btc_mempool_congestion_mean_reversion_long_v2

70

closed trades

46%

win rate

-150.96

total pnl ($)

1.094

weight

7d window — n=15 wr=60% pnl=-20.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-02 07:07:10 (24.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_12281

n: 263 · wr: 46.8% · total_bps: -8804.7 · mean_bps: -33.48 · sharpe: -0.16 · max_dd_bps: -8891.4

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

time	sym	side	entry→exit	pnl	close
06-26 14:18	BTC	Buy	58642.9→59859	+9.89	timeout
06-26 04:23	BTC	Buy	59759→59977	+1.40	timeout
06-25 13:46	BTC	Buy	61590.1→59703.1	-15.76	stop_loss
06-25 04:51	BTC	Buy	59751→61076.9	+10.65	timeout
06-24 15:31	BTC	Buy	62606.1→60690.6	-15.73	stop_loss
06-24 14:57	BTC	Buy	62653.1→61029.9	-13.38	timeout
06-24 03:14	BTC	Buy	62318.1→62591.9	+1.72	timeout
06-23 20:24	BTC	Buy	62201.1→62425.9	+1.35	timeout
06-23 05:56	BTC	Buy	64621.2→63420.8	-9.76	timeout
06-22 22:03	BTC	Buy	64158.2→64331.8	+0.90	timeout
06-22 05:13	BTC	Buy	64176.2→64234.8	-0.00	timeout
06-21 09:25	BTC	Buy	63952.2→64033.8	+0.11	timeout
06-21 03:20	BTC	Buy	64361.2→64280.8	-1.08	timeout
06-20 04:54	BTC	Buy	63077.2→63546.8	+3.28	timeout
06-19 21:24	BTC	Buy	62382.1→63203.8	+6.11	timeout
06-19 11:41	BTC	Buy	62905.1→62592.9	-2.89	timeout
06-19 03:31	BTC	Buy	63274.2→62790.9	-4.24	timeout
06-18 18:51	BTC	Buy	64071.2→62767.9	-10.49	timeout
06-17 23:50	BTC	Buy	64829.2→64459.8	-3.32	timeout
06-17 19:50	BTC	Buy	66012.3→63967.8	-15.94	stop_loss
06-17 07:44	BTC	Buy	65626.3→65525.7	-1.19	timeout
06-17 00:25	BTC	Buy	66539.3→65684.7	-6.91	timeout
06-16 05:55	BTC	Buy	66842.3→66050.7	-6.35	timeout
06-15 23:25	BTC	Buy	66304.3→66141.7	-1.70	timeout
06-15 15:57	BTC	Buy	65925.3→67187.6	+9.11	timeout
06-15 09:15	BTC	Buy	64372.2→65685.7	+9.76	timeout
06-14 22:26	BTC	Buy	64580.2→65119.7	+3.70	timeout
06-14 11:04	BTC	Buy	64434.2→64446.8	-0.36	timeout
06-14 05:00	BTC	Buy	64020.2→64336.8	+2.04	timeout
06-13 22:56	BTC	Buy	63781.2→64434.8	+4.66	timeout
06-13 16:37	BTC	Buy	63589.2→63983.8	+2.66	timeout
06-13 09:16	BTC	Buy	63615.2→63792.8	+0.90	timeout
06-13 03:07	BTC	Buy	64134.2→63687.8	-3.93	timeout
06-12 19:59	BTC	Buy	63065.2→63573.8	+3.57	timeout
06-12 13:45	BTC	Buy	63419.2→63173.8	-2.42	timeout
06-12 07:40	BTC	Buy	63665.2→63047.8	-5.32	timeout
06-12 01:37	BTC	Buy	62813.1→63294.8	+3.33	timeout
06-11 19:03	BTC	Buy	62655.1→63478.8	+6.06	timeout
06-11 09:11	BTC	Buy	61508.1→62823.9	+10.19	timeout
06-11 03:06	BTC	Buy	62004.1→62031.9	-0.27	timeout
06-10 07:36	BTC	Buy	61940.1→62016.9	+0.22	timeout
06-10 01:53	BTC	Buy	62401.1→62016.9	-3.48	timeout
06-09 14:46	BTC	Buy	63153.2→61219.3	-15.77	stop_loss
06-09 12:01	BTC	Buy	63044.2→62752.9	-2.73	timeout
06-09 05:09	BTC	Buy	63447.2→63111.8	-3.10	timeout
06-08 23:02	BTC	Buy	63054.2→63391.8	+2.22	timeout
06-08 16:00	BTC	Buy	63136.2→63671.8	+3.74	timeout
06-08 04:09	BTC	Buy	61991.1→62908.9	+6.94	timeout
06-07 09:30	BTC	Buy	60866→62662.9	+14.32	timeout
06-07 03:08	BTC	Buy	60623→61451.9	+6.36	timeout
06-06 21:03	BTC	Buy	61203.1→60708	-4.46	timeout
06-06 14:58	BTC	Buy	60939→60828	-1.36	timeout
06-06 07:25	BTC	Buy	59656→60839	+9.44	timeout
06-05 16:10	BTC	Buy	61849.1→59957	-15.74	stop_loss
06-05 15:41	BTC	Buy	61880.1→59987	-15.73	stop_loss
06-05 06:17	BTC	Buy	63806.2→61854	-15.73	stop_loss
06-05 05:54	BTC	Buy	63477.2→62685.9	-6.65	timeout
06-04 22:32	BTC	Buy	62556.1→63257.8	+5.18	timeout
06-04 11:10	BTC	Buy	64137.2→62174.8	-15.72	stop_loss
06-04 00:29	BTC	Buy	65352.3→63353.1	-15.74	stop_loss
06-03 20:55	BTC	Buy	66741.3→64652.4	-16.11	stop_loss
06-03 17:16	BTC	Buy	67214.4→65742.7	-11.43	timeout
06-03 12:47	BTC	Buy	66979.3→66984.7	-0.39	timeout
06-03 03:50	BTC	Buy	67562.4→65473	-15.92	stop_loss
06-02 14:26	BTC	Buy	69976.5→67830.7	-15.80	stop_loss
05-31 22:56	BTC	Buy	73838.7→73923.3	+0.13	timeout
05-31 04:20	BTC	Buy	73906.7→74108.3	+0.88	timeout
05-30 02:54	BTC	Buy	72955.6→73731.3	+4.85	timeout
05-29 07:47	BTC	Buy	73477.7→73366.3	-1.23	timeout
05-29 00:43	BTC	Buy	73476.7→73768.3	+1.46	timeout

Paper (trades.jsonl)

70

closed

46%

win rate

-150.96

total pnl ($)

-43.0 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	70	46%	-43.0	-150.96

time	sym	side	reason
06-26 09:24	BTC	Buy	stale_intent
06-26 02:25	BTC	Buy	below_min_notional_skip
06-25 16:27	BTC	Buy	below_min_notional_skip
06-24 17:06	BTC	Buy	stale_intent
06-24 10:23	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 70 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 5)

Postmortem feed (last 10)