stablecoin_net_delta_surge_short_v5 · strategy

closed trades

51%

win rate

+152.75

total pnl ($)

1.542

weight

7d window — n=21 wr=52% pnl=+84.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 17:54	BTC	Sell	59692→60521	-7.28	timeout
06-29 11:35	BTC	Sell	59478→59950	-4.31	timeout
06-29 05:00	BTC	Sell	60143→59758	+2.76	timeout
06-28 16:07	BTC	Sell	60092→59883	+1.29	timeout
06-28 10:02	BTC	Sell	60756→60240	+3.82	timeout
06-28 04:24	BTC	Sell	60456→60208	+1.61	timeout
06-27 16:23	BTC	Sell	59907→60702	-7.10	timeout
06-27 10:25	BTC	Sell	60016→60454	-4.06	timeout
06-27 04:23	BTC	Sell	59717→60377	-5.98	timeout
06-26 21:40	BTC	Sell	59409→59907	-4.59	timeout
06-26 15:18	BTC	Sell	59527→59885	-3.45	timeout
06-26 09:11	BTC	Sell	59116→60114	-8.87	timeout
06-25 21:18	BTC	Sell	60755→59543	+9.55	timeout
06-25 15:07	BTC	Sell	60705→59295	+11.08	timeout
06-25 13:57	BTC	Sell	61730.9→58335.9	+27.03	take_profit
06-24 17:48	BTC	Sell	62496.9→59065	+26.91	take_profit
06-24 17:46	BTC	Sell	62689.9→59245	+26.97	take_profit
06-24 15:12	BTC	Sell	62498.9→60958	+11.83	timeout
06-24 08:59	BTC	Sell	62506.9→62784.1	-2.63	timeout
06-24 02:53	BTC	Sell	62395.9→62692.1	-2.78	timeout
06-23 20:23	BTC	Sell	64144.8→62456.1	+12.72	timeout
06-20 16:24	BTC	Sell	63262.8→63960.2	-5.91	timeout
06-20 08:52	BTC	Sell	63263.8→63375.2	-1.25	timeout
06-20 01:34	BTC	Sell	62672.9→63569.2	-7.59	timeout
06-19 20:28	BTC	Sell	62942.9→63051.2	-1.28	timeout
06-19 14:14	BTC	Sell	63126.8→63045.2	+0.12	timeout
06-19 02:54	BTC	Sell	64403.8→62953.1	+10.77	timeout
06-18 20:36	BTC	Sell	64661.8→63104.2	+11.50	timeout
06-18 14:30	BTC	Sell	64352.8→63758.2	+3.87	timeout
06-18 02:06	BTC	Sell	65408.7→64628.2	+5.54	timeout
06-17 20:03	BTC	Sell	65885.7→64336.2	+11.30	timeout
06-17 13:51	BTC	Sell	65605.7→65276.3	+2.07	timeout
06-17 00:50	BTC	Sell	66476.7→65776.3	+4.84	timeout
06-16 18:48	BTC	Sell	66370.7→65883.3	+3.30	timeout
06-16 12:30	BTC	Sell	66811.7→66558.3	+1.51	timeout
06-15 23:27	BTC	Sell	65724.7→66166.3	-3.82	timeout
06-15 17:29	BTC	Sell	65679.7→66829.3	-9.12	timeout
06-15 11:19	BTC	Sell	63896.8→66173.4	-18.27	stop_loss
06-15 04:39	BTC	Sell	64606.8→65658.3	-8.57	timeout
06-14 22:32	BTC	Sell	64436.8→65165.3	-6.07	timeout
06-14 16:23	BTC	Sell	64421.8→64087.2	+2.19	timeout
06-14 09:48	BTC	Sell	64207.8→64557.2	-3.14	timeout
06-14 03:41	BTC	Sell	63786.8→64469.2	-5.83	timeout
06-13 21:34	BTC	Sell	63467.8→64259.2	-6.67	timeout
06-13 15:28	BTC	Sell	63510.8→64278.2	-6.47	timeout
06-13 09:26	BTC	Sell	64259.8→63791.2	+3.26	timeout
06-13 02:43	BTC	Sell	63359.8→63652.2	-2.76	timeout
06-12 20:39	BTC	Sell	63580.8→63493.2	+0.25	timeout
06-12 14:39	BTC	Sell	63296.8→63720.2	-3.74	timeout
06-12 08:36	BTC	Sell	62989.9→63430.2	-3.88	timeout
06-12 02:32	BTC	Sell	62911.9→63560.2	-5.52	timeout
06-11 20:29	BTC	Sell	62025.9→63341.2	-10.95	timeout
06-11 14:28	BTC	Sell	61865.9→62890.1	-8.65	timeout
06-11 08:25	BTC	Sell	62125.9→62885.1	-6.45	timeout
06-11 02:20	BTC	Sell	61583.9→62262.1	-5.92	timeout
06-10 09:43	BTC	Sell	61337.9→61253.1	+0.17	timeout
06-10 02:42	BTC	Sell	62950.9→62023.1	+6.84	timeout
06-09 13:02	BTC	Sell	63484.8→62615.1	+6.37	timeout
06-09 05:33	BTC	Sell	63587.8→63398.2	+1.06	timeout
06-08 17:24	BTC	Sell	62938.9→63483.2	-4.71	timeout
06-08 11:36	BTC	Sell	62245.9→63755.2	-12.55	timeout
06-08 05:28	BTC	Sell	62496.9→62719.1	-2.23	timeout
06-07 22:15	BTC	Sell	61988.9→64197.3	-18.27	stop_loss
06-07 08:48	BTC	Sell	60699→62867.6	-18.32	stop_loss
06-07 08:47	BTC	Sell	60654→62814.5	-18.28	stop_loss
06-07 04:57	BTC	Sell	60521→61880.1	-11.69	timeout
06-06 22:54	BTC	Sell	60208→60678	-4.41	timeout
06-06 16:52	BTC	Sell	61787.9→60809	+7.44	timeout
06-06 10:50	BTC	Sell	61151.9→60419	+5.53	timeout
06-05 18:55	BTC	Sell	62549.9→59115	+27.03	take_profit
06-05 18:54	BTC	Sell	62641.9→59202	+27.04	take_profit
06-05 10:06	BTC	Sell	63766.8→62675.1	+8.10	timeout
06-05 04:03	BTC	Sell	63149.8→62568.1	+4.11	timeout
06-04 23:13	BTC	Sell	63761.8→63619.2	+0.64	timeout
06-04 02:01	BTC	Sell	65548.7→61949.1	+27.01	take_profit
06-04 00:38	BTC	Sell	66833.7→63162.2	+27.01	take_profit
06-03 22:42	BTC	Sell	66347.7→65075.3	+9.14	timeout
06-03 20:16	BTC	Sell	66746.7→65396.3	+9.71	timeout
06-03 09:49	BTC	Sell	67222.6→66633.3	+4.04	timeout
06-02 22:52	BTC	Sell	70210.5→66352.3	+27.03	take_profit
06-02 14:27	BTC	Sell	71448.4→67508.4	+27.15	take_profit
06-02 08:43	BTC	Sell	71501.4→69873.5	+11.04	timeout
06-02 00:35	BTC	Sell	73142.3→71253.6	+12.57	timeout
05-31 23:48	BTC	Sell	74046.3→73657.7	+2.16	timeout
05-31 17:54	BTC	Sell	73805.3→73679.7	+0.45	timeout
05-31 05:19	BTC	Sell	73551.3→74158.7	-4.53	timeout
05-30 19:22	BTC	Sell	73568.3→74002.7	-3.32	timeout
05-30 08:54	BTC	Sell	72948.4→73498.7	-4.19	timeout
05-30 01:50	BTC	Sell	73365.3→73611.7	-2.10	timeout
05-29 20:26	BTC	Sell	73458.3→73680.7	-1.93	timeout
05-29 08:25	BTC	Sell	73011.3→73753.7	-5.52	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+152.75

total pnl ($)

+33.3 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	91	51%	+33.3	+152.75

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:04	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…