stablecoin_previous_delta_reversal_long_v23

not live
12
closed trades
50%
win rate
-7.35
total pnl ($)
1.265
weight
7d window — n=2 wr=50% pnl=+1.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:19:17 (32.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189876_29554
n: 5  ·  wr: 40.0%  ·  total_bps: -493.9  ·  mean_bps: -98.78  ·  sharpe: -0.34  ·  max_dd_bps: -983.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 03:02BTCBuy58355.9→60164+15.04timeout
06-24 14:13BTCBuy62686.1→61073.4-13.29stop_loss
06-17 10:56BTCBuy66443.3→64743.4-13.34stop_loss
06-16 08:21BTCBuy64487.2→66368.7+14.29timeout
06-14 08:19BTCBuy63434.2→64472.8+7.69timeout
06-12 08:16BTCBuy61658.1→63349.8+13.03timeout
06-09 14:29BTCBuy63141.2→61525.1-13.26stop_loss
06-07 22:15BTCBuy60820→63854.8+24.51take_profit
06-04 11:11BTCBuy63782.2→62149.8-13.23stop_loss
06-02 14:21BTCBuy69997.5→68205.5-13.27stop_loss
06-01 22:26BTCBuy74138.7→71292.8-19.91stop_loss
05-31 02:55BTCBuy73215.7→73941.3+4.38timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
50%
win rate
-7.35
total pnl ($)
-11.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1250%-11.3-7.35

Recent bounces (last 20 of 1)

timesymsidereason
06-28 01:57BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems