mean_reversion_bollinger · strategy

145

closed trades

46%

win rate

-3.71

total pnl ($)

1.207

weight

7d window — n=32 wr=53% pnl=-0.76 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:31	SOL	Sell	72.6031→73.7749	-0.43	stop_loss
06-26 13:57	ETH	Buy	1531.25→1569.24	+0.60	take_profit
06-26 13:55	SOL	Sell	69.6146→70.746	-0.43	stop_loss
06-26 11:40	BTC	Sell	60699→59428	+0.50	timeout
06-26 07:02	SOL	Sell	69.0626→70.1556	-0.42	stop_loss
06-26 06:15	ETH	Buy	1527.95→1545.15	+0.26	timeout
06-26 04:17	BTC	Buy	58737.9→60202	+0.60	take_profit
06-25 21:14	ETH	Buy	1567.56→1562.44	-0.10	timeout
06-25 21:14	BTC	Buy	59371→59549	+0.05	timeout
06-25 13:55	SOL	Buy	65.5228→64.4881	-0.42	stop_loss
06-25 13:54	BTC	Buy	59538→58531.8	-0.44	stop_loss
06-25 13:54	ETH	Buy	1577.56→1552.77	-0.42	stop_loss
06-25 11:41	ETH	Sell	1657.73→1633.86	+0.34	timeout
06-24 20:50	ETH	Buy	1580.96→1620.84	+0.61	take_profit
06-24 20:46	BTC	Buy	59433→60913	+0.60	take_profit
06-24 17:19	SOL	Buy	66.948→65.8852	-0.42	stop_loss
06-24 16:51	ETH	Buy	1622.56→1596.04	-0.43	stop_loss
06-24 15:43	BTC	Buy	61487.1→60524.7	-0.41	stop_loss
06-23 22:48	ETH	Buy	1650.57→1663.53	+0.17	timeout
06-23 19:09	SOL	Buy	68.7603→68.8947	+0.03	timeout
06-23 18:14	ETH	Buy	1666.17→1657.03	-0.16	timeout
06-23 17:22	BTC	Buy	62087.1→62554.9	+0.17	timeout
06-23 13:55	SOL	Buy	68.9053→69.0046	+0.02	timeout
06-23 13:55	ETH	Buy	1650.06→1658.83	+0.11	timeout
06-23 13:05	BTC	Buy	62385.1→62144.9	-0.12	timeout
06-23 06:23	SOL	Buy	70.7326→69.6067	-0.42	stop_loss
06-23 06:21	BTC	Buy	63537.2→62545.6	-0.41	stop_loss
06-23 06:21	ETH	Buy	1709.27→1682.39	-0.42	stop_loss
06-22 16:25	BTC	Sell	64913.8→64672.2	+0.07	timeout
06-22 15:35	ETH	Sell	1760.22→1752.68	+0.09	timeout
06-21 02:36	SOL	Sell	74.2139→73.282	+0.29	timeout
06-20 09:12	SOL	Sell	71.9872→71.3887	+0.19	timeout
06-18 19:53	ETH	Buy	1683.67→1705.03	+0.29	timeout
06-18 19:42	SOL	Buy	69.2614→69.2386	-0.03	timeout
06-18 19:36	BTC	Buy	63124.2→62802.9	-0.15	timeout
06-18 02:04	BTC	Buy	63939.2→64590.8	+0.23	timeout
06-17 16:26	ETH	Buy	1743.27→1776.62	+0.46	timeout
06-16 18:29	SOL	Buy	72.8379→73.639	+0.25	timeout
06-16 18:23	BTC	Buy	65600.3→65921.7	+0.10	timeout
06-16 14:23	ETH	Sell	1822.82→1777.48	+0.60	take_profit
06-16 11:07	ETH	Buy	1769.48→1794.32	+0.33	timeout
06-16 07:00	BTC	Buy	65672.3→66387.7	+0.25	timeout
06-16 07:00	ETH	Buy	1769.38→1771.02	+0.00	timeout
06-15 23:14	BTC	Sell	66815.7→66240.3	+0.19	timeout
06-15 22:52	SOL	Sell	75.2907→73.7441	+0.49	timeout
06-15 22:51	ETH	Sell	1831.42→1791.38	+0.52	timeout
06-15 15:51	SOL	Sell	73.8939→75.0648	-0.42	stop_loss
06-15 15:47	ETH	Sell	1816.82→1845.61	-0.42	stop_loss
06-15 15:21	BTC	Sell	66205.7→66669.3	-0.20	timeout
06-15 12:42	SOL	Sell	71.8702→73.0154	-0.42	stop_loss
06-15 11:26	ETH	Sell	1739.73→1767.16	-0.42	stop_loss
06-15 10:07	SOL	Sell	71.1873→71.4077	-0.10	timeout
06-15 07:48	BTC	Sell	65876.7→65702.3	+0.04	timeout
06-15 05:52	ETH	Sell	1717.93→1718.37	-0.03	timeout
06-15 03:26	BTC	Sell	65620.7→65703.3	-0.05	timeout
06-15 01:45	ETH	Sell	1718.83→1720.17	-0.04	timeout
06-14 23:47	SOL	Sell	69.9085→71.0251	-0.42	stop_loss
06-09 20:09	ETH	Buy	1625.16→1655.63	+0.45	timeout
06-09 18:31	BTC	Buy	61475.1→61717.9	+0.08	timeout
06-09 17:20	SOL	Buy	63.5265→65.1092	+0.60	take_profit
06-06 05:22	ETH	Buy	1523.35→1561.24	+0.60	take_profit
06-06 04:38	SOL	Buy	61.2182→60.2508	-0.42	stop_loss
06-06 03:33	ETH	Buy	1563.16→1558.14	-0.10	timeout
06-05 19:15	SOL	Buy	62.6684→61.6499	-0.43	stop_loss
06-05 18:52	BTC	Buy	60184→59245.4	-0.41	stop_loss
06-05 18:26	ETH	Buy	1596.96→1571.86	-0.42	stop_loss
06-05 16:11	BTC	Buy	60707→59759.1	-0.41	stop_loss
06-05 13:57	ETH	Buy	1640.56→1614.03	-0.43	stop_loss
06-05 07:46	SOL	Buy	64.6257→66.2231	+0.60	take_profit
06-05 06:16	ETH	Buy	1690.67→1664	-0.42	stop_loss
06-04 13:26	BTC	Buy	62903.1→63175.8	+0.09	timeout
06-04 13:25	ETH	Buy	1752.18→1757.32	+0.05	timeout
06-04 12:32	SOL	Buy	68.0022→69.6845	+0.60	take_profit
06-04 08:13	SOL	Buy	69.5444→68.4415	-0.42	stop_loss
06-04 03:32	BTC	Buy	62936.1→64503.8	+0.60	take_profit
06-04 03:04	ETH	Buy	1742.97→1786.22	+0.60	take_profit
06-04 02:39	SOL	Buy	68.2192→69.9325	+0.61	take_profit
06-04 00:29	SOL	Buy	71.7038→70.5611	-0.42	stop_loss
06-04 00:24	BTC	Buy	64970.2→63956.8	-0.41	stop_loss
06-03 20:55	ETH	Buy	1798.58→1770.34	-0.42	stop_loss
06-03 20:24	ETH	Buy	1818.28→1805.02	-0.20	timeout
06-03 17:34	SOL	Buy	72.2158→74.0009	+0.60	take_profit
06-03 08:32	ETH	Buy	1839.08→1876.21	+0.48	timeout
06-03 08:32	BTC	Buy	66311.3→67019.6	+0.24	timeout
06-03 06:34	SOL	Buy	73.369→75.1827	+0.60	take_profit
06-03 03:35	ETH	Buy	1861.89→1832.6	-0.42	stop_loss
06-02 22:16	ETH	Buy	1916.09→1885.97	-0.42	stop_loss
06-02 19:33	BTC	Buy	67599.4→66544.4	-0.41	stop_loss
06-02 19:25	SOL	Buy	76.7835→75.5689	-0.42	stop_loss
06-02 14:23	BTC	Buy	69003.5→67921.6	-0.41	stop_loss
06-02 14:22	SOL	Buy	78.9458→77.6895	-0.42	stop_loss
06-02 13:22	ETH	Buy	1968.7→1977.3	+0.09	timeout
06-02 11:08	BTC	Buy	69971.5→69559.5	-0.17	timeout
06-02 10:48	SOL	Buy	79.4689→79.2171	-0.10	timeout
06-02 01:53	BTC	Buy	71055.6→70892.5	-0.08	timeout
06-01 19:17	ETH	Buy	1965.2→1991.9	+0.32	timeout
06-01 17:55	SOL	Buy	79.4929→80.9589	+0.44	timeout
05-28 18:43	BTC	Buy	72853.6→73574.3	+0.22	timeout
05-28 14:52	SOL	Buy	80.7901→80.9059	+0.01	timeout
05-28 14:25	BTC	Buy	73325.7→73009.3	-0.13	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

46%

win rate

-3.71

total pnl ($)

-10.3 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 ($)
ETH	54	50%	+3.7	+0.50
BTC	48	42%	-14.3	-1.72
SOL	43	44%	-23.4	-2.49

Recent bounces (last 20 of 6)

time	sym	side	reason
06-26 14:03	SOL	Sell	stale_intent
06-26 12:55	ETH	Buy	below_min_notional_skip
06-26 02:18	ETH	Buy	below_min_notional_skip
06-26 02:18	BTC	Buy	below_min_notional_skip
06-24 19:44	ETH	Buy	below_min_notional_skip
06-24 14:06	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…