volume_taker_extreme_fade

not live
10
closed trades
10%
win rate
-21.61
total pnl ($)
1.043
weight
7d window — n=4 wr=0% pnl=-5.23  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 20:46:55 (34.4d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: acp__restored_67cd9c5d
n: 8  ·  wr: 75.0%  ·  total_bps: +88.8  ·  mean_bps: +11.10  ·  sharpe: +0.36  ·  max_dd_bps: -67.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 19:09BTCBuy63998.2→63818.8-1.85timeout
06-18 19:05BTCSell62522.9→62620.1-1.26timeout
06-17 23:04BTCSell64376.8→64372.2-0.42timeout
06-17 15:09BTCSell64830.8→64993.2-1.70timeout
06-11 07:09BTCBuy62583.1→62619.9-0.18timeout
06-09 17:17BTCSell60994→61832-7.32stop_loss
06-08 19:08BTCBuy63832.2→63443.8-3.50timeout
06-04 09:29BTCBuy63605.2→62735.5-7.29stop_loss
05-30 23:09BTCBuy73962.7→73920.3-0.75timeout
05-22 19:04BTCSell76861.2→76387.8+2.64timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
10%
win rate
-21.61
total pnl ($)
-43.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1010%-43.1-21.61

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-01 19:15BTCBuy+0.35# Trade Analysis BTC was consolidating near $78,367 with modest intraday weakness (-0.27% 1h) despite positive 24h momentum (+2.55%), while funding rates turned slightly negative (-0.31%), suggesting reduced leverage appetite. The volume_taker_extreme_fade…