intraday_range_mean_reversion

not live
1
closed trades
100%
win rate
+4.33
total pnl ($)
1.051
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 19:18:03 (34.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: recovered_006
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-02 21:37BTCBuy78125→78903.1+4.33take_profit

Paper vs Live

Paper (trades.jsonl)
1
closed
100%
win rate
+4.33
total pnl ($)
+90.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1100%+90.6+4.33

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 21:37BTCBuy+4.33# Trade Analysis: BTC Range Reversion Bitcoin was trading in a tight, directionless range with minimal intraday momentum (1h: +0.02%, 24h: +0.82%) and elevated long positioning ($3.99B OI, +0.00158% funding), creating mean-reversion conditions that favored…