btc_dominance_reversion_short · strategy

122

closed trades

48%

win rate

+219.92

total pnl ($)

1.393

weight

7d window — n=31 wr=39% pnl=+21.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:38:19 (24.2d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189873_18666

n: 588 · wr: 53.6% · total_bps: +11767.6 · mean_bps: +20.01 · sharpe: +0.09 · max_dd_bps: -8653.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:44	BTC	Sell	59731→60526	-7.12	timeout
06-27 17:40	BTC	Sell	59940→60573	-5.73	timeout
06-27 16:39	BTC	Sell	60182→60750	-5.17	timeout
06-27 11:11	BTC	Sell	59452→60368	-8.11	timeout
06-26 17:32	BTC	Sell	59510→60125	-5.52	timeout
06-26 16:31	BTC	Sell	59475→60129	-5.84	timeout
06-26 14:37	BTC	Sell	59746→59637	+0.51	timeout
06-26 07:28	BTC	Sell	59211→60669.4	-12.86	stop_loss
06-25 14:33	BTC	Sell	58575.1→60019	-12.78	stop_loss
06-25 13:57	BTC	Sell	61041.9→58357.9	+21.47	take_profit
06-25 13:57	BTC	Sell	61087.9→58378.9	+21.63	take_profit
06-25 13:32	BTC	Sell	61757.9→60891	+6.51	timeout
06-25 07:42	BTC	Sell	60459→61949.1	-12.78	stop_loss
06-24 20:49	BTC	Sell	59548→61014.5	-12.79	stop_loss
06-24 16:43	BTC	Sell	62927.9→60158	+21.52	take_profit
06-24 16:23	BTC	Sell	62567.9→60627	+14.82	timeout
06-24 13:02	BTC	Sell	62211.9→62483.1	-2.62	timeout
06-24 08:32	BTC	Sell	62187.9→62664.1	-4.19	timeout
06-24 06:35	BTC	Sell	62864.9→62828.1	-0.10	timeout
06-23 08:27	BTC	Sell	64872.8→62024.1	+21.46	take_profit
06-23 08:27	BTC	Sell	64906.8→62056.1	+21.46	take_profit
06-23 08:17	BTC	Sell	65241.7→62377.1	+21.54	take_profit
06-23 05:24	BTC	Sell	64213.8→63439.2	+5.61	timeout
06-22 13:36	BTC	Sell	63752.8→65325.9	-12.68	stop_loss
06-22 12:53	BTC	Sell	63657.8→65230.9	-12.71	stop_loss
06-22 06:40	BTC	Sell	64296.8→64042.2	+1.54	timeout
06-22 04:36	BTC	Sell	64532.8→63997.2	+3.72	timeout
06-21 16:04	BTC	Sell	63995.8→64205.2	-2.10	timeout
06-21 15:01	BTC	Sell	63896.8→64146.2	-2.46	timeout
06-21 05:39	BTC	Sell	63655.8→64324.2	-5.70	timeout
06-21 04:33	BTC	Sell	63488.8→64530.2	-8.67	timeout
06-20 15:46	BTC	Sell	63245.8→64115.2	-7.25	timeout
06-20 06:31	BTC	Sell	62847.9→63669.2	-6.98	timeout
06-20 05:30	BTC	Sell	62618.9→63627.2	-8.50	timeout
06-20 04:23	BTC	Sell	62724.9→63470.2	-6.40	timeout
06-19 15:20	BTC	Sell	63399.8→63083.2	+1.95	timeout
06-18 21:53	BTC	Sell	64225.8→62882.1	+9.91	timeout
06-18 20:47	BTC	Sell	64243.8→63090.2	+8.38	timeout
06-18 19:51	BTC	Sell	64086.8→62929.1	+8.40	timeout
06-18 13:37	BTC	Sell	65171.7→64048.2	+8.16	timeout
06-17 17:46	BTC	Sell	65757.7→65840.3	-0.99	timeout
06-17 14:42	BTC	Sell	65666.7→65094.3	+3.92	timeout
06-17 13:38	BTC	Sell	66002.7→65199.3	+5.68	timeout
06-17 12:33	BTC	Sell	66762.7→64761.2	+14.61	timeout
06-16 16:40	BTC	Sell	67166.6→65789.3	+9.89	timeout
06-16 12:27	BTC	Sell	66237.7→66563.3	-2.82	timeout
06-16 11:25	BTC	Sell	66321.7→66441.3	-1.28	timeout
06-16 04:00	BTC	Sell	65866.7→66126.3	-2.46	timeout
06-15 15:47	BTC	Sell	65487.7→67103.9	-12.80	stop_loss
06-15 08:20	BTC	Sell	64480.8→65645.3	-9.48	timeout
06-15 06:18	BTC	Sell	64435.8→65885.3	-11.68	timeout
06-15 03:05	BTC	Sell	64463.8→65555.3	-8.88	timeout
06-14 18:40	BTC	Sell	64235.8→63764.2	+3.31	timeout
06-14 07:34	BTC	Sell	63728.8→64329.2	-5.16	timeout
06-14 05:26	BTC	Sell	63531.8→64295.2	-6.48	timeout
06-14 01:58	BTC	Sell	63775.8→64567.2	-6.68	timeout
06-13 08:05	BTC	Sell	63101.8→63794.2	-5.83	timeout
06-13 06:53	BTC	Sell	62936.9→63704.2	-6.54	timeout
06-13 04:40	BTC	Sell	63701.8→63584.2	+0.47	timeout
06-13 00:11	BTC	Sell	63670.8→63557.2	+0.53	timeout
06-11 17:45	BTC	Sell	61965.9→63508.9	-12.82	stop_loss
06-11 17:32	BTC	Sell	61885.9→63428.9	-12.84	stop_loss
06-11 17:18	BTC	Sell	62094.9→62463.1	-3.35	timeout
06-11 16:14	BTC	Sell	62342.9→62744.1	-3.52	timeout
06-10 15:54	BTC	Sell	61258.9→62768.5	-12.76	stop_loss
06-10 15:54	BTC	Sell	61240.9→62751.5	-12.77	stop_loss
06-10 11:27	BTC	Sell	62549.9→60966	+12.17	timeout
06-10 10:26	BTC	Sell	62728.9→61208.1	+11.60	timeout
06-10 09:26	BTC	Sell	62831.9→61035.1	+13.74	timeout
06-10 08:21	BTC	Sell	62881.9→61581.1	+9.81	timeout
06-09 09:00	BTC	Sell	63097.8→62815.1	+1.79	timeout
06-09 08:00	BTC	Sell	63191.8→63183.2	-0.23	timeout
06-09 06:33	BTC	Sell	63037.8→63368.2	-3.02	timeout
06-08 22:18	BTC	Sell	63275.8→63214.2	+0.07	timeout
06-07 22:15	BTC	Sell	62600.9→64155.3	-12.87	stop_loss
06-07 22:15	BTC	Sell	62570.9→64127.3	-12.89	stop_loss
06-07 22:15	BTC	Sell	62365.9→63901.1	-12.76	stop_loss
06-07 22:14	BTC	Sell	61942.9→63470.9	-12.79	stop_loss
06-07 07:56	BTC	Sell	60886→62388.3	-12.81	stop_loss
06-07 07:56	BTC	Sell	60863→62366.3	-12.81	stop_loss
06-07 05:18	BTC	Sell	60632→62155.2	-13.02	stop_loss
06-07 05:18	BTC	Sell	60577→62070.1	-12.78	stop_loss
06-06 23:05	BTC	Sell	61696.9→60664	+7.85	timeout
06-06 22:03	BTC	Sell	61515.9→60768	+5.55	timeout
06-06 21:00	BTC	Sell	61584.9→60693	+6.73	timeout
06-06 08:28	BTC	Sell	59948→61425.8	-12.76	stop_loss
06-05 20:09	BTC	Sell	59351→60812.4	-12.76	stop_loss
06-05 18:52	BTC	Sell	61969.9→59249	+21.53	take_profit
06-05 16:12	BTC	Sell	62516.9→59770	+21.49	take_profit
06-05 15:39	BTC	Sell	62920.9→60158	+21.49	take_profit
06-05 15:39	BTC	Sell	63000.8→60233	+21.50	take_profit
06-05 07:29	BTC	Sell	63662.8→62244.1	+10.63	timeout
06-05 06:16	BTC	Sell	64156.8→62006.1	+16.24	timeout
06-05 04:53	BTC	Sell	64354.8→63116.2	+9.12	timeout
06-05 03:37	BTC	Sell	64295.8→62635.1	+12.41	timeout
06-04 03:32	BTC	Sell	62973.9→64529.5	-12.80	stop_loss
06-04 01:55	BTC	Sell	65073.7→62216.1	+21.51	take_profit
06-04 00:29	BTC	Sell	66328.7→63416.2	+21.50	take_profit
06-04 00:24	BTC	Sell	66999.6→64057.2	+21.50	take_profit
06-04 00:07	BTC	Sell	66723.7→64271.2	+17.93	timeout

Paper vs Live

Paper (trades.jsonl)

122

closed

48%

win rate

+219.92

total pnl ($)

+35.8 bps

avg bps net

Live (dry_run=0)

closed

64%

win rate

+3.08

total pnl ($)

+42.9 bps

avg bps net

Live WR is 132% of paper WR (64% vs 48%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	122	48%	+35.8	+219.92

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…