10
closed trades
60%
win rate
+49.80
total pnl ($)
1.567
weight
7d window — n=10 wr=60% pnl=+49.80
· venues=("hl", "bybit")
· horizon=—
· SL=—
· TP=—
· class=TopTraderLsContrarian in strategies.py
Backtest evidence
run: 2026-05-17 03:00:24 (42.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
restored_top_trader_ls_contrarian
n: 61
· wr: 29.5%
· total_bps: -2644.2
· mean_bps: -43.35
· sharpe: -0.24
· max_dd_bps: -3586.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 10 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 08:03 | BLUR | Sell | 0.0148053→0.0147767 | +0.52 | timeout |
| 06-28 08:03 | BLUR | Sell | 0.0148053→0.0147767 | +0.52 | timeout |
| 06-28 06:16 | RENDER | Sell | 1.6009→1.53108 | +21.36 | take_profit |
| 06-28 06:16 | RENDER | Sell | 1.6009→1.53108 | +21.36 | take_profit |
| 06-28 04:04 | LINK | Buy | 7.36784→7.29518 | -5.32 | timeout |
| 06-28 04:04 | LINK | Buy | 7.36784→7.29518 | -5.34 | timeout |
| 06-27 22:16 | SUI | Sell | 0.709143→0.67818 | +21.20 | take_profit |
| 06-27 22:16 | SUI | Sell | 0.709143→0.67818 | +21.20 | take_profit |
| 06-27 19:25 | SOL | Buy | 72.9769→71.1667 | -12.84 | stop_loss |
| 06-27 19:25 | SOL | Buy | 72.9769→71.1667 | -12.84 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
10
closed
60%
win rate
+49.80
total pnl ($)
+100.1 bps
avg bps net
Live (dry_run=0)
62
closed
42%
win rate
-8.97
total pnl ($)
+19.1 bps
avg bps net
Live WR is 70% of paper WR (42% vs 60%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| SOL | 2 | 0% | -257.1 | -25.69 |
| SUI | 2 | 100% | +427.6 | +42.41 |
| LINK | 2 | 0% | -107.6 | -10.66 |
| RENDER | 2 | 100% | +427.1 | +42.71 |
| BLUR | 2 | 100% | +10.3 | +1.03 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 08:10 | DOGE | Sell | circuit_breaker |
| 06-28 04:16 | LTC | Sell | circuit_breaker |
| 06-28 00:11 | AVAX | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 04:04 | ETH | Sell | -5.50 | The market was in a broad downtrend with ETH declining over multiple timeframes alongside BTC. The short thesis failed because the trade was closed due to a timeout before the expected move materialized, resulting in a small loss. |
| 05-08 16:05 | ETH | Sell | +6.40 | The market was in a broad downtrend with ETH falling 2.18% in 24 hours alongside BTC, reflecting persistent bearish momentum. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient short-t… |
| 05-06 08:52 | ADA | Sell | -12.91 | ADA was declining across timeframes with negative funding and falling BTC, indicating persistent bearish pressure. The short thesis failed because the stop_loss was triggered by a counter-trend bounce within the broader downtrend, cutting the trade before t… |
| 05-05 06:59 | ADA | Sell | -12.83 | The market was in a volatile consolidation phase with ADA showing strong weekly gains while funding rates remained neutral. The short thesis failed because the price rejected the entry level and immediately triggered the stop loss, indicating a lack of imme… |
| 04-29 15:39 | ADA | Buy | -12.58 | The ADA market was declining sharply in the hour before close (−1.07% 1h) while broader crypto indices like BTC and ETH showed milder declines, indicating ADA-specific weakness coinciding with the stop-loss trigger at −242.5 bps gross. The contrarian thesis… |
| 04-29 08:02 | BTC | Sell | -1.74 | BTC was consolidating near $77,061 with minimal intraday momentum (1h: +0.05%, 24h: +0.30%) while nursing a modest weekly decline of -1.19%, suggesting a lack of conviction in either direction. The short thesis failed because the extreme long/short ratio si… |
| 04-22 23:25 | ETH | Buy | -6.37 | ETH was trading in a low-friction environment with negative funding rates (-0.00835%) and substantial open interest ($1.84B) when the position was closed. The trade's contrarian thesis failed because the top-trader long/short ratio signal (z=-2.04, ratio=0.… |
| 04-22 23:24 | BTC | Buy | -6.36 | The market was consolidating with elevated long positioning as evidenced by the 0.0091% positive funding rate and $4B+ open interest, suggesting institutional conviction in higher prices. The trade's thesis failed because the extreme long/short ratio signal… |
| 04-22 19:36 | ADA | Buy | -6.42 | ADA was trading in a stable microenvironment with minimal funding rates at 0.01% and moderate open interest of $59.9M at the time of exit. The trade's thesis failed because the extreme long/short ratio signal (z=-2.16, ratio=2.3944) that indicated oversold … |
| 04-22 19:33 | ADA | Buy | -6.46 | At close, ADA was trading with minimal funding rate (0.01%) and $59.9M in open interest, indicating a relatively balanced market without extreme leverage positioning. The trade's thesis failed because the long/short ratio extreme (z=-2.08, ratio=2.1476) tha… |