stablecoin_net_delta_fear_gate_long_v11 · strategy

133

closed trades

44%

win rate

-360.34

total pnl ($)

0.505

weight

7d window — n=36 wr=42% pnl=-120.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:40	BTC	Buy	59412→59732	+2.12	timeout
06-26 17:38	BTC	Buy	59697→59963	+1.66	timeout
06-26 16:30	BTC	Buy	59465→60122	+4.98	timeout
06-26 15:27	BTC	Buy	59285→60249	+7.57	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60813→59317.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59046.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.72	stop_loss
06-24 15:49	BTC	Buy	61828.1→60305.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62432.1→60880.5	-12.85	stop_loss
06-24 14:17	BTC	Buy	62544.1→61005.4	-12.71	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.74	stop_loss
06-24 10:45	BTC	Buy	62230.1→62565.9	+2.25	timeout
06-24 09:16	BTC	Buy	62428.1→62725.9	+1.93	timeout
06-24 08:39	BTC	Buy	62294.1→62691.9	+2.73	timeout
06-24 07:57	BTC	Buy	62929.1→62610.9	-3.00	timeout
06-24 06:22	BTC	Buy	62683.1→62766.9	+0.14	timeout
06-23 08:27	BTC	Buy	63563.2→61998.9	-12.73	stop_loss
06-23 06:53	BTC	Buy	63931.2→62915.9	-8.15	timeout
06-23 05:47	BTC	Buy	64197.2→63334.8	-7.11	timeout
06-23 04:41	BTC	Buy	63964.2→63802.8	-1.73	timeout
06-23 02:38	BTC	Buy	64508.2→64156.8	-3.21	timeout
06-23 01:34	BTC	Buy	64436.2→64131.8	-2.82	timeout
06-22 03:10	BTC	Buy	64242.2→63991.8	-2.41	timeout
06-22 02:07	BTC	Buy	64216.2→64510.8	+1.83	timeout
06-22 01:00	BTC	Buy	64262.2→63912.8	-3.22	timeout
06-21 22:41	BTC	Buy	64231.2→63624.8	-5.25	timeout
06-21 21:34	BTC	Buy	63909.2→63732.8	-1.89	timeout
06-20 23:40	BTC	Buy	63306.2→64275.8	+7.18	timeout
06-20 22:32	BTC	Buy	63232.2→64294.8	+7.91	timeout
06-20 21:26	BTC	Buy	63157.2→63934.8	+5.75	timeout
06-20 20:13	BTC	Buy	63045.2→63948.8	+6.71	timeout
06-20 19:03	BTC	Buy	63039.2→63819.8	+5.75	timeout
06-19 20:45	BTC	Buy	63119.2→63062.8	-0.94	timeout
06-19 19:45	BTC	Buy	62911.1→62996.8	+0.19	timeout
06-19 18:45	BTC	Buy	62761.1→63031.8	+1.68	timeout
06-19 17:48	BTC	Buy	62632.1→63057.8	+2.93	timeout
06-19 17:07	BTC	Buy	62500.1→62972.9	+3.33	timeout
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64194.2→62613.5	-12.54	stop_loss
06-18 15:40	BTC	Buy	64296.2→62713.5	-12.55	stop_loss
06-18 15:40	BTC	Buy	64319.2→62736.5	-12.52	stop_loss
06-18 15:17	BTC	Buy	64919.2→63305.2	-12.61	stop_loss
06-18 04:11	BTC	Buy	65353.3→63743.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65648.3→64032.8	-12.74	stop_loss
06-17 19:40	BTC	Buy	65807.3→64188.7	-12.74	stop_loss
06-17 19:38	BTC	Buy	65852.3→64227.7	-12.78	stop_loss
06-17 17:01	BTC	Buy	65757.3→65829.7	-0.00	timeout
06-17 15:54	BTC	Buy	65919.3→65696.7	-2.21	timeout
06-17 03:21	BTC	Buy	65632.3→65737.7	+0.31	timeout
06-17 01:09	BTC	Buy	66271.3→65757.7	-4.34	timeout
06-17 00:03	BTC	Buy	66248.3→65700.7	-4.64	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.42	timeout
06-16 14:18	BTC	Buy	66504.3→65731.7	-6.34	timeout
06-16 01:23	BTC	Buy	65381.3→66292.7	+6.52	timeout
06-15 23:18	BTC	Buy	65574.3→66167.7	+4.14	timeout
06-15 22:12	BTC	Buy	65173.3→66433.7	+9.17	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.53	take_profit
06-15 12:55	BTC	Buy	63776.2→66576.7	+21.52	take_profit
06-14 23:43	BTC	Buy	64451.2→65571.7	+8.22	timeout
06-14 22:37	BTC	Buy	64485.2→65355.7	+6.25	timeout
06-14 21:33	BTC	Buy	64251.2→64787.8	+3.68	timeout
06-14 20:25	BTC	Buy	64226.2→63889.8	-3.10	timeout
06-14 19:22	BTC	Buy	64170.2→63788.8	-3.47	timeout
06-13 22:29	BTC	Buy	63594.2→64498.8	+6.63	timeout
06-13 21:26	BTC	Buy	63528.2→64218.8	+4.96	timeout
06-13 20:22	BTC	Buy	63513.2→64236.8	+5.24	timeout
06-13 19:23	BTC	Buy	63669.2→64138.8	+3.24	timeout
06-13 18:19	BTC	Buy	63676.2→64046.8	+2.44	timeout
06-12 20:39	BTC	Buy	63303.2→63486.8	+0.96	timeout
06-12 19:37	BTC	Buy	63735.2→63771.8	-0.18	timeout
06-12 18:31	BTC	Buy	63431.2→63719.8	+1.81	timeout
06-12 17:27	BTC	Buy	62348.1→63792.8	+11.13	timeout
06-12 16:23	BTC	Buy	62638.1→63797.8	+8.76	timeout
06-11 19:48	BTC	Buy	61893.1→63650.8	+13.62	timeout
06-11 18:43	BTC	Buy	61767.1→63494.8	+13.41	timeout
06-11 17:38	BTC	Buy	61739.1→63172.8	+11.07	timeout
06-11 16:38	BTC	Buy	62274.1→62688.9	+2.80	timeout
06-11 15:37	BTC	Buy	62316.1→62815.9	+3.46	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 17:56	BTC	Buy	61725.1→61881.9	+0.78	timeout
06-10 16:53	BTC	Buy	61185.1→62092.9	+6.90	timeout
06-10 15:51	BTC	Buy	61244.1→62360.9	+8.61	timeout
06-10 14:49	BTC	Buy	61207.1→61907.9	+5.24	timeout
06-09 15:55	BTC	Buy	62643.1→61102.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62673.1→61128.4	-12.78	stop_loss
06-09 14:36	BTC	Buy	62923.1→61372.2	-12.78	stop_loss
06-09 14:29	BTC	Buy	63135.2→61582.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63395.2→61835	-12.76	stop_loss
06-09 10:37	BTC	Buy	63224.2→62638.9	-5.04	timeout
06-09 09:33	BTC	Buy	63282.2→62621.9	-5.65	timeout
06-09 08:27	BTC	Buy	63051.2→62920.9	-1.50	timeout
06-09 07:24	BTC	Buy	63180.2→63267.8	+0.19	timeout
06-09 06:22	BTC	Buy	63074.2→63450.8	+2.48	timeout
06-08 09:32	BTC	Buy	62603.1→63297.8	+5.08	timeout
06-08 08:26	BTC	Buy	62412.1→63072.8	+4.74	timeout

Paper vs Live

Paper (trades.jsonl)

133

closed

44%

win rate

-360.34

total pnl ($)

-54.0 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	133	44%	-54.0	-360.34

Recent bounces (last 20 of 15)

time	sym	side	reason
06-26 20:31	BTC	Buy	stale_intent
06-26 19:27	BTC	Buy	stale_intent
06-26 18:19	BTC	Buy	stale_intent
06-25 18:45	BTC	Buy	below_min_notional_skip
06-25 17:43	BTC	Buy	below_min_notional_skip
06-24 16:46	BTC	Buy	below_min_notional_skip
06-24 14:36	BTC	Buy	stale_intent
06-24 14:36	BTC	Buy	below_min_notional_skip
06-24 13:52	BTC	Buy	stale_intent
06-24 13:52	BTC	Buy	stale_intent
06-24 12:56	BTC	Buy	stale_intent
06-24 12:56	BTC	Buy	stale_intent
06-24 11:50	BTC	Buy	stale_intent
06-24 11:49	BTC	Buy	stale_intent
06-24 10:46	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…