btc_max_pain_reversion_short_horizon_v1 · strategy

103

closed trades

45%

win rate

-104.32

total pnl ($)

0.952

weight

7d window — n=26 wr=42% pnl=-31.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-29 16:04 (31.5d ago) · src: backtest-gate-results.jsonl

verdict: PASS · strict: STRICT-FAIL · batch: strategies_batch_agent_session_optflow_19

n: 15 · wr: 60.0% · total_bps: +294.9 · mean_bps: +19.66 · sharpe: +0.34 · max_dd_bps: -112.9

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.636

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:33	BTC	Buy	60278→60381	+0.42	timeout
06-29 14:05	BTC	Buy	60064→59245.4	-7.27	stop_loss
06-29 08:54	BTC	Buy	59855→59855	-0.47	timeout
06-29 00:22	BTC	Buy	59653→59241	-3.92	timeout
06-28 15:58	BTC	Buy	60314→59851	-4.30	timeout
06-28 07:38	BTC	Buy	60182→60198	-0.31	timeout
06-28 03:30	BTC	Buy	59937→60231	+2.00	timeout
06-27 23:30	BTC	Buy	60125→59931	-2.06	timeout
06-27 14:55	BTC	Buy	60354→60581	+1.43	timeout
06-27 10:15	BTC	Buy	60108→60436	+2.27	timeout
06-27 02:13	BTC	Buy	59859→60059	+1.22	timeout
06-26 18:11	BTC	Buy	59921→60046	+0.57	timeout
06-26 09:47	BTC	Buy	59783→59922	+0.71	timeout
06-26 01:18	BTC	Buy	59533→59553	-0.28	timeout
06-25 21:17	BTC	Buy	59468→59560	+0.32	timeout
06-25 13:53	BTC	Buy	59539→58725.7	-7.28	stop_loss
06-25 09:21	BTC	Buy	61495.1→61670.9	+0.98	timeout
06-25 05:03	BTC	Buy	60741→61379.9	+4.81	timeout
06-25 01:01	BTC	Buy	60892→60813	-1.10	timeout
06-24 17:48	BTC	Buy	59843→59029.5	-7.24	stop_loss
06-24 13:04	BTC	Buy	62687.1→62359.9	-3.06	timeout
06-24 05:07	BTC	Buy	62854.1→62702.9	-1.66	timeout
06-23 20:49	BTC	Buy	62547.1→62397.9	-1.64	timeout
06-23 16:35	BTC	Buy	62346.1→62604.9	+1.63	timeout
06-23 12:35	BTC	Buy	62283.1→62329.9	-0.05	timeout
06-23 06:18	BTC	Buy	63820.2→62944.4	-7.31	stop_loss
06-23 00:46	BTC	Buy	64451.2→64099.8	-3.17	timeout
06-22 16:31	BTC	Buy	64832.2→64628.8	-2.02	timeout
06-22 08:20	BTC	Buy	63935.2→64278.8	+2.22	timeout
06-22 04:12	BTC	Buy	63429.2→63930.8	+3.50	timeout
06-21 23:33	BTC	Buy	64180.2→63307.2	-7.25	stop_loss
06-21 20:06	BTC	Buy	64153.2→64173.8	-0.29	timeout
06-21 16:03	BTC	Buy	64117.2→64194.8	+0.16	timeout
06-21 12:00	BTC	Buy	64163.2→64133.8	-0.67	timeout
06-21 07:55	BTC	Buy	64408.2→64147.8	-2.47	timeout
06-21 03:53	BTC	Buy	64263.2→64383.8	+0.49	timeout
06-20 23:51	BTC	Buy	63911.2→64262.8	+2.30	timeout
06-20 19:49	BTC	Buy	64149.2→63897.8	-2.41	timeout
06-20 15:43	BTC	Buy	63702.2→64052.8	+2.29	timeout
06-20 11:42	BTC	Buy	63726.2→63688.8	-0.75	timeout
06-20 07:39	BTC	Buy	63445.2→63726.8	+1.77	timeout
06-20 03:38	BTC	Buy	63332.2→63399.8	+0.09	timeout
06-19 23:36	BTC	Buy	62947.1→63326.8	+2.56	timeout
06-19 19:29	BTC	Buy	63045.2→62968.9	-1.06	timeout
06-19 15:28	BTC	Buy	62626.1→63034.8	+2.83	timeout
06-19 11:24	BTC	Buy	62751.1→62635.9	-1.36	timeout
06-19 07:19	BTC	Buy	62379.1→62697.9	+2.11	timeout
06-19 03:17	BTC	Buy	62756.1→62479.9	-2.64	timeout
06-18 23:16	BTC	Buy	62655.1→62748.9	+0.31	timeout
06-18 15:52	BTC	Buy	63357.2→62495.6	-7.25	stop_loss
06-18 08:12	BTC	Buy	63886.2→64486.8	+4.24	timeout
06-17 23:49	BTC	Buy	64156.2→64464.8	+1.96	timeout
06-14 21:40	BTC	Buy	63740.2→65328.7	+12.01	take_profit
06-14 18:31	BTC	Buy	64095.2→63713.8	-3.44	timeout
06-12 17:30	BTC	Buy	63285.2→63799.8	+3.61	timeout
06-12 06:33	BTC	Buy	63702.2→62834.4	-7.27	stop_loss
06-12 04:18	BTC	Buy	63621.2→63648.8	-0.25	timeout
06-12 00:14	BTC	Buy	63515.2→63714.8	+1.10	timeout
06-11 16:18	BTC	Buy	63150.2→62792.9	-3.30	timeout
06-11 12:11	BTC	Buy	62769.1→63111.8	+2.26	timeout
06-11 08:04	BTC	Buy	62621.1→62729.9	+0.39	timeout
06-11 03:59	BTC	Buy	61512.1→62701.9	+9.20	timeout
06-10 22:15	BTC	Buy	61935.1→61092.4	-7.25	stop_loss
06-10 19:51	BTC	Buy	62373.1→61905.9	-4.21	timeout
06-10 15:46	BTC	Buy	61011.1→62530.9	+12.00	take_profit
06-10 09:21	BTC	Buy	61681.1→60838.5	-7.27	stop_loss
06-09 19:27	BTC	Buy	61362.1→61783.9	+2.97	timeout
06-09 14:20	BTC	Buy	62553.1→61701	-7.26	stop_loss
06-09 07:26	BTC	Buy	62794.1→63204.8	+2.81	timeout
06-08 23:11	BTC	Buy	63383.2→63463.8	+0.18	timeout
06-08 14:56	BTC	Buy	63125.2→63916.8	+5.81	timeout
06-08 10:46	BTC	Buy	62980.1→63137.8	+0.80	timeout
06-08 06:45	BTC	Buy	63018.2→62983.9	-0.72	timeout
06-08 02:41	BTC	Buy	63090.2→63004.8	-1.13	timeout
06-07 19:16	BTC	Buy	62206.1→61359.2	-7.26	stop_loss
06-07 18:35	BTC	Buy	62204.1→62204.9	-0.44	timeout
06-07 12:34	BTC	Buy	62501.1→61651.1	-7.25	stop_loss
06-07 10:28	BTC	Buy	61928.1→62459.9	+3.84	timeout
06-07 06:27	BTC	Buy	61230.1→61866.9	+4.76	timeout
06-07 02:20	BTC	Buy	60717→61243.9	+3.88	timeout
06-06 22:19	BTC	Buy	60417→60697	+1.88	timeout
06-06 18:16	BTC	Buy	60897→60441	-4.19	timeout
06-06 14:16	BTC	Buy	60682→60899	+1.34	timeout
06-06 10:14	BTC	Buy	61127.1→60586	-4.88	timeout
06-06 04:14	BTC	Buy	60895→60066.9	-7.25	stop_loss
06-05 23:33	BTC	Buy	61316.1→60480.7	-7.26	stop_loss
06-05 18:43	BTC	Buy	60655→59830.1	-7.25	stop_loss
06-05 16:11	BTC	Buy	60647→59822.1	-7.25	stop_loss
06-05 12:01	BTC	Buy	62646.1→61789	-7.29	stop_loss
06-05 07:37	BTC	Buy	61241.1→62796.9	+12.26	take_profit
06-05 06:03	BTC	Buy	62884.1→62027.9	-7.25	stop_loss
06-04 22:14	BTC	Buy	63139.2→63288.8	+0.74	timeout
06-04 17:40	BTC	Buy	63768.2→62901.4	-7.26	stop_loss
06-04 09:23	BTC	Buy	63854.2→62985.3	-7.25	stop_loss
06-04 03:07	BTC	Buy	62274.1→63830.8	+12.05	take_profit
06-03 23:08	BTC	Buy	65297.3→64409.6	-7.25	stop_loss
06-03 14:44	BTC	Buy	67252.4→66751.7	-4.18	timeout
06-03 08:31	BTC	Buy	66334.3→67040.6	+4.85	timeout
06-03 03:43	BTC	Buy	66744.3→65828.8	-7.31	stop_loss
06-02 14:23	BTC	Buy	68897.4→67955.6	-7.29	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

45%

win rate

-104.32

total pnl ($)

-20.2 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	45%	-20.2	-104.32

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…