btc_max_pain_reversion_long_v1

47

closed trades

49%

win rate

-79.04

total pnl ($)

1.248

weight

7d window — n=14 wr=71% pnl=+4.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-29 15:08 (24.5d ago) · src: backtest-gate-results.jsonl

verdict: PASS · strict: STRICT-FAIL · batch: strategies_batch_agent_session_optflow_13

n: 10 · wr: 60.0% · total_bps: +207.6 · mean_bps: +20.76 · sharpe: +0.36 · max_dd_bps: -127.7

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.628

time	sym	side	entry→exit	pnl	close
06-22 18:56	BTC	Buy	64133.2→64303.8	+0.87	timeout
06-22 11:06	BTC	Buy	64092.2→64306.8	+1.17	timeout
06-22 02:35	BTC	Buy	64139.2→64435.8	+1.86	timeout
06-21 18:33	BTC	Buy	64280.2→64116.8	-1.72	timeout
06-21 10:32	BTC	Buy	64208.2→64272.8	+0.08	timeout
06-21 01:43	BTC	Buy	63854.2→64194.8	+2.22	timeout
06-20 17:23	BTC	Buy	63533.2→63872.8	+2.23	timeout
06-20 09:02	BTC	Buy	63499.2→63431.8	-1.00	timeout
06-20 00:26	BTC	Buy	63310.2→63506.8	+1.10	timeout
06-19 15:31	BTC	Buy	62754.1→63104.8	+2.34	timeout
06-19 07:33	BTC	Buy	62902.1→62702.9	-2.02	timeout
06-18 23:32	BTC	Buy	63238.2→62873.9	-3.31	timeout
06-18 12:12	BTC	Buy	63851.2→63968.8	+0.45	timeout
06-18 03:47	BTC	Buy	64203.2→64277.8	+0.12	timeout
06-14 22:31	BTC	Buy	64082.2→65190.7	+8.18	timeout
06-13 00:12	BTC	Buy	63755.2→63550.8	-2.10	timeout
06-12 16:07	BTC	Buy	63240.2→63699.8	+3.16	timeout
06-12 08:28	BTC	Buy	63590.2→63490.8	-1.27	timeout
06-12 00:21	BTC	Buy	62771.1→63648.8	+6.50	timeout
06-11 16:07	BTC	Buy	62758.1→62759.9	-0.47	timeout
06-11 07:54	BTC	Buy	61510.1→62669.9	+8.93	timeout
06-10 21:12	BTC	Buy	62621.1→61451.2	-9.80	stop_loss
06-10 15:50	BTC	Buy	61681.1→62271.9	+4.32	timeout
06-10 00:53	BTC	Buy	61157.1→62016.9	+6.60	timeout
06-09 14:21	BTC	Buy	62807.1→61638.1	-9.76	stop_loss
06-09 08:54	BTC	Buy	62535.1→62889.9	+2.39	timeout
06-09 00:48	BTC	Buy	63614.2→62431.6	-9.75	stop_loss
06-08 16:46	BTC	Buy	63097.2→63562.8	+3.21	timeout
06-08 05:07	BTC	Buy	63728.2→62540.6	-9.77	stop_loss
06-08 00:37	BTC	Buy	62204.1→63663.8	+11.26	timeout
06-07 16:31	BTC	Buy	62512.1→62177.9	-3.15	timeout
06-07 08:25	BTC	Buy	60804→62446.9	+13.08	timeout
06-07 00:24	BTC	Buy	60642→60783	+0.70	timeout
06-06 16:23	BTC	Buy	61095.1→60664	-3.97	timeout
06-06 04:13	BTC	Buy	61254.1→60114.9	-9.75	stop_loss
06-05 18:43	BTC	Buy	60999→59865.1	-9.75	stop_loss
06-05 13:49	BTC	Buy	62618.1→61451.2	-9.77	stop_loss
06-05 02:30	BTC	Buy	63773.2→62586.6	-9.75	stop_loss
06-05 00:10	BTC	Buy	63732.2→63802.8	+0.10	timeout
06-04 10:30	BTC	Buy	63551.2→62365.7	-9.76	stop_loss
06-03 23:54	BTC	Buy	65306.3→64090.7	-9.76	stop_loss
06-03 20:55	BTC	Buy	65899.3→64656.4	-9.89	stop_loss
06-03 12:31	BTC	Buy	66340.3→67063.6	+5.02	timeout
06-02 22:58	BTC	Buy	67573.4→66267.5	-10.11	stop_loss
06-02 14:01	BTC	Buy	69951.5→68649.2	-9.77	stop_loss
06-02 09:12	BTC	Buy	70774.5→69446.8	-9.86	stop_loss
06-02 02:19	BTC	Buy	71401.6→70238.5	-8.64	timeout

Paper (trades.jsonl)

47

closed

49%

win rate

-79.04

total pnl ($)

-33.4 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	47	49%	-33.4	-79.04

time	sym	side	reason
06-22 18:12	BTC	Buy	trigger_already_opened
06-22 03:20	BTC	Buy	trigger_already_opened

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)