liquidity_cascade_continuation_short

53

closed trades

30%

win rate

-34.40

total pnl ($)

1.307

weight

7d window — n=9 wr=56% pnl=+13.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 12:14:08 (24.3d ago) · src: canon

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

n: 26 · wr: 38.5% · total_bps: -96.6 · mean_bps: -3.71 · sharpe: -0.07 · max_dd_bps: -389.0

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

time	sym	side	entry→exit	pnl	close
06-26 11:42	BTC	Sell	59499→59427	+0.16	timeout
06-26 03:13	BTC	Sell	58680.1→58856.9	-1.96	timeout
06-25 13:48	BTC	Sell	60191→59294	+7.00	take_profit
06-24 18:21	BTC	Sell	59418→59855	-4.13	timeout
06-24 14:19	BTC	Sell	61814.9→60881	+7.10	take_profit
06-23 06:27	BTC	Sell	63394.8→62650.1	+5.42	timeout
06-22 23:29	BTC	Sell	64010.8→64031.2	-0.61	timeout
06-22 04:05	BTC	Sell	64113.8→63959.2	+0.76	timeout
06-21 22:13	BTC	Sell	63605.8→63576.2	-0.22	timeout
06-20 14:25	BTC	Sell	63302.8→63319.2	-0.58	timeout
06-19 04:15	BTC	Sell	62535.9→62840.1	-2.88	timeout
06-18 15:40	BTC	Sell	63631.8→62678.1	+7.04	take_profit
06-18 05:12	BTC	Sell	63884.8→63916.2	-0.69	timeout
06-17 23:05	BTC	Sell	63996.8→64328.2	-3.04	timeout
06-17 19:00	BTC	Sell	65641.7→65558.3	+0.19	timeout
06-17 08:54	BTC	Sell	65271.7→64898.2	+2.41	timeout
06-16 15:33	BTC	Sell	65358.7→65846.3	-4.18	timeout
06-16 03:31	BTC	Sell	65757.7→65959.3	-1.98	timeout
06-15 20:21	BTC	Sell	66430.7→66521.3	-1.13	timeout
06-14 15:37	BTC	Sell	63948.8→64041.2	-1.17	timeout
06-12 17:02	BTC	Sell	63541.8→63933.2	-3.53	timeout
06-11 13:26	BTC	Sell	62742.9→62810.1	-0.98	timeout
06-10 22:11	BTC	Sell	61538.9→61291.1	+1.56	timeout
06-10 10:24	BTC	Sell	60929→61249.1	-3.08	timeout
06-09 15:16	BTC	Sell	61889.9→61614.1	+1.78	timeout
06-07 20:21	BTC	Sell	61344.9→61624.1	-2.73	timeout
06-07 13:14	BTC	Sell	62053.9→61707.1	+2.35	timeout
06-06 11:17	BTC	Sell	60211→60794.4	-5.30	stop_loss
06-06 04:34	BTC	Sell	60409→59507	+7.02	take_profit
06-05 16:13	BTC	Sell	60200→60791.4	-5.36	stop_loss
06-05 12:19	BTC	Sell	61761.9→62356.3	-5.26	stop_loss
06-05 07:15	BTC	Sell	61989.9→61569.1	+2.94	timeout
06-05 03:30	BTC	Sell	62596.9→62641.1	-0.81	timeout
06-04 16:21	BTC	Sell	63918.8→63682.2	+1.41	timeout
06-04 08:04	BTC	Sell	63861.8→63847.2	-0.33	timeout
06-03 21:32	BTC	Sell	64985.8→65613.1	-5.28	stop_loss
06-03 17:21	BTC	Sell	65861.7→65873.3	-0.53	timeout
06-03 04:35	BTC	Sell	66041.7→66433.3	-3.41	timeout
06-02 23:04	BTC	Sell	67186.6→66182.3	+7.02	take_profit
06-02 16:15	BTC	Sell	67351.6→68002.4	-5.28	stop_loss
06-02 10:07	BTC	Sell	69581.5→69519.5	+0.00	timeout
06-02 07:59	BTC	Sell	70070.5→70092.5	-0.60	timeout
06-02 03:05	BTC	Sell	70481.5→71002.5	-4.14	timeout
05-31 15:22	BTC	Sell	73606.3→73699.7	-1.08	timeout
05-29 15:23	BTC	Sell	72711.4→73567.7	-6.34	timeout
05-28 15:07	BTC	Sell	72612.4→73153.7	-4.17	timeout
05-28 03:43	BTC	Sell	74007.3→73384.3	+0.00	stop_loss
05-27 22:57	BTC	Sell	74330.3→74475.7	-1.43	timeout
05-27 18:57	BTC	Sell	74793.3→74977.7	-1.68	timeout
05-27 14:38	BTC	Sell	74957.3→75083.8	-1.30	timeout
05-27 05:18	BTC	Sell	75471.2→75586.8	-1.22	timeout
05-26 16:30	BTC	Sell	76556.2→76550.8	-0.42	timeout
05-26 01:53	BTC	Sell	76543.2→76739.8	-1.74	timeout

Paper (trades.jsonl)

53

closed

30%

win rate

-34.40

total pnl ($)

-13.2 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 ($)
BTC	53	30%	-13.2	-34.40

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 53 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)