btc_fee_spike_mean_reversion_long_v2

not live
27
closed trades
44%
win rate
-69.05
total pnl ($)
1.055
weight
7d window — n=7 wr=43% pnl=-27.86  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:14:22 (31.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189873_36248
n: 40  ·  wr: 45.0%  ·  total_bps: -835.5  ·  mean_bps: -20.89  ·  sharpe: -0.07  ·  max_dd_bps: -2405.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:57BTCBuy59741→58267.9-12.71stop_loss
06-24 14:19BTCBuy62437.1→60875.5-12.94stop_loss
06-23 06:21BTCBuy64157.2→62555.6-12.97stop_loss
06-23 06:20BTCBuy64476.2→62886.4-12.79stop_loss
06-22 18:09BTCBuy63807.2→64636.8+5.92timeout
06-21 17:51BTCBuy63120.2→64143.8+7.83timeout
06-20 17:43BTCBuy62562.1→63847.8+9.80timeout
06-18 05:02BTCBuy65344.3→63735.9-12.77stop_loss
06-17 19:29BTCBuy65920.3→64264.6-13.02stop_loss
06-16 14:23BTCBuy67163.4→65512-12.82stop_loss
06-15 15:46BTCBuy64153.2→66969.7+21.49take_profit
06-15 13:25BTCBuy64079.2→66896.7+21.57take_profit
06-14 16:14BTCBuy63857.2→64080.8+1.19timeout
06-13 16:17BTCBuy62782.1→64023.8+9.54timeout
06-12 16:03BTCBuy62479.1→63633.8+8.69timeout
06-11 16:12BTCBuy61084.1→62725.9+12.80timeout
06-09 16:03BTCBuy62012.1→61088.9-8.19timeout
06-09 13:36BTCBuy63773.2→62204.8-12.74stop_loss
06-07 22:14BTCBuy60617→63278.8+21.52take_profit
06-05 18:54BTCBuy60650→59158.4-12.75stop_loss
06-05 06:01BTCBuy63667.2→62101.8-12.70stop_loss
06-04 00:24BTCBuy65632.3→64017.8-12.75stop_loss
06-03 03:43BTCBuy67545.4→65883.7-12.75stop_loss
06-02 12:35BTCBuy70823.5→69076-12.85stop_loss
06-01 22:25BTCBuy73898.7→71201.8-18.92stop_loss
05-31 06:59BTCBuy73745.7→74028.3+1.37timeout
05-30 06:54BTCBuy73066.7→73572.3+2.93timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
44%
win rate
-69.05
total pnl ($)
-50.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2744%-50.4-69.05

Recent bounces (last 20 of 2)

timesymsidereason
06-26 21:22BTCBuystale_intent
06-25 20:06BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems