major_btc_eth_ratio_fear_mean_reversion

not live
15
closed trades
40%
win rate
-38.29
total pnl ($)
1.120
weight
7d window — n=4 wr=25% pnl=-16.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:39:23 (23.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_asi
n: 6  ·  wr: 16.7%  ·  total_bps: -531.4  ·  mean_bps: -88.56  ·  sharpe: -0.51  ·  max_dd_bps: -531.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:13ETHBuy1564.56→1525.88-12.77stop_loss
06-25 05:02ETHBuy1571.96→1640.84+21.44take_profit
06-24 15:47ETHBuy1657.67→1616.63-12.84stop_loss
06-23 06:20ETHBuy1736.97→1694.08-12.75stop_loss
06-15 13:13ETHBuy1721.97→1797.42+21.43take_profit
06-14 08:22ETHBuy1675.07→1676.93+0.19timeout
06-13 08:29ETHBuy1660.17→1674.33+3.60timeout
06-12 08:14ETHBuy1636.06→1666.33+8.63timeout
06-09 16:05ETHBuy1670.57→1629.32-12.51stop_loss
06-09 14:47ETHBuy1673.97→1632.52-12.82stop_loss
06-07 22:14ETHBuy1613.76→1684.43+21.54take_profit
06-06 10:36ETHBuy1574.86→1535.98-12.79stop_loss
06-05 13:52ETHBuy1672.17→1630.72-12.82stop_loss
06-01 07:47ETHBuy2027.5→1977.31-12.98stop_loss
05-27 17:56ETHBuy2094.71→2043.17-12.83stop_loss

Paper vs Live

Paper (trades.jsonl)
15
closed
40%
win rate
-38.29
total pnl ($)
-50.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1540%-50.9-38.29

Recent bounces (last 20 of 1)

timesymsidereason
06-24 19:10ETHBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems