stablecoin_slope_inflow_momentum_long_v2 · strategy

136

closed trades

44%

win rate

-419.40

total pnl ($)

0.462

weight

7d window — n=32 wr=41% pnl=-125.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 15:51	BTC	Buy	60223→60749	+3.95	timeout
06-27 13:26	BTC	Buy	58868.9→60449	+12.95	timeout
06-27 12:25	BTC	Buy	59628→60275	+4.95	timeout
06-27 02:17	BTC	Buy	58748.9→60083	+10.91	timeout
06-27 01:05	BTC	Buy	59459→59946	+3.63	timeout
06-26 13:19	BTC	Buy	59977→58495.8	-12.81	stop_loss
06-26 02:24	BTC	Buy	59783→58312.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	60777→59282.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60970→59468.3	-12.70	stop_loss
06-25 13:46	BTC	Buy	61245.1→59739.1	-12.73	stop_loss
06-25 13:44	BTC	Buy	61577.1→60062.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61793.1→60273.8	-12.72	stop_loss
06-24 15:56	BTC	Buy	61788.1→60266.8	-12.74	stop_loss
06-24 15:30	BTC	Buy	62260.1→60727.6	-12.61	stop_loss
06-24 14:19	BTC	Buy	62508.1→60966.5	-12.63	stop_loss
06-24 14:17	BTC	Buy	62577.1→61017.4	-12.69	stop_loss
06-24 13:23	BTC	Buy	62101.1→61725.9	-3.39	timeout
06-24 08:33	BTC	Buy	62217.1→62746.9	+3.79	timeout
06-23 06:21	BTC	Buy	64188.2→62605.5	-12.60	stop_loss
06-23 06:18	BTC	Buy	64616.2→63027.3	-12.65	stop_loss
06-23 06:18	BTC	Buy	64625.2→63036.3	-12.61	stop_loss
06-23 06:18	BTC	Buy	64629.2→63039.3	-12.65	stop_loss
06-23 05:22	BTC	Buy	65057.3→63446.1	-12.87	stop_loss
06-22 13:56	BTC	Buy	64079.2→65484.7	+10.45	timeout
06-22 12:51	BTC	Buy	64020.2→65161.7	+8.36	timeout
06-22 09:52	BTC	Buy	64153.2→64077.8	-1.19	timeout
06-22 08:51	BTC	Buy	63914.2→64134.8	+1.13	timeout
06-22 03:22	BTC	Buy	64421.2→64217.8	-2.04	timeout
06-21 09:21	BTC	Buy	63510.2→63964.8	+3.18	timeout
06-21 05:50	BTC	Buy	63587.2→64207.8	+4.29	timeout
06-21 03:28	BTC	Buy	63412.2→64390.8	+7.26	timeout
06-21 02:23	BTC	Buy	63385.2→64200.8	+5.99	timeout
06-20 20:22	BTC	Buy	62978.1→63917.8	+7.00	timeout
06-20 00:41	BTC	Buy	63007.2→63536.8	+3.76	timeout
06-19 23:33	BTC	Buy	62886.1→63328.8	+3.09	timeout
06-19 22:25	BTC	Buy	62821.1→63265.8	+3.07	timeout
06-19 21:21	BTC	Buy	62987.1→63218.8	+1.34	timeout
06-19 16:51	BTC	Buy	62664.1→63121.8	+3.20	timeout
06-18 15:51	BTC	Buy	64099.2→62519.6	-12.50	stop_loss
06-18 15:37	BTC	Buy	64603.2→63014.3	-12.54	stop_loss
06-18 15:36	BTC	Buy	64623.2→63029.3	-12.56	stop_loss
06-18 11:22	BTC	Buy	64696.2→63891.8	-6.74	timeout
06-18 09:51	BTC	Buy	64886.2→64202.8	-5.83	timeout
06-17 19:42	BTC	Buy	65721.3→64104.7	-12.75	stop_loss
06-17 19:39	BTC	Buy	65839.3→64218.7	-12.76	stop_loss
06-17 18:52	BTC	Buy	65881.3→65902.7	-0.33	timeout
06-17 14:52	BTC	Buy	65673.3→65111.7	-4.74	timeout
06-17 10:04	BTC	Buy	66400.3→64766.4	-12.84	stop_loss
06-17 07:53	BTC	Buy	66903.3→65258.1	-12.73	stop_loss
06-16 17:54	BTC	Buy	66909.3→65974.7	-7.51	timeout
06-16 13:55	BTC	Buy	66456.3→66053.7	-3.56	timeout
06-16 09:51	BTC	Buy	65557.3→66459.7	+6.42	timeout
06-16 05:56	BTC	Buy	65818.3→66050.7	+1.37	timeout
06-15 23:52	BTC	Buy	65706.3→66302.7	+4.18	timeout
06-15 15:45	BTC	Buy	64124.2→66939.7	+21.49	take_profit
06-15 12:50	BTC	Buy	63752.2→66556.7	+21.56	take_profit
06-15 00:51	BTC	Buy	64524.2→65502.7	+7.12	timeout
06-14 23:26	BTC	Buy	64473.2→65603.7	+8.28	timeout
06-14 21:49	BTC	Buy	64480.2→65339.7	+6.17	timeout
06-14 15:49	BTC	Buy	64219.2→64021.8	-2.01	timeout
06-14 12:52	BTC	Buy	64093.2→64279.8	+1.01	timeout
06-13 22:49	BTC	Buy	63511.2→64480.8	+7.15	timeout
06-13 20:53	BTC	Buy	63413.2→64239.8	+6.05	timeout
06-13 19:49	BTC	Buy	63618.2→64276.8	+4.72	timeout
06-13 13:35	BTC	Buy	63325.2→64194.8	+6.36	timeout
06-13 12:33	BTC	Buy	63499.2→63997.8	+3.39	timeout
06-12 22:22	BTC	Buy	63554.2→63637.8	+0.16	timeout
06-12 19:51	BTC	Buy	63668.2→63623.8	-0.80	timeout
06-12 17:23	BTC	Buy	62344.1→63761.8	+10.90	timeout
06-12 12:30	BTC	Buy	62740.1→63419.8	+4.89	timeout
06-12 11:24	BTC	Buy	63125.2→63805.8	+4.86	timeout
06-11 17:22	BTC	Buy	62019.1→62335.9	+2.02	timeout
06-11 15:22	BTC	Buy	62233.1→62708.9	+3.28	timeout
06-11 11:53	BTC	Buy	61055.1→63144.8	+16.54	timeout
06-11 10:50	BTC	Buy	61315.1→62928.9	+12.56	timeout
06-11 09:46	BTC	Buy	61180.1→62882.9	+13.33	timeout
06-10 15:35	BTC	Buy	61310.1→62282.9	+7.43	timeout
06-10 14:46	BTC	Buy	61295.1→61911.9	+4.55	timeout
06-09 14:46	BTC	Buy	62779.1→61234.3	-12.77	stop_loss
06-09 14:17	BTC	Buy	63362.2→61802	-12.77	stop_loss
06-09 14:16	BTC	Buy	63434.2→61869	-12.80	stop_loss
06-09 13:36	BTC	Buy	63705.2→62108.8	-12.98	stop_loss
06-09 13:23	BTC	Buy	63817.2→62246.7	-12.75	stop_loss
06-09 06:19	BTC	Buy	63059.2→63384.8	+2.08	timeout
06-09 03:20	BTC	Buy	63155.2→62846.9	-2.88	timeout
06-08 16:18	BTC	Buy	62161.1→63881.8	+13.31	timeout
06-08 09:55	BTC	Buy	62527.1→63410.8	+6.60	timeout
06-08 05:50	BTC	Buy	61721.1→62478.9	+5.69	timeout
06-07 19:19	BTC	Buy	62776.1→61231.3	-12.73	stop_loss
06-07 16:22	BTC	Buy	60697→62247.9	+12.25	timeout
06-07 06:20	BTC	Buy	61015.1→61806.9	+6.09	timeout
06-07 04:23	BTC	Buy	60011→61512.9	+12.06	timeout
06-07 03:23	BTC	Buy	60819→61687.9	+6.64	timeout
06-07 02:19	BTC	Buy	60703→61276.9	+4.21	timeout
06-06 15:49	BTC	Buy	60322→60788	+3.42	timeout
06-06 04:27	BTC	Buy	61294.1→59770.1	-12.88	stop_loss
06-06 04:11	BTC	Buy	61772.1→60250.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60760→59265.4	-12.75	stop_loss
06-05 14:26	BTC	Buy	61909.1→60385.8	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

136

closed

44%

win rate

-419.40

total pnl ($)

-61.5 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	136	44%	-61.5	-419.40

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:00	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…