PAPER trading dashboard - SOL wall breakout

Walls now: no level in the visible Pacifica book counts as a wall right now.

Wall balance hold: OFF (removed 18:44 UK at Michael's request) - the nearest-wall comparison no longer keeps trades open; normal exit rules apply.

Solana context (labels only - never used for trading decisions)

US spot SOL ETFs, Mon 28 Sep (last completed US trading day): +$12.7M net -> INFLOW
Top funds ($M): BSOL +9.7, SOLC +5.0, VSOL -2.0 | SoSoValue, Farside +7.7 | fetched 16:15 | 2026-10-01 not published yet (or US holiday); using 2026-09-28

BSOL	GSOL	VSOL	FSOL	SOLC	TSOL	SOEZ	QSOL	MSOL	Total
+9.7	+0.0	-2.0	+0.0	+5.0	+0.0	+0.0	+0.0	+0.0	+12.7

US$ millions, Mon 28 Sep.

Exchange wallets, last hour: UNKNOWN (no whale data)
By exchange (SOL): no change | 29 wallets, 12 exchanges, Helius RPC, every 2 min | WHALE MONITOR NOT UPDATING
Whale moves (24h, one wallet >= 50,000 SOL): 10:44 Binance 1 +53,686 whale; 08:24 Binance 1 +52,561 whale

Time (UK)	Wallet	Change	Level	Note
10:44	Binance 1	+53,686 SOL	whale	into exchange
08:24	Binance 1	+52,561 SOL	whale	into exchange

Last 10 closed trades (newest first)

Closed (UK)	Side	Entry	Exit	Held	Exit reason	Mood	Vol	ETF	Whale	Open fee	Close fee	Borrow	Swap to SOL (shorts)	Fees total	Net P&L
29 Sep 17:56	LONG	121.18	117.53	219m 22s	Stop-loss	Flat	High	Inflow +$12.7M (28 Sep)	Normal +29,228 SOL	$0.049	$0.049	$0.004	-	$0.102	-$2.21
29 Sep 14:09	SHORT	119.97	121.24	43m 54s	Opposite signal	Flat	High	Inflow +$12.7M (28 Sep)	Normal -27,682 SOL	$0.049	$0.049	$0.000	$0.009	$0.107	-$0.85
29 Sep 13:12	SHORT	119.27	120.07	42m 02s	Opposite signal	Flat	High	Inflow +$12.7M (28 Sep)	Normal -4,396 SOL	$0.049	$0.049	$0.000	$0.009	$0.108	-$0.58
29 Sep 12:18	SHORT	119.57	119.28	45m 24s	Opposite signal	Flat	High	Inflow +$12.7M (28 Sep)	Normal -2,723 SOL	$0.049	$0.049	$0.000	$0.010	$0.108	+$0.07
29 Sep 11:27	SHORT	119.85	119.70	13m 09s	Opposite signal	Flat	High	Inflow +$12.7M (28 Sep)	Normal -1,390 SOL	$0.049	$0.049	$0.000	$0.010	$0.108	-$0.02
29 Sep 11:07	SHORT	118.91	119.77	59m 49s	Opposite signal	Flat	High	Inflow +$12.7M (28 Sep)	Normal +18,144 SOL	$0.049	$0.049	$0.000	$0.009	$0.108	-$0.61
29 Sep 10:03	SHORT	119.06	119.00	10m 55s	Wall against	Flat	High	Inflow +$12.7M (28 Sep)	Normal +3,761 SOL	$0.049	$0.049	$0.000	$0.010	$0.108	-$0.07
29 Sep 09:46	SHORT	119.47	119.09	14m 40s	Wall against	Flat	High	Inflow +$12.7M (28 Sep)	Normal -16,038 SOL	$0.049	$0.049	$0.000	$0.010	$0.108	+$0.11
29 Sep 09:26	SHORT	119.45	119.60	10m 43s	Wall against	Flat	High	Inflow +$12.7M (28 Sep)	Normal -23,873 SOL	$0.049	$0.049	$0.000	$0.010	$0.108	-$0.20
29 Sep 09:10	SHORT	117.75	119.23	173m 27s	Wall against	Flat	High	Inflow +$12.7M (28 Sep)	Normal -9,390 SOL	$0.049	$0.049	$0.001	$0.009	$0.108	-$0.99

Fees are estimates: Jupiter open/close fee 0.07% each, borrow by the hour, and about 0.10% to swap a short's USDC payout back to SOL. Net P&L is after all of them.

Results by market mood at entry

Mood	Trades	Win rate	Net P&L
Rising	0	-	-
Flat	65	26%	-$9.56
Falling	2	50%	+$0.24

Mood now: rising (+0.31% vs 15-min avg)

Rising / falling = Pacifica SOL price more than 0.3% above / 0.3% below its average over the last 15 minutes at entry; flat otherwise (since 16:58 UK 28 Sep; earlier trades backfilled). 24h: -0.51% vs 24h avg (flat).

Results by volatility at entry

Volatility	Trades	Win rate	Net P&L
Low	0	-	-
Normal	1	100%	+$0.09
High	66	26%	-$9.41

Volatility now: unavailable - stale (trader not updating)

24-hour realised volatility of SOL (5-minute returns, as a daily %). Low below 3.07%, high above 3.54% (percentiles P33/P67 of 168 hourly 24h-vol readings over 7.0 days).

Settings in use

ETF flow (prev. US day)	Trades	Win rate	Net P&L
Inflow	66	27%	-$9.16
Flat	1	0%	-$0.16
Outflow	0	-	-

Whale flow (last hour)	Trades	Win rate	Net P&L
Big inflow	0	-	-
Normal	58	24%	-$9.18
Big outflow	0	-	-
Unknown	9	44%	-$0.14

Signals and entries

Signal venue: Pacifica only (Velocity signals ignored)
Go long: when a big sell (ask) wall above the price is broken through
Go short: when a big buy (bid) wall below the price is broken through
Big wall: within 2% of price, at least 5x the typical (median) level or 4,000 SOL, worth at least $300,000, and held for 30s
Min wall size: only breaks of walls whose peak size was at least 4,000 SOL (smaller breaks are skipped; also applies to queued signals) - added 20:27 UK at Michael's request, based on the backtest
Wall pulled: shrinks by 70% or more without price trading through it
Trade size: $70 at 7x ($10 collateral), one trade at a time
Trading hours: 24/7, day and night

Exits and pacing

Stop-loss: 3% against the entry price (new trades; changed at 17:15 UK, was 10%). Liquidation would be about 13.9% away, so the stop comes first
Break-even: stop moves to the entry price once 2% in profit
Take-profit: none (let winners run)
Minimum hold: 10 min: for the first 10 min of a trade the wall pulled, wall against and opposite signal exits are ignored (a wall-pulled or opposite signal in that time is dropped; wall against is re-checked and closes the trade after the hold if it still applies). Stop-loss, break-even, liquidation, daily loss limit, kill switch and stale-data rules apply from the first second - added 20:27 UK at Michael's request, based on the backtest
Early close: if the wall supporting the trade is pulled (after the 10 min minimum hold)
Wall balance hold: OFF - removed 18:44 UK at Michael's request (code kept, can be switched back on)
Wall against: close if a new opposing wall at least 2x the size of the wall that triggered the entry, within 0.3% of the price, has held 120s; ignored in the first 120s of a trade (changed at 17:15 UK); not acted on during the 10 min minimum hold
Opposite signal: close the trade and wait for a fresh signal (no flip; flip switched off 20:27 UK at Michael's request, based on the backtest); ignored during the 10 min minimum hold
Cooling-off: 5 min after any close (changed from 30 s to 5 min at 20:27 UK, based on the backtest); a wall-break signal arriving during it is saved (newest wins) and taken when it ends if it is at most 5 min old, the price has not gone back through the broken wall and all limits pass (changed 18:38 UK)
Streak pause: none (the daily loss limit applies instead)

Safety limits, labels and fees

Daily loss limit: $25 per UK day, then no trades until midnight
Max position: $70 and 7x leverage
Stale-data halt: no new trades if price or wall data is older than 30s
Market mood: label only: rising if the price is more than 0.3% above its average over the last 15 min (1-min candles), falling if more than 0.3% below, else flat (changed 16:58 UK; old 24h measure shown as a secondary figure)
Volatility: label only: 24h realised vol (5-min returns, daily %) vs last 7 days: low < P33, high > P67, else normal
Fees (estimated): 0.07% to open + 0.07% to close ($0.049 each on $70); borrow 0.0016%/h long, 0.0006%/h short; no funding; shorts +0.10% swap to SOL; network fees ignored
SOL ETF flow: label only: last completed US trading day's net flow of the US spot SOL ETFs; inflow above +$10.0M, outflow below -$10.0M, else flat (SoSoValue, Farside check; refreshed every 3 h)
Exchange whales: label only: net SOL into (+) / out of (-) 29 checked exchange wallets in the hour before entry; big inflow >= +100,000, big outflow <= -100,000; one wallet moving 50,000+ = whale, 100,000+ = mega (checked every 2 min)
Prices: Jupiter SOL oracle (Pacifica mid as fallback)
Paper start: $99.81

$70 per trade at 7x ($10 collateral). Prices: Jupiter SOL oracle. P&L includes estimated Jupiter open/close fees (0.07% each way), borrow and swap estimates. Times are UK time.

SOL wall-breakout strategy - dashboard

SOL price and liquidity walls