stablecoin_slope_momentum_long_v47

46

closed trades

30%

win rate

-199.41

total pnl ($)

0.742

weight

7d window — n=12 wr=25% pnl=-80.35 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 09:19:47 (31.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189876_23673

n: 31 · wr: 29.0% · total_bps: -3066.6 · mean_bps: -98.92 · sharpe: -0.33 · max_dd_bps: -3662.2

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

time	sym	side	entry→exit	pnl	close
06-26 02:14	BTC	Buy	60095→58615.7	-12.75	stop_loss
06-25 13:48	BTC	Buy	61012.1→59511.3	-12.68	stop_loss
06-25 13:46	BTC	Buy	61135.1→59631.2	-12.74	stop_loss
06-24 14:20	BTC	Buy	62373.1→60838.5	-12.48	stop_loss
06-24 14:19	BTC	Buy	62520.1→60966.5	-12.72	stop_loss
06-24 14:13	BTC	Buy	62674.1→61127.4	-12.78	stop_loss
06-23 08:28	BTC	Buy	63458.2→61895.9	-12.14	stop_loss
06-23 08:24	BTC	Buy	63720.2→62143.8	-12.53	stop_loss
06-23 08:15	BTC	Buy	64071.2→62495.6	-12.55	stop_loss
06-22 20:33	BTC	Buy	63011.2→64425.8	+10.77	timeout
06-22 07:23	BTC	Buy	62762.1→64246.8	+11.09	timeout
06-21 17:51	BTC	Buy	62684.1→64140.8	+11.16	timeout
06-18 15:57	BTC	Buy	63869.2→62296.7	-12.63	stop_loss
06-17 19:50	BTC	Buy	65637.3→64012.8	-12.82	stop_loss
06-17 19:42	BTC	Buy	65735.3→64118.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65825.3→64204.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65878.3→64255.6	-12.77	stop_loss
06-17 12:28	BTC	Buy	64454.2→64670.8	+1.06	timeout
06-17 00:28	BTC	Buy	64512.2→65685.7	+8.47	timeout
06-16 14:33	BTC	Buy	66934.3→65288.1	-12.84	stop_loss
06-15 13:16	BTC	Buy	63940.2→66751.7	+21.57	take_profit
06-15 11:19	BTC	Buy	63458.2→66259.7	+21.64	take_profit
06-14 11:18	BTC	Buy	63158.2→64522.8	+10.35	timeout
06-12 15:13	BTC	Buy	61648.1→64355.8	+21.37	take_profit
06-12 15:13	BTC	Buy	61577.1→64282.8	+21.33	take_profit
06-12 15:10	BTC	Buy	61678.1→64073.8	+18.72	timeout
06-09 16:05	BTC	Buy	62441.1→60904.5	-13.08	stop_loss
06-09 14:44	BTC	Buy	62812.1→61266.3	-12.77	stop_loss
06-09 14:36	BTC	Buy	62902.1→61352.2	-12.81	stop_loss
06-09 00:49	BTC	Buy	63959.2→62386.7	-12.74	stop_loss
06-07 22:15	BTC	Buy	61244.1→63932.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60602→63262.8	+21.51	take_profit
06-06 04:13	BTC	Buy	61616.1→60091.9	-12.82	stop_loss
06-05 13:49	BTC	Buy	63000.1→61451.2	-12.75	stop_loss
06-05 06:22	BTC	Buy	62971.1→61422.2	-12.69	stop_loss
06-05 06:18	BTC	Buy	63351.2→61793	-12.72	stop_loss
06-04 00:27	BTC	Buy	65175.3→63572	-12.75	stop_loss
06-03 20:55	BTC	Buy	66565.3→64919.3	-12.87	stop_loss
06-03 19:54	BTC	Buy	66994.3→65324.1	-12.95	stop_loss
06-02 14:22	BTC	Buy	69877.5→68156.5	-12.78	stop_loss
06-01 15:25	BTC	Buy	72951.6→71105.9	-13.14	stop_loss
06-01 15:25	BTC	Buy	73479.7→71105.9	-16.74	stop_loss
06-01 15:25	BTC	Buy	73547.7→71105.9	-17.39	stop_loss
06-01 15:25	BTC	Buy	73449.7→71105.9	-16.80	stop_loss
05-31 19:22	BTC	Buy	73495.7→73583.3	-0.04	timeout
05-31 06:34	BTC	Buy	72819.6→74043.3	+7.80	timeout

Paper (trades.jsonl)

46

closed

30%

win rate

-199.41

total pnl ($)

-86.2 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%	-86.2	-199.41

time	sym	side	reason
06-27 13:57	BTC	Buy	circuit_breaker

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 1)

Postmortem feed (last 10)