fear_greed_extreme_mean_reversion_long · strategy

108

closed trades

54%

win rate

-93.11

total pnl ($)

0.981

weight

7d window — n=28 wr=54% pnl=-40.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 12:08:13 (23.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_80306

n: 57 · wr: 29.8% · total_bps: -2911.5 · mean_bps: -51.08 · sharpe: -0.46 · max_dd_bps: -2911.5

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 13:52	BTC	Buy	60235→60520	+1.91	timeout
06-27 07:55	BTC	Buy	60044→60526	+3.56	timeout
06-27 02:01	BTC	Buy	60039→59904	-1.58	timeout
06-26 19:59	BTC	Buy	59391→59817	+3.10	timeout
06-26 13:41	BTC	Buy	59897→59177	-6.48	timeout
06-26 07:15	BTC	Buy	59903→60516	+4.67	timeout
06-26 01:10	BTC	Buy	59225→59546	+2.26	timeout
06-25 13:53	BTC	Buy	61263.1→59079.5	-18.26	stop_loss
06-25 13:21	BTC	Buy	61495.1→61214.9	-2.71	timeout
06-25 07:02	BTC	Buy	60827→61724.9	+6.94	timeout
06-25 00:57	BTC	Buy	59754→60790	+8.22	timeout
06-24 15:56	BTC	Buy	62453.1→60230.9	-18.22	stop_loss
06-24 13:16	BTC	Buy	62805.1→61973.9	-7.07	timeout
06-24 07:08	BTC	Buy	62503.1→62668.9	+0.86	timeout
06-24 01:00	BTC	Buy	62528.1→62991.9	+3.26	timeout
06-23 18:47	BTC	Buy	62232.1→62096.9	-1.54	timeout
06-23 12:58	BTC	Buy	63682.2→62242.9	-11.70	timeout
06-23 07:02	BTC	Buy	63917.2→62915.9	-8.29	timeout
06-23 01:08	BTC	Buy	64660.2→64218.8	-3.86	timeout
06-22 18:56	BTC	Buy	64138.2→64297.8	+0.78	timeout
06-22 12:47	BTC	Buy	64036.2→65055.7	+7.46	timeout
06-22 06:34	BTC	Buy	63599.2→64051.8	+3.10	timeout
06-22 00:34	BTC	Buy	64054.2→63727.8	-3.01	timeout
06-21 18:33	BTC	Buy	64282.2→64095.8	-1.88	timeout
06-21 12:29	BTC	Buy	64510.2→63983.8	-4.51	timeout
06-21 06:22	BTC	Buy	64092.2→64223.8	+0.57	timeout
06-21 00:27	BTC	Buy	63977.2→64230.8	+1.52	timeout
06-20 18:19	BTC	Buy	63673.2→63826.8	+0.76	timeout
06-20 12:15	BTC	Buy	63395.2→63719.8	+2.10	timeout
06-20 06:12	BTC	Buy	63053.2→63631.8	+4.14	timeout
06-20 00:10	BTC	Buy	63105.2→63455.8	+2.33	timeout
06-19 18:08	BTC	Buy	62423.1→63091.8	+4.91	timeout
06-19 13:18	BTC	Buy	62590.1→62689.9	+0.38	timeout
06-19 06:48	BTC	Buy	62805.1→62744.9	-0.92	timeout
06-19 01:08	BTC	Buy	62529.1→63002.8	+3.38	timeout
06-18 19:33	BTC	Buy	63994.2→62782.9	-9.86	timeout
06-18 13:04	BTC	Buy	63714.2→64300.8	+4.16	timeout
06-18 06:53	BTC	Buy	64385.2→64039.8	-3.14	timeout
06-18 01:18	BTC	Buy	65903.3→64615.8	-10.24	timeout
06-17 19:03	BTC	Buy	64721.2→65483.7	+5.44	timeout
06-17 13:15	BTC	Buy	65772.3→65017.7	-6.19	timeout
06-17 07:09	BTC	Buy	65768.3→65620.7	-1.57	timeout
06-17 00:51	BTC	Buy	65730.3→65769.7	-0.16	timeout
06-16 18:39	BTC	Buy	66600.3→65801.7	-6.48	timeout
06-16 12:37	BTC	Buy	65828.3→66627.7	+5.59	timeout
06-16 06:28	BTC	Buy	66159.3→66256.7	+0.31	timeout
06-16 00:12	BTC	Buy	67190.4→66354.7	-6.66	timeout
06-15 18:00	BTC	Buy	65578.3→66801.7	+8.84	timeout
06-15 11:56	BTC	Buy	65942.3→66205.7	+1.55	timeout
06-15 05:50	BTC	Buy	65534.3→65746.7	+1.17	timeout
06-14 23:47	BTC	Buy	64009.2→65590.7	+11.90	timeout
06-14 17:41	BTC	Buy	64482.2→63786.8	-5.88	timeout
06-14 11:32	BTC	Buy	64502.2→64558.8	-0.01	timeout
06-14 05:18	BTC	Buy	64240.2→64318.8	+0.17	timeout
06-13 23:04	BTC	Buy	64218.2→64428.8	+1.18	timeout
06-13 16:59	BTC	Buy	63784.2→63974.8	+1.04	timeout
06-13 11:30	BTC	Buy	63501.2→63925.8	+2.86	timeout
06-13 05:21	BTC	Buy	63564.2→63557.8	-0.50	timeout
06-12 23:14	BTC	Buy	64369.2→63443.8	-7.62	timeout
06-12 16:45	BTC	Buy	63352.2→63810.8	+3.16	timeout
06-12 10:39	BTC	Buy	63587.2→63682.8	+0.28	timeout
06-12 04:39	BTC	Buy	63303.2→63688.8	+2.57	timeout
06-11 22:36	BTC	Buy	62996.1→63539.8	+3.82	timeout
06-11 16:32	BTC	Buy	62918.1→62546.9	-3.44	timeout
06-11 10:28	BTC	Buy	62039.1→62813.9	+5.75	timeout
06-11 04:27	BTC	Buy	61876.1→62575.9	+5.16	timeout
06-10 22:25	BTC	Buy	62132.1→61246.9	-7.57	timeout
06-10 16:19	BTC	Buy	61623.1→62295.9	+4.98	timeout
06-10 00:18	BTC	Buy	60968→62016.9	+8.19	timeout
06-09 18:29	BTC	Buy	62712.1→61706.9	-8.49	timeout
06-09 12:20	BTC	Buy	62832.1→62762.9	-0.99	timeout
06-09 06:20	BTC	Buy	63247.2→63396.8	+0.72	timeout
06-09 00:13	BTC	Buy	63855.2→63002.8	-7.13	timeout
06-08 17:57	BTC	Buy	63449.2→63479.8	-0.24	timeout
06-08 11:47	BTC	Buy	63109.2→63510.8	+2.73	timeout
06-07 22:15	BTC	Buy	62078.1→64059.8	+15.51	take_profit
06-07 22:14	BTC	Buy	61711.1→63679.8	+15.50	take_profit
06-07 17:42	BTC	Buy	62511.1→62280.9	-2.28	timeout
06-07 11:35	BTC	Buy	61611.1→62514.9	+6.89	timeout
06-07 05:30	BTC	Buy	60894→61718.9	+6.33	timeout
06-06 23:23	BTC	Buy	60489→60637	+0.80	timeout
06-06 17:17	BTC	Buy	61211.1→60690	-4.70	timeout
06-06 11:14	BTC	Buy	60862→60609	-2.51	timeout
06-06 04:34	BTC	Buy	61758.1→59560.2	-18.25	stop_loss
06-05 23:19	BTC	Buy	60799→61166.9	+2.56	timeout
06-05 14:04	BTC	Buy	62742.1→60507.7	-18.26	stop_loss
06-05 12:10	BTC	Buy	62870.1→62001.9	-7.37	timeout
06-05 05:19	BTC	Buy	63616.2→63292.8	-2.97	timeout
06-04 23:48	BTC	Buy	63712.2→63693.8	-0.58	timeout
06-04 17:44	BTC	Buy	62879.1→62976.9	+0.30	timeout
06-04 13:01	BTC	Buy	64171.2→63718.8	-3.95	timeout
06-04 00:39	BTC	Buy	65358.3→63032.3	-18.24	stop_loss
06-03 21:56	BTC	Buy	66900.3→65672.7	-9.63	timeout
06-03 12:41	BTC	Buy	66383.3→66895.7	+3.42	timeout
06-03 07:33	BTC	Buy	66509.3→67195.6	+4.67	timeout
06-02 23:57	BTC	Buy	67283.4→66793.7	-4.09	timeout
06-02 14:27	BTC	Buy	70175.5→67666.8	-18.34	stop_loss
06-02 09:49	BTC	Buy	70886.5→69501.5	-10.27	timeout
05-31 07:53	BTC	Buy	73812.7→73834.3	-0.35	timeout
05-31 05:11	BTC	Buy	73952.7→74160.3	+0.93	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

54%

win rate

-93.11

total pnl ($)

-17.1 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	108	54%	-17.1	-93.11

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 11:58	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…