stablecoin_prev_delta_persistence_long · strategy

135

closed trades

47%

win rate

-316.58

total pnl ($)

0.475

weight

7d window — n=26 wr=50% pnl=-112.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:56	BTC	Buy	60005→58522.8	-12.79	stop_loss
06-27 22:15	BTC	Buy	59910→60026	+0.58	timeout
06-27 20:15	BTC	Buy	59708→60235	+4.02	timeout
06-27 18:11	BTC	Buy	60095→60514	+3.05	timeout
06-27 16:11	BTC	Buy	60169→60715	+4.15	timeout
06-27 03:44	BTC	Buy	59467→60289	+6.46	timeout
06-26 21:27	BTC	Buy	59639→59757	+0.45	timeout
06-26 19:22	BTC	Buy	59207→59902	+5.30	timeout
06-26 17:22	BTC	Buy	59467→60128	+5.00	timeout
06-26 15:14	BTC	Buy	59036→59790	+5.89	timeout
06-26 02:13	BTC	Buy	60126→58644.7	-12.76	stop_loss
06-25 18:51	BTC	Buy	59422→59414	-0.48	timeout
06-25 13:54	BTC	Buy	60044→58543.8	-12.88	stop_loss
06-25 13:51	BTC	Buy	60717→59217.4	-12.76	stop_loss
06-25 13:48	BTC	Buy	60861→59363.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60971→59467.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61103.1→59584.2	-12.86	stop_loss
06-24 14:17	BTC	Buy	62577.1→61023.4	-12.86	stop_loss
06-24 14:17	BTC	Buy	62565.1→61023.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62700.1→61156.3	-12.76	stop_loss
06-24 13:48	BTC	Buy	62793.1→61249.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62823.1→61278.3	-12.75	stop_loss
06-24 12:22	BTC	Buy	62356.1→62743.9	+2.66	timeout
06-24 10:23	BTC	Buy	62406.1→62491.9	+0.18	timeout
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-24 06:26	BTC	Buy	62603.1→62836.9	+1.36	timeout
06-23 08:17	BTC	Buy	63957.2→62369.7	-12.88	stop_loss
06-23 06:21	BTC	Buy	64124.2→62534.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64350.2→62766.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64465.2→62878.4	-12.77	stop_loss
06-23 06:18	BTC	Buy	64634.2→63041.3	-12.79	stop_loss
06-23 01:30	BTC	Buy	64640.2→64155.8	-4.18	timeout
06-22 23:24	BTC	Buy	63756.2→63972.8	+1.24	timeout
06-22 21:22	BTC	Buy	63677.2→64299.8	+4.43	timeout
06-22 19:16	BTC	Buy	64172.2→64355.8	+0.93	timeout
06-22 17:17	BTC	Buy	64154.2→64647.8	+3.39	timeout
06-22 00:56	BTC	Buy	64258.2→63792.8	-4.11	timeout
06-21 22:52	BTC	Buy	64279.2→63729.8	-4.70	timeout
06-21 20:50	BTC	Buy	63873.2→63736.8	-1.52	timeout
06-21 18:50	BTC	Buy	63799.2→64136.8	+2.24	timeout
06-21 16:47	BTC	Buy	63938.2→64107.8	+0.90	timeout
06-21 00:27	BTC	Buy	63516.2→64221.8	+5.07	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 20:25	BTC	Buy	63023.2→63911.8	+6.63	timeout
06-20 18:22	BTC	Buy	63146.2→63807.8	+4.78	timeout
06-20 16:22	BTC	Buy	63280.2→64029.8	+5.39	timeout
06-20 00:06	BTC	Buy	62884.1→63481.8	+4.34	timeout
06-19 22:07	BTC	Buy	62902.1→63043.8	+0.63	timeout
06-19 20:03	BTC	Buy	63096.2→62988.9	-1.33	timeout
06-19 17:59	BTC	Buy	62585.1→63183.8	+4.33	timeout
06-19 15:59	BTC	Buy	62349.1→63194.8	+6.37	timeout
06-18 15:57	BTC	Buy	63945.2→62365.7	-12.67	stop_loss
06-18 15:40	BTC	Buy	64257.2→62668.5	-12.80	stop_loss
06-18 15:40	BTC	Buy	64238.2→62658.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64466.2→62878.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64603.2→63014.3	-12.73	stop_loss
06-18 09:03	BTC	Buy	64988.2→64338.8	-5.48	timeout
06-18 05:05	BTC	Buy	65258.3→63643	-12.84	stop_loss
06-17 19:50	BTC	Buy	65658.3→64041.8	-12.79	stop_loss
06-17 19:41	BTC	Buy	65790.3→64170.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65919.3→64247.6	-13.16	stop_loss
06-17 14:36	BTC	Buy	65585.3→65139.7	-3.86	timeout
06-17 08:37	BTC	Buy	66673.3→65032.2	-12.74	stop_loss
06-17 04:16	BTC	Buy	66117.3→65814.7	-2.79	timeout
06-17 00:10	BTC	Buy	66380.3→65716.7	-5.54	timeout
06-16 22:06	BTC	Buy	66413.3→65724.7	-5.73	timeout
06-16 13:53	BTC	Buy	66518.3→65986.7	-4.53	timeout
06-16 11:53	BTC	Buy	66210.3→66378.7	+0.74	timeout
06-16 03:21	BTC	Buy	67220.4→65566.9	-12.74	stop_loss
06-15 23:28	BTC	Buy	65701.3→66218.7	+3.44	timeout
06-15 21:23	BTC	Buy	64643.2→66506.7	+13.90	timeout
06-15 13:07	BTC	Buy	64345.2→66609.7	+17.16	timeout
06-15 13:06	BTC	Buy	63835.2→66642.7	+21.55	take_profit
06-15 11:04	BTC	Buy	64456.2→65930.7	+10.99	timeout
06-14 22:43	BTC	Buy	64483.2→65366.7	+6.35	timeout
06-14 20:42	BTC	Buy	64225.2→64021.8	-2.07	timeout
06-14 18:39	BTC	Buy	64225.2→63750.8	-4.24	timeout
06-14 12:32	BTC	Buy	63981.2→64362.8	+2.54	timeout
06-14 10:30	BTC	Buy	63751.2→64567.8	+5.92	timeout
06-13 22:09	BTC	Buy	63498.2→64390.8	+6.55	timeout
06-13 20:04	BTC	Buy	63632.2→64246.8	+4.38	timeout
06-13 18:02	BTC	Buy	63867.2→63991.8	+0.51	timeout
06-13 11:47	BTC	Buy	63795.2→63874.8	+0.09	timeout
06-13 09:47	BTC	Buy	63875.2→63765.8	-1.39	timeout
06-12 21:49	BTC	Buy	63551.2→63459.8	-1.21	timeout
06-12 19:48	BTC	Buy	63665.2→63589.8	-1.05	timeout
06-12 17:45	BTC	Buy	63339.2→63801.8	+3.19	timeout
06-12 11:23	BTC	Buy	63136.2→63807.8	+4.79	timeout
06-12 09:16	BTC	Buy	62780.1→63553.8	+5.64	timeout
06-11 20:43	BTC	Buy	61820.1→63267.8	+11.12	timeout
06-11 18:36	BTC	Buy	61814.1→63500.8	+13.07	timeout
06-11 16:34	BTC	Buy	62284.1→62670.9	+2.59	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 18:43	BTC	Buy	61654.1→61759.9	+0.37	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-10 14:39	BTC	Buy	61434.1→61855.9	+2.95	timeout
06-09 15:56	BTC	Buy	62556.1→61016.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62565.1→61025.4	-12.77	stop_loss
06-09 14:39	BTC	Buy	62877.1→61329.3	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

135

closed

47%

win rate

-316.58

total pnl ($)

-46.6 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	135	47%	-46.6	-316.58

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:54	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…