stablecoin_flow_momentum_long_v2

not live
11
closed trades
55%
win rate
+20.51
total pnl ($)
1.200
weight
7d window — n=3 wr=33% pnl=-6.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 08:40:06 (27.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189876_21609
n: 14  ·  wr: 50.0%  ·  total_bps: -71.8  ·  mean_bps: -5.13  ·  sharpe: -0.02  ·  max_dd_bps: -703.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 03:22BTCBuy64403.2→64020.8-3.42timeout
06-20 16:50BTCBuy62671.1→63996.8+9.99timeout
06-17 22:03BTCBuy65626.3→63945.8-13.22stop_loss
06-15 15:47BTCBuy64282.2→67168.6+22.02take_profit
06-14 11:23BTCBuy63822.2→64500.8+4.86timeout
06-11 19:32BTCBuy61157.1→63903.8+21.83take_profit
06-09 16:21BTCBuy62220.1→60886-11.47timeout
06-07 15:49BTCBuy60322→62004.9+13.47timeout
06-04 00:25BTCBuy65513.3→63836.9-13.24stop_loss
06-02 14:09BTCBuy70213.5→68403.4-13.36stop_loss
05-30 13:20BTCBuy73214.7→73746.3+3.07timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
55%
win rate
+20.51
total pnl ($)
+38.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1155%+38.6+20.51

Recent bounces (last 20 of 1)

timesymsidereason
06-23 08:08BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems