btc_twap_reversion

not live
15
closed trades
73%
win rate
+30.89
total pnl ($)
1.135
weight
7d window — n=2 wr=100% pnl=+3.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 03:54:42 (34.2d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: o__restored_9304dceb
n: 9  ·  wr: 66.7%  ·  total_bps: +114.8  ·  mean_bps: +12.75  ·  sharpe: +0.17  ·  max_dd_bps: -218.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 19:44BTCBuy62743.1→62955.9+1.28timeout
06-17 23:48BTCBuy64190.2→64468.8+1.72timeout
06-09 18:30BTCBuy61553.1→61730.9+0.98timeout
06-08 02:18BTCSell63413.8→63035.2+2.55timeout
06-06 06:02BTCBuy59751→61066.9+10.56take_profit
06-05 16:12BTCBuy60539→59710.1-7.29stop_loss
06-05 07:37BTCBuy61377.1→62723.9+10.52take_profit
06-04 17:33BTCSell64447.8→63036.2+10.51take_profit
06-04 01:22BTCBuy63574.2→62709.5-7.25stop_loss
05-28 07:56BTCBuy73099.7→73381.3+1.49timeout
05-24 00:38BTCSell76649.2→76745.8-1.06timeout
05-23 11:51BTCBuy74319.7→74756.3+2.49timeout
05-04 14:21BTCBuy78324.9→79022+4.01timeout
04-29 22:11BTCBuy74963→75891+5.74timeout
04-22 05:24BTCSell77350→78124-5.35stop_loss

Paper vs Live

Paper (trades.jsonl)
15
closed
73%
win rate
+30.89
total pnl ($)
+41.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1573%+41.1+30.89

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-04 14:21BTCBuy+4.01The market was in a state of consolidation with flat hourly momentum and neutral funding rates while Bitcoin held steady near $81,490. The trade failed to generate profit because the position was closed due to a timeout rather than a signal-based exit, resu…
04-29 22:11BTCBuy+5.74# Trade Closure Analysis **Market Context at Close:** Bitcoin was trading at $75,927 with minimal 1-hour momentum (0.13%) but mild 24-hour headwinds (-0.54%), while funding rates had turned slightly negative (-0.119 bps), indicating mild deleveraging press…
04-22 05:24BTCSell-5.35Bitcoin was trading near $77,840 with minimal intraday momentum (0.14% on the 1h) while maintaining slight gains over the week (3.72% on the 7d), showing a stable but directionless market. The trade's thesis failed because BTC never reverted back toward the…