macro_mev_extraction_liquidation_cascade

62

closed trades

45%

win rate

-2.27

total pnl ($)

1.108

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 21:45:16 (34.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: agm__restored_640c6961

n: 86 · wr: 47.7% · total_bps: -504.9 · mean_bps: -5.87 · sharpe: -0.15 · max_dd_bps: -1066.9

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

time	sym	side	entry→exit	pnl	close
06-12 15:00	BTC	Sell	63312.8→64175.3	-0.44	stop_loss
06-12 13:34	BTC	Sell	63672.8→63243.2	+0.18	timeout
06-12 09:32	BTC	Sell	63005.8→63864.1	-0.44	stop_loss
06-12 07:41	BTC	Sell	63670.8→63039.2	+0.27	timeout
06-12 04:40	BTC	Sell	63318.8→63696.2	-0.21	timeout
06-12 01:44	BTC	Sell	63486.8→63386.2	+0.02	timeout
06-11 22:39	BTC	Sell	63679.8→63500.2	+0.06	timeout
06-11 17:45	BTC	Sell	62638.9→63507.9	-0.44	stop_loss
06-11 16:39	BTC	Sell	62850.9→62688.1	+0.05	timeout
06-11 13:28	BTC	Sell	62806.9→62797.1	-0.02	timeout
06-11 10:26	BTC	Sell	62696.9→62808.1	-0.08	timeout
06-11 07:25	BTC	Sell	62582.9→62723.1	-0.09	timeout
06-11 04:18	BTC	Sell	62073.9→62616.1	-0.29	timeout
06-03 23:42	BTC	Sell	65284.7→64320.2	+0.42	timeout
06-03 21:28	BTC	Sell	65878.7→65521.3	+0.14	timeout
06-03 17:32	BTC	Sell	66737.7→65882.3	+0.36	timeout
06-03 12:32	BTC	Sell	66799.7→67046.4	-0.14	timeout
06-03 05:11	BTC	Sell	66317.7→67223	-0.44	stop_loss
06-03 02:31	BTC	Sell	66341.7→66687.3	-0.18	timeout
06-02 20:51	BTC	Sell	66661.7→67570.1	-0.44	stop_loss
06-02 18:57	BTC	Sell	67279.6→67302.4	-0.04	timeout
06-02 14:23	BTC	Sell	69496.5→67971.4	+0.63	take_profit
06-02 10:09	BTC	Sell	69979.5→69542.5	+0.16	timeout
06-02 08:51	BTC	Sell	70334.5→69785.5	+0.21	timeout
05-31 08:34	BTC	Sell	74116.3→73890.7	+0.07	timeout
05-31 02:45	BTC	Sell	73773.3→73939.7	-0.09	timeout
05-30 22:34	BTC	Sell	73955.3→73857.7	+0.01	timeout
05-30 02:45	BTC	Sell	73366.3→73686.7	-0.16	timeout
05-29 21:19	BTC	Sell	73854.3→73694.7	+0.04	timeout
05-29 15:59	BTC	Sell	73255.3→73780.7	-0.24	timeout
05-29 12:48	BTC	Sell	73748.3→73250.7	+0.18	timeout
05-29 09:35	BTC	Sell	73670.3→73790.7	-0.08	timeout
05-28 23:46	BTC	Sell	73620.3→73558.7	-0.00	timeout
05-28 20:54	BTC	Sell	73509.3→73656.7	-0.09	timeout
05-28 17:31	BTC	Sell	72951.4→73369.7	-0.20	timeout
05-28 14:19	BTC	Sell	73380.3→73522.7	-0.08	timeout
05-28 11:12	BTC	Sell	73416.3→73380.7	-0.01	timeout
05-28 01:11	BTC	Sell	74352.3→74476.7	-0.08	timeout
05-27 22:10	BTC	Sell	74949.3→74488.7	+0.16	timeout
05-27 19:10	BTC	Sell	75253.2→74981.7	+0.08	timeout
05-21 02:35	BTC	Sell	77421.1→78010.9	-0.26	timeout
05-20 23:35	BTC	Sell	77623.1→77428.9	+0.05	timeout
05-20 20:35	BTC	Sell	77610.1→77630.9	-0.03	timeout
05-19 11:35	BTC	Sell	77090.1→76855.8	+0.06	timeout
05-19 08:35	BTC	Sell	76768.2→77091.9	-0.15	timeout
05-19 05:34	BTC	Sell	76804.2→76820.8	-0.03	timeout
05-19 02:34	BTC	Sell	76969.2→76811.8	+0.04	timeout
05-18 23:34	BTC	Sell	77111.1→76977.8	+0.03	timeout
05-18 20:34	BTC	Sell	76582.2→77118.9	-0.24	timeout
05-18 17:34	BTC	Sell	76371.2→76571.8	-0.11	timeout
05-18 12:46	BTC	Sell	76748.2→77789.8	-0.43	stop_loss
05-18 08:07	BTC	Sell	77007.1→77108.9	-0.07	timeout
05-18 05:06	BTC	Sell	77102.1→77006.9	+0.01	timeout
05-18 02:07	BTC	Sell	77795.1→77109.9	+0.24	timeout
05-17 23:06	BTC	Sell	78346.1→77873.9	+0.15	timeout
05-17 20:06	BTC	Sell	77963.1→78353.9	-0.18	timeout
05-17 17:06	BTC	Sell	78073.1→77970.9	+0.01	timeout
05-17 14:05	BTC	Sell	78377.1→78120.9	+0.07	timeout
05-17 11:05	BTC	Sell	78104.1→78384.9	-0.13	timeout
05-17 08:05	BTC	Sell	78182.1→78111.9	+0.00	timeout
05-17 05:04	BTC	Sell	77745.1→78145.9	-0.18	timeout
05-17 02:04	BTC	Sell	78125.1→77752.9	+0.12	timeout

Paper (trades.jsonl)

62

closed

45%

win rate

-2.27

total pnl ($)

-12.4 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	62	45%	-12.4	-2.27

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 62 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)