stablecoin_delta_reversal_short_v8

not live
22
closed trades
50%
win rate
+72.42
total pnl ($)
1.452
weight
7d window — n=4 wr=75% pnl=+31.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:20:49 (32.0d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189876_37011
n: 10  ·  wr: 60.0%  ·  total_bps: +698.5  ·  mean_bps: +69.85  ·  sharpe: +0.30  ·  max_dd_bps: -263.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:43BTCSell60268→60081+1.11timeout
06-26 04:17BTCSell58736.1→60183.1-12.77stop_loss
06-25 13:58BTCSell60844→58170.9+21.48take_profit
06-24 16:51BTCSell62691.9→59916+21.56take_profit
06-17 16:30BTCSell65753.7→66239.3-4.08timeout
06-16 15:59BTCSell67199.6→65862.3+9.61timeout
06-14 21:50BTCSell64009.8→65588.1-12.77stop_loss
06-14 15:21BTCSell64265.8→64018.2+1.49timeout
06-13 15:24BTCSell64251.8→64286.2-0.69timeout
06-12 15:13BTCSell62761.9→64308.4-12.69stop_loss
06-11 15:20BTCSell62096.9→62678.1-5.04timeout
06-10 15:08BTCSell61554.9→61969.1-3.77timeout
06-09 14:46BTCSell64070.8→61254.1+21.55take_profit
06-07 22:14BTCSell61661.9→63179.7-12.76stop_loss
06-07 06:36BTCSell60753→62249.2-12.79stop_loss
06-06 15:06BTCSell60855→60539+2.15timeout
06-05 06:24BTCSell63930.8→61111.1+21.56take_profit
06-04 00:39BTCSell65971.7→63075.2+21.50take_profit
06-03 18:02BTCSell67534.6→66062.3+10.52timeout
06-02 14:27BTCSell70910.5→67796.4+21.53take_profit
05-31 09:47BTCSell73540.3→73957.7-3.14timeout
05-30 02:23BTCSell73475.3→73581.7-1.13timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
50%
win rate
+72.42
total pnl ($)
+65.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2250%+65.4+72.42

Recent bounces (last 20 of 1)

timesymsidereason
06-28 02:46BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems