stablecoin_slope_positive_days_momentum_long_v11 · strategy

closed trades

47%

win rate

-136.09

total pnl ($)

0.797

weight

7d window — n=13 wr=46% pnl=-70.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:49	BTC	Buy	59385→60318	+7.36	timeout
06-26 02:13	BTC	Buy	60116→58620.7	-12.88	stop_loss
06-25 13:48	BTC	Buy	60845→59342.3	-12.75	stop_loss
06-25 13:46	BTC	Buy	61150.1→59646.2	-12.74	stop_loss
06-24 14:19	BTC	Buy	62450.1→60890.5	-12.93	stop_loss
06-24 14:17	BTC	Buy	62557.1→61018.4	-12.73	stop_loss
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-23 06:21	BTC	Buy	64114.2→62537.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64262.2→62678.5	-12.78	stop_loss
06-22 20:53	BTC	Buy	63748.2→64396.8	+4.62	timeout
06-22 08:28	BTC	Buy	64024.2→64169.8	+0.61	timeout
06-21 20:24	BTC	Buy	63919.2→64082.8	+0.83	timeout
06-21 05:23	BTC	Buy	63702.2→64231.8	+3.71	timeout
06-20 17:05	BTC	Buy	62897.1→63928.8	+7.71	timeout
06-20 06:20	BTC	Buy	62784.1→63628.8	+6.27	timeout
06-19 17:51	BTC	Buy	62638.1→63146.8	+3.60	timeout
06-18 15:57	BTC	Buy	63871.2→62294.7	-12.67	stop_loss
06-17 19:41	BTC	Buy	65769.3→64151.7	-12.74	stop_loss
06-17 19:29	BTC	Buy	65900.3→64248.6	-12.98	stop_loss
06-17 14:58	BTC	Buy	65709.3→65098.7	-5.06	timeout
06-17 02:54	BTC	Buy	65774.3→65813.7	-0.20	timeout
06-16 13:31	BTC	Buy	66753.3→66086.7	-5.53	timeout
06-16 01:04	BTC	Buy	65418.3→66289.7	+6.22	timeout
06-15 12:53	BTC	Buy	64282.2→66507.7	+16.88	timeout
06-15 00:45	BTC	Buy	64554.2→65511.7	+6.94	timeout
06-14 12:22	BTC	Buy	63913.2→64468.8	+3.90	timeout
06-13 23:25	BTC	Buy	63433.2→64482.8	+7.81	timeout
06-13 11:24	BTC	Buy	63813.2→63908.8	+0.21	timeout
06-12 23:32	BTC	Buy	63459.2→63423.8	-0.77	timeout
06-12 11:18	BTC	Buy	63107.2→63745.8	+4.54	timeout
06-11 21:20	BTC	Buy	61548.1→63499.8	+15.26	timeout
06-11 08:23	BTC	Buy	61559.1→62862.9	+9.99	timeout
06-10 14:53	BTC	Buy	61254.1→61851.9	+4.39	timeout
06-09 14:46	BTC	Buy	62796.1→61244.3	-12.82	stop_loss
06-09 00:49	BTC	Buy	63963.2→62389.7	-12.76	stop_loss
06-08 22:00	BTC	Buy	61822.1→63633.8	+14.17	timeout
06-08 09:48	BTC	Buy	62414.1→63433.8	+7.71	timeout
06-07 21:39	BTC	Buy	60770→61778.9	+7.87	timeout
06-07 09:37	BTC	Buy	61254.1→62500.9	+9.74	timeout
06-06 04:14	BTC	Buy	61566.1→60051	-12.76	stop_loss
06-05 13:49	BTC	Buy	63000.1→61451.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62820.1→61273.3	-12.70	stop_loss
06-05 06:16	BTC	Buy	63431.2→61871	-12.72	stop_loss
06-04 00:27	BTC	Buy	65175.3→63572	-12.75	stop_loss
06-03 20:45	BTC	Buy	66693.3→65053.2	-12.80	stop_loss
06-03 19:53	BTC	Buy	67092.4→65438	-12.81	stop_loss
06-02 14:21	BTC	Buy	69889.5→68170.5	-12.76	stop_loss
06-02 09:22	BTC	Buy	71165.6→69413.8	-12.81	stop_loss
06-01 22:34	BTC	Buy	72960.6→71166.8	-12.83	stop_loss
06-01 03:19	BTC	Buy	74126.7→73891.3	-2.11	timeout
05-31 09:46	BTC	Buy	73547.7→73950.3	+2.14	timeout
05-30 23:54	BTC	Buy	73441.7→73805.3	+1.98	timeout
05-30 06:43	BTC	Buy	73656.7→73606.3	-0.84	timeout
05-29 19:27	BTC	Buy	73497.7→73300.3	-1.85	timeout
05-29 06:34	BTC	Buy	72831.6→73677.3	+5.23	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-136.09

total pnl ($)

-49.0 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	55	47%	-49.0	-136.09

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 17:23	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…