stablecoin_previous_delta_reversal_long_v39

not live
20
closed trades
45%
win rate
-28.37
total pnl ($)
1.030
weight
7d window — n=4 wr=25% pnl=-16.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 05:20:26 (33.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189876_34830
n: 13  ·  wr: 46.2%  ·  total_bps: -655.4  ·  mean_bps: -50.41  ·  sharpe: -0.18  ·  max_dd_bps: -1968.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 03:11BTCBuy60186→60060-1.56timeout
06-28 03:17BTCBuy58825.9→60197+11.21timeout
06-25 13:51BTCBuy60710→59149.5-13.26stop_loss
06-24 14:13BTCBuy62671.1→61066.4-13.24stop_loss
06-17 08:49BTCBuy66524.3→64815.3-13.31stop_loss
06-17 08:30BTCBuy65657.3→65292.7-3.22timeout
06-16 08:27BTCBuy64452.2→66494.7+15.57timeout
06-15 08:26BTCBuy63786.2→65613.7+13.86timeout
06-14 08:26BTCBuy63462.2→64444.8+7.26timeout
06-13 08:24BTCBuy62872.1→63735.8+6.21timeout
06-12 08:18BTCBuy61677.1→63364.8+13.00timeout
06-09 21:01BTCBuy61895.1→62016.9+0.76timeout
06-09 14:04BTCBuy63710.2→62079.8-13.25stop_loss
06-07 22:14BTCBuy60669→63696.8+24.51take_profit
06-06 04:31BTCBuy61312.1→59743.1-13.25stop_loss
06-05 06:03BTCBuy63574.2→61937.9-13.29stop_loss
06-04 00:29BTCBuy65184.3→63516-13.24stop_loss
06-03 20:45BTCBuy66777.3→65054.2-13.42stop_loss
06-02 12:56BTCBuy70805.5→68993-13.32stop_loss
05-31 02:50BTCBuy73335.7→73950.3+3.61timeout

Paper vs Live

Paper (trades.jsonl)
20
closed
45%
win rate
-28.37
total pnl ($)
-28.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2045%-28.0-28.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems