nft_floor_recovery_bayc_10pct_bounce_capitulation_over_long

not live
32
closed trades
53%
win rate
+23.73
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 07:53:08 (40.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: abp
n: 30  ·  wr: 56.7%  ·  total_bps: +792.3  ·  mean_bps: +26.41  ·  sharpe: +0.28  ·  max_dd_bps: -280.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-13 20:33ETHBuy1679.67→1674.83-2.43timeout
06-13 14:29ETHBuy1674.67→1678.73+0.96timeout
06-13 08:28ETHBuy1670.07→1674.33+1.04timeout
06-13 02:24ETHBuy1665.97→1670.23+1.04timeout
06-12 20:24ETHBuy1665.67→1665.63-0.59timeout
06-12 14:23ETHBuy1675.27→1661.73-5.84timeout
06-12 08:40ETHBuy1675.17→1671.23-2.12timeout
06-12 02:33ETHBuy1671.87→1672.73-0.26timeout
06-11 20:24ETHBuy1647.36→1677.13+11.14timeout
06-11 14:18ETHBuy1657.27→1639.84-7.44timeout
06-11 08:14ETHBuy1639.66→1658.53+6.86timeout
06-11 02:01ETHBuy1625.56→1642.04+5.96timeout
06-10 17:32ETHBuy1653.57→1622.63-12.75stop_loss
06-10 09:20ETHBuy1639.16→1608.23-12.84stop_loss
06-09 21:58ETHBuy1635.46→1655.63+7.45timeout
06-09 14:21ETHBuy1669.47→1638.22-12.75stop_loss
06-09 09:52ETHBuy1665.07→1669.73+1.30timeout
06-09 00:27ETHBuy1706.27→1674.29-12.71stop_loss
06-08 21:52ETHBuy1693.07→1706.73+4.71timeout
06-08 15:44ETHBuy1661.97→1692.63+11.41timeout
06-08 05:13ETHBuy1679.77→1648.31-12.74stop_loss
06-07 22:14ETHBuy1626.86→1678.63+20.10take_profit
06-07 19:25ETHBuy1632.16→1601.64-12.69stop_loss
06-07 15:35ETHBuy1634.26→1632.64-1.19timeout
06-07 09:15ETHBuy1595.26→1647.24+20.62take_profit
06-07 03:27ETHBuy1561.36→1593.24+12.73timeout
05-02 05:19ETHBuy2291.23→2295.87+0.72timeout
05-01 23:19ETHBuy2305.53→2290.77-4.74timeout
05-01 17:18ETHBuy2285.53→2305.07+4.97timeout
05-01 11:17ETHBuy2283.53→2285.07-0.14timeout
05-01 05:17ETHBuy2256.23→2283.07+7.13timeout
04-30 11:15ETHBuy2242.6→2268.23+6.84timeout

Paper vs Live

Paper (trades.jsonl)
32
closed
53%
win rate
+23.73
total pnl ($)
+11.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3253%+11.4+23.73

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 05:19ETHBuy+0.72The market was essentially flat to slightly negative at close, with ETH down 0.23% over the prior hour and BTC following suit (-0.28%), providing no tailwind for a long position that needed 320 bps of upside to hit take-profit. The trade's thesis—a 10% BAYC…
05-01 23:19ETHBuy-4.74The market was consolidating weakly at the time of close, with ETH down 0.32% in the prior hour and Bitcoin also declining 0.39% intraday, suggesting weak momentum despite positive 24h gains. The trade's thesis failed because the 10% BAYC floor recovery cap…
05-01 17:18ETHBuy+4.97Ethereum was consolidating near $2304 with modest intraday weakness (-0.02% 1h) despite broader 24h strength (+2.23%), while funding rates remained neutral at ~0.011% with elevated open interest. The trade thesis worked because the entry at $2285.53 capture…
05-01 11:17ETHBuy-0.14# Trade Closure Analysis ETH moved sideways in a narrow 0.08% hourly band at close ($2285.91), with micro momentum gains over 24h (+0.88%) failing to sustain the 6-hour recovery thesis. The NFT floor recovery signal predicated on a 10% BAYC capitulation bo…
05-01 05:17ETHBuy+7.13ETH was consolidating near $2282 with modest positive momentum over 24 hours (+1.83%) but slight weakness over 7 days (-1.14%), while funding rates remained elevated at 0.0047%, indicating persistent long positioning. The trade's 10% capitulation bounce the…
04-30 11:15ETHBUY+6.84At close, ETH was consolidating near $2266 after a modest 1-hour rally (+0.35%) within a broader 24-hour decline (-2.73%), while BTC showed similar weakness, suggesting a brief intraday bounce in an otherwise bearish session. The trade's thesis—that a 10% c…