vet_dex_tvl_crash_momentum_short

57

closed trades

51%

win rate

+6.11

total pnl ($)

0.835

weight

7d window — n=18 wr=28% pnl=-46.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 21:01:28 (41.4d ago) · src: canon

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

n: 12 · wr: 58.3% · total_bps: +233.3 · mean_bps: +19.44 · sharpe: +0.42 · max_dd_bps: -67.1

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

time	sym	side	entry→exit	pnl	close
06-26 10:32	BTC	Sell	59924→59762	+0.92	timeout
06-26 04:06	BTC	Sell	60097→59875	+1.39	timeout
06-26 03:45	BTC	Sell	58527.1→59616.8	-9.76	stop_loss
06-26 01:55	BTC	Sell	59322→59358	-0.77	timeout
06-25 23:50	BTC	Sell	59508→59817	-3.05	timeout
06-25 11:28	BTC	Sell	61581.9→61238.1	+2.34	timeout
06-25 07:01	BTC	Sell	60813→61728.1	-7.98	timeout
06-25 04:53	BTC	Sell	60819→61171.1	-3.35	timeout
06-25 02:41	BTC	Sell	60837→60783	-0.01	timeout
06-24 20:49	BTC	Sell	60049→61166.6	-9.79	stop_loss
06-24 20:31	BTC	Sell	59784→60897.5	-9.78	stop_loss
06-24 08:02	BTC	Sell	62913.9→62656.1	+1.61	timeout
06-24 05:50	BTC	Sell	62696.9→62882.1	-1.91	timeout
06-24 03:43	BTC	Sell	62565.9→62792.1	-2.24	timeout
06-23 23:25	BTC	Sell	62580.9→62632.1	-0.86	timeout
06-23 21:02	BTC	Sell	62412.9→62466.1	-0.88	timeout
06-23 18:55	BTC	Sell	62288.9→62213.1	+0.16	timeout
06-23 16:49	BTC	Sell	62281.9→62564.1	-2.72	timeout
06-19 21:54	BTC	Sell	63200.8→63056.2	+0.71	timeout
06-19 19:48	BTC	Sell	63233.8→63018.2	+1.26	timeout
06-19 17:49	BTC	Sell	62642.9→63193.2	-4.84	timeout
06-18 10:55	BTC	Sell	63885.8→64084.2	-1.99	timeout
06-18 06:42	BTC	Sell	64510.8→64051.2	+3.11	timeout
06-18 04:42	BTC	Sell	64348.8→63899.2	+3.05	timeout
06-18 02:46	BTC	Sell	64246.8→64682.2	-3.83	timeout
06-17 22:57	BTC	Sell	65877.7→64297.2	+11.54	timeout
06-17 16:28	BTC	Sell	65213.7→66427.5	-9.75	stop_loss
06-17 16:27	BTC	Sell	64944.8→66156.4	-9.77	stop_loss
06-06 18:34	BTC	Sell	60755→60557	+1.17	timeout
06-06 16:12	BTC	Sell	60652→60748	-1.25	timeout
06-06 14:10	BTC	Sell	61058.9→60845	+1.30	timeout
06-06 12:08	BTC	Sell	61067.9→61053.1	-0.34	timeout
06-06 10:07	BTC	Sell	60485→60718	-2.36	timeout
06-06 08:04	BTC	Sell	60940→60876	+0.10	timeout
06-06 06:02	BTC	Sell	61202.9→61040.1	+0.88	timeout
06-06 03:59	BTC	Sell	61665.9→60668	+7.65	timeout
06-05 21:04	BTC	Sell	60766→61897	-9.76	stop_loss
06-05 20:50	BTC	Sell	60553→61680.9	-9.76	stop_loss
06-05 20:06	BTC	Sell	60540→60082	+3.33	timeout
06-05 16:12	BTC	Sell	61712.9→59742	+15.50	take_profit
06-05 13:57	BTC	Sell	62893.9→60887	+15.51	take_profit
06-05 13:51	BTC	Sell	62895.9→61184.1	+13.16	timeout
06-05 06:19	BTC	Sell	63797.8→61762.1	+15.49	take_profit
06-05 04:59	BTC	Sell	62519.9→63689	-9.80	stop_loss
06-05 04:53	BTC	Sell	63586.8→63102.2	+3.35	timeout
06-05 01:52	BTC	Sell	63684.8→63279.2	+2.73	timeout
06-04 19:53	BTC	Sell	63762.8→63653.2	+0.41	timeout
06-04 12:32	BTC	Sell	62443.9→63607	-9.77	stop_loss
06-04 10:22	BTC	Sell	64611.8→62804.1	+13.51	timeout
06-04 02:33	BTC	Sell	62265.9→63424.9	-9.76	stop_loss
06-04 01:21	BTC	Sell	64833.8→62765.1	+15.50	take_profit
06-03 10:31	BTC	Sell	66333.7→67318.4	-7.84	timeout
06-03 06:45	BTC	Sell	67040.6→67291.4	-2.30	timeout
06-03 03:55	BTC	Sell	67476.6→65940.3	+10.94	timeout
06-03 01:20	BTC	Sell	67126.6→66843.3	+1.66	timeout
06-02 00:38	BTC	Sell	71595.4→71244.6	+2.04	timeout
05-29 21:50	BTC	Sell	73803.3→73440.7	+2.02	timeout

Paper (trades.jsonl)

57

closed

51%

win rate

+6.11

total pnl ($)

+2.1 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	57	51%	+2.1	+6.11

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 57 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)