loose_mstr_premium_mr_long · strategy

273

closed trades

46%

win rate

-79.25

total pnl ($)

0.250

weight

7d window — n=207 wr=41% pnl=-127.76 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-25 11:13:46 (28.2d ago) · src: canon

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

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 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 13:45	BTCUSDT	Buy	64108.1→65400.1	+9.61	timeout
06-22 13:08	BTCUSDT	Buy	64239.5→65013.8	+5.56	timeout
06-22 12:16	BTCUSDT	Buy	64141.5→64732.3	+4.14	timeout
06-22 11:35	BTCUSDT	Buy	64118.7→64561.3	+2.98	timeout
06-22 10:55	BTCUSDT	Buy	64198.5→64114.8	-1.12	timeout
06-22 10:01	BTCUSDT	Buy	63978.7→64118.3	+0.63	timeout
06-22 09:21	BTCUSDT	Buy	64127.5→64086.4	-0.78	timeout
06-22 08:41	BTCUSDT	Buy	64279.2→64096.1	-1.89	timeout
06-22 07:59	BTCUSDT	Buy	64081.8→64168.2	+0.22	timeout
06-22 07:19	BTCUSDT	Buy	63903→64181.7	+1.73	timeout
06-22 06:25	BTCUSDT	Buy	64375→64090.5	-2.66	timeout
06-22 05:44	BTCUSDT	Buy	64486.3→64220.8	-2.51	timeout
06-22 05:04	BTCUSDT	Buy	64569.9→64045	-4.52	timeout
06-22 04:28	BTCUSDT	Buy	64623.8→63886.4	-6.16	timeout
06-22 03:39	BTCUSDT	Buy	63969.6→64183.9	+1.22	timeout
06-22 02:19	BTCUSDT	Buy	63705.8→64578.3	+6.39	timeout
06-22 01:26	BTCUSDT	Buy	63400.2→64778	+10.41	take_profit
06-22 01:24	BTCUSDT	Buy	63713.2→64302.2	+4.16	timeout
06-22 00:51	BTCUSDT	Buy	63795.5→63692.7	-1.26	timeout
06-22 00:08	BTCUSDT	Buy	63756.9→63480.1	-2.63	timeout
06-21 23:23	BTCUSDT	Buy	64106.4→63734	-3.35	timeout
06-21 22:37	BTCUSDT	Buy	64195.1→63564.6	-5.36	timeout
06-21 21:51	BTCUSDT	Buy	64150.2→63785.1	-3.29	timeout
06-21 21:15	BTCUSDT	Buy	63984.9→63601.3	-3.45	timeout
06-21 20:26	BTCUSDT	Buy	64141→64050.8	-1.15	timeout
06-21 19:39	BTCUSDT	Buy	64043.9→64160.8	+0.46	timeout
06-21 19:03	BTCUSDT	Buy	64212→64167.8	-0.79	timeout
06-21 18:16	BTCUSDT	Buy	64200.1→63957	-2.34	timeout
06-21 17:40	BTCUSDT	Buy	64054.8→64018.3	-0.72	timeout
06-21 16:53	BTCUSDT	Buy	64072.8→64124.2	-0.04	timeout
06-21 16:07	BTCUSDT	Buy	64134.1→64149.5	-0.33	timeout
06-21 15:29	BTCUSDT	Buy	64008.2→64235.7	+1.32	timeout
06-21 14:45	BTCUSDT	Buy	64243.3→64004.8	-2.30	timeout
06-21 14:10	BTCUSDT	Buy	64410.3→64031.3	-3.38	timeout
06-21 13:19	BTCUSDT	Buy	64264.9→64117.5	-1.59	timeout
06-21 12:33	BTCUSDT	Buy	64069.8→63974.1	-1.19	timeout
06-21 11:52	BTCUSDT	Buy	63942→64085.4	+0.68	timeout
06-21 11:21	BTCUSDT	Buy	64056.1→64265.5	+1.19	timeout
06-21 10:41	BTCUSDT	Buy	64204.2→64319.6	+0.45	timeout
06-21 09:55	BTCUSDT	Buy	64275.6→64156.9	-1.39	timeout
06-21 09:10	BTCUSDT	Buy	64201→63938.9	-2.51	timeout
06-21 08:31	BTCUSDT	Buy	64290.1→64015.3	-2.61	timeout
06-21 07:51	BTCUSDT	Buy	64336→64187.4	-1.61	timeout
06-21 07:16	BTCUSDT	Buy	64411.3→64205.6	-2.05	timeout
06-21 06:41	BTCUSDT	Buy	64392.3→64263	-1.45	timeout
06-21 06:02	BTCUSDT	Buy	64220.5→64183.9	-0.74	timeout
06-21 05:15	BTCUSDT	Buy	64237.5→64194.9	-0.78	timeout
06-21 04:32	BTCUSDT	Buy	64218→64471.6	+1.53	timeout
06-21 04:02	BTCUSDT	Buy	64314→64368.9	-0.02	timeout
06-21 03:24	BTCUSDT	Buy	64236.3→64364.8	+0.55	timeout
06-21 02:48	BTCUSDT	Buy	64272.7→64214	-0.91	timeout
06-21 01:55	BTCUSDT	Buy	64271.3→64218.7	-0.86	timeout
06-21 01:19	BTCUSDT	Buy	64085.1→64207.2	+0.50	timeout
06-21 00:48	BTCUSDT	Buy	64032.9→64222.1	+1.02	timeout
06-21 00:06	BTCUSDT	Buy	63919.6→64237.9	+2.03	timeout
06-20 23:33	BTCUSDT	Buy	63849.4→64223.9	+2.48	timeout
06-20 22:46	BTCUSDT	Buy	63933.4→64217.1	+1.77	timeout
06-20 22:13	BTCUSDT	Buy	63874→64086.3	+1.21	timeout
06-20 21:35	BTCUSDT	Buy	63826.3→63900	+0.13	timeout
06-20 20:57	BTCUSDT	Buy	63835.7→63879.9	-0.10	timeout
06-20 20:18	BTCUSDT	Buy	63927.3→63907.7	-0.60	timeout
06-20 19:37	BTCUSDT	Buy	63919.4→63834.5	-1.11	timeout
06-20 18:41	BTCUSDT	Buy	64100.1→63792.2	-2.85	timeout
06-20 18:02	BTCUSDT	Buy	63884.3→63836	-0.83	timeout
06-20 17:26	BTCUSDT	Buy	63346.9→63851.5	+3.53	timeout
06-20 16:51	BTCUSDT	Buy	63447.2→64003.5	+3.93	timeout
06-20 16:17	BTCUSDT	Buy	63597.2→64010.7	+2.79	timeout
06-20 15:21	BTCUSDT	Buy	63729.3→64135.6	+2.73	timeout
06-20 14:48	BTCUSDT	Buy	63733.1→63854.5	+0.49	timeout
06-20 14:16	BTCUSDT	Buy	63647.9→63233.4	-3.71	timeout
06-20 13:42	BTCUSDT	Buy	63588.3→63408.1	-1.87	timeout
06-20 13:09	BTCUSDT	Buy	63668.7→63596.2	-1.02	timeout
06-20 12:15	BTCUSDT	Buy	63521.8→63687	+0.85	timeout
06-20 11:42	BTCUSDT	Buy	63464.9→63673	+1.18	timeout
06-20 11:09	BTCUSDT	Buy	63539→63567.5	-0.23	timeout
06-20 10:26	BTCUSDT	Buy	63767.9→63622.8	-1.60	timeout
06-20 09:54	BTCUSDT	Buy	63716→63684.8	-0.71	timeout
06-20 09:01	BTCUSDT	Buy	63685.9→63381.7	-2.85	timeout
06-20 08:30	BTCUSDT	Buy	63653→63421.9	-2.27	timeout
06-20 07:59	BTCUSDT	Buy	63550→63609.8	+0.02	timeout
06-20 07:16	BTCUSDT	Buy	63441.7→63622.5	+0.97	timeout
06-20 06:46	BTCUSDT	Buy	63447.3→63694.1	+1.49	timeout
06-20 05:51	BTCUSDT	Buy	63378.9→63564.6	+1.01	timeout
06-20 05:08	BTCUSDT	Buy	63492.2→63657.7	+0.85	timeout
06-20 04:37	BTCUSDT	Buy	63565.5→63484	-1.09	timeout
06-20 04:06	BTCUSDT	Buy	63501.8→63388.7	-1.34	timeout
06-20 03:33	BTCUSDT	Buy	63649.7→63416.1	-2.28	timeout
06-20 02:39	BTCUSDT	Buy	63317.2→63353.9	-0.16	timeout
06-20 02:07	BTCUSDT	Buy	63276.8→63465.1	+1.04	timeout
06-20 01:30	BTCUSDT	Buy	63249.4→63481.5	+1.38	timeout
06-20 00:53	BTCUSDT	Buy	63068.7→63483	+2.84	timeout
06-20 00:21	BTCUSDT	Buy	63228.1→63447.8	+1.29	timeout
06-19 23:36	BTCUSDT	Buy	63044.5→63305.6	+1.62	timeout
06-19 23:02	BTCUSDT	Buy	63045.1→63243.9	+1.12	timeout
06-19 22:26	BTCUSDT	Buy	63004.4→63245.1	+1.45	timeout
06-19 21:49	BTCUSDT	Buy	63044.7→63081.8	-0.16	timeout
06-19 21:10	BTCUSDT	Buy	63105.4→63177.1	+0.11	timeout
06-19 20:33	BTCUSDT	Buy	62971.9→62979.9	-0.39	timeout
06-19 19:50	BTCUSDT	Buy	63158.3→62980.2	-1.86	timeout
06-19 19:09	BTCUSDT	Buy	63094.1→62984.2	-1.32	timeout

Paper vs Live

Paper (trades.jsonl)

273

closed

46%

win rate

-79.25

total pnl ($)

-5.8 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 ($)
BTCUSDT	273	46%	-5.8	-79.25

Recent bounces (last 20 of 19)

time	sym	side	reason
06-22 13:57	BTCUSDT	Buy	router_blocked
06-22 13:04	BTCUSDT	Buy	router_blocked
06-22 12:26	BTCUSDT	Buy	router_blocked
06-22 11:51	BTCUSDT	Buy	stale_intent
06-22 11:00	BTCUSDT	Buy	stale_intent
06-22 10:24	BTCUSDT	Buy	stale_intent
06-22 09:30	BTCUSDT	Buy	router_blocked
06-22 06:30	BTCUSDT	Buy	router_blocked
06-22 05:15	BTCUSDT	Buy	stale_intent
06-22 04:46	BTCUSDT	Buy	stale_intent
06-22 03:45	BTCUSDT	Buy	stale_intent
06-22 02:59	BTCUSDT	Buy	stale_intent
06-22 01:50	BTCUSDT	Buy	stale_intent
06-22 00:56	BTCUSDT	Buy	stale_intent
06-22 00:30	BTCUSDT	Buy	stale_intent
06-21 23:33	BTCUSDT	Buy	router_blocked
06-21 22:39	BTCUSDT	Buy	router_blocked
06-21 22:07	BTCUSDT	Buy	stale_intent
06-21 21:38	BTCUSDT	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…