nft_floor_momentum_regime_signal · strategy

252

closed trades

48%

win rate

-13.03

total pnl ($)

1.289

weight

7d window — n=18 wr=56% pnl=+8.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 16:17:44 (42.1d ago) · src: canon

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

n: 263 · wr: 50.2% · total_bps: -256.8 · mean_bps: -0.98 · sharpe: -0.02 · max_dd_bps: -1056.0

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
06-30 15:54	BTC	Sell	59185→58484.9	+4.39	timeout
06-29 19:55	BTC	Sell	59887→60462	-4.18	timeout
06-28 19:55	BTC	Sell	59803→59416	+2.23	timeout
06-28 14:50	BTC	Sell	60111→60044	+0.09	timeout
06-28 09:24	BTC	Sell	59900→60304	-3.06	timeout
06-27 19:27	BTC	Sell	60700→60237	+2.69	timeout
06-26 23:11	BTC	Buy	59941→60036	+0.27	timeout
06-26 17:55	BTC	Sell	59943→59995	-0.69	timeout
06-26 12:43	BTC	Buy	59782→58967.6	-5.81	stop_loss
06-26 08:50	BTC	Buy	59873→60117	+1.28	timeout
06-26 03:45	BTC	Sell	58852.1→59658.8	-5.84	stop_loss
06-26 02:15	BTC	Sell	59861→58638.9	+7.80	timeout
06-25 18:57	BTC	Sell	59509→59492	-0.25	timeout
06-25 13:42	BTC	Sell	61640.9→60290	+8.40	take_profit
06-25 09:03	BTC	Sell	61352.9→61658.1	-2.35	timeout
06-25 03:50	BTC	Sell	60966→60750	+1.05	timeout
06-24 20:01	BTC	Sell	59418→60232.1	-5.86	stop_loss
06-24 16:43	BTC	Sell	61515.9→60166	+8.40	take_profit
06-23 17:58	BTC	Sell	62433.9→62360.1	+0.11	timeout
06-23 12:56	BTC	Sell	62394.9→62249.1	+0.55	timeout
06-23 06:21	BTC	Sell	64005.8→62603.1	+8.41	take_profit
06-23 02:53	BTC	Sell	63952.8→64216.2	-2.01	timeout
06-22 17:30	BTC	Buy	65325.3→64431.5	-5.83	stop_loss
06-22 13:01	BTC	Buy	64149.2→65092.7	+5.50	timeout
06-22 07:57	BTC	Buy	63888.2→64165.8	+1.38	timeout
06-22 01:26	BTC	Sell	63800.8→64669.6	-5.81	stop_loss
06-21 23:54	BTC	Sell	64176.8→63285.2	+5.19	timeout
06-21 18:52	BTC	Sell	64041.8→64114.2	-0.82	timeout
06-21 11:31	BTC	Buy	64173.2→64276.8	+0.29	timeout
06-21 06:27	BTC	Buy	64207.2→64221.8	-0.27	timeout
06-21 01:26	BTC	Buy	63940.2→64218.8	+1.38	timeout
06-20 20:26	BTC	Buy	64017.2→63920.8	-0.96	timeout
06-20 15:20	BTC	Buy	63639.2→64350.8	+4.10	timeout
06-20 09:21	BTC	Buy	63703.2→63504.8	-1.62	timeout
06-20 04:19	BTC	Buy	63481.2→63448.8	-0.56	timeout
06-19 21:19	BTC	Buy	63096.2→63223.8	+0.44	timeout
06-19 13:43	BTC	Buy	62420.1→62990.9	+3.31	timeout
06-19 09:13	BTC	Buy	62649.1→62322.9	-2.42	timeout
06-19 04:03	BTC	Buy	62910.1→62654.9	-1.98	timeout
06-18 20:51	BTC	Sell	62658.9→63058.2	-2.93	timeout
06-18 15:51	BTC	Sell	64021.8→62612.1	+8.40	take_profit
06-18 11:18	BTC	Sell	64111.8→63985.2	+0.44	timeout
06-18 06:10	BTC	Sell	64535.8→63889.2	+3.65	timeout
06-18 00:51	BTC	Sell	64256.8→64516.2	-1.96	timeout
06-17 19:29	BTC	Sell	65875.7→64423.2	+8.46	take_profit
06-17 15:48	BTC	Sell	64776.8→65659.1	-5.83	stop_loss
06-17 11:03	BTC	Sell	65590.7→64726.2	+4.92	timeout
06-17 03:53	BTC	Sell	65628.7→65827.3	-1.56	timeout
06-16 22:18	BTC	Buy	66089.3→65831.7	-1.93	timeout
06-16 14:23	BTC	Buy	66403.3→65497	-5.82	stop_loss
06-16 09:27	BTC	Buy	66034.3→66587.7	+2.99	timeout
06-16 04:25	BTC	Buy	66246.3→66044.7	-1.57	timeout
06-15 23:27	BTC	Buy	66603.3→66150.7	-3.08	timeout
06-15 18:21	BTC	Buy	66478.3→66810.7	+1.62	timeout
06-15 12:59	BTC	Buy	65671.3→66546.7	+4.97	timeout
06-15 07:55	BTC	Buy	65903.3→65708.7	-1.54	timeout
06-15 02:52	BTC	Buy	65455.3→65463.7	-0.31	timeout
06-14 21:45	BTC	Buy	64062.2→65465.7	+8.40	take_profit
06-14 19:50	BTC	Buy	64029.2→63748.8	-2.12	timeout
06-14 12:48	BTC	Buy	64456.2→64292.8	-1.37	timeout
06-14 00:51	BTC	Buy	64265.2→64518.8	+1.22	timeout
06-13 18:20	BTC	Buy	64137.2→64017.8	-1.11	timeout
06-13 13:17	BTC	Buy	63803.2→64137.8	+1.73	timeout
06-13 00:25	BTC	Sell	63501.8→63569.2	-0.77	timeout
06-12 17:51	BTC	Buy	63218.2→63810.8	+3.39	timeout
06-12 00:20	BTC	Buy	63517.2→63621.8	+0.29	timeout
06-11 17:49	BTC	Sell	62763.9→63618	-5.80	stop_loss
06-11 11:11	BTC	Buy	62664.1→63166.8	+2.83	timeout
06-11 06:08	BTC	Buy	62148.1→62540.9	+2.15	timeout
06-11 01:06	BTC	Buy	61663.1→61934.9	+1.40	timeout
06-10 17:41	BTC	Buy	62469.1→61619.1	-5.81	stop_loss
06-10 12:48	BTC	Buy	61156.1→61769.9	+3.66	timeout
06-09 22:10	BTC	Sell	61726.9→62023.1	-2.29	timeout
06-09 14:46	BTC	Sell	62644.9→61271.1	+8.41	take_profit
06-09 12:05	BTC	Buy	62952.1→62747.9	-1.65	timeout
06-09 06:58	BTC	Buy	62815.1→63260.8	+2.47	timeout
06-09 00:21	BTC	Buy	63771.2→62900.4	-5.82	stop_loss
06-08 20:22	BTC	Sell	63913.8→63262.2	+3.72	timeout
06-08 15:21	BTC	Sell	63583.8→64104.2	-3.63	timeout
06-08 10:21	BTC	Sell	63001.8→63270.2	-2.06	timeout
06-08 03:53	BTC	Sell	63131.8→63091.2	-0.10	timeout
06-07 22:13	BTC	Sell	61713.9→62554.4	-5.81	stop_loss
06-07 19:19	BTC	Buy	62073.1→61227.3	-5.81	stop_loss
06-07 17:54	BTC	Buy	61722.1→62138.9	+2.34	timeout
06-07 12:33	BTC	Buy	62620.1→61768	-5.81	stop_loss
06-07 07:43	BTC	Buy	61577.1→62169.9	+3.50	timeout
06-07 02:37	BTC	Buy	60559→61182.9	+3.75	timeout
06-06 19:30	BTC	Sell	60620→60596	-0.21	timeout
06-06 14:27	BTC	Sell	60594→60771	-1.53	timeout
06-05 11:45	BTC	Buy	62853.1→61985.9	-5.88	stop_loss
06-05 05:58	BTC	Buy	63201.2→62340.7	-5.80	stop_loss
06-05 02:19	BTC	Buy	63838.2→62970.3	-5.80	stop_loss
06-04 23:40	BTC	Sell	63876.8→63723.2	+0.60	timeout
06-04 19:05	BTC	Sell	64075.8→63669.2	+2.18	timeout
06-04 12:24	BTC	Sell	62505.9→63367.8	-5.88	stop_loss
06-04 07:17	BTC	Sell	64059.8→63679.2	+2.02	timeout
06-04 00:25	BTC	Sell	65298.7→63868.2	+8.40	take_profit
06-03 15:56	BTC	Sell	67074.6→66173.3	+5.02	timeout
06-03 05:12	BTC	Sell	66352.7→67261	-5.83	stop_loss
06-02 18:46	BTC	Sell	68181.6→67214.4	+5.31	timeout

Paper vs Live

Paper (trades.jsonl)

252

closed

48%

win rate

-13.03

total pnl ($)

-1.3 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 ($)
BTC	252	48%	-1.3	-13.03

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 13:02	BTC	Buy	-0.13	The market was in a mild uptrend with BTC up 1.12% over 24 hours and low funding rates. The thesis failed because the trade was closed by timeout, likely due to insufficient price movement within the expected timeframe.
05-10 12:09	BTC	Buy	+0.02	The market was in a mild uptrend with low volatility and slightly negative funding, indicating cautious bullish sentiment. The thesis failed because the trade was closed due to a timeout, likely lacking sufficient price movement to trigger an exit before th…
05-10 09:05	BTC	Buy	+0.34	The market was in a mild uptrend with low volatility, as BTC showed slight gains over 24h and 7d while funding remained negative. The thesis failed because the trade expired via timeout without reaching its target, as the low-volatility regime prevented the…
05-10 07:08	BTC	Buy	-0.58	The market was in a mild uptrend over 24h and 7d, with slightly negative short-term momentum and low funding. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, resulting in a small negative PnL from an unfilled order.
05-10 04:04	BTC	Buy	+0.24	The market exhibited low volatility with neutral funding and declining open interest, suggesting a lack of directional conviction. The thesis failed because the trade was closed by timeout, indicating the expected price movement did not materialize within t…
05-10 02:04	BTC	Buy	-0.97	The market was in a low-funding, neutral regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without entry, resulting in a small negative PnL from the timeout close reason.
05-09 23:04	BTC	Buy	-0.61	BTC was trading in a narrow, low-volatility range 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 allowed window.
05-09 21:02	BTC	Buy	+0.49	BTC was trading in a narrow range with low volatility, showing slight hourly gains but weekly weakness. The trade closed due to timeout, failing to trigger an entry as the market lacked the directional momentum needed to reach the buy level.
05-09 18:04	BTC	Buy	+1.79	The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired without reaching a target or stop, as the lack of directional momentum prevented any meaningful move.
05-09 16:06	BTC	Buy	+0.40	BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The trade timed out without triggering entry, so the thesis was never tested.

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