mining_difficulty_drop_mean_reversion_long

58

closed trades

52%

win rate

-123.68

total pnl ($)

1.437

weight

7d window — n=5 wr=80% pnl=+34.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:16:36 (18.7d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_66073

n: 753 · wr: 45.6% · total_bps: -15959.0 · mean_bps: -21.19 · sharpe: -0.09 · max_dd_bps: -18578.6

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-16 18:18	BTC	Buy	66785.3→66074.7	-5.86	timeout
06-16 12:01	BTC	Buy	66178.3→66427.7	+1.36	timeout
06-16 05:52	BTC	Buy	65772.3→66090.7	+2.04	timeout
06-15 18:50	BTC	Buy	63756.2→66875.7	+23.93	timeout
06-15 11:22	BTC	Buy	64507.2→66224.7	+12.87	timeout
06-15 05:20	BTC	Buy	64324.2→65694.7	+10.19	timeout
06-14 21:50	BTC	Buy	64483.2→65530.7	+7.63	timeout
06-14 15:48	BTC	Buy	64214.2→64002.8	-2.19	timeout
06-14 09:47	BTC	Buy	63771.2→64541.8	+5.55	timeout
06-14 03:47	BTC	Buy	63481.2→64457.8	+7.27	timeout
06-13 21:41	BTC	Buy	63528.2→64498.8	+7.16	timeout
06-13 15:32	BTC	Buy	64062.2→64304.8	+1.42	timeout
06-13 09:24	BTC	Buy	63645.2→63786.8	+0.57	timeout
06-13 03:20	BTC	Buy	63449.2→63580.8	+0.58	timeout
06-12 21:24	BTC	Buy	63501.2→63536.8	-0.20	timeout
06-12 15:21	BTC	Buy	62741.1→64223.8	+11.28	timeout
06-12 09:07	BTC	Buy	62831.1→63513.8	+4.91	timeout
06-12 03:09	BTC	Buy	62094.1→63530.8	+11.02	timeout
06-11 20:48	BTC	Buy	61750.1→63255.8	+11.60	timeout
06-11 14:46	BTC	Buy	61923.1→62840.9	+6.86	timeout
06-11 08:20	BTC	Buy	61587.1→62795.9	+9.22	timeout
06-10 16:10	BTC	Buy	60939→62349.9	+11.07	timeout
06-10 10:12	BTC	Buy	62659.1→61167.9	-12.27	timeout
06-10 04:13	BTC	Buy	62912.1→62016.9	-7.46	timeout
06-09 16:19	BTC	Buy	63430.2→60854.5	-20.87	stop_loss
06-09 14:43	BTC	Buy	63883.2→61289.3	-20.77	stop_loss
06-09 10:03	BTC	Buy	63451.2→62737.9	-6.04	timeout
06-09 04:00	BTC	Buy	63103.2→62842.9	-2.51	timeout
06-08 21:56	BTC	Buy	61696.1→63702.8	+15.78	timeout
06-08 15:49	BTC	Buy	62012.1→63786.8	+13.81	timeout
06-08 09:46	BTC	Buy	62508.1→63351.8	+6.29	timeout
06-08 03:41	BTC	Buy	61559.1→63150.8	+12.46	timeout
06-07 21:35	BTC	Buy	60918→61715.9	+6.12	timeout
06-07 15:33	BTC	Buy	60627→61947.9	+10.43	timeout
06-07 09:29	BTC	Buy	61277.1→62636.9	+10.67	timeout
06-07 03:24	BTC	Buy	60815→61589.9	+5.88	timeout
06-06 21:19	BTC	Buy	61800.1→60827	-8.25	timeout
06-06 15:26	BTC	Buy	61013.1→60617	-3.69	timeout
06-05 14:06	BTC	Buy	62986.1→60427.7	-20.76	stop_loss
06-05 13:56	BTC	Buy	63519.2→60938.5	-20.77	stop_loss
06-05 09:45	BTC	Buy	62928.1→62830.9	-1.20	timeout
06-05 06:24	BTC	Buy	63699.2→61108.4	-20.74	stop_loss
06-05 04:56	BTC	Buy	64351.2→63195.8	-9.37	timeout
06-04 01:22	BTC	Buy	65271.3→62622.5	-20.74	stop_loss
06-04 00:26	BTC	Buy	66353.3→63661	-20.72	stop_loss
06-03 23:38	BTC	Buy	66945.3→64228.7	-20.75	stop_loss
06-03 23:17	BTC	Buy	66604.3→64479.8	-16.42	timeout
06-03 15:49	BTC	Buy	67229.4→66211.7	-8.10	timeout
06-02 15:26	BTC	Buy	70217.5→67365.9	-20.77	stop_loss
06-02 14:09	BTC	Buy	71321.6→68427.3	-20.76	stop_loss
06-02 13:36	BTC	Buy	71677.6→68762.2	-20.82	stop_loss
06-02 06:47	BTC	Buy	72941.6→69980.5	-20.88	stop_loss
06-02 02:04	BTC	Buy	73514.7→70531.2	-20.89	stop_loss
05-31 11:17	BTC	Buy	73588.7→73873.3	+1.34	timeout
05-30 19:45	BTC	Buy	73671.7→74000.3	+1.67	timeout
05-30 10:48	BTC	Buy	73582.7→73614.3	-0.29	timeout
05-29 19:44	BTC	Buy	73414.7→73628.3	+0.95	timeout
05-29 12:53	BTC	Buy	73493.7→73336.3	-1.54	timeout

Paper (trades.jsonl)

58

closed

52%

win rate

-123.68

total pnl ($)

-42.0 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	58	52%	-42.0	-123.68

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 58 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)