stablecoin_slope_momentum_long_v91 · strategy

closed trades

38%

win rate

-322.88

total pnl ($)

0.647

weight

7d window — n=20 wr=30% pnl=-97.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 13:19	BTC	Buy	59969→58493.8	-12.76	stop_loss
06-26 02:24	BTC	Buy	59788→58317.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	60776→59280.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60929→59417.3	-12.80	stop_loss
06-25 13:41	BTC	Buy	61825.1→60301.8	-12.75	stop_loss
06-24 14:17	BTC	Buy	62568.1→61018.4	-12.80	stop_loss
06-24 14:02	BTC	Buy	62689.1→61142.4	-12.78	stop_loss
06-24 13:22	BTC	Buy	62088.1→62005.9	-1.11	timeout
06-24 07:53	BTC	Buy	62893.1→62568.9	-3.12	timeout
06-23 06:21	BTC	Buy	64167.2→62588.6	-12.77	stop_loss
06-23 06:18	BTC	Buy	64614.2→63025.3	-12.77	stop_loss
06-23 04:36	BTC	Buy	64000.2→63830.8	-1.79	timeout
06-22 09:56	BTC	Buy	64189.2→64107.8	-1.18	timeout
06-22 08:51	BTC	Buy	63906.2→64109.8	+1.06	timeout
06-22 03:21	BTC	Buy	64312.2→64251.8	-1.00	timeout
06-21 03:23	BTC	Buy	63391.2→64390.8	+7.43	timeout
06-21 02:22	BTC	Buy	63387.2→64200.8	+5.94	timeout
06-20 20:21	BTC	Buy	62936.1→63920.8	+7.41	timeout
06-19 22:24	BTC	Buy	62820.1→63256.8	+2.98	timeout
06-19 21:22	BTC	Buy	63018.2→63176.8	+0.76	timeout
06-19 16:52	BTC	Buy	62661.1→63093.8	+3.03	timeout
06-18 15:56	BTC	Buy	63950.2→62377.7	-12.67	stop_loss
06-18 15:51	BTC	Buy	64105.2→62522.6	-12.51	stop_loss
06-18 11:20	BTC	Buy	64637.2→63919.8	-6.08	timeout
06-18 09:50	BTC	Buy	64980.2→64223.8	-6.34	timeout
06-17 18:55	BTC	Buy	65829.3→65744.7	-1.18	timeout
06-17 10:55	BTC	Buy	66396.3→64761.4	-12.84	stop_loss
06-17 07:54	BTC	Buy	66856.3→65211.1	-12.78	stop_loss
06-16 17:54	BTC	Buy	66897.3→65940.7	-7.69	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 23:52	BTC	Buy	65698.3→66306.7	+4.14	timeout
06-15 15:46	BTC	Buy	64154.2→66970.7	+21.52	take_profit
06-14 23:29	BTC	Buy	64447.2→65668.7	+8.99	timeout
06-14 21:52	BTC	Buy	64425.2→65481.7	+7.71	timeout
06-14 12:50	BTC	Buy	64079.2→64291.8	+1.21	timeout
06-13 20:53	BTC	Buy	63408.2→64237.8	+6.07	timeout
06-13 19:51	BTC	Buy	63629.2→64301.8	+4.83	timeout
06-13 12:33	BTC	Buy	63508.2→64001.8	+3.35	timeout
06-12 19:52	BTC	Buy	63643.2→63602.8	-0.77	timeout
06-12 17:21	BTC	Buy	62356.1→63830.8	+11.35	timeout
06-12 11:24	BTC	Buy	63139.2→63805.8	+4.75	timeout
06-11 17:22	BTC	Buy	62036.1→62326.9	+1.83	timeout
06-11 15:22	BTC	Buy	62210.1→62702.9	+3.42	timeout
06-11 09:46	BTC	Buy	61182.1→62883.9	+13.32	timeout
06-10 15:33	BTC	Buy	61246.1→62297.9	+8.08	timeout
06-10 14:46	BTC	Buy	61271.1→61905.9	+4.69	timeout
06-09 14:46	BTC	Buy	62792.1→61245.3	-12.78	stop_loss
06-09 14:19	BTC	Buy	63269.2→61711	-12.77	stop_loss
06-09 13:19	BTC	Buy	63846.2→62275.7	-12.74	stop_loss
06-09 06:21	BTC	Buy	63051.2→63427.8	+2.49	timeout
06-09 03:21	BTC	Buy	63246.2→62848.9	-3.58	timeout
06-08 05:49	BTC	Buy	61751.1→62497.9	+5.60	timeout
06-07 19:19	BTC	Buy	62781.1→61233.3	-12.75	stop_loss
06-07 16:22	BTC	Buy	60683→62237.9	+12.29	timeout
06-07 06:20	BTC	Buy	61013.1→61805.9	+6.10	timeout
06-07 04:22	BTC	Buy	60000→61544.9	+12.42	timeout
06-06 15:49	BTC	Buy	60322→60788	+3.42	timeout
06-06 04:27	BTC	Buy	61312.1→59801.1	-12.78	stop_loss
06-06 04:11	BTC	Buy	61788.1→60268.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60712→59218.4	-12.75	stop_loss
06-05 14:26	BTC	Buy	61909.1→60385.8	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.74	stop_loss
06-05 13:56	BTC	Buy	62554.1→61015.4	-12.75	stop_loss
06-05 06:23	BTC	Buy	62731.1→61180.3	-12.80	stop_loss
06-05 03:06	BTC	Buy	63870.2→62299.7	-12.72	stop_loss
06-05 03:02	BTC	Buy	63981.2→62406.7	-12.72	stop_loss
06-05 02:18	BTC	Buy	62412.1→63143.8	+5.42	timeout
06-04 10:30	BTC	Buy	63945.2→62365.7	-12.76	stop_loss
06-04 09:29	BTC	Buy	64324.2→62728.5	-12.85	stop_loss
06-04 00:27	BTC	Buy	65184.3→63581	-12.74	stop_loss
06-03 19:54	BTC	Buy	67048.4→65398	-12.79	stop_loss
06-03 19:38	BTC	Buy	66777.3→65775.7	-8.02	timeout
06-03 16:27	BTC	Buy	67201.4→65547.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67508.4→65847.8	-12.75	stop_loss
06-03 03:34	BTC	Buy	67607.4→65937.7	-12.80	stop_loss
06-02 14:09	BTC	Buy	70110.5→68380.4	-12.80	stop_loss
06-02 14:09	BTC	Buy	70185.5→68458.3	-12.78	stop_loss
06-02 12:17	BTC	Buy	70963.5→69216.9	-12.81	stop_loss
05-31 20:21	BTC	Buy	73933.7→73709.3	-1.96	timeout
05-31 17:19	BTC	Buy	73880.7→73532.3	-2.86	timeout
05-31 09:47	BTC	Buy	73547.7→73950.3	+2.14	timeout
05-29 22:15	BTC	Buy	73689.7→73370.3	-2.66	timeout
05-29 21:00	BTC	Buy	73583.7→73653.3	-0.02	timeout
05-29 20:20	BTC	Buy	73547.7→73638.3	+0.12	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-322.88

total pnl ($)

-76.5 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	84	38%	-76.5	-322.88

Recent bounces (last 20 of 2)

time	sym	side	reason
06-25 07:59	BTC	Buy	below_min_notional_skip
06-24 23:28	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…