long_liquidation_cascade_fade_bounce

93

closed trades

37%

win rate

-40.60

total pnl ($)

1.247

weight

7d window — n=17 wr=35% pnl=-0.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 03:44 (38.9d ago) · src: backtest-gate-results.jsonl

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: strategies_batch_ann

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=228.156

time	sym	side	entry→exit	pnl	close
06-27 15:14	BTC	Buy	60667→60819	+0.80	timeout
06-27 10:33	BTC	Buy	60419→60378	-0.79	timeout
06-26 17:16	BTC	Buy	60237→60168	-1.03	timeout
06-26 15:03	BTC	Buy	59841→59709	-1.55	timeout
06-26 07:25	BTC	Buy	60037→60510	+3.49	timeout
06-25 18:27	BTC	Buy	59540→59593	-0.00	timeout
06-25 16:47	BTC	Buy	59666→59092.5	-5.25	stop_loss
06-25 16:19	BTC	Buy	59282→59782	+3.77	timeout
06-25 14:33	BTC	Buy	59321→60211	+7.05	take_profit
06-25 13:31	BTC	Buy	61364.1→61035.9	-3.12	timeout
06-25 01:39	BTC	Buy	60857→60850	-0.51	timeout
06-24 12:53	BTC	Buy	62903.1→62691.9	-2.13	timeout
06-23 14:33	BTC	Buy	62333.1→62535.9	+1.18	timeout
06-23 12:25	BTC	Buy	62544.1→62356.9	-1.94	timeout
06-23 09:41	BTC	Buy	62358.1→62357.9	-0.44	timeout
06-23 02:54	BTC	Buy	64044.2→64204.8	+0.80	timeout
06-22 02:28	BTC	Buy	64583.2→64546.8	-0.74	timeout
06-20 16:21	BTC	Buy	64221.2→64017.8	-2.04	timeout
06-20 15:49	BTC	Buy	63873.2→64146.8	+1.69	timeout
06-19 22:31	BTC	Buy	63142.2→63242.8	+0.35	timeout
06-19 13:51	BTC	Buy	62820.1→63168.8	+2.33	timeout
06-18 21:04	BTC	Buy	63169.2→63074.8	-1.19	timeout
06-18 01:06	BTC	Buy	64573.2→64564.8	-0.52	timeout
06-17 14:25	BTC	Buy	64883.2→65138.7	+1.52	timeout
06-16 13:08	BTC	Buy	66723.3→66078.6	-5.28	stop_loss
06-16 09:52	BTC	Buy	66773.3→66536.7	-2.22	timeout
06-16 06:07	BTC	Buy	65901.3→66103.7	+1.09	timeout
06-15 14:08	BTC	Buy	66660.3→66333.7	-2.90	timeout
06-15 13:35	BTC	Buy	66218.3→66839.7	+4.24	timeout
06-15 12:30	BTC	Buy	66245.3→66256.7	-0.36	timeout
06-15 11:57	BTC	Buy	65869.3→66217.7	+2.20	timeout
06-14 22:52	BTC	Buy	65502.3→65458.7	-0.78	timeout
06-14 22:19	BTC	Buy	64705.2→65172.7	+3.16	timeout
06-14 13:40	BTC	Buy	64319.2→64253.8	-0.96	timeout
06-13 22:46	BTC	Buy	64479.2→64489.8	-0.37	timeout
06-12 16:00	BTC	Buy	63992.2→63599.8	-3.52	timeout
06-11 22:31	BTC	Buy	63478.2→63588.8	+0.42	timeout
06-11 18:32	BTC	Buy	63257.2→63379.8	+0.51	timeout
06-11 07:21	BTC	Buy	62902.1→62722.9	-1.88	timeout
06-11 04:56	BTC	Buy	62681.1→62744.9	+0.05	timeout
06-10 16:51	BTC	Buy	62342.1→61931.9	-3.74	timeout
06-09 20:35	BTC	Buy	61946.1→62016.9	+0.12	timeout
06-09 05:34	BTC	Buy	63088.2→63492.8	+2.76	timeout
06-08 22:00	BTC	Buy	63483.2→63602.8	+0.49	timeout
06-08 15:59	BTC	Buy	63963.2→63725.8	-2.31	timeout
06-08 02:44	BTC	Buy	63083.2→63024.8	-0.91	timeout
06-08 01:24	BTC	Buy	63501.2→62891.4	-5.25	stop_loss
06-07 22:15	BTC	Buy	63103.2→64043.8	+7.00	take_profit
06-07 17:21	BTC	Buy	62222.1→62248.9	-0.23	timeout
06-07 09:31	BTC	Buy	62489.1→62566.9	+0.17	timeout
06-06 20:48	BTC	Buy	60592→60653	+0.06	timeout
06-06 09:30	BTC	Buy	61365.1→61261.9	-1.29	timeout
06-06 06:24	BTC	Buy	60870→61106.9	+1.50	timeout
06-06 01:12	BTC	Buy	61375.1→61190.9	-1.95	timeout
06-05 20:50	BTC	Buy	60857→61763.9	+7.00	take_profit
06-05 17:17	BTC	Buy	60738→60863	+0.57	timeout
06-05 15:39	BTC	Buy	60748→60164.9	-5.25	stop_loss
06-05 15:19	BTC	Buy	60763→60788	-0.24	timeout
06-05 13:09	BTC	Buy	62054.1→61926.9	-1.48	timeout
06-05 07:37	BTC	Buy	61819.1→62628.9	+6.10	timeout
06-05 07:33	BTC	Buy	61550.1→62467.9	+7.01	take_profit
06-04 13:20	BTC	Buy	63787.2→63169.2	-5.29	stop_loss
06-04 09:24	BTC	Buy	63584.2→62973.3	-5.25	stop_loss
06-04 02:33	BTC	Buy	62297.1→63238.8	+7.11	take_profit
06-04 01:55	BTC	Buy	62756.1→62153.8	-5.25	stop_loss
06-04 01:22	BTC	Buy	63305.2→62697.5	-5.25	stop_loss
06-03 22:21	BTC	Buy	65599.3→64964.3	-5.29	stop_loss
06-03 10:53	BTC	Buy	67202.4→67177.6	-0.64	timeout
06-03 06:56	BTC	Buy	67293.4→66990.7	-2.70	timeout
06-03 01:14	BTC	Buy	66796.3→66664.7	-1.44	timeout
06-03 00:37	BTC	Buy	66450.3→67023.6	+3.86	timeout
06-02 21:56	BTC	Buy	67612.4→67511.6	-1.20	timeout
06-02 19:35	BTC	Buy	67315.4→66555.4	-6.09	stop_loss
06-02 18:35	BTC	Buy	67621.4→67261.6	-3.11	timeout
06-02 16:50	BTC	Buy	67137.4→67706.6	+3.79	timeout
06-02 11:11	BTC	Buy	69691.5→69569.5	-1.33	timeout
06-02 04:50	BTC	Buy	70972.5→70887.5	-1.05	timeout
06-02 04:06	BTC	Buy	70985.5→70953.5	-0.68	timeout
06-01 23:26	BTC	Buy	71311.4→71345.6	-0.22	timeout
06-01 01:44	BTC	Buy	73914.3→73459.7	-3.53	timeout
06-01 00:06	BTC	Buy	74001.3→73852.7	-1.45	timeout
05-31 22:50	BTC	Buy	73818.3→73927.7	+0.29	timeout
05-29 18:16	BTC	Buy	74166.3→73940.7	-1.98	timeout
05-29 16:33	BTC	Buy	73996.3→73874.7	-1.27	timeout
05-29 09:27	BTC	Buy	73758.3→73824.7	-0.00	timeout
05-28 15:12	BTC	Buy	72779.4→72914.6	+0.47	timeout
05-27 13:13	BTC	Buy	76095.2→75455.5	-4.65	stop_loss
05-27 07:09	BTC	Buy	75744.2→75790.8	-0.14	timeout
05-26 11:30	BTC	Buy	77195.1→77204.9	-0.39	timeout
05-26 06:35	BTC	Buy	76880.2→76821.8	-0.83	timeout
05-26 05:30	BTC	Buy	76696.2→76821.8	+0.37	timeout
05-25 16:28	BTC	Buy	77624.9→77526.1	-1.09	timeout
05-25 15:48	BTC	Buy	77721.9→77544.1	-1.60	timeout

Paper (trades.jsonl)

93

closed

37%

win rate

-40.60

total pnl ($)

-8.7 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	93	37%	-8.7	-40.60

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 93 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)