stablecoin_contraction_mean_reversion_long

not live
25
closed trades
32%
win rate
-110.21
total pnl ($)
0.994
weight
7d window — n=7 wr=29% pnl=-41.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:32:53 (19.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aqa
n: 12  ·  wr: 8.3%  ·  total_bps: -1350.2  ·  mean_bps: -112.52  ·  sharpe: -1.64  ·  max_dd_bps: -1350.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 06:21BTCBuy64172.2→62592.6-12.76stop_loss
06-22 05:15BTCBuy62615.1→64211.8+12.26timeout
06-18 15:57BTCBuy63936.2→62363.7-12.61stop_loss
06-17 19:50BTCBuy65649.3→64031.8-12.77stop_loss
06-17 19:41BTCBuy65786.3→64168.7-12.75stop_loss
06-17 19:29BTCBuy65952.3→64330.6-12.77stop_loss
06-17 04:21BTCBuy64485.2→65782.7+9.48timeout
06-15 13:06BTCBuy63800.2→66601.7+21.56take_profit
06-15 00:51BTCBuy63703.2→65505.7+13.61timeout
06-13 19:50BTCBuy61909.1→64292.8+18.80timeout
06-12 19:44BTCBuy61861.1→63621.8+13.73timeout
06-09 16:40BTCBuy62262.1→60730.6-12.95stop_loss
06-09 14:11BTCBuy63528.2→61965.9-12.75stop_loss
06-07 22:14BTCBuy60787→63455.8+21.52take_profit
06-05 18:52BTCBuy60954→59455.3-12.75stop_loss
06-05 06:01BTCBuy63686.2→62119.8-12.71stop_loss
06-03 23:48BTCBuy65790.3→64171.7-12.75stop_loss
06-03 03:33BTCBuy67670.4→66003.7-12.77stop_loss
06-02 08:56BTCBuy71405.4→69733.3-12.22stop_loss
06-01 15:31BTCBuy73624.3→71314.2-16.29stop_loss
06-01 15:31BTCBuy73871.3→71314.2-18.07stop_loss
05-31 11:37BTCBuy73372.3→73897.7+2.71timeout
05-28 01:17BTCBuy75974.2→74194.8-12.17stop_loss
05-27 04:30BTCBuy77179.1→75361.4-12.18stop_loss
05-27 04:16BTCBuy77399.9→75500.5-12.61stop_loss

Paper vs Live

Paper (trades.jsonl)
25
closed
32%
win rate
-110.21
total pnl ($)
-87.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2532%-87.3-110.21

Recent bounces (last 20 of 1)

timesymsidereason
06-23 02:39BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems