stablecoin_outflow_stress_long_v5

not live
17
closed trades
47%
win rate
-26.86
total pnl ($)
1.210
weight
7d window — n=3 wr=33% pnl=+2.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 08:00:17 (26.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189873_36916
n: 15  ·  wr: 46.7%  ·  total_bps: -33.3  ·  mean_bps: -2.22  ·  sharpe: -0.01  ·  max_dd_bps: -1894.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 17 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 09:01BTCBuy65655.3→64959.8-5.94timeout
06-17 08:39BTCBuy66631.3→64989.2-12.85stop_loss
06-15 16:10BTCBuy64440.2→67271.6+21.43take_profit
06-15 08:32BTCBuy63811.2→65661.7+14.08timeout
06-14 08:26BTCBuy63465.2→64445.8+7.17timeout
06-13 08:23BTCBuy62888.1→63735.8+6.10timeout
06-12 08:15BTCBuy61601.1→63272.8+12.90timeout
06-09 20:54BTCBuy61829.1→62016.9+1.32timeout
06-09 14:11BTCBuy63516.2→61947.9-12.80stop_loss
06-07 22:14BTCBuy60754→63423.8+21.53take_profit
06-06 04:27BTCBuy61294.1→59786.1-12.75stop_loss
06-05 06:03BTCBuy63521.2→61950.9-12.78stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-03 03:50BTCBuy67064.4→65412-12.77stop_loss
06-02 12:30BTCBuy70922.5→69177.9-12.82stop_loss
06-01 15:25BTCBuy73823.7→71111.9-19.00stop_loss
05-31 02:20BTCBuy73571.7→74107.3+3.06timeout

Paper vs Live

Paper (trades.jsonl)
17
closed
47%
win rate
-26.86
total pnl ($)
-30.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1747%-30.5-26.86

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems