listing_exchange_debut_volatility_fade · strategy

128

closed trades

46%

win rate

-21.93

total pnl ($)

1.071

weight

7d window — n=21 wr=43% pnl=-9.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 20:57:21 (42.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: aer__restored_768ddfba

n: 86 · wr: 40.7% · total_bps: -812.0 · mean_bps: -9.44 · sharpe: -0.20 · max_dd_bps: -925.9

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
06-30 07:57	BTC	Sell	59475→59503	-0.35	timeout
06-29 23:51	BTC	Sell	60331→60242	+0.14	timeout
06-29 13:46	BTC	Sell	60680→59340	+5.30	take_profit
06-29 06:48	BTC	Sell	59948→60075	-0.76	timeout
06-28 22:39	BTC	Sell	59423→59283	+0.37	timeout
06-28 14:04	BTC	Sell	60200→60066	+0.33	timeout
06-28 05:25	BTC	Sell	60029→59799	+0.73	timeout
06-27 21:22	BTC	Sell	60453→60386	+0.05	timeout
06-27 14:19	BTC	Sell	60293→60612	-1.55	timeout
06-27 05:57	BTC	Sell	60274→60228	-0.03	timeout
06-26 21:50	BTC	Sell	59637→59932	-1.46	timeout
06-26 13:57	BTC	Sell	59255→60097	-3.77	stop_loss
06-26 03:45	BTC	Sell	58828.1→59658.8	-3.76	stop_loss
06-25 21:25	BTC	Sell	59557→59672	-0.71	timeout
06-25 13:16	BTC	Sell	61701.9→61300.1	+1.40	timeout
06-25 04:57	BTC	Sell	60939→61336.1	-1.86	timeout
06-24 20:01	BTC	Sell	59396→60234.1	-3.76	stop_loss
06-24 13:28	BTC	Sell	62528.9→61814.1	+2.63	timeout
06-24 05:36	BTC	Sell	62663.9→62949.1	-1.36	timeout
06-23 21:35	BTC	Sell	62252.9→62532.1	-1.35	timeout
06-23 12:47	BTC	Sell	62355.9→62279.1	+0.07	timeout
06-23 05:13	BTC	Sell	64075.8→63609.2	+1.60	timeout
06-22 21:13	BTC	Sell	64655.8→64358.2	+0.93	timeout
06-22 12:25	BTC	Sell	64077.8→64984.7	-3.76	stop_loss
06-22 04:28	BTC	Sell	64576.8→63926.2	+2.30	timeout
06-21 20:35	BTC	Sell	64042.8→64016.2	-0.12	timeout
06-21 12:27	BTC	Sell	64049.8→63997.2	-0.02	timeout
06-21 04:22	BTC	Sell	64218.8→64471.2	-1.21	timeout
06-20 20:29	BTC	Sell	63944.8→63884.2	+0.01	timeout
06-20 12:15	BTC	Sell	63494.8→63707.2	-1.06	timeout
06-20 04:14	BTC	Sell	63418.8→63394.2	-0.13	timeout
06-19 20:17	BTC	Sell	63008.8→63025.2	-0.29	timeout
06-19 12:10	BTC	Sell	62406.9→62630.1	-1.13	timeout
06-19 04:27	BTC	Sell	62966.9→62726.1	+0.73	timeout
06-18 20:22	BTC	Sell	62508.9→63114.2	-2.66	timeout
06-18 12:58	BTC	Sell	64166.8→64343.2	-0.91	timeout
06-18 04:33	BTC	Sell	64663.8→63935.2	+2.59	timeout
06-17 19:29	BTC	Sell	65813.7→64370.2	+5.26	take_profit
06-17 12:37	BTC	Sell	64948.8→64806.2	+0.33	timeout
06-17 04:21	BTC	Sell	65578.7→65803.3	-1.08	timeout
06-16 20:15	BTC	Sell	65766.7→65761.3	-0.20	timeout
06-16 12:25	BTC	Sell	66624.7→66529.3	+0.14	timeout
06-16 04:13	BTC	Sell	66256.7→66111.3	+0.32	timeout
06-15 19:52	BTC	Sell	67093.6→66567.3	+1.74	timeout
06-15 12:00	BTC	Sell	65643.7→66230.3	-2.46	timeout
06-15 03:57	BTC	Sell	65572.7→65945.3	-1.64	timeout
06-14 19:41	BTC	Sell	64132.8→63789.2	+1.12	timeout
06-14 11:24	BTC	Sell	64465.8→64531.2	-0.48	timeout
06-14 03:25	BTC	Sell	64449.8→64514.2	-0.48	timeout
06-13 19:21	BTC	Sell	64008.8→64151.2	-0.78	timeout
06-13 11:18	BTC	Sell	63778.8→63940.2	-0.85	timeout
06-13 03:14	BTC	Sell	63569.8→63647.2	-0.53	timeout
06-12 19:11	BTC	Sell	63704.8→63649.2	-0.01	timeout
06-12 11:09	BTC	Sell	63243.8→63759.2	-2.26	timeout
06-12 03:04	BTC	Sell	63556.8→63569.2	-0.27	timeout
06-11 17:48	BTC	Sell	62662.9→63548.9	-3.76	stop_loss
06-11 10:58	BTC	Sell	62694.9→63110.2	-1.87	timeout
06-11 01:41	BTC	Sell	61510.9→62379.3	-3.75	stop_loss
06-10 18:55	BTC	Sell	62811.9→61797.1	+3.82	timeout
06-10 10:51	BTC	Sell	61650.9→61335.1	+1.05	timeout
06-09 17:30	BTC	Sell	61540.9→61770.1	-1.15	timeout
06-09 09:30	BTC	Sell	63420.8→62783.1	+2.29	timeout
06-09 01:21	BTC	Sell	63327.8→62683.1	+2.32	timeout
06-08 17:20	BTC	Sell	63789.8→63466.2	+1.05	timeout
06-08 09:15	BTC	Sell	62909.9→63288.2	-1.73	timeout
06-08 01:17	BTC	Sell	63276.8→62964.1	+1.02	timeout
06-07 17:15	BTC	Sell	61757.9→62294.1	-2.39	timeout
06-07 08:27	BTC	Sell	61658.9→62529.4	-3.76	stop_loss
06-07 01:04	BTC	Sell	60645→61029.1	-1.81	timeout
06-06 17:02	BTC	Sell	60850→60811	-0.07	timeout
06-06 08:59	BTC	Sell	60923→61230.1	-1.48	timeout
06-06 01:00	BTC	Sell	61627.9→61278.1	+1.19	timeout
06-05 16:22	BTC	Sell	60695→61564.8	-3.81	stop_loss
06-05 09:10	BTC	Sell	62440.9→62743.1	-1.44	timeout
06-05 01:21	BTC	Sell	63340.8→63294.2	-0.04	timeout
06-04 16:54	BTC	Sell	63744.8→63710.2	-0.08	timeout
06-04 10:04	BTC	Sell	63921.8→63073.2	+3.09	timeout
06-03 23:42	BTC	Sell	65284.7→64320.2	+3.47	timeout
06-03 19:51	BTC	Sell	65850.7→65641.3	+0.57	timeout
06-03 05:12	BTC	Sell	66304.7→67241	-3.75	stop_loss
06-02 21:13	BTC	Sell	67602.6→67395.4	+0.54	timeout
06-02 10:09	BTC	Sell	69979.5→69542.5	+1.35	timeout
06-02 04:25	BTC	Sell	71276.4→70863.5	+1.23	timeout
06-01 18:46	BTC	Sell	71275.4→71421.6	-0.73	timeout
05-31 22:39	BTC	Sell	73481.3→73875.7	-1.57	timeout
05-31 11:17	BTC	Sell	73915.3→73881.7	-0.10	timeout
05-31 02:45	BTC	Sell	73773.3→73939.7	-0.78	timeout
05-30 12:42	BTC	Sell	73522.3→73651.7	-0.66	timeout
05-29 23:28	BTC	Sell	73679.3→73361.7	+0.85	timeout
05-29 11:57	BTC	Sell	73615.3→73427.7	+0.41	timeout
05-29 04:30	BTC	Sell	73547.3→73336.7	+0.50	timeout
05-29 04:30	BTC	Sell	73547.3→73225.7	+0.88	timeout
05-28 20:24	BTC	Sell	73377.3→73582.7	-0.92	timeout
05-28 11:51	BTC	Sell	73311.3→73458.7	-0.72	timeout
05-28 03:46	BTC	Sell	74524.3→73500.7	+3.21	timeout
05-27 19:45	BTC	Sell	75097.2→74953.7	+0.26	timeout
05-27 11:44	BTC	Sell	75915.2→75789.8	+0.18	timeout
05-27 03:43	BTC	Sell	75946.2→75733.8	+0.47	timeout
05-26 19:44	BTC	Sell	76516.2→76005.8	+1.45	timeout
05-26 11:43	BTC	Sell	76781.2→77194.9	-1.57	timeout

Paper vs Live

Paper (trades.jsonl)

128

closed

46%

win rate

-21.93

total pnl ($)

-6.9 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	128	46%	-6.9	-21.93

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…