usdjpy_carry_trade_stress_cascade

not live
2
closed trades
100%
win rate
+6.49
total pnl ($)
1.253
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 06:22:51 (39.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ok__restored_7407844e
n: 3  ·  wr: 33.3%  ·  total_bps: -275.3  ·  mean_bps: -91.75  ·  sharpe: -0.80  ·  max_dd_bps: -275.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-02 16:07BTCSell78620.1→78453.9+0.52timeout
04-28 09:02BTCSell77761→76762+5.97timeout

Paper vs Live

Paper (trades.jsonl)
2
closed
100%
win rate
+6.49
total pnl ($)
+65.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2100%+65.8+6.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 16:07BTCSell+0.52The market was experiencing a mild consolidation phase at close with BTC trading flat to slightly negative over 24h (-0.12%) and 7d (+1.01%), while funding rates had turned slightly negative (-0.57%), indicating reduced leverage appetite following the earli…