stablecoin_previous_delta_reversal_long_v16

not live
21
closed trades
43%
win rate
-76.13
total pnl ($)
1.073
weight
7d window — n=2 wr=0% pnl=-25.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 09:58:27 (31.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189876_22796
n: 12  ·  wr: 33.3%  ·  total_bps: -928.6  ·  mean_bps: -77.38  ·  sharpe: -0.32  ·  max_dd_bps: -1910.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:48BTCBuy60893→59395.3-12.71stop_loss
06-24 14:13BTCBuy62640.1→61099.4-12.74stop_loss
06-17 08:39BTCBuy66543.3→64901.3-12.82stop_loss
06-16 22:59BTCBuy65891.3→65744.7-1.69timeout
06-15 22:25BTCBuy64610.2→66177.7+11.61timeout
06-14 22:20BTCBuy63757.2→65138.7+10.32timeout
06-13 22:26BTCBuy63618.2→64436.8+5.94timeout
06-12 22:31BTCBuy62902.1→63588.8+4.93timeout
06-11 19:30BTCBuy61156.1→63845.8+21.36take_profit
06-09 14:47BTCBuy62718.1→61174.3-12.76stop_loss
06-09 14:16BTCBuy63447.2→61886.9-12.75stop_loss
06-08 22:06BTCBuy62396.1→63469.8+8.10timeout
06-07 21:56BTCBuy60939→61676.9+5.64timeout
06-05 13:57BTCBuy62361.1→60827.5-12.76stop_loss
06-05 13:49BTCBuy62795.1→61246.3-12.78stop_loss
06-03 19:55BTCBuy66828.3→65168.1-12.89stop_loss
06-02 14:23BTCBuy69597.5→67862.7-12.92stop_loss
06-02 07:03BTCBuy71429.6→69671.7-12.83stop_loss
06-01 22:26BTCBuy73890.7→71240.8-18.60stop_loss
05-31 21:45BTCBuy73539.7→73734.3+0.87timeout
05-30 14:52BTCBuy73294.7→73884.3+3.35timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
43%
win rate
-76.13
total pnl ($)
-71.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2143%-71.4-76.13

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems