median_price_deviation_reversion · strategy

177

closed trades

37%

win rate

-143.28

total pnl ($)

1.033

weight

7d window — n=29 wr=34% pnl=-20.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 10:43	BTC	Buy	64008.2→64057.8	-0.08	timeout
06-22 02:17	BTC	Buy	63674.2→64550.8	+5.79	timeout
06-21 18:03	BTC	Buy	64082.2→63952.8	-1.31	timeout
06-21 10:03	BTC	Buy	64199.2→64189.8	-0.46	timeout
06-21 01:26	BTC	Buy	63953.2→64217.8	+1.46	timeout
06-20 16:52	BTC	Buy	63523.2→64004.8	+3.01	timeout
06-20 08:32	BTC	Buy	63514.2→63421.8	-1.07	timeout
06-19 23:57	BTC	Buy	63007.2→63537.8	+3.39	timeout
06-19 15:10	BTC	Buy	62441.1→63148.8	+4.71	timeout
06-19 10:40	BTC	Buy	62730.1→62397.9	-2.78	timeout
06-19 06:36	BTC	Buy	62881.1→62734.9	-1.45	timeout
06-18 22:36	BTC	Buy	62792.1→62758.9	-0.63	timeout
06-18 15:37	BTC	Buy	63879.2→63008.3	-6.54	stop_loss
06-18 14:23	BTC	Buy	63895.2→63974.8	+0.16	timeout
06-18 10:24	BTC	Buy	63918.2→63888.8	-0.63	timeout
06-18 04:11	BTC	Buy	64642.2→63743.9	-6.66	stop_loss
06-18 02:20	BTC	Buy	64143.2→64567.8	+2.56	timeout
06-17 19:29	BTC	Buy	65351.3→64449.5	-6.62	stop_loss
06-17 18:15	BTC	Buy	65432.3→65354.7	-0.95	timeout
06-17 14:07	BTC	Buy	64829.2→65228.7	+2.36	timeout
06-17 08:39	BTC	Buy	65801.3→64901.3	-6.56	stop_loss
06-17 01:58	BTC	Buy	65746.3→65909.7	+0.71	timeout
06-16 21:53	BTC	Buy	65959.3→65746.7	-1.87	timeout
06-16 17:47	BTC	Buy	66106.3→65756.7	-2.80	timeout
06-16 13:47	BTC	Buy	66576.3→66099.7	-3.64	timeout
06-16 09:46	BTC	Buy	66096.3→66639.7	+3.29	timeout
06-16 05:43	BTC	Buy	66342.3→66054.7	-2.35	timeout
06-16 01:39	BTC	Buy	66409.3→66349.7	-0.81	timeout
06-15 17:36	BTC	Buy	66779.3→66764.7	-0.52	timeout
06-15 13:27	BTC	Buy	65682.3→66828.7	+7.45	timeout
06-15 09:23	BTC	Buy	65809.3→65673.7	-1.33	timeout
06-15 05:23	BTC	Buy	65380.3→65836.7	+2.73	timeout
06-15 01:21	BTC	Buy	64727.2→65412.7	+4.36	timeout
06-14 21:16	BTC	Buy	63945.2→64424.8	+2.97	timeout
06-14 17:10	BTC	Buy	64294.2→63902.8	-3.15	timeout
06-14 13:06	BTC	Buy	64454.2→64321.8	-1.33	timeout
06-14 09:00	BTC	Buy	64348.2→64428.8	+0.15	timeout
06-14 04:57	BTC	Buy	64519.2→64341.8	-1.64	timeout
06-14 00:56	BTC	Buy	64256.2→64526.8	+1.49	timeout
06-13 20:54	BTC	Buy	63967.2→64239.8	+1.51	timeout
06-13 16:53	BTC	Buy	64078.2→63922.8	-1.50	timeout
06-13 12:48	BTC	Buy	63853.2→64072.8	+1.13	timeout
06-13 08:44	BTC	Buy	63606.2→63858.8	+1.37	timeout
06-13 04:44	BTC	Buy	63583.2→63599.8	-0.29	timeout
06-13 00:38	BTC	Buy	63519.2→63572.8	-0.04	timeout
06-12 16:35	BTC	Buy	63498.2→63786.8	+1.63	timeout
06-12 12:29	BTC	Buy	63487.2→63428.8	-0.83	timeout
06-12 06:33	BTC	Buy	63703.2→62836.4	-6.53	stop_loss
06-12 00:34	BTC	Buy	63377.2→63651.8	+1.52	timeout
06-11 16:31	BTC	Buy	62589.1→62580.9	-0.48	timeout
06-11 08:19	BTC	Buy	62607.1→62795.9	+0.93	timeout
06-11 00:01	BTC	Buy	61794.1→61576.9	-1.98	timeout
06-10 17:31	BTC	Buy	62626.1→61773	-6.54	stop_loss
06-10 13:44	BTC	Buy	61011.1→62347.9	+9.45	take_profit
06-10 09:21	BTC	Buy	61681.1→60838.5	-6.55	stop_loss
06-09 22:06	BTC	Buy	61688.1→62016.9	+2.00	timeout
06-09 14:36	BTC	Buy	62205.1→61359.2	-6.52	stop_loss
06-09 14:01	BTC	Buy	62743.1→62325.9	-3.40	timeout
06-09 09:56	BTC	Buy	63309.2→62660.9	-5.01	timeout
06-09 05:52	BTC	Buy	62721.1→63338.8	+4.02	timeout
06-09 00:21	BTC	Buy	63771.2→62900.4	-6.55	stop_loss
06-08 17:44	BTC	Buy	63466.2→63347.8	-1.26	timeout
06-08 13:39	BTC	Buy	63217.2→63563.8	+2.06	timeout
06-08 09:37	BTC	Buy	62524.1→63338.8	+5.46	timeout
06-08 05:32	BTC	Buy	62900.1→62592.9	-2.60	timeout
06-07 22:14	BTC	Buy	61695.1→63046.8	+9.46	take_profit
06-07 17:31	BTC	Buy	61818.1→62264.9	+2.85	timeout
06-07 12:34	BTC	Buy	62600.1→61749	-6.53	stop_loss
06-07 09:21	BTC	Buy	61782.1→62719.9	+6.43	timeout
06-07 05:14	BTC	Buy	61313.1→61879.9	+3.76	timeout
06-07 01:09	BTC	Buy	60713→61261.9	+3.66	timeout
06-06 21:07	BTC	Buy	60656→60730	+0.15	timeout
06-06 17:00	BTC	Buy	60963→60781	-1.74	timeout
06-06 10:19	BTC	Buy	61327.1→60490.7	-6.54	stop_loss
06-06 08:55	BTC	Buy	60182→61354.9	+8.35	timeout
06-06 04:06	BTC	Buy	61248.1→60412.8	-6.54	stop_loss
06-05 23:31	BTC	Buy	61559.1→60711.6	-6.60	stop_loss
06-05 18:18	BTC	Buy	61301.1→60467.7	-6.53	stop_loss
06-05 13:52	BTC	Buy	61900.1→61058.4	-6.52	stop_loss
06-05 12:04	BTC	Buy	62435.1→61586.1	-6.53	stop_loss
06-05 06:03	BTC	Buy	62871.1→62015.9	-6.52	stop_loss
06-05 02:20	BTC	Buy	63773.2→62905.4	-6.53	stop_loss
06-05 00:15	BTC	Buy	63460.2→63616.8	+0.70	timeout
06-04 17:18	BTC	Buy	63366.2→63267.8	-1.12	timeout
06-04 09:30	BTC	Buy	63551.2→62685.5	-6.53	stop_loss
06-04 03:15	BTC	Buy	62619.1→63990.8	+9.45	take_profit
06-03 23:07	BTC	Buy	65306.3→64418.6	-6.53	stop_loss
06-03 14:54	BTC	Buy	67184.4→66905.7	-2.28	timeout
06-03 08:31	BTC	Buy	66340.3→67041.6	+4.33	timeout
06-02 19:31	BTC	Buy	67599.4→66564.4	-7.30	stop_loss
06-02 14:22	BTC	Buy	69003.5→68062.5	-6.54	stop_loss
06-02 11:07	BTC	Buy	69914.5→69545.5	-2.80	timeout
06-01 23:22	BTC	Buy	71432.6→71381.4	-0.75	timeout
06-01 02:55	BTC	Buy	73918.7→73738.3	-1.52	timeout
05-31 20:27	BTC	Buy	73562.7→73672.3	+0.27	timeout
05-31 14:44	BTC	Buy	73786.7→73589.3	-1.61	timeout
05-31 09:33	BTC	Buy	74123.7→73945.3	-1.51	timeout
05-31 03:43	BTC	Buy	73778.7→74114.3	+1.63	timeout
05-30 21:17	BTC	Buy	73892.7→73955.3	-0.04	timeout
05-30 13:40	BTC	Buy	73528.7→73665.3	+0.42	timeout

Paper vs Live

Paper (trades.jsonl)

177

closed

37%

win rate

-143.28

total pnl ($)

-17.9 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 ($)
BTC	177	37%	-17.9	-143.28

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 14:22	BTC	Buy	stale_intent
06-21 22:36	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…