stablecoin_slope_momentum_long_v72

not live
13
closed trades
38%
win rate
-63.88
total pnl ($)
1.135
weight
7d window — n=3 wr=33% pnl=-13.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 03:20:10 (30.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189876_31490
n: 11  ·  wr: 45.5%  ·  total_bps: -1195.1  ·  mean_bps: -108.65  ·  sharpe: -0.54  ·  max_dd_bps: -1299.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 13 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 15:08BTCBuy62353.1→60816.5-12.71stop_loss
06-23 08:17BTCBuy63995.2→62417.7-12.86stop_loss
06-21 11:55BTCBuy62605.1→64111.8+11.69timeout
06-18 15:18BTCBuy64695.2→63096.3-12.79stop_loss
06-17 11:05BTCBuy66188.3→64546.5-13.03stop_loss
06-15 11:18BTCBuy63939.2→65995.7+15.62timeout
06-13 11:17BTCBuy63161.2→63936.8+5.50timeout
06-09 14:47BTCBuy62652.1→61111.4-12.75stop_loss
06-09 09:50BTCBuy62477.1→62630.9+0.83timeout
06-05 13:49BTCBuy62849.1→61301.3-12.77stop_loss
06-03 19:53BTCBuy67096.4→65445-12.78stop_loss
06-02 07:03BTCBuy71435.6→69669.7-12.88stop_loss
05-30 06:34BTCBuy72831.6→73643.3+5.04timeout

Paper vs Live

Paper (trades.jsonl)
13
closed
38%
win rate
-63.88
total pnl ($)
-97.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1338%-97.7-63.88

Recent bounces (last 20 of 1)

timesymsidereason
06-25 15:36BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems