macro_altcoin_volume_surge_btc_rotation_short

← ericai / trading
not live
37
closed trades
32%
win rate
-14.99
total pnl ($)
1.200
weight
7d window — n=5 wr=40% pnl=-4.31  ·  venues=(unknown)  ·  horizon=—  ·  SL=—  ·  TP=—  ·  class=? in ?
Backtest evidence run: 2026-06-03 16:22:34 (24.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_recovered_008
n: 30  ·  wr: 40.0%  ·  total_bps: +232.6  ·  mean_bps: +7.75  ·  sharpe: +0.08  ·  max_dd_bps: -373.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 37 closed)

Last 100 trades

timesymsideentry→exitpnlclose
06-22 22:06BTCSell65367.7→64335.2+5.96timeout
06-22 13:36BTCSell64085.8→65280.9-7.80stop_loss
06-22 12:01BTCSell63867.8→64603.2-4.93timeout
06-22 04:41BTCSell63941.8→63965.2-0.50timeout
06-22 00:19BTCSell64154.8→63623.2+2.96timeout
06-17 04:40BTCSell65783.7→65894.3-1.02timeout
06-07 08:46BTCSell61555.9→62706.5-7.84stop_loss
06-07 04:41BTCSell60660→61789-7.81stop_loss
06-06 13:27BTCSell60764→60897-1.25timeout
06-05 20:50BTCSell60619→61747.9-7.81stop_loss
06-01 17:29BTCSell72979.4→71536.6+7.59timeout
05-24 18:28BTCSell77157.1→76646.8+2.30timeout
05-22 00:02BTCSell77256.1→77539.9-1.83timeout
05-15 20:10BTCSell80543→79092+6.84timeout
05-12 06:43BTCSell81715.9→81724.1-0.46timeout
05-12 03:24BTCSell81997.9→81724.1+0.97timeout
05-11 10:33BTCSell81116.9→81117.1-0.33timeout
05-11 06:34BTCSell81675.9→80953+3.20timeout
05-11 02:33BTCSell81342.9→81125.1+0.74timeout
05-10 22:31BTCSell80875→81462.1-3.26timeout
05-10 18:12BTCSell80729→81379.1-3.56timeout
05-10 11:46BTCSell80790→80809-0.45timeout
05-10 07:46BTCSell80620→80760-1.05timeout
05-10 03:45BTCSell80797→80798-0.34timeout
05-09 23:44BTCSell80419→80628-1.41timeout
05-09 19:43BTCSell80285→80805-2.95timeout
05-09 15:41BTCSell80196→80497-1.85timeout
05-09 11:39BTCSell80304→80299-0.34timeout
05-09 04:38BTCSell80197→80406-1.41timeout
05-08 20:32BTCSell80172→80197-0.47timeout
05-08 15:38BTCSell79510→79818-1.90timeout
05-08 07:08BTCSell79945→79321+2.78timeout
05-07 21:27BTCSell80937→79880+4.89timeout
05-07 17:26BTCSell81040.9→79564+6.95timeout
05-07 11:32BTCSell80900→80910-0.39timeout
05-04 18:03BTCSell79436→80378-5.12timeout
05-04 10:43BTCSell80208→78949.9+5.92timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
32%
win rate
-14.99
total pnl ($)
-10.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3732%-10.3-14.99

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 11:46BTCSell-0.45BTC was trading in a narrow range with low volatility, showing slight bearish pressure on the hourly timeframe. The short thesis failed because the market did not move decisively within the trade's time limit, resulting in a timeout close with a small loss.
05-10 07:46BTCSell-1.05The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional momentum. The thesis failed because the trade was closed due to a timeout without a fill, resulting in a small negative PnL from the missed oppo…
05-10 03:45BTCSell-0.34BTC traded in a narrow range with low volatility, showing a slight 1-hour decline amid a broader 24-hour uptrend. The short thesis failed because the market did not move decisively lower within the timeout period, resulting in a small loss from funding costs.
05-09 23:44BTCSell-1.41The market was range-bound with low volatility, as BTC traded flat near $80,190 with minimal directional bias across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding p…
05-09 19:43BTCSell-2.95BTC was in a mild downtrend with low volatility, showing a 24h loss of -1.23% and neutral funding. The short thesis failed because the trade expired via timeout before the anticipated move materialized, as the market remained range-bound without triggering …
05-09 15:41BTCSell-1.85BTC traded in a narrow range with low volatility, showing a slight intraday decline. The short thesis failed because the market did not move decisively lower within the timeout period, leading to a small loss from funding costs.
05-09 11:39BTCSell-0.34The market was in a broad downtrend with BTC and ETH both declining over multiple timeframes. The short thesis failed because the trade was closed due to a timeout, not reaching the target or stop before expiration.
05-09 04:38BTCSell-1.41The market was in a mild downtrend with low volatility, as BTC slipped 1.30% over 24 hours and funding remained neutral. The short thesis failed because the trade expired before a decisive move lower materialized, resulting in a small loss from the timeout.
05-08 20:32BTCSell-0.47BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and declining open interest. The short thesis failed because the timeout closed the trade before the expected continuation of the bearish trend materialized.
05-08 15:38BTCSell-1.90The market was in a persistent downtrend across major assets, with BTC declining 2.45% in 24 hours and negative hourly momentum. The short thesis failed because the trade expired via timeout before the anticipated continuation of the downtrend materialized …
More…
Cached 60s per strategy.