stablecoin_slope_momentum_long_btc

not live
20
closed trades
50%
win rate
-28.26
total pnl ($)
1.070
weight
7d window — n=3 wr=33% pnl=-9.44  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:54:12 (34.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189876_18520
n: 29  ·  wr: 37.9%  ·  total_bps: -860.2  ·  mean_bps: -29.66  ·  sharpe: -0.12  ·  max_dd_bps: -1741.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:22BTCBuy60429→59647-6.88timeout
06-27 07:46BTCBuy59187→60454+10.20timeout
06-24 14:13BTCBuy62660.1→61118.4-12.75stop_loss
06-23 06:18BTCBuy64653.2→63062.3-12.77stop_loss
06-22 19:39BTCBuy64203.2→64428.8+1.24timeout
06-21 07:39BTCBuy62982.1→64197.8+9.21timeout
06-18 15:38BTCBuy64397.2→62808.4-12.67stop_loss
06-17 19:50BTCBuy65605.3→63964.8-12.97stop_loss
06-16 19:33BTCBuy65764.3→65701.7-1.06timeout
06-15 07:29BTCBuy64157.2→65947.7+13.48timeout
06-13 19:26BTCBuy62998.1→64148.8+8.68timeout
06-12 07:05BTCBuy61779.1→63072.8+9.95timeout
06-09 14:19BTCBuy63270.2→61714-12.75stop_loss
06-09 06:58BTCBuy62068.1→63260.8+9.08timeout
06-07 18:45BTCBuy60820→62190.9+10.89timeout
06-05 03:05BTCBuy63972.2→62395.7-12.75stop_loss
06-03 16:27BTCBuy67203.4→65548.9-12.78stop_loss
06-02 14:04BTCBuy70300.5→68571.3-12.76stop_loss
05-31 11:29BTCBuy73351.7→73939.3+3.34timeout
05-29 18:33BTCBuy72833.6→73771.3+5.82timeout

Paper vs Live

Paper (trades.jsonl)
20
closed
50%
win rate
-28.26
total pnl ($)
-27.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2050%-27.6-28.26

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems