MARKET DATA: LIVE / BINANCEEXECUTION: PAPERMARKET DATA: LIVE / BINANCE for BTC/USDT, ETH/USDT, and SOL/USDT. EXECUTION: PAPER. BNB, AVAX, LINK, DOGE, ADA, and XRP are DEMO DATA and are not traded. Paper fills are simulated. They did not occur on Binance.
AUTONOMOUS PAPER RUNNER● ERRORExperiment: momentum-v1Execution: PAPERMarkets: BTC / ETH / SOLLast successful cycle: —Last processed candle: Oct 9, 06:53Data: UNKNOWN
Strategy Modules
PAPER
A strategy reads market data and emits a signal. It cannot place an order. Only Momentum is routed through the risk engine into the paper adapter, on real BTC, ETH, and SOL candles. Mean Reversion is observational. Arbitrage, Breakout, and Grid are interfaces with no rules in this pass. Results below are the paper session on those candles, not a claim of edge.
Momentum
Enters long when the 60-minute return clears modeled round-trip costs. Exits when that return turns down after a minimum hold.
ROUTING
Signals
2
Closed trades
1
Win rate
0/1 · 0.0%
Realized
-$0.76
Return on starting cash -0.08% · strategy drawdown +0.08%
Mean Reversion
Flags a long candidate when price is extended below a 2-hour mean. V1 records the signal and does not route it to execution.
OBSERVE
Signals
5
Closed trades
0
Win rate
—
Realized
$0.00
Return on starting cash 0.00% · strategy drawdown 0.00%
Arbitrage
Reserved interface. No cross-venue data and no signal logic in V1.
OFF
Signals
0
Closed trades
0
Win rate
—
Realized
$0.00
Return on starting cash 0.00% · strategy drawdown 0.00%
Breakout
Reserved interface. No breakout rules are evaluated in V1.
OFF
Signals
0
Closed trades
0
Win rate
—
Realized
$0.00
Return on starting cash 0.00% · strategy drawdown 0.00%
Grid
Reserved interface. No grid orders are generated in V1.
OFF
Signals
0
Closed trades
0
Win rate
—
Realized
$0.00
Return on starting cash 0.00% · strategy drawdown 0.00%