token_unlock_distribution_wave_pressure · strategy

106

closed trades

42%

win rate

-2.00

total pnl ($)

1.228

weight

7d window — n=27 wr=41% pnl=+0.59 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 16:42:56 (39.0d ago) · src: canon

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

n: 108 · wr: 52.8% · total_bps: +1418.3 · mean_bps: +13.13 · sharpe: +0.14 · max_dd_bps: -1060.9

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 12:24	BTC	Sell	60437→60288	+0.18	timeout
06-27 06:22	BTC	Sell	60216→60168	-0.01	timeout
06-27 00:19	BTC	Sell	59749→60064	-0.71	timeout
06-26 18:23	BTC	Sell	60022→60038	-0.13	timeout
06-26 12:22	BTC	Sell	60269→59506	+1.35	timeout
06-26 03:39	BTC	Sell	58631.1→59432.7	-1.68	stop_loss
06-26 00:18	BTC	Sell	59553→59797	-0.58	timeout
06-25 14:33	BTC	Sell	59481→60291.1	-1.67	stop_loss
06-25 12:20	BTC	Sell	61708.9→61125.1	+0.98	timeout
06-25 05:07	BTC	Sell	60867→61696.9	-1.67	stop_loss
06-25 00:20	BTC	Sell	60648→60949	-0.67	timeout
06-24 16:51	BTC	Sell	61133.9→59785	+2.43	take_profit
06-24 12:19	BTC	Sell	62683.9→62825.1	-0.36	timeout
06-24 06:19	BTC	Sell	62756.9→62768.1	-0.12	timeout
06-24 00:19	BTC	Sell	62405.9→62902.1	-1.02	timeout
06-23 18:19	BTC	Sell	62790.9→62336.1	+0.73	timeout
06-23 12:18	BTC	Sell	62416.9→62379.1	-0.04	timeout
06-23 06:19	BTC	Sell	64147.8→63013.2	+1.93	timeout
06-23 00:24	BTC	Sell	64406.8→63847.2	+0.89	timeout
06-22 18:18	BTC	Sell	65197.7→64659.2	+0.85	timeout
06-22 12:21	BTC	Sell	64312.8→64691.2	-0.77	timeout
06-22 06:23	BTC	Sell	64490.8→64089.2	+0.61	timeout
06-22 00:17	BTC	Sell	64100.8→63560.2	+0.87	timeout
06-21 18:23	BTC	Sell	63994.8→63993.2	-0.10	timeout
06-21 12:18	BTC	Sell	64069.8→63986.2	+0.04	timeout
06-21 06:18	BTC	Sell	64205.8→64214.2	-0.12	timeout
06-21 00:18	BTC	Sell	63920.8→64217.2	-0.63	timeout
06-20 14:46	BTC	Sell	63258.8→64143.3	-1.71	stop_loss
06-20 12:18	BTC	Sell	63517.8→63737.2	-0.50	timeout
06-20 06:18	BTC	Sell	63358.8→63637.2	-0.61	timeout
06-20 00:24	BTC	Sell	62966.9→63457.2	-1.00	timeout
06-19 18:21	BTC	Sell	63011.8→63128.2	-0.32	timeout
06-19 12:18	BTC	Sell	62587.9→62473.1	+0.10	timeout
06-19 06:18	BTC	Sell	62973.9→62766.1	+0.27	timeout
06-19 00:20	BTC	Sell	63188.8→62898.1	+0.43	timeout
06-18 15:52	BTC	Sell	63931.8→62530.1	+2.42	take_profit
06-18 12:21	BTC	Sell	64497.8→64101.2	+0.61	timeout
06-18 06:21	BTC	Sell	64611.8→63889.2	+1.18	timeout
06-18 00:21	BTC	Sell	64295.8→64662.2	-0.76	timeout
06-17 16:26	BTC	Sell	65252.7→66142.4	-1.67	stop_loss
06-17 12:19	BTC	Sell	65244.7→64813.2	+0.66	timeout
06-17 06:21	BTC	Sell	65904.7→65858.3	-0.02	timeout
06-17 00:22	BTC	Sell	65811.7→65721.3	+0.06	timeout
06-16 18:20	BTC	Sell	65727.7→66025.3	-0.62	timeout
06-16 12:20	BTC	Sell	66405.7→66632.3	-0.49	timeout
06-16 06:18	BTC	Sell	66054.7→66214.3	-0.38	timeout
06-16 00:19	BTC	Sell	66519.7→66353.3	+0.18	timeout
06-15 18:22	BTC	Sell	66454.7→66817.3	-0.73	timeout
06-15 12:18	BTC	Sell	65685.7→66194.3	-0.99	timeout
06-15 06:21	BTC	Sell	65651.7→65857.3	-0.46	timeout
06-14 21:18	BTC	Sell	63877.8→64748.6	-1.67	stop_loss
06-14 18:21	BTC	Sell	64216.8→63682.2	+0.86	timeout
06-14 12:18	BTC	Sell	64481.8→64476.2	-0.09	timeout
06-14 06:21	BTC	Sell	64560.8→64416.2	+0.15	timeout
06-14 00:22	BTC	Sell	64236.8→64417.2	-0.43	timeout
06-13 18:20	BTC	Sell	64131.8→64026.2	+0.09	timeout
06-13 12:23	BTC	Sell	63741.8→63928.2	-0.44	timeout
06-13 06:21	BTC	Sell	63720.8→63606.2	+0.10	timeout
06-13 00:21	BTC	Sell	63517.8→63572.2	-0.20	timeout
06-12 15:01	BTC	Sell	63356.8→64221.3	-1.67	stop_loss
06-12 12:22	BTC	Sell	63524.8→63557.2	-0.16	timeout
06-12 06:22	BTC	Sell	63598.8→63141.2	+0.73	timeout
06-12 00:19	BTC	Sell	63510.8→63637.2	-0.33	timeout
06-11 17:49	BTC	Sell	62735.9→63590	-1.67	stop_loss
06-11 12:24	BTC	Sell	62871.9→62740.1	+0.14	timeout
06-11 06:16	BTC	Sell	62031.9→62876.6	-1.66	stop_loss
06-11 00:22	BTC	Sell	61806.9→61882.1	-0.24	timeout
06-10 15:54	BTC	Sell	61913.9→62760.5	-1.68	stop_loss
06-10 12:21	BTC	Sell	61599.9→61120.1	+0.79	timeout
06-09 23:11	BTC	Sell	61785.9→62023.1	-0.55	timeout
06-09 14:46	BTC	Sell	62624.9→61253.1	+2.42	take_profit
06-09 11:13	BTC	Sell	63320.8→62559.1	+1.28	timeout
06-09 04:40	BTC	Sell	62548.9→63400.9	-1.67	stop_loss
06-08 23:11	BTC	Sell	63403.8→63467.2	-0.22	timeout
06-08 17:12	BTC	Sell	63875.8→63427.2	+0.71	timeout
06-08 11:13	BTC	Sell	63168.8→63369.2	-0.47	timeout
06-08 05:10	BTC	Sell	63176.8→62683.1	+0.80	timeout
06-07 22:13	BTC	Sell	61593.9→62432.3	-1.67	stop_loss
06-07 17:13	BTC	Sell	61679.9→62289.1	-1.24	timeout
06-07 11:09	BTC	Sell	62170.9→62502.1	-0.72	timeout
06-07 05:13	BTC	Sell	61314.9→61777.1	-0.97	timeout
06-06 23:09	BTC	Sell	60713→60682	-0.05	timeout
06-06 17:08	BTC	Sell	60961→60654	+0.47	timeout
06-06 11:06	BTC	Sell	60803→60690	+0.11	timeout
06-05 07:37	BTC	Sell	61920.9→62764.5	-1.67	stop_loss
06-05 03:11	BTC	Sell	63709.8→62314.1	+2.41	take_profit
06-04 22:49	BTC	Sell	63974.8→63610.2	+0.55	timeout
06-04 18:21	BTC	Sell	64088.8→63361.2	+1.20	timeout
06-04 14:08	BTC	Sell	63536.8→64404.4	-1.67	stop_loss
06-04 11:26	BTC	Sell	63544.8→62539.1	+1.71	timeout
06-04 08:31	BTC	Sell	64581.8→63568.2	+1.70	timeout
06-04 02:02	BTC	Sell	63196.8→61812.1	+2.42	take_profit
06-04 00:25	BTC	Sell	65290.7→63860.2	+2.42	take_profit
06-03 21:09	BTC	Sell	65720.7→65551.3	+0.19	timeout
06-03 16:44	BTC	Sell	66883.7→65926.3	+1.55	timeout
05-12 02:43	BTC	Sell	81715.9→81724.1	-0.12	timeout
05-11 21:00	BTC	Sell	81538.9→81780.1	-0.44	timeout
05-11 09:01	BTC	Sell	80792→80767	-0.06	timeout
05-11 03:01	BTC	Sell	82151.9→81077.1	+1.41	timeout
05-10 21:02	BTC	Sell	81317.9→80908	+0.48	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

42%

win rate

-2.00

total pnl ($)

-1.7 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	106	42%	-1.7	-2.00

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 09:02	BTC	Sell	-0.32	BTC was trading in a narrow range with low volatility, showing a slight uptrend over the past 24 hours. The short thesis failed because the market lacked the momentum to trigger a downside move before the trade expired due to timeout.
05-10 03:01	BTC	Sell	-0.11	The market was in a mild uptrend across multiple timeframes with low funding, indicating neutral-to-bullish sentiment. The short thesis failed because the trade expired without reaching the target or stop, as the timeout close captured a small loss from a s…
05-09 21:01	BTC	Sell	-0.37	BTC traded in a narrow range with low volatility, showing a slight 1-hour gain but overall bearish bias over 24 hours and 7 days. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small negative PnL…
05-09 15:02	BTC	Sell	-0.23	The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without a trigger, resulting in a negligible loss from the timeout close reason.
05-09 09:29	BTC	Sell	+0.10	BTC traded in a narrow range near $79,834 with low volatility and mixed short-term momentum. The thesis failed because the timeout closed the trade before the expected directional move materialized, capturing only minor funding gains.

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