kimchi_premium_zscore_mean_reversion

not live
13
closed trades
0%
win rate
-15.23
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:20:48 (38.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: qn
n: 239  ·  wr: 34.3%  ·  total_bps: -1481.4  ·  mean_bps: -6.20  ·  sharpe: -0.11  ·  max_dd_bps: -3311.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 13 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-01 05:13BTCBuy73502.7→73475.3-0.64timeout
06-01 04:43BTCBuy73482.7→73439.3-0.75timeout
06-01 04:13BTCBuy73579.7→73554.3-0.63timeout
06-01 03:42BTCBuy73931.7→73793.3-1.39timeout
05-15 11:42BTCBuy80653→80559-1.03timeout
05-15 10:40BTCBuy80742→80419-2.45timeout
05-12 01:27BTCBuy81708.1→81715.9-0.41timeout
05-12 00:55BTCBuy81804.1→81715.9-0.99timeout
05-11 23:57BTCBuy81790.1→81715.9-0.91timeout
05-11 23:26BTCBuy81819.1→81715.9-1.08timeout
05-11 22:55BTCBuy81916.1→81715.9-1.67timeout
05-11 22:24BTCBuy82008.1→81794.9-1.75timeout
05-11 21:53BTCBuy81932.1→81755.9-1.53timeout

Paper vs Live

Paper (trades.jsonl)
13
closed
0%
win rate
-15.23
total pnl ($)
-23.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC130%-23.4-15.23

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems