listing_burst_saturation_fade

not live
10
closed trades
50%
win rate
+14.61
total pnl ($)
1.130
weight
7d window — n=4 wr=50% pnl=+4.22  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 21:58:47 (18.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_listing20
n: 175  ·  wr: 42.9%  ·  total_bps: -872.9  ·  mean_bps: -4.99  ·  sharpe: -0.06  ·  max_dd_bps: -2077.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 13:47BTCSell62500.9→63184.2-5.94timeout
06-19 07:42BTCSell62858.9→62500.1+2.39timeout
06-19 01:39BTCSell62849.9→62856.1-0.53timeout
06-18 19:53BTCSell64080.8→62954.1+8.29timeout
06-02 10:48BTCSell70926.5→69473.5+9.83timeout
06-02 03:39BTCSell71093.4→70955.5+0.56timeout
05-15 15:49BTCSell80388→79115+7.46timeout
05-12 04:43BTCSell81715.9→81724.1-0.48timeout
05-01 09:11BTCSell76664.2→77315.9-4.69timeout
05-01 03:10BTCSell76399.2→76671.8-2.29timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
50%
win rate
+14.61
total pnl ($)
+29.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1050%+29.3+14.61

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-01 09:11BTCSell-4.69# Trade Closure Analysis On BTC's close, the market was consolidating near $77,300 with positive 24h momentum (+1.67%) despite mild 1h/7d weakness, while funding rates remained elevated at 0.3647%, signaling sustained long positioning. The listing-burst sa…
05-01 03:10BTCSell-2.29# Trade Analysis: listing-burst-493773-1777583404 Bitcoin was trading near $77,136 with modest intraday momentum (+0.72% 1h), negative weekly performance (-1.68% 7d), and slightly negative funding rates (-0.014075%), suggesting mild bearish pressure in der…