llm_calibration_accuracy_mean_reversion_long

not live
80
closed trades
49%
win rate
-153.79
total pnl ($)
0.926
weight
7d window — n=25 wr=44% pnl=-32.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 16:10BTCBuy63933.2→64715.8+5.67timeout
06-22 10:11BTCBuy63573.2→64205.8+4.48timeout
06-22 04:07BTCBuy64161.2→63908.8-2.43timeout
06-21 21:46BTCBuy64092.2→63806.8-2.67timeout
06-21 15:35BTCBuy64323.2→64163.8-1.68timeout
06-21 06:52BTCBuy63802.2→64269.8+3.22timeout
06-21 00:42BTCBuy63587.2→64278.8+4.96timeout
06-20 17:02BTCBuy63521.2→63933.8+2.78timeout
06-20 09:51BTCBuy63100.2→63645.8+3.83timeout
06-19 15:46BTCBuy62650.1→63245.8+4.23timeout
06-19 09:24BTCBuy63002.1→62351.9-5.53timeout
06-19 03:51BTCBuy62585.1→62723.9+0.68timeout
06-18 21:39BTCBuy64264.2→62892.9-11.06timeout
06-18 15:22BTCBuy64444.2→63385.8-8.49timeout
06-18 09:15BTCBuy64322.2→64400.8+0.13timeout
06-18 03:08BTCBuy65050.3→64575.8-4.11timeout
06-17 21:01BTCBuy64963.2→64389.8-4.86timeout
06-17 14:59BTCBuy65885.3→65081.7-6.55timeout
06-17 09:04BTCBuy65837.3→64960.8-7.12timeout
06-17 02:57BTCBuy65674.3→65876.7+1.08timeout
06-16 20:55BTCBuy66901.3→65834.7-8.47timeout
06-16 14:48BTCBuy65842.3→65690.7-1.64timeout
06-16 08:36BTCBuy66613.3→66558.7-0.83timeout
06-16 02:20BTCBuy66496.3→66017.7-4.05timeout
06-15 20:17BTCBuy65691.3→66485.7+5.56timeout
06-15 14:13BTCBuy65623.3→66380.7+5.33timeout
06-15 07:57BTCBuy63777.2→65648.7+14.21timeout
06-15 01:52BTCBuy64278.2→65515.7+9.16timeout
06-14 19:51BTCBuy64397.2→63746.8-5.52timeout
06-14 13:50BTCBuy64618.2→64277.8-3.08timeout
06-14 07:50BTCBuy64304.2→64390.8+0.22timeout
06-14 01:49BTCBuy64160.2→64611.8+3.08timeout
06-13 19:49BTCBuy63833.2→64277.8+3.03timeout
06-13 13:46BTCBuy63777.2→64081.8+1.91timeout
06-13 07:08BTCBuy63693.2→63666.8-0.66timeout
06-12 21:43BTCBuy63864.2→63537.8-3.03timeout
06-12 15:39BTCBuy63448.2→63916.8+3.20timeout
06-12 08:58BTCBuy63383.2→63445.8+0.01timeout
06-12 00:30BTCBuy62565.1→63608.8+7.83timeout
06-11 18:19BTCBuy62712.1→63508.8+5.85timeout
06-11 09:54BTCBuy61237.1→62908.9+13.13timeout
06-11 02:49BTCBuy61910.1→61966.9-0.02timeout
06-10 20:18BTCBuy61681.1→61771.9+0.26timeout
06-10 07:46BTCBuy61816.1→62016.9+1.23timeout
06-10 01:45BTCBuy62348.1→62016.9-3.05timeout
06-09 19:43BTCBuy63167.2→61842.9-10.98timeout
06-09 06:48BTCBuy63395.2→63351.8-0.82timeout
06-09 00:33BTCBuy63223.2→62600.9-5.39timeout
06-08 18:25BTCBuy62980.1→63541.8+3.97timeout
06-08 10:28BTCBuy62948.1→63097.8+0.74timeout
06-08 04:29BTCBuy62144.1→62909.9+5.70timeout
06-07 22:25BTCBuy62548.1→62914.9+2.48timeout
06-07 16:20BTCBuy61583.1→62228.9+4.76timeout
06-07 10:18BTCBuy60729→62437.9+13.62timeout
06-07 04:13BTCBuy60776→61513.9+5.62timeout
06-06 18:07BTCBuy61028.1→60482-4.90timeout
06-06 10:16BTCBuy61413.1→60649-6.70timeout
06-06 03:15BTCBuy60497→60889+2.78timeout
06-05 15:41BTCBuy62588.1→60047-20.73stop_loss
06-05 14:06BTCBuy63004.2→60445.7-20.75stop_loss
06-05 06:24BTCBuy63717.2→61129.4-20.73stop_loss
06-05 03:45BTCBuy63784.2→62655.9-9.27timeout
06-04 21:40BTCBuy62890.1→63218.8+2.17timeout
06-04 16:55BTCBuy64407.2→63583.8-6.89timeout
06-04 01:22BTCBuy65253.3→62605.5-20.74stop_loss
06-03 23:42BTCBuy66912.3→64196.7-20.75stop_loss
06-03 16:40BTCBuy66345.3→65848.7-4.22timeout
06-03 11:34BTCBuy66560.3→67161.6+4.00timeout
06-03 04:08BTCBuy67496.4→66314.7-9.21timeout
06-02 15:30BTCBuy70120.5→67273-20.77stop_loss
06-02 14:23BTCBuy70744.5→67862.7-20.84stop_loss
06-02 07:37BTCBuy71559.6→70212.5-9.94timeout
06-01 23:58BTCBuy72555.6→71390.4-8.55timeout
05-31 23:12BTCBuy73880.7→73911.3-0.23timeout
05-31 17:11BTCBuy74168.7→73479.3-5.12timeout
05-31 04:58BTCBuy73895.7→74182.3+1.46timeout
05-30 02:53BTCBuy73067.7→73729.3+4.06timeout
05-29 19:50BTCBuy73373.7→73637.3+1.32timeout
05-29 09:43BTCBuy73874.7→73791.3-1.05timeout
05-29 02:15BTCBuy73262.7→73616.3+1.89timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
49%
win rate
-153.79
total pnl ($)
-38.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8049%-38.2-153.79

Recent bounces (last 20 of 4)

timesymsidereason
06-22 16:35BTCBuystale_intent
06-22 10:34BTCBuystale_intent
06-22 04:25BTCBuystale_intent
06-21 22:36BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems