listing_volume_surge_fade

47

closed trades

28%

win rate

-22.96

total pnl ($)

1.008

weight

7d window — n=23 wr=26% pnl=-10.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=ListingVolumeSurgeFade in strategies_batch_k.py

Backtest evidence run: 2026-06-04 06:04:04 (18.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: k__restored_d3b5f27a

n: 24 · wr: 29.2% · total_bps: -243.5 · mean_bps: -10.14 · sharpe: -0.42 · max_dd_bps: -243.5

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

time	sym	side	entry→exit	pnl	close
06-17 04:21	BTC	Sell	65736.7→65801.3	-0.94	timeout
06-17 03:19	BTC	Sell	65855.7→65753.3	+0.33	timeout
06-17 02:11	BTC	Sell	65734.7→65826.3	-1.14	timeout
06-17 01:09	BTC	Sell	65700.7→65785.3	-1.09	timeout
06-17 00:13	BTC	Sell	65716.7→65754.3	-0.73	timeout
06-16 23:10	BTC	Sell	65746.7→65741.3	-0.41	timeout
06-16 22:11	BTC	Sell	65849.7→65852.3	-0.47	timeout
06-16 21:04	BTC	Sell	65606.7→65837.3	-2.20	timeout
06-16 20:06	BTC	Sell	65641.7→65605.3	-0.17	timeout
06-16 19:08	BTC	Sell	66066.7→65719.3	+2.18	timeout
06-16 18:01	BTC	Sell	65726.7→65954.3	-2.18	timeout
06-16 16:58	BTC	Sell	65856.7→65760.3	+0.29	timeout
06-16 15:59	BTC	Sell	65582.7→65863.3	-2.59	timeout
06-16 14:55	BTC	Sell	66003.7→65654.3	+2.20	timeout
06-16 13:52	BTC	Sell	66346.7→65977.3	+2.34	timeout
06-16 12:52	BTC	Sell	66394.7→66363.3	-0.21	timeout
06-16 11:50	BTC	Sell	66552.7→66402.3	+0.68	timeout
06-16 10:48	BTC	Sell	66569.7→66527.3	-0.13	timeout
06-16 09:45	BTC	Sell	66576.7→66703.3	-1.40	timeout
06-16 08:40	BTC	Sell	66370.7→66520.3	-1.58	timeout
06-16 07:30	BTC	Sell	66312.7→66309.3	-0.43	timeout
06-16 06:28	BTC	Sell	66016.7→66245.3	-2.18	timeout
06-16 05:26	BTC	Sell	66041.7→66054.3	-0.55	timeout
05-20 04:26	BTC	Sell	76678.2→76758.8	-0.97	timeout
05-20 03:26	BTC	Sell	76797.2→76672.8	+0.36	timeout
05-20 02:25	BTC	Sell	76755.2→76848.8	-1.05	timeout
05-20 01:26	BTC	Sell	76618.2→76767.8	-1.42	timeout
05-20 00:24	BTC	Sell	76860.2→76551.8	+1.56	timeout
05-19 23:25	BTC	Sell	76660.2→76867.8	-1.80	timeout
05-19 22:24	BTC	Sell	77001.1→76705.8	+1.47	timeout
05-19 21:24	BTC	Sell	76904.2→77008.9	-1.12	timeout
05-19 20:23	BTC	Sell	76902.2→76903.8	-0.45	timeout
05-19 19:23	BTC	Sell	76796.2→76908.8	-1.18	timeout
05-19 18:23	BTC	Sell	76945.2→76803.8	+0.47	timeout
05-19 17:22	BTC	Sell	76509.2→76989.8	-3.59	timeout
05-19 16:22	BTC	Sell	76515.2→76516.8	-0.45	timeout
05-19 15:22	BTC	Sell	76329.2→76545.8	-1.87	timeout
05-19 14:21	BTC	Sell	76745.2→76358.8	+2.07	timeout
05-19 13:22	BTC	Sell	76783.2→76752.8	-0.25	timeout
05-19 12:22	BTC	Sell	76839.2→76799.8	-0.19	timeout
05-19 11:20	BTC	Sell	76736.2→76877.8	-1.37	timeout
05-19 10:21	BTC	Sell	76923.2→76743.8	+0.72	timeout
05-19 09:20	BTC	Sell	77104.1→76915.8	+0.77	timeout
05-19 08:20	BTC	Sell	77186.1→77128.9	-0.07	timeout
05-19 07:20	BTC	Sell	76949.2→77193.9	-2.04	timeout
05-19 06:19	BTC	Sell	76738.2→76965.8	-1.93	timeout
05-19 05:19	BTC	Sell	76774.2→76743.8	-0.25	timeout

Paper (trades.jsonl)

47

closed

28%

win rate

-22.96

total pnl ($)

-9.8 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	47	28%	-9.8	-22.96

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)