btc_dominance_zscore_mean_reversion_long_v3 · strategy

103

closed trades

41%

win rate

-348.38

total pnl ($)

0.838

weight

7d window — n=23 wr=52% pnl=-64.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 08:54:26 (31.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189875_22372

n: 83 · wr: 33.7% · total_bps: -4253.9 · mean_bps: -51.25 · sharpe: -0.24 · max_dd_bps: -8386.9

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
06-26 18:13	BTC	Buy	59390→60072	+5.19	timeout
06-26 16:13	BTC	Buy	59710→60160	+3.24	timeout
06-26 14:27	BTC	Buy	59375→60070	+5.35	timeout
06-25 13:58	BTC	Buy	59563→58097	-12.68	stop_loss
06-25 13:53	BTC	Buy	60371→58880.6	-12.72	stop_loss
06-25 13:51	BTC	Buy	60653→59150.5	-12.77	stop_loss
06-24 16:51	BTC	Buy	61093.1→59582.2	-12.79	stop_loss
06-24 14:13	BTC	Buy	62644.1→61103.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62653.1→61105.4	-12.80	stop_loss
06-24 13:46	BTC	Buy	62843.1→61292.3	-12.79	stop_loss
06-24 10:51	BTC	Buy	62238.1→62469.9	+1.37	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.05	timeout
06-24 06:46	BTC	Buy	62938.1→62734.9	-2.12	timeout
06-23 08:24	BTC	Buy	63692.2→62123.8	-12.76	stop_loss
06-23 00:57	BTC	Buy	63829.2→64083.8	+1.57	timeout
06-22 22:55	BTC	Buy	63802.2→63961.8	+0.80	timeout
06-22 20:53	BTC	Buy	63748.2→64397.8	+4.62	timeout
06-21 22:53	BTC	Buy	64285.2→63738.8	-4.68	timeout
06-21 20:51	BTC	Buy	63885.2→63679.8	-2.06	timeout
06-21 18:50	BTC	Buy	63799.2→64136.8	+2.24	timeout
06-20 21:21	BTC	Buy	63216.2→63929.8	+5.21	timeout
06-20 19:20	BTC	Buy	63000.1→63893.8	+6.66	timeout
06-20 17:16	BTC	Buy	62976.1→63880.8	+6.70	timeout
06-19 19:05	BTC	Buy	62608.1→63077.8	+3.28	timeout
06-19 17:02	BTC	Buy	62582.1→62931.9	+2.35	timeout
06-19 15:11	BTC	Buy	63650.2→63151.8	-4.26	timeout
06-18 15:40	BTC	Buy	64279.2→62698.5	-12.72	stop_loss
06-18 15:38	BTC	Buy	64401.2→62816.4	-12.73	stop_loss
06-18 09:34	BTC	Buy	64981.2→64262.8	-6.02	timeout
06-17 22:03	BTC	Buy	65500.3→63889.8	-12.73	stop_loss
06-17 19:50	BTC	Buy	65648.3→64031.8	-12.78	stop_loss
06-17 08:44	BTC	Buy	66510.3→64874.3	-12.76	stop_loss
06-17 06:33	BTC	Buy	66274.3→65646.7	-5.21	timeout
06-16 21:36	BTC	Buy	66435.3→65672.7	-6.28	timeout
06-16 01:41	BTC	Buy	65651.3→66359.7	+4.95	timeout
06-15 23:36	BTC	Buy	65636.3→66126.7	+3.24	timeout
06-15 21:29	BTC	Buy	64646.2→66356.7	+12.72	timeout
06-14 23:01	BTC	Buy	64441.2→65358.7	+6.62	timeout
06-14 20:59	BTC	Buy	64267.2→63991.8	-2.62	timeout
06-14 18:57	BTC	Buy	64128.2→63772.8	-3.30	timeout
06-13 22:11	BTC	Buy	63516.2→64363.8	+6.19	timeout
06-13 20:11	BTC	Buy	63553.2→64264.8	+5.15	timeout
06-13 18:17	BTC	Buy	63786.2→64073.8	+1.78	timeout
06-12 21:08	BTC	Buy	63458.2→63506.8	-0.09	timeout
06-12 19:06	BTC	Buy	63442.2→63689.8	+1.49	timeout
06-12 17:00	BTC	Buy	62530.1→63936.8	+10.76	timeout
06-11 20:05	BTC	Buy	61807.1→63591.8	+13.86	timeout
06-11 18:02	BTC	Buy	62003.1→63630.8	+12.58	timeout
06-11 16:03	BTC	Buy	62484.1→62720.9	+1.29	timeout
06-10 18:52	BTC	Buy	61720.1→61722.9	-0.47	timeout
06-10 16:52	BTC	Buy	61274.1→62016.9	+5.55	timeout
06-10 15:03	BTC	Buy	61454.1→62342.9	+6.74	timeout
06-09 15:57	BTC	Buy	62522.1→60978.4	-12.82	stop_loss
06-09 15:55	BTC	Buy	62619.1→61077.4	-12.83	stop_loss
06-09 14:46	BTC	Buy	62741.1→61194.3	-12.78	stop_loss
06-09 09:52	BTC	Buy	63447.2→62645.9	-6.73	timeout
06-09 07:47	BTC	Buy	63163.2→63152.8	-0.56	timeout
06-08 23:39	BTC	Buy	63198.2→63096.8	-1.28	timeout
06-08 08:41	BTC	Buy	62432.1→63088.8	+4.75	timeout
06-08 06:38	BTC	Buy	62083.1→62920.9	+6.28	timeout
06-07 22:14	BTC	Buy	60584→63243.8	+21.51	take_profit
06-07 07:11	BTC	Buy	61006.1→62127.9	+8.78	timeout
06-07 05:10	BTC	Buy	60095→61770.9	+13.52	timeout
06-06 18:59	BTC	Buy	59426→60603	+9.51	timeout
06-06 04:14	BTC	Buy	61541.1→60026	-12.76	stop_loss
06-06 04:13	BTC	Buy	61611.1→60092.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60932→59433.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61844.1→60322.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62419.1→60883.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62442.1→60906.5	-12.75	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:17	BTC	Buy	63424.2→61861	-12.75	stop_loss
06-05 05:59	BTC	Buy	63825.2→62255.7	-12.73	stop_loss
06-05 02:29	BTC	Buy	62878.1→62741.9	-1.52	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:27	BTC	Buy	64170.2→62582.6	-12.79	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65155.3→63553	-12.74	stop_loss
06-03 20:55	BTC	Buy	66374.3→64742.4	-12.78	stop_loss
06-03 20:45	BTC	Buy	66721.3→65059.2	-12.96	stop_loss
06-03 16:27	BTC	Buy	67198.4→65545.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67258.4→65599.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67553.4→65888.7	-12.77	stop_loss
06-02 15:26	BTC	Buy	68995.4→67287	-12.83	stop_loss
06-02 14:26	BTC	Buy	69513.5→67803.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69983.5→68252.4	-12.83	stop_loss
06-02 02:06	BTC	Buy	72177.6→70400.3	-12.84	stop_loss
06-01 22:26	BTC	Buy	73149.7→71239.8	-13.60	stop_loss
06-01 22:26	BTC	Buy	73405.7→71239.8	-15.31	stop_loss
06-01 03:45	BTC	Buy	74143.7→73841.3	-2.55	timeout
05-31 23:47	BTC	Buy	73790.7→73587.3	-1.80	timeout
05-31 21:20	BTC	Buy	73964.7→73648.3	-2.60	timeout
05-31 13:39	BTC	Buy	73671.7→73861.3	+0.83	timeout
05-31 00:40	BTC	Buy	73473.7→73906.3	+2.46	timeout
05-30 20:55	BTC	Buy	73603.7→73921.3	+1.60	timeout
05-30 17:22	BTC	Buy	74191.7→73964.3	-2.09	timeout
05-30 13:49	BTC	Buy	73221.7→73744.3	+3.05	timeout
05-30 11:33	BTC	Buy	73506.7→73556.3	-0.16	timeout
05-29 18:38	BTC	Buy	73605.7→73769.3	+0.55	timeout
05-29 16:15	BTC	Buy	73090.7→73925.3	+5.22	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

41%

win rate

-348.38

total pnl ($)

-67.2 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	103	41%	-67.2	-348.38

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…