liquidity_contraction_bounce_long

not live
77
closed trades
27%
win rate
-79.63
total pnl ($)
0.937
weight
7d window — n=13 wr=8% pnl=-18.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 01:15 (31.4d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_atm
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=230.051

Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 23:24BTCBuy63264.2→63273.8-0.37timeout
06-19 15:53BTCBuy63224.2→63200.8-0.63timeout
06-19 07:51BTCBuy62767.1→62632.9-1.52timeout
06-19 01:50BTCBuy63030.2→62919.9-1.32timeout
06-18 15:17BTCBuy63891.2→63278.2-5.25stop_loss
06-18 09:21BTCBuy64505.2→64416.8-1.14timeout
06-18 03:22BTCBuy64617.2→64437.8-1.84timeout
06-16 23:09BTCBuy65753.3→65763.7-0.37timeout
06-16 17:06BTCBuy65830.3→65720.7-1.29timeout
06-16 11:00BTCBuy66497.3→66502.7-0.41timeout
06-16 04:56BTCBuy66077.3→65812.7-2.45timeout
06-15 22:51BTCBuy66402.3→66232.7-1.73timeout
06-15 13:53BTCBuy66513.3→66578.7+0.04timeout
06-15 07:52BTCBuy65845.3→65701.7-1.54timeout
06-15 01:24BTCBuy65678.3→65399.7-2.57timeout
06-14 18:22BTCBuy63933.2→63668.8-2.52timeout
06-14 11:22BTCBuy64579.2→64500.8-1.06timeout
06-14 05:21BTCBuy64485.2→64328.8-1.66timeout
06-13 22:09BTCBuy64268.2→64395.8+0.54timeout
06-13 16:05BTCBuy64218.2→64029.8-1.91timeout
06-13 10:00BTCBuy63788.2→63725.8-0.94timeout
06-13 04:38BTCBuy63469.2→63567.8+0.33timeout
06-12 22:30BTCBuy63528.2→63584.8-0.01timeout
06-12 15:49BTCBuy64249.2→63629-5.28stop_loss
06-12 07:56BTCBuy62928.1→63036.8+0.41timeout
06-12 01:52BTCBuy63678.2→63410.8-2.55timeout
06-11 16:30BTCBuy62673.1→62606.9-0.98timeout
06-11 10:15BTCBuy62822.1→62885.9+0.05timeout
06-11 04:17BTCBuy62085.1→62600.9+3.70timeout
06-10 21:17BTCBuy61778.1→61660.9-1.40timeout
06-10 15:16BTCBuy61960.1→61922.9-0.75timeout
06-10 08:50BTCBuy61679.1→61213.9-4.21timeout
06-09 16:40BTCBuy61319.1→60730.6-5.25stop_loss
06-09 09:44BTCBuy62973.1→62634.9-3.14timeout
06-08 20:04BTCBuy63503.2→63338.8-1.75timeout
06-08 11:24BTCBuy63221.2→63620.8+2.71timeout
06-08 05:20BTCBuy62893.1→62584.9-2.90timeout
06-07 21:47BTCBuy61783.1→61697.9-1.14timeout
06-07 13:57BTCBuy61868.1→61764.9-1.28timeout
06-07 07:49BTCBuy62114.1→62205.9+0.29timeout
06-07 01:00BTCBuy60842→60743-1.27timeout
06-06 18:58BTCBuy60541→60639+0.36timeout
06-06 12:49BTCBuy60893→60962+0.12timeout
06-06 06:03BTCBuy60222→61121.9+7.02take_profit
06-05 23:33BTCBuy61109.1→60521.7-5.26stop_loss
06-05 17:18BTCBuy61341.1→60744.6-5.31stop_loss
06-05 12:00BTCBuy62468.1→61868-5.25stop_loss
06-05 05:31BTCBuy63055.2→63514.8+3.20timeout
06-04 22:41BTCBuy63163.2→63510.8+2.30timeout
06-04 17:06BTCBuy63741.2→63442.8-2.79timeout
06-04 10:27BTCBuy63170.2→62562.6-5.26stop_loss
06-04 06:13BTCBuy63793.2→64186.8+2.63timeout
06-03 22:18BTCBuy65535.3→65225.7-2.81timeout
06-03 15:01BTCBuy66793.3→66840.7-0.10timeout
06-03 05:31BTCBuy66340.3→66855.7+3.43timeout
06-03 03:16BTCBuy66825.3→66541.7-2.57timeout
06-02 16:51BTCBuy67182.4→67630.6+2.89timeout
06-02 08:07BTCBuy69907.5→70044.5+0.52timeout
06-02 07:03BTCBuy70398.5→69804.4-4.67stop_loss
06-02 00:19BTCBuy71427.4→71220.6-1.90timeout
05-31 23:47BTCBuy73945.3→73600.7-2.78timeout
05-31 14:38BTCBuy73850.3→73655.7-1.77timeout
05-31 06:44BTCBuy74061.3→74047.7-0.54timeout
05-31 00:43BTCBuy73771.3→73929.7+0.62timeout
05-30 12:18BTCBuy73574.3→73585.7-0.37timeout
05-29 09:45BTCBuy73768.3→73798.7-0.25timeout
05-29 03:21BTCBuy73533.3→73406.7-1.32timeout
05-28 01:50BTCBuy74475.3→74316.7-1.52timeout
05-27 18:52BTCBuy74923.3→74990.7-0.00timeout
05-27 12:50BTCBuy75752.2→75774.8-0.30timeout
05-27 06:49BTCBuy75591.2→75814.8+1.03timeout
05-27 00:50BTCBuy75875.2→75956.8+0.09timeout
05-26 17:20BTCBuy76427.2→76280.8-1.41timeout
05-26 08:50BTCBuy76634.2→76722.8+0.13timeout
05-26 02:50BTCBuy76728.2→76589.8-1.35timeout
05-25 20:49BTCBuy77364.9→77267.1-1.09timeout
05-25 12:20BTCBuy77398.9→77317.1-0.98timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
27%
win rate
-79.63
total pnl ($)
-20.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7727%-20.7-79.63

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems