tvl_deleveraging_reversal_long · strategy

155

closed trades

40%

win rate

-584.99

total pnl ($)

0.325

weight

7d window — n=43 wr=49% pnl=-153.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 17:34	BTC	Buy	59496→60109	+4.60	timeout
06-26 16:30	BTC	Buy	59464→60145	+5.20	timeout
06-26 15:26	BTC	Buy	59253→60217	+7.63	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 13:59	BTC	Buy	59554→58030.1	-13.18	stop_loss
06-25 13:58	BTC	Buy	59623→58096	-13.19	stop_loss
06-25 13:57	BTC	Buy	59880→58346.9	-13.19	stop_loss
06-25 13:53	BTC	Buy	60472→58919.6	-13.22	stop_loss
06-25 13:48	BTC	Buy	60838→59280.4	-13.21	stop_loss
06-24 17:47	BTC	Buy	60715→59160.4	-13.24	stop_loss
06-24 16:51	BTC	Buy	61295.1→59726.1	-13.23	stop_loss
06-24 14:19	BTC	Buy	62529.1→60890.5	-13.55	stop_loss
06-24 14:17	BTC	Buy	62627.1→61023.4	-13.25	stop_loss
06-24 14:13	BTC	Buy	62689.1→61073.4	-13.33	stop_loss
06-24 14:02	BTC	Buy	62755.1→61149.4	-13.24	stop_loss
06-24 13:57	BTC	Buy	62799.1→61190.3	-13.26	stop_loss
06-24 11:20	BTC	Buy	62388.1→62302.9	-1.15	timeout
06-24 10:18	BTC	Buy	62393.1→62600.9	+1.15	timeout
06-24 09:15	BTC	Buy	62432.1→62737.9	+1.94	timeout
06-24 08:14	BTC	Buy	62621.1→62622.9	-0.52	timeout
06-24 07:11	BTC	Buy	62995.1→62738.9	-2.54	timeout
06-23 08:20	BTC	Buy	63934.2→62296.7	-13.26	stop_loss
06-23 06:21	BTC	Buy	64238.2→62593.6	-13.26	stop_loss
06-23 06:20	BTC	Buy	64438.2→62789.4	-13.26	stop_loss
06-23 06:20	BTC	Buy	64467.2→62814.4	-13.29	stop_loss
06-23 06:20	BTC	Buy	64539.2→62886.4	-13.27	stop_loss
06-22 22:25	BTC	Buy	63702.2→64201.8	+3.47	timeout
06-22 21:27	BTC	Buy	63681.2→64286.8	+4.29	timeout
06-22 20:25	BTC	Buy	64089.2→64401.8	+1.95	timeout
06-22 18:21	BTC	Buy	63987.2→64646.8	+4.64	timeout
06-22 17:16	BTC	Buy	64165.2→64645.8	+3.29	timeout
06-21 21:22	BTC	Buy	63917.2→63676.8	-2.33	timeout
06-21 20:22	BTC	Buy	63924.2→64062.8	+0.64	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:18	BTC	Buy	63837.2→63982.8	+0.78	timeout
06-21 17:13	BTC	Buy	63907.2→64169.8	+1.66	timeout
06-20 21:10	BTC	Buy	63201.2→63902.8	+5.11	timeout
06-20 20:05	BTC	Buy	63013.2→63901.8	+6.64	timeout
06-20 19:00	BTC	Buy	63076.2→63783.8	+5.17	timeout
06-20 17:56	BTC	Buy	63156.2→63843.8	+4.98	timeout
06-20 16:56	BTC	Buy	62928.1→63971.8	+7.78	timeout
06-19 20:03	BTC	Buy	63096.2→62988.9	-1.33	timeout
06-19 19:02	BTC	Buy	62674.1→63044.8	+2.48	timeout
06-19 17:59	BTC	Buy	62585.1→63183.8	+4.33	timeout
06-19 16:55	BTC	Buy	62635.1→63019.8	+2.64	timeout
06-19 15:59	BTC	Buy	62349.1→63194.8	+6.37	timeout
06-18 15:53	BTC	Buy	64111.2→62470.6	-13.21	stop_loss
06-18 15:40	BTC	Buy	64265.2→62601.6	-13.37	stop_loss
06-18 15:40	BTC	Buy	64323.2→62674.5	-13.24	stop_loss
06-18 15:40	BTC	Buy	64359.2→62710.5	-13.23	stop_loss
06-18 15:37	BTC	Buy	64636.2→62982.3	-13.22	stop_loss
06-17 22:03	BTC	Buy	65611.3→63931.8	-13.25	stop_loss
06-17 19:50	BTC	Buy	65731.3→64046.8	-13.29	stop_loss
06-17 19:46	BTC	Buy	65750.3→64065.7	-13.27	stop_loss
06-17 19:40	BTC	Buy	65881.3→64195.7	-13.25	stop_loss
06-17 19:29	BTC	Buy	66022.3→64330.6	-13.26	stop_loss
06-17 17:55	BTC	Buy	65935.3→66014.7	+0.06	timeout
06-17 16:52	BTC	Buy	65736.3→65881.7	+0.62	timeout
06-17 15:48	BTC	Buy	65724.3→65605.7	-1.36	timeout
06-17 14:47	BTC	Buy	65633.3→64834.8	-6.54	timeout
06-16 21:58	BTC	Buy	66342.3→65739.7	-5.09	timeout
06-16 14:44	BTC	Buy	66496.3→65649.7	-6.90	timeout
06-16 14:31	BTC	Buy	67098.4→65381	-13.32	stop_loss
06-16 14:23	BTC	Buy	67172.4→65440	-13.42	stop_loss
06-16 13:44	BTC	Buy	66507.3→66106.7	-3.54	timeout
06-15 21:40	BTC	Buy	64998.2→66394.7	+10.23	timeout
06-15 13:22	BTC	Buy	64054.2→66868.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63932.2→66743.7	+21.55	take_profit
06-15 13:00	BTC	Buy	63788.2→66589.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63714.2→66515.7	+21.55	take_profit
06-14 21:15	BTC	Buy	64225.2→64150.8	-1.05	timeout
06-14 20:11	BTC	Buy	64273.2→63794.8	-4.22	timeout
06-14 19:08	BTC	Buy	64143.2→63747.8	-3.61	timeout
06-14 18:07	BTC	Buy	64053.2→63706.8	-3.25	timeout
06-14 17:02	BTC	Buy	63987.2→63930.8	-0.95	timeout
06-13 21:02	BTC	Buy	63467.2→64282.8	+5.95	timeout
06-13 19:56	BTC	Buy	63615.2→64294.8	+4.89	timeout
06-13 18:55	BTC	Buy	63768.2→64078.8	+1.98	timeout
06-13 17:53	BTC	Buy	63835.2→63981.8	+0.68	timeout
06-13 16:52	BTC	Buy	63928.2→63901.8	-0.66	timeout
06-12 20:53	BTC	Buy	63364.2→63390.8	-0.25	timeout
06-12 19:48	BTC	Buy	63665.2→63590.8	-1.04	timeout
06-12 18:42	BTC	Buy	63478.2→63869.8	+2.62	timeout
06-12 17:39	BTC	Buy	63203.2→63826.8	+4.47	timeout
06-12 16:37	BTC	Buy	62766.1→63829.8	+7.98	timeout
06-11 19:48	BTC	Buy	61909.1→63672.8	+13.67	timeout
06-11 18:42	BTC	Buy	61800.1→63471.8	+12.94	timeout
06-11 17:38	BTC	Buy	61769.1→63182.8	+10.89	timeout
06-11 16:39	BTC	Buy	62281.1→62676.9	+2.67	timeout
06-11 15:37	BTC	Buy	62307.1→62815.9	+3.48	timeout
06-10 19:00	BTC	Buy	61764.1→61846.9	+0.16	timeout
06-10 17:56	BTC	Buy	61725.1→61877.9	+0.75	timeout
06-10 16:54	BTC	Buy	61265.1→62100.9	+6.30	timeout
06-10 15:52	BTC	Buy	61327.1→62378.9	+8.22	timeout
06-10 14:49	BTC	Buy	61178.1→61907.9	+5.48	timeout
06-09 14:39	BTC	Buy	62923.1→61312.3	-13.25	stop_loss
06-09 14:29	BTC	Buy	63135.2→61508.2	-13.34	stop_loss
06-09 14:18	BTC	Buy	63362.2→61741	-13.24	stop_loss
06-09 14:11	BTC	Buy	63598.2→61966.9	-13.27	stop_loss
06-09 14:11	BTC	Buy	63638.2→61998.9	-13.33	stop_loss

Paper vs Live

Paper (trades.jsonl)

155

closed

40%

win rate

-584.99

total pnl ($)

-75.2 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	155	40%	-75.2	-584.99

Recent bounces (last 20 of 8)

time	sym	side	reason
06-26 16:49	BTC	Buy	stale_intent
06-24 20:47	BTC	Buy	below_min_notional_skip
06-24 18:38	BTC	Buy	below_min_notional_skip
06-24 15:47	BTC	Buy	below_min_notional_skip
06-24 15:00	BTC	Buy	stale_intent
06-24 10:32	BTC	Buy	below_min_notional_skip
06-24 08:36	BTC	Buy	stale_intent
06-24 07:27	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…