volume_listing_leak_momentum_advance

not live
26
closed trades
58%
win rate
-7.56
total pnl ($)
1.230
weight
7d window — n=5 wr=60% pnl=-3.27  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 21:07:17 (40.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: afk__restored_f7f55eba
n: 83  ·  wr: 41.0%  ·  total_bps: -633.2  ·  mean_bps: -7.63  ·  sharpe: -0.11  ·  max_dd_bps: -873.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:23BTCBuy60029→60091+0.02timeout
06-26 13:19BTCBuy59400→58557.8-2.64stop_loss
06-24 13:12BTCBuy62827.1→61972.9-2.54stop_loss
06-22 15:18BTCBuy64303.2→64998.7+1.73timeout
06-22 11:14BTCBuy64188.2→64305.8+0.16timeout
06-17 08:44BTCBuy65770.3→64876.3-2.54stop_loss
06-15 15:24BTCBuy66306.3→66629.7+0.70timeout
06-15 11:21BTCBuy65854.3→66188.7+0.73timeout
06-14 02:18BTCBuy64362.2→64585.8+0.45timeout
06-10 13:19BTCBuy61054.1→61448.9+0.97timeout
06-09 14:16BTCBuy62760.1→61906.9-2.54stop_loss
06-04 09:30BTCBuy63552.2→62687.5-2.54stop_loss
06-03 15:47BTCBuy67034.4→66119.6-2.55stop_loss
06-03 09:12BTCBuy67192.4→67016.6-0.62timeout
05-31 03:43BTCBuy73778.7→74114.3+0.63timeout
05-28 12:02BTCBuy73329.7→73402.3+0.01timeout
05-26 12:42BTCBuy76788.8→77033.1+0.40timeout
05-25 14:00BTCBuy77580.9→77291.1-0.82timeout
05-25 09:59BTCBuy77356.9→77592.1+0.37timeout
05-23 05:02BTCBuy75426.8→75476.2-0.04timeout
05-21 18:11BTCBuy77097.9→77686.1+1.17timeout
05-20 11:46BTCBuy77304.9→77353.1-0.05timeout
05-20 07:46BTCBuy76705.8→77312.1+1.22timeout
05-18 11:43BTCBuy76914.8→77284.1+0.68timeout
05-12 02:43BTCBuy81724.1→81715.9-0.17timeout
05-11 10:42BTCBuy80881→81067.9+0.24timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
58%
win rate
-7.56
total pnl ($)
-16.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2658%-16.5-7.56

Recent bounces (last 20 of 1)

timesymsidereason
06-27 22:29BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems