stablecoin_premium_liquidity_stress · strategy

239

closed trades

45%

win rate

-67.40

total pnl ($)

1.069

weight

7d window — n=41 wr=44% pnl=-9.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 06:32:51 (41.1d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: px__restored_61934cb4

n: 374 · wr: 57.0% · total_bps: +4093.9 · mean_bps: +10.95 · sharpe: +0.14 · max_dd_bps: -1748.8

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 04:15	BTC	Sell	59791→59518	+1.82	timeout
06-29 23:46	BTC	Sell	60328→60244	+0.24	timeout
06-29 17:13	BTC	Sell	59678→60493.3	-7.27	stop_loss
06-29 12:07	BTC	Sell	59800→60623.3	-7.33	stop_loss
06-29 10:49	BTC	Sell	60039→60072	-0.71	timeout
06-29 06:37	BTC	Sell	59931→60084	-1.71	timeout
06-29 02:11	BTC	Sell	59287→59205	+0.25	timeout
06-28 22:12	BTC	Sell	59473→59632	-1.78	timeout
06-28 17:49	BTC	Sell	60056→59509	+4.10	timeout
06-28 13:32	BTC	Sell	60077→60144	-1.00	timeout
06-28 09:09	BTC	Sell	59971→60393	-3.97	timeout
06-28 04:52	BTC	Sell	60230→60148	+0.23	timeout
06-28 00:48	BTC	Sell	60227→60109	+0.53	timeout
06-27 20:42	BTC	Sell	60588→60251	+2.32	timeout
06-27 16:34	BTC	Sell	60426→60680	-2.55	timeout
06-27 13:02	BTC	Sell	60400→60395	-0.41	timeout
06-27 08:49	BTC	Sell	60209→60382	-1.88	timeout
06-27 04:56	BTC	Sell	59899→60242	-3.31	timeout
06-27 00:55	BTC	Buy	59930→60036	+0.43	timeout
06-26 21:00	BTC	Sell	59990→59681	+2.14	timeout
06-26 16:59	BTC	Sell	60102→60052	-0.02	timeout
06-26 13:23	BTC	Sell	59707→58922.9	+6.12	timeout
06-26 07:28	BTC	Sell	59856→60674.4	-7.29	stop_loss
06-26 03:56	BTC	Sell	59211→60017	-7.26	stop_loss
06-26 00:19	BTC	Sell	59552→59768	-2.27	timeout
06-25 20:14	BTC	Sell	59378→59536	-1.78	timeout
06-25 13:46	BTC	Sell	61024.9→59686	+10.52	take_profit
06-25 12:38	BTC	Sell	61722.9→61369.1	+2.41	timeout
06-25 08:36	BTC	Sell	61582.9→61695.1	-1.36	timeout
06-25 04:13	BTC	Sell	60757→60817	-0.95	timeout
06-25 00:03	BTC	Sell	60787→61013.1	-2.31	timeout
06-24 19:45	BTC	Sell	60163→59819	+2.38	timeout
06-24 13:57	BTC	Sell	62629.9→61258.1	+10.50	take_profit
06-24 12:05	BTC	Sell	62722.9→62880.1	-1.70	timeout
06-24 08:07	BTC	Sell	62690.9→62609.1	+0.21	timeout
06-24 03:59	BTC	Sell	62976.9→62723.1	+1.57	timeout
06-23 23:49	BTC	Sell	62405.9→62707.1	-2.86	timeout
06-23 19:47	BTC	Sell	62571.9→62258.1	+2.06	timeout
06-23 15:36	BTC	Sell	62355.9→62381.1	-0.66	timeout
06-23 11:24	BTC	Sell	62168.9→62544.1	-3.49	timeout
06-23 07:46	BTC	Sell	63789.8→62904.1	+6.49	timeout
06-23 03:50	BTC	Sell	64087.8→63983.2	+0.37	timeout
06-22 23:53	BTC	Sell	64398.8→64008.2	+2.57	timeout
06-22 19:39	BTC	Sell	64609.8→64445.2	+0.83	timeout
06-22 15:25	BTC	Sell	64914.8→64996.2	-1.07	timeout
06-22 11:22	BTC	Sell	64300.8→64216.2	+0.22	timeout
06-22 07:12	BTC	Sell	63935.8→64147.2	-2.10	timeout
06-22 03:07	BTC	Buy	63487.2→64048.8	+3.96	timeout
06-21 23:14	BTC	Sell	64110.8→63667.2	+3.01	timeout
06-21 19:10	BTC	Sell	64148.8→64161.2	-0.55	timeout
06-21 15:00	BTC	Sell	64132.8→64116.2	-0.33	timeout
06-21 10:48	BTC	Sell	64186.8→64352.2	-1.73	timeout
06-21 06:47	BTC	Sell	64390.8→64286.2	+0.36	timeout
06-21 02:42	BTC	Sell	64274.8→64224.2	-0.06	timeout
06-20 22:44	BTC	Sell	63910.8→64231.2	-2.96	timeout
06-20 18:41	BTC	Sell	64082.8→63815.2	+1.64	timeout
06-20 14:33	BTC	Sell	63669.8→63384.2	+1.80	timeout
06-20 10:36	BTC	Sell	63712.8→63583.2	+0.58	timeout
06-20 06:30	BTC	Sell	63419.8→63669.2	-2.41	timeout
06-20 02:28	BTC	Sell	63267.8→63396.2	-1.47	timeout
06-19 22:25	BTC	Sell	62983.9→63273.2	-2.74	timeout
06-19 18:23	BTC	Sell	63020.8→63133.2	-1.34	timeout
06-19 14:23	BTC	Sell	62628.9→63026.2	-3.63	timeout
06-19 10:19	BTC	Sell	62690.9→62427.1	+1.64	timeout
06-19 07:00	BTC	Sell	62742.9→62897.1	-1.68	timeout
06-19 02:55	BTC	Sell	62964.9→62953.1	-0.37	timeout
06-18 22:35	BTC	Sell	62767.9→62737.1	-0.22	timeout
06-18 18:59	BTC	Sell	62323.9→62680.1	-3.33	timeout
06-18 15:07	BTC	Sell	63926.8→63630.2	+1.89	timeout
06-18 10:55	BTC	Sell	64405.8→64084.2	+2.05	timeout
06-18 06:45	BTC	Sell	64266.8→64087.2	+0.95	timeout
06-18 02:41	BTC	Sell	64377.8→64713.2	-3.05	timeout
06-17 22:48	BTC	Sell	64225.8→64373.2	-1.60	timeout
06-17 18:57	BTC	Sell	65719.7→65639.3	+0.17	timeout
06-17 14:42	BTC	Sell	64771.8→65089.3	-2.90	timeout
06-17 10:49	BTC	Sell	65418.7→64833.2	+4.04	timeout
06-17 06:39	BTC	Sell	65787.7→65626.3	+0.78	timeout
06-17 02:39	BTC	Sell	65721.7→65818.3	-1.18	timeout
06-16 22:36	BTC	Sell	65641.7→65704.3	-0.92	timeout
06-16 18:24	BTC	Sell	65749.7→65907.3	-1.64	timeout
06-16 14:24	BTC	Sell	66426.7→65652.3	+5.39	timeout
06-16 08:45	BTC	Sell	66066.7→66582.3	-4.35	timeout
06-15 21:19	BTC	Sell	66803.7→66500.3	+1.83	timeout
06-15 15:54	BTC	Sell	66389.7→67294	-7.26	stop_loss
06-15 04:41	BTC	Sell	65623.7→65634.3	-0.53	timeout
06-14 23:27	BTC	Sell	64844.8→65730.1	-7.27	stop_loss
06-14 19:44	BTC	Sell	64129.8→63740.2	+2.59	timeout
06-14 03:16	BTC	Sell	64423.8→64493.2	-0.99	timeout
06-13 23:12	BTC	Sell	64252.8→64437.2	-1.88	timeout
06-13 19:09	BTC	Sell	64067.8→64144.2	-1.05	timeout
06-13 08:18	BTC	Sell	63531.8→63793.2	-2.50	timeout
06-12 21:08	BTC	Buy	63727.2→63506.8	-2.18	timeout
06-12 15:13	BTC	Sell	63492.8→64370.4	-7.35	stop_loss
06-12 11:30	BTC	Sell	63460.8→63767.2	-2.85	timeout
06-12 07:37	BTC	Sell	63701.8→62988.1	+5.16	timeout
06-12 03:29	BTC	Sell	63601.8→63413.2	+1.04	timeout
06-11 23:24	BTC	Sell	63452.8→63408.2	-0.08	timeout
06-11 17:32	BTC	Sell	62590.9→63443.9	-7.26	stop_loss
06-11 15:20	BTC	Sell	63073.8→62644.1	+2.97	timeout
06-11 11:13	BTC	Sell	62792.9→63140.2	-3.20	timeout

Paper vs Live

Paper (trades.jsonl)

239

closed

45%

win rate

-67.40

total pnl ($)

-5.7 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	239	45%	-5.7	-67.40

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 11:27	BTC	Sell	-0.22	BTC was trading in a narrow range with low volatility and neutral funding, showing no clear directional bias. The short thesis failed because the market did not move within the timeout period, resulting in a small loss from funding costs.
05-09 20:50	BTC	Buy	-0.74	BTC was trading in a narrow range with low volatility, showing slight hourly gains but a negative weekly trend. The trade failed because the timeout closed the position before the thesis could play out, resulting in a small loss from fees or slippage.
05-09 16:41	BTC	Buy	+0.99	BTC was trading in a narrow, low-volatility range with mild intraday and multi-day declines. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed window.
05-08 22:18	BTC	Sell	-2.06	The market was in a mild intraday uptick against a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.47% but still down over the past 24 hours and week. The short thesis failed because the trade expired via timeout without reaching a targ…
05-08 15:46	BTC	Sell	+0.80	BTC was in a persistent downtrend across all timeframes with negative funding and declining open interest. The short thesis worked as the market continued lower, but the trade was closed by timeout before capturing the full move.
05-08 06:41	BTC	Sell	-0.12	The market exhibited low volatility with neutral funding and stable open interest, offering no clear directional edge. The thesis failed because the trade expired without a price trigger, resulting in a negligible loss from the timeout close reason.
05-08 00:12	BTC	Buy	+2.11	The market was in a mild downtrend with BTC down 1.58% over 24 hours and negative across all timeframes. The thesis failed because the trade was closed by timeout without reaching an entry or exit, indicating the expected setup never materialized in the pre…
05-07 20:09	BTC	Sell	-2.42	The market was in a low-funding, sideways grind with no clear directional momentum. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of volatility prevented any profitable exit.
05-07 14:19	BTC	Sell	+2.19	The market was in a mild downtrend with BTC declining 1.56% over 24 hours and negative momentum across the board. The short thesis failed to capture further downside because the trade expired via timeout before the anticipated move materialized.
05-07 09:49	BTC	Sell	+1.91	The market was in a mild intraday uptick within a broader short-term downtrend, with BTC showing slight hourly gains but negative daily and weekly performance. The thesis failed because the trade was closed due to a timeout, indicating the expected directio…

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