stablecoin_flow_slope_momentum_long · strategy

135

closed trades

47%

win rate

-205.37

total pnl ($)

0.760

weight

7d window — n=30 wr=47% pnl=-75.42 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:17	BTC	Buy	60447→60236	-2.17	timeout
06-27 19:12	BTC	Buy	60268→60560	+1.99	timeout
06-27 06:20	BTC	Buy	60001→60160	+0.87	timeout
06-27 05:13	BTC	Buy	60173→60268	+0.34	timeout
06-26 16:26	BTC	Buy	59871→60001	+0.58	timeout
06-26 15:24	BTC	Buy	58803.9→60110	+10.60	timeout
06-26 03:26	BTC	Buy	59213→58833.1	-3.62	timeout
06-26 02:24	BTC	Buy	59766→58294.9	-12.73	stop_loss
06-25 13:43	BTC	Buy	61690.1→60172.9	-12.72	stop_loss
06-25 13:42	BTC	Buy	61759.1→60238.9	-12.74	stop_loss
06-25 06:35	BTC	Buy	59619→61674.9	+16.81	timeout
06-25 05:34	BTC	Buy	59554→61611.9	+16.84	timeout
06-24 17:47	BTC	Buy	60592→59101.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 14:17	BTC	Buy	62549.1→61007.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62772.1→61227.3	-12.75	stop_loss
06-24 10:10	BTC	Buy	62685.1→62594.9	-1.20	timeout
06-24 07:59	BTC	Buy	62391.1→62602.9	+1.20	timeout
06-23 21:15	BTC	Buy	62428.1→62516.9	+0.27	timeout
06-23 19:29	BTC	Buy	62978.1→62390.9	-5.12	timeout
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64209.2→62630.5	-12.75	stop_loss
06-22 22:27	BTC	Buy	64146.2→64053.8	-1.17	timeout
06-22 21:23	BTC	Buy	64117.2→64249.8	+0.58	timeout
06-22 09:28	BTC	Buy	63662.2→64063.8	+2.66	timeout
06-22 08:28	BTC	Buy	64074.2→64168.8	+0.26	timeout
06-21 20:52	BTC	Buy	63910.2→63711.8	-2.01	timeout
06-21 19:48	BTC	Buy	64194.2→64159.8	-0.71	timeout
06-21 08:24	BTC	Buy	63919.2→64029.8	+0.36	timeout
06-21 07:23	BTC	Buy	63898.2→64196.8	+1.89	timeout
06-20 19:47	BTC	Buy	63699.2→63907.8	+1.20	timeout
06-20 18:45	BTC	Buy	63737.2→63796.8	+0.02	timeout
06-20 07:09	BTC	Buy	63029.2→63595.8	+4.04	timeout
06-20 06:05	BTC	Buy	63116.2→63649.8	+3.78	timeout
06-19 18:31	BTC	Buy	62854.1→63068.8	+1.25	timeout
06-19 17:48	BTC	Buy	62698.1→63174.8	+3.35	timeout
06-19 05:16	BTC	Buy	62488.1→62612.9	+0.58	timeout
06-19 04:41	BTC	Buy	62660.1→62555.9	-1.26	timeout
06-18 15:53	BTC	Buy	64045.2→62466.6	-12.71	stop_loss
06-18 15:40	BTC	Buy	64211.2→62632.5	-12.70	stop_loss
06-18 10:44	BTC	Buy	64225.2→63991.8	-2.30	timeout
06-18 09:46	BTC	Buy	64216.2→64257.8	-0.18	timeout
06-17 21:21	BTC	Buy	64945.2→64289.8	-5.49	timeout
06-17 20:19	BTC	Buy	65260.3→64267.8	-8.05	timeout
06-17 07:34	BTC	Buy	65680.3→65524.7	-1.62	timeout
06-17 06:29	BTC	Buy	65891.3→65621.7	-2.51	timeout
06-16 17:58	BTC	Buy	66057.3→65911.7	-1.59	timeout
06-16 16:56	BTC	Buy	65809.3→65705.7	-1.28	timeout
06-16 05:11	BTC	Buy	66789.3→65958.7	-6.64	timeout
06-16 04:07	BTC	Buy	67112.4→66133.7	-7.72	timeout
06-15 16:31	BTC	Buy	65707.3→67201.6	+10.89	timeout
06-15 15:26	BTC	Buy	65672.3→66646.7	+6.98	timeout
06-15 03:24	BTC	Buy	64065.2→65665.7	+12.02	timeout
06-15 02:23	BTC	Buy	64288.2→65670.7	+10.28	timeout
06-14 14:36	BTC	Buy	64520.2→63920.8	-5.10	timeout
06-14 13:31	BTC	Buy	64588.2→64238.8	-3.16	timeout
06-14 01:56	BTC	Buy	64062.2→64569.8	+3.52	timeout
06-14 00:50	BTC	Buy	64072.2→64536.8	+3.19	timeout
06-13 13:42	BTC	Buy	63791.2→64164.8	+2.45	timeout
06-13 12:34	BTC	Buy	63553.2→63991.8	+2.96	timeout
06-13 00:30	BTC	Buy	63450.2→63499.8	-0.10	timeout
06-12 23:24	BTC	Buy	63825.2→63418.8	-3.70	timeout
06-12 12:02	BTC	Buy	63583.2→63661.8	+0.13	timeout
06-12 10:59	BTC	Buy	63499.2→63682.8	+0.96	timeout
06-11 23:09	BTC	Buy	63103.2→63337.8	+1.34	timeout
06-11 22:05	BTC	Buy	62831.1→63548.8	+5.19	timeout
06-11 10:10	BTC	Buy	61300.1→62905.9	+12.57	timeout
06-11 09:09	BTC	Buy	61615.1→62823.9	+9.29	timeout
06-10 21:18	BTC	Buy	61103.1→61528.9	+3.02	timeout
06-10 20:16	BTC	Buy	61661.1→61746.9	+0.22	timeout
06-10 03:52	BTC	Buy	61355.1→62016.9	+5.01	timeout
06-10 02:51	BTC	Buy	61253.1→62016.9	+5.85	timeout
06-09 14:21	BTC	Buy	63174.2→61618.1	-12.77	stop_loss
06-09 14:18	BTC	Buy	63331.2→61772	-12.76	stop_loss
06-09 07:15	BTC	Buy	63341.2→63256.8	-1.14	timeout
06-09 06:12	BTC	Buy	63507.2→63377.8	-1.49	timeout
06-08 18:40	BTC	Buy	62929.1→63412.8	+3.36	timeout
06-08 17:36	BTC	Buy	62550.1→63359.8	+5.98	timeout
06-08 05:58	BTC	Buy	62147.1→62685.9	+3.88	timeout
06-08 05:00	BTC	Buy	62044.1→62705.9	+4.88	timeout
06-07 17:33	BTC	Buy	61652.1→62249.9	+4.41	timeout
06-07 16:27	BTC	Buy	61483.1→62168.9	+5.09	timeout
06-07 05:01	BTC	Buy	60802→61807.9	+7.83	timeout
06-07 03:52	BTC	Buy	60801→61586.9	+6.00	timeout
06-06 16:29	BTC	Buy	59943→60584	+4.91	timeout
06-06 15:26	BTC	Buy	60715→60626	-1.18	timeout
06-06 04:11	BTC	Buy	61783.1→60258.8	-12.79	stop_loss
06-06 03:17	BTC	Buy	60533→60803	+1.77	timeout
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63594.2→62029.9	-12.73	stop_loss
06-05 03:06	BTC	Buy	63873.2→62299.7	-12.74	stop_loss
06-04 22:25	BTC	Buy	62757.1→63353.8	+4.32	timeout
06-04 14:32	BTC	Buy	63170.2→63861.8	+5.04	timeout
06-04 09:25	BTC	Buy	64503.2→62917.4	-12.74	stop_loss
06-04 00:27	BTC	Buy	65183.3→63580	-12.74	stop_loss
06-04 00:25	BTC	Buy	65472.3→63861.9	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

135

closed

47%

win rate

-205.37

total pnl ($)

-30.1 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	135	47%	-30.1	-205.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 21:17	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…