stablecoin_slope_momentum_long_v44

46

closed trades

30%

win rate

-162.79

total pnl ($)

0.652

weight

7d window — n=12 wr=17% pnl=-99.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 09:58:27 (32.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189876_22796

n: 36 · wr: 30.6% · total_bps: -3556.1 · mean_bps: -98.78 · sharpe: -0.35 · max_dd_bps: -3755.6

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-26 02:13	BTC	Buy	60110→58620.7	-12.83	stop_loss
06-25 13:48	BTC	Buy	60807→59310.4	-12.69	stop_loss
06-25 13:46	BTC	Buy	61268.1→59760.1	-12.75	stop_loss
06-24 15:08	BTC	Buy	62349.1→60815.5	-12.73	stop_loss
06-24 14:20	BTC	Buy	62371.1→60837.5	-12.67	stop_loss
06-24 14:17	BTC	Buy	62540.1→61002.4	-12.71	stop_loss
06-23 08:24	BTC	Buy	63798.2→62224.8	-12.69	stop_loss
06-23 07:28	BTC	Buy	63725.2→62966.9	-6.47	timeout
06-23 06:21	BTC	Buy	64119.2→62533.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64304.2→62722.5	-12.76	stop_loss
06-22 19:22	BTC	Buy	62991.1→64378.8	+10.44	timeout
06-22 05:57	BTC	Buy	62704.1→64180.8	+11.28	timeout
06-21 17:50	BTC	Buy	62621.1→64144.8	+11.96	timeout
06-18 15:57	BTC	Buy	63876.2→62302.7	-12.83	stop_loss
06-18 15:14	BTC	Buy	65087.3→63486.1	-12.74	stop_loss
06-17 19:50	BTC	Buy	65632.3→64013.8	-12.82	stop_loss
06-17 19:40	BTC	Buy	65824.3→64199.7	-12.86	stop_loss
06-17 12:20	BTC	Buy	64457.2→64764.8	+1.70	timeout
06-17 07:54	BTC	Buy	66830.3→65182.1	-12.83	stop_loss
06-15 16:10	BTC	Buy	64441.2→67273.6	+21.53	take_profit
06-15 12:54	BTC	Buy	63769.2→66570.7	+21.56	take_profit
06-15 11:19	BTC	Buy	63504.2→66297.7	+21.54	take_profit
06-14 09:17	BTC	Buy	62769.1→64368.8	+12.15	timeout
06-12 15:13	BTC	Buy	61606.1→64329.8	+21.51	take_profit
06-12 15:13	BTC	Buy	61577.1→64296.8	+21.45	take_profit
06-12 15:08	BTC	Buy	61567.1→64064.8	+19.59	timeout
06-10 21:45	BTC	Buy	61716.1→61645.9	-1.08	timeout
06-09 15:57	BTC	Buy	62508.1→60969.4	-12.81	stop_loss
06-09 14:44	BTC	Buy	62805.1→61259.3	-12.77	stop_loss
06-09 00:49	BTC	Buy	63962.2→62380.7	-12.82	stop_loss
06-07 22:15	BTC	Buy	61228.1→63915.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60830→63500.8	+21.51	take_profit
06-06 04:12	BTC	Buy	61732.1→60201.9	-12.85	stop_loss
06-05 13:49	BTC	Buy	63000.1→61451.2	-12.75	stop_loss
06-05 06:22	BTC	Buy	62872.1→61326.3	-12.69	stop_loss
06-05 06:17	BTC	Buy	63402.2→61838	-12.76	stop_loss
06-04 00:29	BTC	Buy	65155.3→63553	-12.74	stop_loss
06-03 20:55	BTC	Buy	66321.3→64652.4	-13.09	stop_loss
06-03 19:54	BTC	Buy	67042.4→65384	-12.85	stop_loss
06-02 14:21	BTC	Buy	69919.5→68200.5	-12.76	stop_loss
06-01 22:36	BTC	Buy	72951.6→71151.8	-12.87	stop_loss
06-01 22:26	BTC	Buy	73474.7→71239.8	-15.84	stop_loss
06-01 22:26	BTC	Buy	73547.7→71239.8	-16.52	stop_loss
06-01 22:26	BTC	Buy	73394.7→71239.8	-15.57	stop_loss
05-31 19:35	BTC	Buy	73433.7→73447.3	-0.34	timeout
05-31 06:34	BTC	Buy	72819.6→74042.3	+7.79	timeout

Paper (trades.jsonl)

46

closed

30%

win rate

-162.79

total pnl ($)

-69.8 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	46	30%	-69.8	-162.79

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 46 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)