oz_stablecoin_drain_short · strategy

103

closed trades

41%

win rate

-52.52

total pnl ($)

0.964

weight

7d window — n=28 wr=36% pnl=-14.26 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:38:09 (18.7d ago) · src: canon

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

n: 385 · wr: 41.6% · total_bps: -1640.7 · mean_bps: -4.26 · sharpe: -0.09 · max_dd_bps: -2437.0

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
06-22 05:52	BTC	Sell	64027.8→64157.2	-1.46	timeout
06-21 23:07	BTC	Sell	63717.8→63675.2	-0.12	timeout
06-21 17:03	BTC	Sell	64193.8→64136.2	-0.00	timeout
06-21 11:02	BTC	Sell	64209.8→64426.2	-2.13	timeout
06-21 05:00	BTC	Sell	64395.8→64254.2	+0.65	timeout
06-20 22:59	BTC	Sell	63985.8→64276.2	-2.72	timeout
06-20 16:55	BTC	Sell	64067.8→63978.2	+0.25	timeout
06-20 10:53	BTC	Sell	63666.8→63622.2	-0.10	timeout
06-20 04:50	BTC	Sell	63445.8→63562.2	-1.37	timeout
06-19 22:47	BTC	Sell	63085.8→63287.2	-2.04	timeout
06-19 16:44	BTC	Sell	63235.8→63255.2	-0.60	timeout
06-19 10:38	BTC	Sell	62410.9→62417.1	-0.50	timeout
06-19 05:44	BTC	Sell	62577.9→62617.1	-0.77	timeout
06-18 23:19	BTC	Sell	62777.9→62789.1	-0.54	timeout
06-18 17:46	BTC	Sell	62763.9→62594.1	+0.89	timeout
06-18 12:01	BTC	Sell	64122.8→63971.2	+0.73	timeout
06-18 05:38	BTC	Sell	63923.8→63825.2	+0.32	timeout
06-17 23:30	BTC	Sell	64345.8→64475.2	-1.45	timeout
06-17 17:47	BTC	Sell	65974.7→65846.3	+0.53	timeout
06-17 11:38	BTC	Sell	64894.8→64727.2	+0.84	timeout
06-17 05:45	BTC	Sell	65889.7→65905.3	-0.57	timeout
06-16 23:36	BTC	Sell	65686.7→65741.3	-0.86	timeout
06-16 17:12	BTC	Sell	65831.7→65796.3	-0.18	timeout
06-16 11:09	BTC	Sell	66542.7→66459.3	+0.18	timeout
06-16 05:08	BTC	Sell	66166.7→65926.3	+1.36	timeout
06-15 22:57	BTC	Sell	66354.7→66190.3	+0.79	timeout
06-15 16:31	BTC	Sell	66662.7→67204.4	-4.51	timeout
06-15 10:26	BTC	Sell	65666.7→65723.3	-0.88	timeout
06-15 04:21	BTC	Sell	65695.7→65741.3	-0.80	timeout
06-14 21:40	BTC	Sell	64482.8→65370.9	-7.34	stop_loss
06-14 16:16	BTC	Sell	64091.8→64087.2	-0.41	timeout
06-14 10:11	BTC	Sell	64430.8→64509.2	-1.06	timeout
06-14 04:02	BTC	Sell	64467.8→64513.2	-0.80	timeout
06-13 21:49	BTC	Sell	64226.8→64487.2	-2.48	timeout
06-13 15:39	BTC	Sell	64178.8→64323.2	-1.57	timeout
06-13 09:35	BTC	Sell	63805.8→63783.2	-0.27	timeout
06-13 03:42	BTC	Sell	63670.8→63474.2	+1.09	timeout
06-12 21:36	BTC	Sell	63517.8→63508.2	-0.37	timeout
06-12 15:29	BTC	Sell	63601.8→64185.2	-5.03	timeout
06-12 09:23	BTC	Sell	63508.8→63640.2	-1.48	timeout
06-12 03:20	BTC	Sell	63608.8→63449.2	+0.81	timeout
06-11 21:14	BTC	Sell	63508.8→63565.2	-0.89	timeout
06-11 15:09	BTC	Sell	62886.9→62758.1	+0.58	timeout
06-11 09:03	BTC	Sell	62733.9→62926.1	-1.98	timeout
06-11 03:04	BTC	Sell	62204.9→62138.1	+0.09	timeout
06-10 20:55	BTC	Sell	61928.9→61700.1	+1.40	timeout
06-10 14:55	BTC	Sell	62167.9→61940.1	+1.38	timeout
06-10 08:50	BTC	Sell	61674.9→61211.1	+3.30	timeout
06-09 16:43	BTC	Sell	61339.9→61099.1	+1.52	timeout
06-09 10:55	BTC	Sell	62629.9→62731.1	-1.26	timeout
06-09 04:44	BTC	Sell	62735.9→63191.2	-4.08	timeout
06-08 22:44	BTC	Sell	63779.8→63271.2	+3.54	timeout
06-08 16:42	BTC	Sell	63782.8→63696.2	+0.23	timeout
06-08 10:38	BTC	Sell	63280.8→63210.2	+0.11	timeout
06-08 04:32	BTC	Sell	63156.8→62963.1	+1.08	timeout
06-07 22:13	BTC	Sell	61781.9→62623.4	-7.26	stop_loss
06-07 16:23	BTC	Sell	61778.9→62239.1	-4.17	timeout
06-07 10:23	BTC	Sell	62678.9→62486.1	+1.09	timeout
06-07 04:16	BTC	Sell	61509.9→61540.1	-0.69	timeout
06-06 22:07	BTC	Sell	60730→60619	+0.46	timeout
06-06 16:05	BTC	Sell	60585→60903	-3.08	timeout
06-06 10:04	BTC	Sell	61128.9→60760	+2.57	timeout
06-06 04:03	BTC	Sell	60875→60798	+0.18	timeout
06-05 22:00	BTC	Sell	61588.9→61643.1	-0.89	timeout
06-05 16:10	BTC	Sell	60706→60027	+5.14	timeout
06-05 10:03	BTC	Sell	62563.9→62830.1	-2.58	timeout
06-05 04:42	BTC	Sell	62589.9→63010.2	-3.81	timeout
06-04 21:56	BTC	Sell	63583.8→63289.2	+1.87	timeout
06-04 16:13	BTC	Sell	64239.8→63659.2	+4.07	timeout
06-04 10:09	BTC	Sell	63336.8→62865.1	+3.27	timeout
06-04 05:29	BTC	Sell	64558.8→63828.2	+5.21	timeout
06-03 21:40	BTC	Sell	65303.7→65396.3	-1.16	timeout
06-03 14:40	BTC	Sell	66912.7→66905.3	-0.39	timeout
06-03 05:11	BTC	Sell	66332.7→67236	-7.26	stop_loss
06-03 00:37	BTC	Sell	66443.7→67030.4	-4.86	timeout
06-02 16:56	BTC	Sell	67278.6→67502.4	-2.11	timeout
06-02 08:08	BTC	Sell	69944.5→70044.5	-1.16	timeout
06-02 06:28	BTC	Sell	70597.5→70371.5	+1.16	timeout
06-01 23:07	BTC	Sell	70829.5→71342.6	-4.07	timeout
06-01 00:15	BTC	Sell	73940.3→73822.7	+0.35	timeout
05-31 14:48	BTC	Sell	73839.3→73669.7	+0.70	timeout
05-31 06:44	BTC	Sell	74063.3→74040.7	-0.30	timeout
05-31 00:43	BTC	Sell	73771.3→73929.7	-1.52	timeout
05-30 22:27	BTC	Sell	73957.3→73850.7	+0.28	timeout
05-30 10:40	BTC	Sell	73526.3→73602.7	-0.97	timeout
05-30 00:31	BTC	Sell	73358.3→73376.7	-0.57	timeout
05-29 13:49	BTC	Sell	73243.3→73247.7	-0.48	timeout
05-29 07:34	BTC	Sell	73678.3→73525.7	+0.59	timeout
05-29 00:49	BTC	Sell	73517.3→73742.7	-1.98	timeout
05-28 18:55	BTC	Sell	73471.3→73711.7	-2.08	timeout
05-28 12:43	BTC	Sell	73371.3→73482.7	-1.21	timeout
05-28 06:18	BTC	Sell	72900.4→72986.6	-1.04	timeout
05-28 00:18	BTC	Sell	74507.3→74499.7	-0.40	timeout
05-27 18:17	BTC	Sell	74938.3→74770.7	+0.67	timeout
05-27 12:17	BTC	Sell	75940.2→75578.8	+1.92	timeout
05-27 06:16	BTC	Sell	75569.2→75661.8	-1.07	timeout
05-27 00:16	BTC	Sell	75869.2→75876.8	-0.50	timeout
05-26 18:17	BTC	Sell	76413.2→76016.8	+2.15	timeout
05-26 12:16	BTC	Sell	77262.1→77015.9	+1.14	timeout
05-26 06:16	BTC	Sell	76777.2→76832.8	-0.81	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

41%

win rate

-52.52

total pnl ($)

-10.2 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	103	41%	-10.2	-52.52

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 05:15	BTC	Sell	stale_intent
06-21 22:36	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…