small_institutional_divergence_96h_horizon

not live
20
closed trades
10%
win rate
-111.53
total pnl ($)
1.118
weight
7d window — n=4 wr=25% pnl=-17.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:34:20 (23.8d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: strategies_batch_ajh
n: 69  ·  wr: 58.0%  ·  total_bps: +4034.9  ·  mean_bps: +58.48  ·  sharpe: +0.29  ·  max_dd_bps: -1673.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 23:27SOLUSDTSell66.3184→67.996-13.09stop_loss
06-25 13:58BTCUSDTSell60833.8→58182.4+21.30take_profit
06-25 06:41ETHUSDTSell1613.54→1654.03-12.97stop_loss
06-25 06:15SOLUSDTSell67.7681→69.4771-13.08stop_loss
06-18 15:37BTCUSDTSell65766.6→62900.8+20.72take_profit
06-14 21:40ETHUSDTSell1672.69→1715.81-13.30stop_loss
06-14 21:25ETHUSDTSell1665.14→1706.82-12.76stop_loss
06-13 14:17SOLUSDTSell66.7583→68.4313-13.03stop_loss
06-12 04:10BTCUSDTSell62917.2→63470.1-4.51timeout
06-11 11:51ETHUSDTSell1631.57→1673.5-13.14stop_loss
06-11 11:30ETHUSDTSell1624.6→1665.74-13.06stop_loss
06-11 10:55BTCUSDTSell61621.4→63165.4-12.81stop_loss
06-11 01:41SOLUSDTSell63.2692→64.8536-12.96stop_loss
06-10 15:46BTCUSDTSell60974.5→62508.7-12.98stop_loss
05-23 09:07ETHUSDTSell2131.17→2132.24-1.16timeout
05-23 09:07ETHUSDTSell2131.17→2132.24-1.20timeout
05-23 09:07SOLUSDTSell85.1337→85.1763-0.66timeout
05-23 09:07SOLUSDTSell85.1337→85.1763-1.43timeout
05-19 11:05BTCUSDTSell80576.9→80617.2-1.05timeout
05-19 11:05BTCUSDTSell80576.9→80617.2-0.38timeout

Paper vs Live

Paper (trades.jsonl)
20
closed
10%
win rate
-111.53
total pnl ($)
-110.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETHUSDT70%-191.8-67.58
BTCUSDT729%+29.8+10.29
SOLUSDT60%-178.4-54.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems