majors_top_momentum_long · strategy

202

closed trades

36%

win rate

-169.96

total pnl ($)

0.529

weight

7d window — n=85 wr=38% pnl=-79.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 06:07:52 (18.4d ago) · src: canon

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

n: 718 · wr: 41.9% · total_bps: -2346.6 · mean_bps: -3.27 · sharpe: -0.03 · max_dd_bps: -5589.6

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
06-22 15:50	APTUSDT	Buy	0.673318→0.66655	-4.39	stop_loss
06-22 14:57	XMRUSDT	Buy	329.107→325.756	-4.43	stop_loss
06-22 14:17	SUIUSDT	Buy	0.739435→0.731901	-4.44	stop_loss
06-22 13:33	APTUSDT	Buy	0.67902→0.677331	-1.36	timeout
06-22 12:41	SUIUSDT	Buy	0.731033→0.734766	+1.68	timeout
06-22 12:28	XMRUSDT	Buy	332.138→330.622	-2.19	timeout
06-22 08:26	APTUSDT	Buy	0.673218→0.668883	-2.94	timeout
06-22 06:10	APTUSDT	Buy	0.667217→0.668183	+0.22	timeout
06-22 03:21	XMRUSDT	Buy	322.581→322.474	-0.49	timeout
06-22 02:50	UNIUSDT	Buy	3.05526→3.02423	-4.42	stop_loss
06-22 02:48	FILUSDT	Buy	0.813153→0.811047	-1.40	timeout
06-22 01:43	APTUSDT	Buy	0.666917→0.670782	+1.95	timeout
06-21 20:48	APTUSDT	Buy	0.663766→0.657057	-4.40	stop_loss
06-21 19:33	SOLUSDT	Buy	74.3336→74.2764	-0.67	timeout
06-21 19:27	APTUSDT	Buy	0.654714→0.656686	+0.84	timeout
06-21 17:30	SOLUSDT	Buy	74.0335→74.4514	+1.89	timeout
06-21 17:18	APTUSDT	Buy	0.655114→0.658035	+1.42	timeout
06-21 16:31	LTCUSDT	Buy	45.7664→45.4736	-2.92	timeout
06-21 15:50	AVAXUSDT	Buy	6.31408→6.32192	+0.14	timeout
06-21 15:20	SOLUSDT	Buy	73.7334→73.9865	+1.01	timeout
06-21 15:14	APTUSDT	Buy	0.655814→0.657086	+0.42	timeout
06-21 13:30	FILUSDT	Buy	0.80165→0.825344	+11.46	take_profit
06-21 13:28	NEARUSDT	Buy	2.17769→2.1881	+1.55	timeout
06-21 11:21	NEARUSDT	Buy	2.25321→2.24729	-1.42	timeout
06-21 02:27	AVAXUSDT	Buy	6.24606→6.22694	-1.59	timeout
06-21 00:23	AVAXUSDT	Buy	6.23706→6.26193	+1.23	timeout
06-20 23:02	SOLUSDT	Buy	72.3981→73.4866	+5.65	timeout
06-20 21:42	AVAXUSDT	Buy	6.12703→6.17496	+2.76	timeout
06-20 21:02	SOLUSDT	Buy	71.918→72.017	+0.19	timeout
06-20 19:46	AVAXUSDT	Buy	6.10002→6.10897	+0.22	timeout
06-20 18:16	SOLUSDT	Buy	71.3928→71.6471	+1.06	timeout
06-20 16:08	SOLUSDT	Buy	71.7229→71.6471	-0.79	timeout
06-20 15:06	ETCUSDT	Buy	7.48937→7.51462	+0.99	timeout
06-20 13:25	SOLUSDT	Buy	71.5429→70.8119	-4.45	stop_loss
06-20 12:51	HYPEUSDT	Buy	71.3533→70.6365	-4.38	stop_loss
06-20 11:48	ETCUSDT	Buy	7.65741→7.67058	+0.33	timeout
06-20 10:59	HYPEUSDT	Buy	70.8282→70.7338	-0.89	timeout
06-20 09:38	ETCUSDT	Buy	7.51538→7.55461	+1.73	timeout
06-20 07:08	ETCUSDT	Buy	7.5854→7.50887	-4.40	stop_loss
06-20 05:32	ETCUSDT	Buy	7.6144→7.5826	-2.03	timeout
06-20 03:29	ETCUSDT	Buy	7.56339→7.5906	+1.08	timeout
06-20 00:54	ETCUSDT	Buy	7.6104→7.53285	-4.44	stop_loss
06-19 18:00	ETCUSDT	Buy	7.52238→7.74506	+11.48	take_profit
06-19 16:40	RENDERUSDT	Buy	1.73368→1.71636	-4.36	stop_loss
06-19 16:15	ETCUSDT	Buy	7.38435→7.44664	+3.01	timeout
06-19 14:54	GRTUSDT	Buy	0.0197949→0.0195953	-4.39	stop_loss
06-19 13:58	ETCUSDT	Buy	7.38535→7.30951	-4.47	stop_loss
06-19 06:14	GRTUSDT	Buy	0.0196599→0.0195551	-2.49	timeout
06-19 03:15	GRTUSDT	Buy	0.01999→0.0197802	-4.56	stop_loss
06-18 22:45	XLMUSDT	Buy	0.236034→0.233555	-4.56	stop_loss
06-18 21:27	XLMUSDT	Buy	0.236114→0.234796	-2.59	timeout
06-18 19:25	XLMUSDT	Buy	0.233353→0.233607	+0.07	timeout
06-18 09:21	XLMUSDT	Buy	0.23809→0.242669	+7.33	timeout
06-17 23:31	XLMUSDT	Buy	0.227147→0.227338	-0.02	timeout
06-17 18:57	ONDOUSDT	Buy	0.380845→0.376967	-4.43	stop_loss
06-17 18:05	UNIUSDT	Buy	3.28432→3.25106	-4.41	stop_loss
06-17 17:40	XLMUSDT	Buy	0.227512→0.225226	-4.38	stop_loss
06-17 15:49	UNIUSDT	Buy	3.22831→3.32367	+11.46	take_profit
06-17 13:24	UNIUSDT	Buy	3.31833→3.28503	-4.37	stop_loss
06-17 11:01	UNIUSDT	Buy	3.44586→3.40894	-4.65	stop_loss
06-17 09:31	UNIUSDT	Buy	3.49737→3.6026	+11.67	take_profit
06-17 07:51	UNIUSDT	Buy	3.62241→3.66158	+3.97	timeout
06-17 05:20	UNIUSDT	Buy	3.53938→3.50137	-4.66	stop_loss
06-17 02:48	UNIUSDT	Buy	3.52538→3.48988	-4.39	stop_loss
06-17 00:39	UNIUSDT	Buy	3.40635→3.37197	-4.40	stop_loss
06-16 22:44	UNIUSDT	Buy	3.30633→3.27304	-4.39	stop_loss
06-16 21:17	UNIUSDT	Buy	3.24631→3.21159	-4.64	stop_loss
06-16 19:14	UNIUSDT	Buy	3.2083→3.17512	-4.50	stop_loss
06-16 16:27	UNIUSDT	Buy	3.10528→3.07219	-4.62	stop_loss
06-16 16:18	HYPEUSDT	Buy	74.6071→73.8601	-4.37	stop_loss
06-16 14:23	UNIUSDT	Buy	2.98725→2.95628	-4.51	stop_loss
06-16 14:12	HYPEUSDT	Buy	76.0695→75.304	-4.39	stop_loss
06-16 13:00	UNIUSDT	Buy	3.01325→3.07273	+7.54	timeout
06-16 10:46	XLMUSDT	Buy	0.224741→0.222488	-4.37	stop_loss
06-16 09:27	XLMUSDT	Buy	0.22078→0.22158	+1.09	timeout
06-16 08:36	UNIUSDT	Buy	2.99525→2.96428	-4.50	stop_loss
06-16 07:24	XLMUSDT	Buy	0.215329→0.217201	+3.12	timeout
06-16 06:23	UNIUSDT	Buy	2.93973→2.91032	-4.36	stop_loss
06-16 04:22	XLMUSDT	Buy	0.214209→0.212046	-4.40	stop_loss
06-16 03:13	XLMUSDT	Buy	0.210168→0.209793	-1.07	timeout
06-16 01:24	UNIUSDT	Buy	2.99125→2.96128	-4.37	stop_loss
06-16 00:14	XLMUSDT	Buy	0.212718→0.21906	+11.57	take_profit
06-15 22:25	XLMUSDT	Buy	0.218485→0.216293	-4.37	stop_loss
06-15 19:47	XLMUSDT	Buy	0.223991→0.221729	-4.40	stop_loss
06-15 18:15	XLMUSDT	Buy	0.226967→0.224696	-4.36	stop_loss
06-15 15:34	XLMUSDT	Buy	0.225891→0.223392	-4.79	stop_loss
06-15 15:29	NEARUSDT	Buy	2.51173→2.48648	-4.38	stop_loss
06-15 13:38	NEARUSDT	Buy	2.46307→2.47833	+2.12	timeout
06-15 11:26	NEARUSDT	Buy	2.38245→2.45494	+11.81	take_profit
06-15 09:01	NEARUSDT	Buy	2.38975→2.36542	-4.43	stop_loss
06-15 07:30	NEARUSDT	Buy	2.37594→2.39445	+2.76	timeout
06-15 04:29	NEARUSDT	Buy	2.37674→2.35238	-4.46	stop_loss
06-14 07:40	RENDERUSDT	Buy	1.76514→1.76941	+0.61	timeout
06-14 06:34	NEARUSDT	Buy	2.13258→2.11127	-4.36	stop_loss
06-14 04:39	NEARUSDT	Buy	2.13488→2.11197	-4.66	stop_loss
06-14 04:05	OPUSDT	Buy	0.106902→0.105826	-4.39	stop_loss
06-14 03:57	RENDERUSDT	Buy	1.77749→1.7825	+0.77	timeout
06-14 02:40	NEARUSDT	Buy	2.14599→2.15011	+0.40	timeout
06-14 01:58	OPUSDT	Buy	0.106177→0.106448	+0.66	timeout
06-13 23:12	ICPUSDT	Buy	2.57814→2.55109	-4.56	stop_loss

Paper vs Live

Paper (trades.jsonl)

202

closed

36%

win rate

-169.96

total pnl ($)

-21.0 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 ($)
NEARUSDT	25	36%	-17.6	-17.59
XLMUSDT	24	29%	-16.9	-16.20
XMRUSDT	22	50%	+23.6	+20.79
UNIUSDT	19	21%	-42.8	-32.54
ONDOUSDT	12	25%	-44.0	-21.10
OPUSDT	11	45%	-26.0	-11.41
ICPUSDT	10	20%	-25.5	-10.22
ATOMUSDT	10	20%	-58.4	-23.38
ETCUSDT	10	60%	+8.2	+3.29
APTUSDT	9	56%	-22.8	-8.23
INJUSDT	8	0%	-73.2	-23.42
SOLUSDT	8	62%	+12.3	+3.89
HYPEUSDT	7	43%	-20.4	-5.71
SUIUSDT	6	33%	-47.8	-11.48
RENDERUSDT	5	40%	-20.5	-4.10
AVAXUSDT	5	80%	+13.9	+2.77
GRTUSDT	3	0%	-95.4	-11.45
FILUSDT	2	50%	+125.8	+10.07
BNBUSDT	1	0%	-4.0	-0.16
LINKUSDT	1	100%	+10.8	+0.43
ETHUSDT	1	0%	-39.4	-1.57
ADAUSDT	1	0%	-112.9	-4.52
KASUSDT	1	0%	-129.4	-5.17
LTCUSDT	1	0%	-73.0	-2.92

Recent bounces (last 20 of 7)

time	sym	side	reason
06-22 14:02	SUIUSDT	Buy	router_blocked
06-22 11:56	SUIUSDT	Buy	router_blocked
06-22 11:51	XMRUSDT	Buy	stale_intent
06-22 05:24	APTUSDT	Buy	router_blocked
06-22 02:27	UNIUSDT	Buy	router_blocked
06-22 02:01	FILUSDT	Buy	router_blocked
06-22 00:58	APTUSDT	Buy	router_blocked

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…