0.14	timeout
05-28 21:49	BTC	Sell	73303.3→73825.7	-1.04	timeout
05-28 15:47	BTC	Buy	73531.7→73051.3	-0.97	timeout
05-28 12:18	BTC	Sell	73252.3→73326.7	-0.24	timeout
05-27 23:37	BTC	Buy	74875.7→74245.3	-1.21	timeout
05-27 20:17	BTC	Sell	75162.2→75319.8	-0.39	timeout
05-27 17:16	BTC	Buy	75570.8→74934.3	-1.21	timeout
05-26 15:35	BTC	Buy	77203.9→76329.2	-1.59	timeout
05-24 15:53	BTC	Buy	77160.9→76336.2	-1.51	timeout
05-24 01:22	BTC	Buy	76052.8→76819.2	+1.19	timeout
05-22 21:41	BTC	Sell	76906.2→76008.8	+1.40	timeout
05-22 17:12	BTC	Buy	77405.9→76948.2	-0.89	timeout
05-20 09:08	BTC	Buy	76760.8→77404.1	+0.97	timeout
05-19 11:07	BTC	Sell	76944.2→76988.8	-0.19	timeout
05-19 03:07	BTC	Buy	77149.9→76656.2	-0.95	timeout
05-18 15:03	BTC	Buy	77497.9→76058.1	-2.53	stop_loss
05-18 12:43	BTC	Buy	76914.8→77682.1	+1.17	timeout
05-11 09:04	BTC	Buy	80714→80790	-0.00	timeout
05-10 04:03	BTC	Buy	80761→80749	-0.14	timeout
05-09 17:04	BTC	Sell	80291→80603	-0.62	timeout
05-09 13:33	BTC	Buy	80402→80327	-0.24	timeout
05-09 10:29	BTC	Sell	80375→80210	+0.15	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+0.16

total pnl ($)

+0.2 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 ($)
BTC	77	49%	+0.2	+0.16

Recent bounces (last 20 of 1)

time	sym	side	reason
06-22 04:46	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 04:03	BTC	Buy	-0.14	BTC was trading in a narrow range with low volatility, showing a slight 0.05% hourly gain amid mixed altcoin performance. The thesis failed because the trade expired without reaching the target or stop, as the market lacked directional momentum to trigger a…
05-09 17:04	BTC	Sell	-0.62	The market was in a mild downtrend with BTC down across all timeframes and neutral funding. The thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small loss from fees or slippage.
05-09 13:33	BTC	Buy	-0.24	BTC was in a mild downtrend with low volatility and neutral funding, showing no clear directional catalyst. The trade failed because the timeout closed a small negative PnL in a sideways market that lacked the momentum needed for a profitable exit.
05-09 10:29	BTC	Sell	+0.15	BTC traded in a narrow range near $79,770 with low volatility and mixed short-term momentum. The thesis failed because the position was closed by timeout before the expected move materialized in the sideways market.

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