btc_eth_sma_spread_reversion_pair_v1

not live
6
closed trades
50%
win rate
+8.56
total pnl ($)
1.255
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 19:04 (27.7d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_disp_mr2_full
n: 14  ·  wr: 85.7%  ·  total_bps: +406.3  ·  mean_bps: +29.02  ·  sharpe: +0.41  ·  max_dd_bps: -184.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 6 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-06 05:02ETHSell1557.14→1507.55+7.73take_profit
06-06 04:34BTCBuy60554→59428.3-4.87stop_loss
06-05 19:00ETHSell1594.24→1543.45+7.73take_profit
06-05 18:44BTCBuy60772→59642.2-4.88stop_loss
06-05 06:21BTCBuy62670.1→61504.2-4.87stop_loss
06-05 06:18ETHSell1718.23→1663.57+7.72take_profit

Paper vs Live

Paper (trades.jsonl)
6
closed
50%
win rate
+8.56
total pnl ($)
+57.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3100%+309.4+23.18
BTC30%-195.0-14.62

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems