My stop-loss order got rejected mid-crash. The bot then opened 3 more positions in 6 seconds.

During a fast drop, Binance rejected my stop-loss with error -2021: the market had already moved past the trigger price before the order landed.

My code did not handle that rejection. The position stayed open with no stop, and because the bot's own state never recorded it, the next signal opened another position on top. Three times.

Intended risk was 3 USDT. Actual loss was 11.75 USDT.

WHAT IT MEANS

A backtest assumes your stop-loss always exists. Live, it is an order that can be refused. The gap between those two assumptions is where real money goes.

Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.

Run on $BNB

#Binance #Futures #Backtesting #TradingBot #CryptoData