stablecoin_delta_slope_momentum_long_v2 · strategy

116

closed trades

38%

win rate

-469.06

total pnl ($)

0.250

weight

7d window — n=25 wr=24% pnl=-162.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 10:23	BTC	Buy	59432→59310	-1.45	timeout
06-30 08:04	BTC	Buy	59498→59495	-0.42	timeout
06-29 16:24	BTC	Buy	60200→59671	-5.07	timeout
06-28 23:33	BTC	Buy	60251→59561	-6.24	timeout
06-28 22:43	BTC	Buy	60516→59027.5	-12.77	stop_loss
06-28 21:31	BTC	Buy	60348→59680	-5.98	timeout
06-28 19:24	BTC	Buy	60417→59477	-8.19	timeout
06-28 03:34	BTC	Buy	60124→60195	+0.15	timeout
06-27 15:51	BTC	Buy	59694→60740	+8.33	timeout
06-27 08:23	BTC	Buy	59605→60436	+6.48	timeout
06-27 05:31	BTC	Buy	59534→60103	+4.33	timeout
06-27 03:22	BTC	Buy	59246→60244	+7.98	timeout
06-26 13:19	BTC	Buy	60114→58635.7	-12.75	stop_loss
06-26 05:22	BTC	Buy	59322→59779	+3.42	timeout
06-26 02:13	BTC	Buy	60115→58627.7	-12.81	stop_loss
06-25 13:51	BTC	Buy	60701→59208.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60853→59353.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	61054.1→59552.2	-12.68	stop_loss
06-25 13:44	BTC	Buy	61602.1→60086.9	-12.72	stop_loss
06-24 16:51	BTC	Buy	61092.1→59584.2	-12.78	stop_loss
06-24 15:08	BTC	Buy	62352.1→60816.5	-12.69	stop_loss
06-24 14:19	BTC	Buy	62469.1→60885.5	-13.09	stop_loss
06-24 14:19	BTC	Buy	62376.1→60841.5	-12.71	stop_loss
06-24 14:17	BTC	Buy	62571.1→61017.4	-12.83	stop_loss
06-24 13:43	BTC	Buy	63049.2→61492.2	-12.79	stop_loss
06-23 08:24	BTC	Buy	63766.2→62196.8	-12.70	stop_loss
06-23 08:24	BTC	Buy	63786.2→62217.8	-12.69	stop_loss
06-23 06:21	BTC	Buy	64135.2→62554.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64223.2→62635.5	-12.84	stop_loss
06-23 05:57	BTC	Buy	64132.2→63343.8	-6.65	timeout
06-22 03:52	BTC	Buy	64100.2→64094.8	-0.57	timeout
06-22 01:21	BTC	Buy	63494.2→64053.8	+3.83	timeout
06-21 21:27	BTC	Buy	63517.2→63692.8	+0.93	timeout
06-21 19:23	BTC	Buy	63744.2→64168.8	+2.93	timeout
06-21 17:23	BTC	Buy	63701.2→64116.8	+2.91	timeout
06-20 12:40	BTC	Buy	62988.1→63558.8	+4.01	timeout
06-20 10:32	BTC	Buy	62738.1→63627.8	+6.53	timeout
06-20 08:22	BTC	Buy	63130.2→63505.8	+2.42	timeout
06-20 05:51	BTC	Buy	62684.1→63585.8	+6.74	timeout
06-20 04:24	BTC	Buy	62723.1→63466.8	+5.50	timeout
06-18 15:57	BTC	Buy	63938.2→62365.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64494.2→62874.4	-12.77	stop_loss
06-18 15:36	BTC	Buy	64642.2→63052.3	-12.54	stop_loss
06-18 15:17	BTC	Buy	64942.2→63345.1	-12.25	stop_loss
06-18 05:03	BTC	Buy	65322.3→63708.9	-12.82	stop_loss
06-17 22:03	BTC	Buy	65571.3→63956.8	-12.75	stop_loss
06-17 19:42	BTC	Buy	65742.3→64125.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65904.3→64265.6	-12.88	stop_loss
06-17 14:50	BTC	Buy	65837.3→65135.7	-5.79	timeout
06-17 11:05	BTC	Buy	66128.3→64492.5	-12.90	stop_loss
06-17 07:33	BTC	Buy	66652.3→65540.7	-8.74	timeout
06-17 05:27	BTC	Buy	66865.3→65813.7	-8.36	timeout
06-16 13:24	BTC	Buy	65422.3→66151.7	+5.00	timeout
06-16 11:20	BTC	Buy	65563.3→66540.7	+6.89	timeout
06-16 00:22	BTC	Buy	64477.2→66284.7	+13.60	timeout
06-15 15:47	BTC	Buy	64313.2→67147.6	+21.59	take_profit
06-15 15:47	BTC	Buy	64239.2→67068.6	+21.58	take_profit
06-15 00:22	BTC	Buy	63913.2→65703.7	+13.54	timeout
06-14 21:52	BTC	Buy	63737.2→65504.7	+13.35	timeout
06-14 14:24	BTC	Buy	63730.2→64240.8	+3.56	timeout
06-14 10:22	BTC	Buy	63637.2→64580.8	+6.91	timeout
06-14 07:19	BTC	Buy	63687.2→64270.8	+4.13	timeout
06-13 11:26	BTC	Buy	63386.2→63935.8	+3.75	timeout
06-13 09:20	BTC	Buy	63506.2→63807.8	+1.78	timeout
06-12 23:26	BTC	Buy	63100.2→63413.8	+1.96	timeout
06-12 21:16	BTC	Buy	62791.1→63611.8	+6.05	timeout
06-12 18:22	BTC	Buy	62897.1→63671.8	+5.69	timeout
06-11 22:47	BTC	Buy	61294.1→63450.8	+16.95	timeout
06-11 20:22	BTC	Buy	61573.1→63450.8	+14.60	timeout
06-11 07:21	BTC	Buy	61803.1→62751.9	+7.00	timeout
06-11 05:18	BTC	Buy	61757.1→62655.9	+6.60	timeout
06-11 03:26	BTC	Buy	61441.1→62064.9	+4.52	timeout
06-09 16:06	BTC	Buy	62419.1→60882.5	-12.77	stop_loss
06-09 14:47	BTC	Buy	62661.1→61118.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62808.1→61259.3	-12.79	stop_loss
06-09 14:43	BTC	Buy	62850.1→61304.3	-12.76	stop_loss
06-09 14:23	BTC	Buy	63045.2→61798.9	-10.36	timeout
06-09 11:20	BTC	Buy	62921.1→62499.9	-3.72	timeout
06-09 08:22	BTC	Buy	61812.1→62869.9	+8.11	timeout
06-09 06:18	BTC	Buy	62141.1→63394.8	+9.56	timeout
06-09 03:18	BTC	Buy	61740.1→62900.9	+8.97	timeout
06-07 22:14	BTC	Buy	60688→63353.8	+21.53	take_profit
06-07 21:19	BTC	Buy	61194.1→61828.9	+4.77	timeout
06-07 17:57	BTC	Buy	60859→62149.9	+10.20	timeout
06-07 15:54	BTC	Buy	60636→62051.9	+11.20	timeout
06-07 11:49	BTC	Buy	60778→62715.9	+15.53	timeout
06-06 04:33	BTC	Buy	61101.1→59597.2	-12.76	stop_loss
06-06 04:12	BTC	Buy	61673.1→60153.9	-12.77	stop_loss
06-05 20:50	BTC	Buy	59168→61765.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60939→59440.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60945→59446.3	-12.76	stop_loss
06-05 14:26	BTC	Buy	61918.1→60393.8	-12.76	stop_loss
06-05 13:56	BTC	Buy	62522.1→60981.4	-12.77	stop_loss
06-05 13:51	BTC	Buy	62627.1→61085.4	-12.76	stop_loss
06-05 06:24	BTC	Buy	62667.1→61124.4	-12.70	stop_loss
06-05 06:22	BTC	Buy	62833.1→61282.3	-12.79	stop_loss
06-05 06:20	BTC	Buy	63266.2→61710	-12.67	stop_loss
06-05 06:01	BTC	Buy	63702.2→62135.8	-12.71	stop_loss
06-05 06:00	BTC	Buy	63724.2→62156.8	-12.72	stop_loss

Paper vs Live

Paper (trades.jsonl)

116

closed

38%

win rate

-469.06

total pnl ($)

-80.8 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	116	38%	-80.8	-469.06

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…