stablecoin_slope_momentum_long_v68

46

closed trades

30%

win rate

-171.69

total pnl ($)

0.693

weight

7d window — n=13 wr=23% pnl=-88.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 02:43:46 (31.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189876_30884

n: 33 · wr: 27.3% · total_bps: -3481.2 · mean_bps: -105.49 · sharpe: -0.36 · 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 02:13	BTC	Buy	60113→58623.7	-12.83	stop_loss
06-25 13:48	BTC	Buy	60846→59347.3	-12.71	stop_loss
06-25 13:45	BTC	Buy	61313.1→59803.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62466.1→60880.5	-13.14	stop_loss
06-24 14:19	BTC	Buy	62374.1→60840.5	-12.71	stop_loss
06-24 14:02	BTC	Buy	62689.1→61142.4	-12.78	stop_loss
06-23 08:24	BTC	Buy	63733.2→62165.8	-12.66	stop_loss
06-23 07:28	BTC	Buy	63728.2→62959.9	-6.55	timeout
06-23 06:21	BTC	Buy	64119.2→62541.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64192.2→62609.5	-12.79	stop_loss
06-22 19:22	BTC	Buy	62994.1→64372.8	+10.36	timeout
06-22 05:57	BTC	Buy	62705.1→64180.8	+11.27	timeout
06-21 17:50	BTC	Buy	62621.1→64144.8	+11.96	timeout
06-18 15:57	BTC	Buy	63889.2→62313.7	-12.64	stop_loss
06-18 14:52	BTC	Buy	65132.3→63530	-12.74	stop_loss
06-17 19:50	BTC	Buy	65632.3→64014.8	-12.80	stop_loss
06-17 19:40	BTC	Buy	65818.3→64198.7	-12.82	stop_loss
06-17 12:26	BTC	Buy	64480.2→64691.8	+0.97	timeout
06-17 07:54	BTC	Buy	66843.3→65199.1	-12.79	stop_loss
06-15 16:10	BTC	Buy	64447.2→67278.6	+21.52	take_profit
06-15 13:16	BTC	Buy	63913.2→66721.7	+21.56	take_profit
06-15 11:19	BTC	Buy	63427.2→66212.7	+21.50	take_profit
06-14 11:17	BTC	Buy	63169.2→64522.8	+10.26	timeout
06-12 15:13	BTC	Buy	61607.1→64330.8	+21.51	take_profit
06-12 15:11	BTC	Buy	61550.1→64260.8	+21.38	take_profit
06-12 15:01	BTC	Buy	61454.1→64175.8	+21.45	take_profit
06-10 21:47	BTC	Buy	61697.1→61616.9	-1.16	timeout
06-09 16:05	BTC	Buy	62471.1→60934.5	-13.09	stop_loss
06-09 14:44	BTC	Buy	62815.1→61268.3	-12.77	stop_loss
06-09 00:49	BTC	Buy	63946.2→62371.7	-12.76	stop_loss
06-07 22:15	BTC	Buy	61262.1→63951.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60782→63450.8	+21.51	take_profit
06-06 04:13	BTC	Buy	61612.1→60095.9	-12.76	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	65184.3→63581	-12.74	stop_loss
06-03 20:55	BTC	Buy	66565.3→64924.3	-12.83	stop_loss
06-03 19:54	BTC	Buy	67006.4→65357	-12.79	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	74099.7→71105.9	-20.88	stop_loss
06-01 15:25	BTC	Buy	73547.7→71105.9	-17.39	stop_loss
05-31 19:24	BTC	Buy	73502.7→73477.3	-0.80	timeout
05-31 06:34	BTC	Buy	72819.6→74043.3	+7.80	timeout

Paper (trades.jsonl)

46

closed

30%

win rate

-171.69

total pnl ($)

-73.8 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%	-73.8	-171.69

time	sym	side	reason
06-27 03:42	BTC	Buy	stale_intent
06-24 23:01	BTC	Buy	below_min_notional_skip

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 2)

Postmortem feed (last 10)