stablecoin_usdt_depeg_discount_systemic_risk_short · strategy

232

closed trades

44%

win rate

-131.82

total pnl ($)

1.016

weight

7d window — n=41 wr=39% pnl=-34.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 02:58:38 (38.5d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: aba

n: 573 · wr: 58.3% · total_bps: +8584.3 · mean_bps: +14.98 · sharpe: +0.16 · max_dd_bps: -2714.4

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 14:42	BTC	Sell	60410→60602	-2.45	timeout
06-27 10:23	BTC	Sell	60163→60456	-3.46	timeout
06-27 06:17	BTC	Sell	60083→60122	-0.93	timeout
06-27 02:09	BTC	Sell	59844→59962	-1.72	timeout
06-26 21:53	BTC	Sell	59958→59920	-0.15	timeout
06-26 17:55	BTC	Sell	59797→59974	-2.29	timeout
06-26 14:26	BTC	Sell	59746→60092	-4.00	timeout
06-26 07:39	BTC	Sell	59906→60722.4	-8.72	stop_loss
06-26 03:56	BTC	Sell	59278→60093	-8.79	stop_loss
06-26 01:29	BTC	Sell	59651→59325	+2.73	timeout
06-25 21:15	BTC	Sell	59554→59593	-0.92	timeout
06-25 14:10	BTC	Sell	58830.1→59630.8	-8.71	stop_loss
06-25 13:41	BTC	Sell	61735.9→60381	+12.61	take_profit
06-25 09:33	BTC	Sell	61617.9→61707.1	-1.40	timeout
06-25 05:02	BTC	Sell	60722→61548.8	-8.72	stop_loss
06-25 00:52	BTC	Sell	61097.9→60865	+1.75	timeout
06-24 20:06	BTC	Sell	59922→60749.4	-8.86	stop_loss
06-24 15:33	BTC	Sell	62056.9→60697	+12.58	take_profit
06-24 13:29	BTC	Sell	62670.9→61824.1	+7.56	timeout
06-24 09:24	BTC	Sell	62831.9→62687.1	+0.85	timeout
06-24 05:12	BTC	Sell	62957.9→62814.1	+0.84	timeout
06-24 00:50	BTC	Sell	62419.9→62995.1	-6.06	timeout
06-23 20:30	BTC	Sell	62545.9→62464.1	+0.24	timeout
06-23 16:10	BTC	Sell	62428.9→62710.1	-3.25	timeout
06-23 12:00	BTC	Sell	62846.9→62470.1	+3.02	timeout
06-23 08:17	BTC	Sell	63892.8→62477.1	+12.76	take_profit
06-23 04:35	BTC	Sell	63978.8→63847.2	+0.70	timeout
06-23 00:29	BTC	Sell	64339.8→63823.2	+4.27	timeout
06-22 20:15	BTC	Sell	64699.8→64504.2	+1.28	timeout
06-22 14:00	BTC	Sell	64741.8→65623.1	-8.70	stop_loss
06-22 12:08	BTC	Sell	64147.8→64701.2	-5.69	timeout
06-22 08:04	BTC	Sell	63935.8→64135.2	-2.40	timeout
06-22 01:23	BTC	Sell	63387.8→64252.3	-8.72	stop_loss
06-22 00:06	BTC	Sell	64207.8→63484.2	+6.23	timeout
06-21 19:57	BTC	Sell	64198.8→64179.2	-0.36	timeout
06-21 15:44	BTC	Sell	64240.8→64269.2	-0.81	timeout
06-21 11:30	BTC	Sell	64147.8→64301.2	-1.99	timeout
06-21 07:26	BTC	Sell	64394.8→64168.2	+1.57	timeout
06-21 03:21	BTC	Sell	64248.8→64319.2	-1.20	timeout
06-20 23:23	BTC	Sell	63894.8→64248.2	-3.86	timeout
06-20 19:15	BTC	Sell	64007.8→63881.2	+0.64	timeout
06-20 15:10	BTC	Sell	63632.8→63867.2	-2.74	timeout
06-20 11:04	BTC	Sell	63632.8→63643.2	-0.63	timeout
06-20 07:00	BTC	Sell	63303.8→63717.2	-4.46	timeout
06-20 02:56	BTC	Sell	63312.8→63323.2	-0.64	timeout
06-19 22:54	BTC	Sell	62989.9→63313.2	-3.61	timeout
06-19 18:50	BTC	Sell	63276.8→63025.2	+1.85	timeout
06-19 13:45	BTC	Sell	62395.9→63248.8	-8.76	stop_loss
06-19 10:39	BTC	Sell	62700.9→62397.1	+2.35	timeout
06-19 06:36	BTC	Sell	62887.9→62741.1	+0.85	timeout
06-19 02:34	BTC	Sell	62714.9→62994.1	-3.23	timeout
06-18 22:30	BTC	Sell	62781.9→62822.1	-0.94	timeout
06-18 15:53	BTC	Sell	63877.8→62473.1	+12.63	take_profit
06-18 14:28	BTC	Sell	63947.8→63825.2	+0.61	timeout
06-18 10:29	BTC	Sell	63938.8→63936.2	-0.49	timeout
06-18 06:30	BTC	Sell	64683.8→63949.2	+6.28	timeout
06-18 02:29	BTC	Sell	64314.8→64672.2	-3.86	timeout
06-17 22:03	BTC	Sell	65434.7→64001.2	+12.60	take_profit
06-17 16:26	BTC	Sell	65223.7→66114.3	-8.74	stop_loss
06-17 14:09	BTC	Sell	64839.8→65225.3	-4.10	timeout
06-17 10:05	BTC	Sell	65815.7→64840.2	+8.37	timeout
06-17 05:59	BTC	Sell	65915.7→65816.3	+0.37	timeout
06-17 02:01	BTC	Sell	65689.7→65889.3	-2.35	timeout
06-16 21:59	BTC	Sell	65954.7→65752.3	+1.32	timeout
06-16 17:54	BTC	Sell	66034.7→65961.3	+0.14	timeout
06-16 13:59	BTC	Sell	66478.7→66059.3	+3.26	timeout
06-16 08:54	BTC	Sell	66097.7→66999.8	-8.73	stop_loss
06-16 05:48	BTC	Sell	66339.7→66040.3	+2.16	timeout
06-16 01:42	BTC	Sell	66423.7→66345.3	+0.17	timeout
06-15 21:37	BTC	Sell	66792.7→66442.3	+2.62	timeout
06-15 17:37	BTC	Sell	66753.7→66785.3	-0.80	timeout
06-15 12:50	BTC	Sell	65675.7→66573.6	-8.75	stop_loss
06-15 09:25	BTC	Sell	65816.7→65645.3	+1.02	timeout
06-15 05:22	BTC	Sell	65388.7→65839.3	-4.67	timeout
06-14 21:50	BTC	Sell	64652.8→65536	-8.74	stop_loss
06-14 21:15	BTC	Sell	63926.8→64101.2	-2.17	timeout
06-14 17:10	BTC	Sell	64300.8→63914.2	+3.08	timeout
06-14 13:06	BTC	Sell	64423.8→64336.2	+0.28	timeout
06-14 09:02	BTC	Sell	64355.8→64400.2	-0.94	timeout
06-14 04:57	BTC	Sell	64516.8→64348.2	+1.02	timeout
06-14 00:57	BTC	Sell	64250.8→64521.2	-3.07	timeout
06-13 20:54	BTC	Sell	63954.8→64246.2	-3.27	timeout
06-13 16:52	BTC	Sell	64087.8→63917.2	+1.06	timeout
06-13 12:47	BTC	Sell	63847.8→64085.2	-2.75	timeout
06-13 08:44	BTC	Sell	63599.8→63864.2	-3.01	timeout
06-13 04:44	BTC	Sell	63576.8→63606.2	-0.82	timeout
06-13 00:38	BTC	Sell	63512.8→63579.2	-1.15	timeout
06-12 20:35	BTC	Sell	63795.8→63501.2	+2.23	timeout
06-12 15:13	BTC	Sell	63491.8→64357.4	-8.71	stop_loss
06-12 12:29	BTC	Sell	63480.8→63435.2	-0.09	timeout
06-12 08:23	BTC	Sell	63696.8→63515.2	+1.19	timeout
06-12 04:18	BTC	Sell	63609.8→63620.2	-0.62	timeout
06-12 00:14	BTC	Sell	63509.8→63721.2	-2.52	timeout
06-11 17:59	BTC	Sell	62785.9→63642	-8.71	stop_loss
06-11 16:19	BTC	Sell	63128.8→62793.1	+2.68	timeout
06-11 12:12	BTC	Sell	62769.9→63134.2	-4.00	timeout
06-11 08:05	BTC	Sell	62588.9→62730.1	-1.86	timeout
06-11 01:41	BTC	Sell	61475.9→62313.3	-8.71	stop_loss
06-10 23:55	BTC	Sell	61929.9→61511.1	+3.52	timeout
06-10 19:52	BTC	Sell	62417.9→61944.1	+4.03	timeout

Paper vs Live

Paper (trades.jsonl)

232

closed

44%

win rate

-131.82

total pnl ($)

-9.6 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	232	44%	-9.6	-131.82

Recent bounces (last 20 of 3)

time	sym	side	reason
06-27 13:32	BTC	Sell	circuit_breaker
06-27 10:45	BTC	Sell	circuit_breaker
06-27 10:45	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-01 08:06	BTC	Sell	-0.39	# Trade Analysis 1. Market Context at Close: Bitcoin was consolidating near $77,073 with minimal intraday momentum (1h: +0.11%), while exhibiting modest positive 24-hour performance (+1.32%) against a slightly bearish weekly backdrop (-0.96%), suggesti…
05-01 04:06	BTC	Sell	-5.86	# Trade Analysis: USDT Depeg Short Market Context: Bitcoin was consolidating near $77,093 with mild positive momentum (1h +0.62%, 24h +1.80%) while displaying weak longer-term structure (7d -1.35%), and funding rates were slightly negative at -0.012%, …
04-30 07:05	BTC	SELL	-0.53	At the close of this 4-hour trade, BTC had drifted lower over the 24h (-1.70%) and 7d (-3.21%) timeframes while trading near the entry level ($75,713 vs. $75,738 entry), with negative funding rates (-0.003353%) signaling mild oversupply but no violent capit…
04-30 03:03	BTC	SELL	-1.49	At close, Bitcoin had declined 0.72% in the prior hour and 1.06% over 24 hours, with negative funding rates (-0.002345%) signaling oversold conditions and potential mean reversion, yet the market remained in a mild downtrend across the 7-day horizon (-3.37%…

More…