stablecoin_slope_momentum_long_v80

not live
19
closed trades
53%
win rate
-39.71
total pnl ($)
1.059
weight
7d window — n=5 wr=40% pnl=-26.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 05:36:16 (30.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189876_33646
n: 17  ·  wr: 41.2%  ·  total_bps: -707.3  ·  mean_bps: -41.61  ·  sharpe: -0.16  ·  max_dd_bps: -1402.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:24BTCBuy59784→58313.9-12.74stop_loss
06-24 14:02BTCBuy62688.1→61146.4-12.75stop_loss
06-23 06:20BTCBuy64410.2→62814.4-12.85stop_loss
06-22 20:52BTCBuy63910.2→64396.8+3.32timeout
06-21 08:20BTCBuy62954.1→64041.8+8.03timeout
06-18 15:37BTCBuy64438.2→62839.4-12.74stop_loss
06-17 19:50BTCBuy65645.3→64030.8-12.74stop_loss
06-16 11:56BTCBuy65746.3→66394.7+4.37timeout
06-14 22:21BTCBuy63755.2→65140.7+10.34timeout
06-13 10:23BTCBuy63554.2→63740.8+0.89timeout
06-11 19:30BTCBuy61164.1→63849.8+21.33take_profit
06-09 14:16BTCBuy63441.2→61877.9-12.77stop_loss
06-08 17:49BTCBuy61750.1→63416.8+12.89timeout
06-07 04:05BTCBuy60188→61582.9+11.12timeout
06-04 09:29BTCBuy64350.2→62766.5-12.75stop_loss
06-03 03:43BTCBuy67517.4→65856.8-12.75stop_loss
06-02 01:34BTCBuy72768.6→70978.9-12.84stop_loss
05-31 21:46BTCBuy73547.7→73793.3+1.22timeout
05-30 01:20BTCBuy73214.7→73542.3+1.72timeout

Paper vs Live

Paper (trades.jsonl)
19
closed
53%
win rate
-39.71
total pnl ($)
-40.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1953%-40.8-39.71

Recent bounces (last 20 of 1)

timesymsidereason
06-25 23:54BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems