mean_stablecoin_outflow_bounce

not live
25
closed trades
36%
win rate
-77.95
total pnl ($)
1.080
weight
7d window — n=6 wr=33% pnl=-0.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:34:09 (18.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aqd
n: 12  ·  wr: 33.3%  ·  total_bps: -586.6  ·  mean_bps: -48.88  ·  sharpe: -0.42  ·  max_dd_bps: -775.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 13:46BTCBuy63533.2→63444.8-1.17timeout
06-19 14:04BTCBuy63067.2→63190.8+0.58timeout
06-18 14:21BTCBuy64618.2→63946.8-5.64timeout
06-17 03:39BTCBuy65825.3→65777.7-0.84timeout
06-16 03:25BTCBuy66635.3→65883.7-6.07timeout
06-15 02:41BTCBuy63905.2→65591.7+12.73timeout
06-14 02:35BTCBuy64156.2→64514.8+2.35timeout
06-13 03:23BTCBuy64211.2→63532.8-5.73timeout
06-12 01:16BTCBuy62904.1→63468.8+3.97timeout
06-11 00:22BTCBuy61108.1→61911.9+6.13timeout
06-09 15:55BTCBuy62613.1→61073.4-12.75stop_loss
06-08 23:15BTCBuy63443.2→63554.8+0.42timeout
06-07 23:19BTCBuy62453.1→62849.9+2.73timeout
06-06 23:09BTCBuy60686→60676-0.50timeout
06-05 13:56BTCBuy62462.1→60923.5-12.77stop_loss
06-05 00:24BTCBuy63331.2→63847.8+3.61timeout
06-03 20:43BTCBuy66790.3→65148.2-12.76stop_loss
06-02 15:26BTCBuy69104.5→67404.9-12.75stop_loss
06-02 07:02BTCBuy71551.4→69874.4-12.24stop_loss
06-01 00:20BTCBuy73920.3→73727.7-1.75timeout
05-30 23:18BTCBuy73575.3→73848.7+1.35timeout
05-29 14:24BTCBuy73475.3→72688.6-5.87timeout
05-27 23:21BTCBuy75973.2→74400.7-10.83timeout
05-26 23:20BTCBuy77179.1→75890.8-8.81timeout
05-25 23:19BTCBuy77378.9→77244.1-1.36timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
36%
win rate
-77.95
total pnl ($)
-62.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2536%-62.1-77.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems