sol_oi_cascade_short_v6 · strategy

114

closed trades

43%

win rate

-29.96

total pnl ($)

0.876

weight

7d window — n=36 wr=39% pnl=-24.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-29 12:28 (24.0d ago) · src: backtest-gate-results.jsonl

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_agent_session_micro_14

n: 87 · wr: 20.7% · total_bps: +647.1 · mean_bps: +7.44 · sharpe: +0.13 · max_dd_bps: -479.7

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.517

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 08:26	SOL	Sell	73.8929→74.1221	-1.99	timeout
06-22 03:57	SOL	Sell	74.3758→73.422	+5.96	timeout
06-21 23:52	SOL	Sell	73.235→72.5209	+4.44	timeout
06-21 19:45	SOL	Sell	74.2439→74.4022	-1.50	timeout
06-21 15:06	SOL	Sell	73.53→74.2542	-5.37	stop_loss
06-21 09:34	SOL	Sell	73.081→73.8029	-5.38	stop_loss
06-21 06:17	SOL	Sell	73.575→73.19	+2.17	timeout
06-21 01:37	SOL	Sell	73.275→73.108	+0.70	timeout
06-20 21:13	SOL	Sell	71.7392→72.4461	-5.37	stop_loss
06-20 17:33	SOL	Sell	72.1972→71.5847	+3.80	timeout
06-20 13:12	SOL	Sell	71.4393→71.5727	-1.38	timeout
06-20 06:22	SOL	Sell	71.6153→72.322	-5.38	stop_loss
06-20 03:04	SOL	Sell	69.5946→69.7285	-1.40	timeout
06-19 22:17	SOL	Sell	68.8647→69.0864	-2.07	timeout
06-19 18:05	SOL	Sell	69.3236→69.2284	+0.23	timeout
06-19 13:42	SOL	Sell	68.2468→68.9248	-5.42	stop_loss
06-19 08:38	SOL	Sell	68.0568→68.7266	-5.37	stop_loss
06-19 05:24	SOL	Sell	69.1896→68.4693	+4.77	timeout
06-19 01:19	SOL	Sell	69.3586→69.8195	-3.76	timeout
06-18 19:40	SOL	Sell	68.5287→69.203	-5.36	stop_loss
06-18 15:30	SOL	Sell	71.0293→69.7715	+8.40	take_profit
06-18 09:31	SOL	Sell	71.5973→71.7848	-1.76	timeout
06-18 03:26	SOL	Sell	72.3451→71.9258	+2.44	timeout
06-17 23:27	SOL	Sell	71.8652→72.0318	-1.61	timeout
06-17 18:05	SOL	Sell	74.1329→72.8109	+8.48	take_profit
06-17 14:12	SOL	Sell	72.2052→72.3268	-1.31	timeout
06-17 08:32	SOL	Sell	73.244→72.5949	+3.98	timeout
06-17 01:55	SOL	Sell	73.219→73.941	-5.38	stop_loss
06-16 22:05	SOL	Sell	73.7109→73.7971	-1.03	timeout
06-16 17:31	SOL	Sell	73.194→73.103	+0.16	timeout
06-16 12:33	SOL	Sell	74.7918→75.5261	-5.35	stop_loss
06-16 08:17	SOL	Sell	74.2179→74.9577	-5.44	stop_loss
06-16 02:30	SOL	Sell	74.0839→72.7709	+8.41	take_profit
06-15 22:00	SOL	Sell	75.1107→74.4352	+4.05	timeout
06-15 15:46	SOL	Sell	74.1679→74.9057	-5.42	stop_loss
06-15 13:07	SOL	Sell	72.3991→73.1155	-5.40	stop_loss
06-15 09:01	SOL	Sell	71.2073→71.3457	-1.43	timeout
06-15 02:17	SOL	Sell	70.9134→71.6105	-5.36	stop_loss
06-14 21:16	SOL	Sell	67.8378→68.5145	-5.44	stop_loss
06-14 18:57	SOL	Sell	67.4639→67.3761	+0.18	timeout
06-14 14:38	SOL	Sell	67.7438→67.0141	+4.92	timeout
06-14 09:53	SOL	Sell	68.1568→68.4263	-2.43	timeout
06-14 05:50	SOL	Sell	68.8057→68.3092	+3.15	timeout
06-14 00:11	SOL	Sell	68.9607→68.8023	+0.68	timeout
06-13 20:05	SOL	Sell	68.0738→68.1482	-1.01	timeout
06-13 16:04	SOL	Sell	68.0898→68.1702	-1.05	timeout
06-13 09:12	SOL	Sell	67.0739→67.3721	-2.68	timeout
06-13 04:28	SOL	Sell	67.0909→66.757	+2.03	timeout
06-13 00:07	SOL	Sell	66.531→66.831	-2.72	timeout
06-12 19:21	SOL	Sell	67.5729→67.1081	+2.97	timeout
06-12 14:34	SOL	Sell	66.677→67.3337	-5.36	stop_loss
06-12 09:32	SOL	Sell	66.799→67.4638	-5.43	stop_loss
06-12 05:35	SOL	Sell	66.914→66.776	+0.58	timeout
06-12 00:46	SOL	Sell	66.827→66.964	-1.46	timeout
06-11 19:30	SOL	Sell	66.724→67.3838	-5.39	stop_loss
06-11 15:21	SOL	Sell	65.1772→65.8228	-5.40	stop_loss
06-11 11:51	SOL	Sell	65.4402→66.0949	-5.44	stop_loss
06-11 08:07	SOL	Sell	64.8423→65.0688	-2.18	timeout
06-11 04:02	SOL	Sell	64.9293→65.1808	-2.37	timeout
06-10 22:47	SOL	Sell	63.3025→62.8364	+3.21	timeout
06-10 17:32	SOL	Sell	64.9823→63.8266	+8.44	take_profit
06-10 13:35	SOL	Sell	64.3034→64.9342	-5.36	stop_loss
06-10 10:28	SOL	Sell	63.8534→63.4655	+2.57	timeout
06-09 21:48	SOL	Sell	65.0202→65.5428	-4.47	timeout
06-09 16:40	SOL	Sell	64.6603→63.5135	+8.42	take_profit
06-09 13:20	SOL	Sell	65.9801→65.9369	-0.13	timeout
06-09 08:41	SOL	Sell	67.1519→66.625	+3.47	timeout
06-09 03:58	SOL	Sell	65.9441→65.9859	-0.78	timeout
06-08 23:32	SOL	Sell	67.7088→66.722	+6.83	timeout
06-08 18:01	SOL	Sell	66.855→67.5239	-5.45	stop_loss
06-08 15:10	SOL	Sell	66.905→67.5709	-5.43	stop_loss
06-08 08:46	SOL	Sell	65.6591→65.5308	+0.51	timeout
06-08 02:11	SOL	Sell	65.7131→66.3601	-5.38	stop_loss
06-07 22:12	SOL	Sell	64.5163→65.1493	-5.37	stop_loss
06-07 18:50	SOL	Sell	65.1592→65.0308	+0.48	timeout
06-07 14:02	SOL	Sell	63.9054→64.5339	-5.40	stop_loss
06-07 08:45	SOL	Sell	64.6843→65.3194	-5.36	stop_loss
06-07 04:39	SOL	Sell	63.3865→64.0116	-5.38	stop_loss
06-07 01:04	SOL	Sell	62.0587→62.6707	-5.38	stop_loss
06-06 20:44	SOL	Sell	61.7417→61.7813	-0.79	timeout
06-06 15:15	SOL	Sell	62.6376→61.5262	+8.41	take_profit
06-06 11:01	SOL	Sell	61.3318→61.9402	-5.42	stop_loss
06-06 08:15	SOL	Sell	62.9186→62.9734	-0.89	timeout
06-06 03:32	SOL	Sell	63.9034→62.6914	+9.01	take_profit
06-05 22:05	SOL	Sell	65.1842→64.0126	+8.54	take_profit
06-05 18:30	SOL	Sell	65.0512→63.8956	+8.44	take_profit
06-05 14:09	SOL	Sell	64.5013→65.1383	-5.39	stop_loss
06-05 10:03	SOL	Sell	66.0821→66.7314	-5.37	stop_loss
06-05 05:47	SOL	Sell	67.4999→66.3039	+8.40	take_profit
06-05 01:30	SOL	Sell	68.0468→68.7166	-5.38	stop_loss
06-04 21:39	SOL	Sell	68.9297→67.7082	+8.40	take_profit
06-04 18:18	SOL	Sell	69.3666→69.0974	+1.49	timeout
06-04 13:31	SOL	Sell	69.1746→69.8554	-5.37	stop_loss
06-04 08:13	SOL	Sell	69.7615→68.5243	+8.41	take_profit
06-04 03:32	SOL	Sell	70.6394→71.3323	-5.36	stop_loss
06-03 21:35	SOL	Sell	71.6253→72.332	-5.39	stop_loss
06-03 21:22	SOL	Sell	72.1512→71.6737	+2.84	timeout
06-03 14:23	SOL	Sell	74.8708→74.1101	+4.62	timeout
06-03 06:34	SOL	Sell	74.5038→75.2379	-5.38	stop_loss
06-03 02:32	SOL	Sell	74.7308→74.3191	+2.29	timeout

Paper vs Live

Paper (trades.jsonl)

114

closed

43%

win rate

-29.96

total pnl ($)

-5.2 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 ($)
SOL	114	43%	-5.2	-29.96

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 11:05	SOL	Sell	stale_intent
06-21 22:08	SOL	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…