stablecoin_outflow_mean_reversion · strategy

closed trades

41%

win rate

-260.98

total pnl ($)

0.825

weight

7d window — n=10 wr=30% pnl=-66.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:02	BTC	Buy	59571→60029	+3.28	timeout
06-26 15:51	BTC	Buy	59367→60119	+5.80	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58539.8	-12.67	stop_loss
06-25 13:53	BTC	Buy	60291→58791.6	-12.79	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:13	BTC	Buy	62667.1→61126.4	-12.73	stop_loss
06-24 14:02	BTC	Buy	62728.1→61185.3	-12.74	stop_loss
06-24 13:48	BTC	Buy	62785.1→61241.3	-12.74	stop_loss
06-17 15:40	BTC	Buy	65850.3→65408.7	-3.71	timeout
06-17 14:38	BTC	Buy	65625.3→65087.7	-4.55	timeout
06-17 11:05	BTC	Buy	66128.3→64497.5	-12.86	stop_loss
06-16 15:34	BTC	Buy	66593.3→65831.7	-6.25	timeout
06-16 14:24	BTC	Buy	66403.3→65617.7	-6.45	timeout
06-16 13:27	BTC	Buy	66838.3→66118.7	-5.91	timeout
06-15 13:16	BTC	Buy	63909.2→66723.7	+21.59	take_profit
06-15 12:50	BTC	Buy	63756.2→66562.7	+21.57	take_profit
06-15 12:50	BTC	Buy	63761.2→66562.7	+21.53	take_profit
06-14 18:53	BTC	Buy	64082.2→63774.8	-2.93	timeout
06-14 17:50	BTC	Buy	63988.2→63745.8	-2.42	timeout
06-14 16:44	BTC	Buy	64021.2→64129.8	+0.35	timeout
06-13 18:41	BTC	Buy	63885.2→64255.8	+2.44	timeout
06-13 17:37	BTC	Buy	63835.2→64084.8	+1.49	timeout
06-13 16:33	BTC	Buy	63892.2→63986.8	+0.32	timeout
06-12 18:21	BTC	Buy	63553.2→63679.8	+0.53	timeout
06-12 17:15	BTC	Buy	62442.1→63855.8	+10.84	timeout
06-12 16:11	BTC	Buy	62711.1→63693.8	+7.34	timeout
06-11 17:39	BTC	Buy	61761.1→63171.8	+10.88	timeout
06-11 16:39	BTC	Buy	62270.1→62681.9	+2.75	timeout
06-11 15:36	BTC	Buy	62313.1→62753.9	+2.99	timeout
06-10 16:54	BTC	Buy	61265.1→62100.9	+6.30	timeout
06-10 15:52	BTC	Buy	61327.1→62373.9	+8.05	timeout
06-10 14:49	BTC	Buy	61178.1→61907.9	+5.48	timeout
06-09 14:29	BTC	Buy	63081.2→61527.1	-12.77	stop_loss
06-09 14:16	BTC	Buy	63456.2→61891.9	-12.78	stop_loss
06-09 14:10	BTC	Buy	63601.2→62035.9	-12.75	stop_loss
06-09 06:37	BTC	Buy	62966.1→63382.8	+2.81	timeout
06-08 17:54	BTC	Buy	62137.1→63487.8	+10.31	timeout
06-08 16:54	BTC	Buy	62162.1→63540.8	+10.55	timeout
06-08 05:32	BTC	Buy	61667.1→62586.9	+7.01	timeout
06-07 17:01	BTC	Buy	60802→62055.9	+9.84	timeout
06-07 15:52	BTC	Buy	60774→62118.9	+10.46	timeout
06-07 04:30	BTC	Buy	59990→61546.9	+12.53	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.74	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:11	BTC	Buy	61782.1→60253.8	-12.82	stop_loss
06-05 21:04	BTC	Buy	59263→61864.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62099.1→60571.7	-12.75	stop_loss
06-05 13:49	BTC	Buy	62920.1→61372.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62455.1→62122.9	-3.14	timeout
06-05 06:24	BTC	Buy	62709.1→61153.3	-12.80	stop_loss
06-05 06:23	BTC	Buy	62762.1→61213.3	-12.78	stop_loss
06-05 02:33	BTC	Buy	63390.2→62760.9	-5.39	timeout
06-04 09:27	BTC	Buy	64367.2→62779.5	-12.78	stop_loss
06-04 09:26	BTC	Buy	64448.2→62860.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64281.2→62700.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65117.3→63516	-12.74	stop_loss
06-04 00:25	BTC	Buy	65509.3→63897.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66375.3→64740.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67178.4→65512.9	-12.87	stop_loss
06-03 16:24	BTC	Buy	67300.4→65643.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67189.4→65535.9	-12.76	stop_loss
06-03 03:34	BTC	Buy	67612.4→65949.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67775.4→66096.6	-12.84	stop_loss
06-02 12:56	BTC	Buy	70731.5→68992	-12.81	stop_loss
06-02 12:38	BTC	Buy	70808.5→69067	-12.82	stop_loss
06-02 12:30	BTC	Buy	70919.5→69175.9	-12.80	stop_loss
06-01 15:33	BTC	Buy	73911.7→71307.8	-18.17	stop_loss
06-01 15:33	BTC	Buy	73503.7→71307.8	-15.51	stop_loss
06-01 15:33	BTC	Buy	73609.7→71307.8	-16.22	stop_loss
05-31 17:39	BTC	Buy	73874.7→73691.3	-1.75	timeout
05-31 15:42	BTC	Buy	73830.7→73644.3	-1.76	timeout
05-31 13:49	BTC	Buy	73751.7→73840.3	+0.15	timeout
05-31 11:39	BTC	Buy	73593.7→73919.3	+1.62	timeout
05-31 09:45	BTC	Buy	73540.7→73942.3	+2.13	timeout
05-30 08:42	BTC	Buy	73783.7→73493.3	-2.46	timeout
05-30 07:52	BTC	Buy	73396.7→73486.3	+0.12	timeout
05-30 06:37	BTC	Buy	73655.7→73636.3	-0.62	timeout
05-30 04:13	BTC	Buy	73218.7→73451.3	+1.10	timeout
05-30 02:54	BTC	Buy	73254.7→73729.3	+2.75	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-260.98

total pnl ($)

-62.3 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	83	41%	-62.3	-260.98

Recent bounces (last 20 of 4)

time	sym	side	reason
06-26 19:50	BTC	Buy	stale_intent
06-25 15:58	BTC	Buy	below_min_notional_skip
06-24 17:59	BTC	Buy	below_min_notional_skip
06-24 16:12	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…