mstr_nav_premium_reversion_long · strategy

125

closed trades

37%

win rate

-74.51

total pnl ($)

1.251

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 09:24:05 (37.9d ago) · src: canon

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

n: 2154 · wr: 40.6% · total_bps: -16935.3 · mean_bps: -7.86 · sharpe: -0.16 · max_dd_bps: -16970.5

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
06-01 05:25	BTC	Buy	73418.3→73364.7	-0.82	timeout
06-01 02:55	BTC	Buy	73301.3→73734.7	+2.50	timeout
06-01 01:41	BTC	Buy	73895.3→73611.7	-2.37	timeout
06-01 00:30	BTC	Buy	73749.3→73951.7	+0.92	timeout
05-31 22:58	BTC	Buy	73870.3→73979.7	+0.29	timeout
05-31 21:20	BTC	Buy	73691.3→73655.7	-0.69	timeout
05-31 19:47	BTC	Buy	73587.3→73501.7	-1.03	timeout
05-31 17:49	BTC	Buy	73423.3→73686.7	+1.34	timeout
05-31 16:17	BTC	Buy	73632.3→73598.7	-0.68	timeout
05-31 14:48	BTC	Buy	73859.3→73670.7	-1.73	timeout
05-31 13:27	BTC	Buy	73901.3→73932.7	-0.24	timeout
05-31 12:00	BTC	Buy	73884.3→73938.7	-0.09	timeout
05-31 10:34	BTC	Buy	73942.3→73808.7	-1.36	timeout
05-31 09:15	BTC	Buy	73868.3→73865.7	-0.47	timeout
05-31 07:50	BTC	Buy	74042.3→73848.7	-1.76	timeout
05-31 06:33	BTC	Buy	74116.3→74068.7	-0.77	timeout
05-31 04:50	BTC	Buy	74135.3→74175.7	-0.18	timeout
05-31 02:40	BTC	Buy	74061.3→73906.7	-1.50	timeout
05-31 00:43	BTC	Buy	73771.3→73929.7	+0.62	timeout
05-30 20:33	BTC	Buy	73958.3→73916.7	-0.74	timeout
05-30 18:36	BTC	Buy	73837.3→74000.7	+0.65	timeout
05-30 16:38	BTC	Buy	73844.3→73936.7	+0.17	timeout
05-30 14:46	BTC	Buy	73744.3→73896.7	+0.58	timeout
05-30 12:36	BTC	Buy	73565.3→73648.7	+0.11	timeout
05-30 10:31	BTC	Buy	73514.3→73620.7	+0.27	timeout
05-30 06:51	BTC	Buy	73577.3→73580.7	-0.43	timeout
05-30 05:00	BTC	Buy	73509.3→73365.7	-1.43	timeout
05-30 02:54	BTC	Buy	73592.3→73752.7	+0.64	timeout
05-30 01:02	BTC	Buy	73411.3→73446.7	-0.21	timeout
05-29 23:12	BTC	Buy	73367.3→73411.7	-0.15	timeout
05-29 21:22	BTC	Buy	73643.3→73613.7	-0.65	timeout
05-29 19:35	BTC	Buy	73786.3→73596.7	-1.74	timeout
05-29 17:51	BTC	Buy	73985.3→74037.7	-0.10	timeout
05-29 16:06	BTC	Buy	73315.3→73817.7	+2.97	timeout
05-29 14:08	BTC	Buy	73179.3→72965.6	-1.91	timeout
05-29 13:13	BTC	Buy	73328.3→73063.7	-2.26	timeout
05-29 12:05	BTC	Buy	73627.3→73355.7	-2.30	timeout
05-29 10:53	BTC	Buy	73704.3→73609.7	-1.09	timeout
05-29 09:39	BTC	Buy	73768.3→73810.7	-0.17	timeout
05-29 08:50	BTC	Buy	73366.3→73707.7	+1.88	timeout
05-29 07:34	BTC	Buy	73678.3→73525.7	-1.49	timeout
05-29 02:36	BTC	Buy	73518.3→73457.7	-0.87	timeout
05-29 01:24	BTC	Buy	73815.3→73586.7	-2.00	timeout
05-29 00:10	BTC	Buy	73550.3→73773.7	+1.06	timeout
05-28 22:56	BTC	Buy	73825.3→73490.7	-2.72	timeout
05-28 21:46	BTC	Buy	73620.3→73818.7	+0.89	timeout
05-28 21:06	BTC	Buy	73303.3→73558.7	+1.29	timeout
05-28 19:57	BTC	Buy	73680.3→73414.7	-2.26	timeout
05-28 18:38	BTC	Buy	73446.3→73576.7	+0.43	timeout
05-28 17:23	BTC	Buy	73191.3→73387.7	+0.88	timeout
05-28 16:17	BTC	Buy	72859.4→73044.7	+0.82	timeout
05-28 15:07	BTC	Buy	72656.4→73125.7	+2.77	timeout
05-28 13:36	BTC	Buy	73497.3→72877.1	-4.67	stop_loss
05-28 13:01	BTC	Buy	73458.3→73542.7	+0.12	timeout
05-28 12:00	BTC	Buy	73353.3→73498.7	+0.54	timeout
05-28 10:57	BTC	Buy	73526.3→73422.7	-1.16	timeout
05-28 09:52	BTC	Buy	73301.3→73522.7	+1.06	timeout
05-28 08:47	BTC	Buy	73408.3→73312.7	-1.10	timeout
05-28 07:46	BTC	Buy	73097.3→73419.7	+1.75	timeout
05-28 06:43	BTC	Buy	72973.4→72824.6	-1.47	timeout
05-28 05:41	BTC	Buy	73136.3→72998.6	-1.39	timeout
05-28 04:02	BTC	Buy	73510.3→72890.1	-4.67	stop_loss
05-28 03:18	BTC	Buy	74223.3→73587.5	-4.73	stop_loss
05-28 02:41	BTC	Buy	74196.3→74257.7	-0.04	timeout
05-28 01:40	BTC	Buy	74493.3→74255.7	-2.05	timeout
05-28 00:39	BTC	Buy	74289.3→74517.7	+1.09	timeout
05-27 23:38	BTC	Buy	74564.3→74253.7	-2.53	timeout
05-27 22:13	BTC	Buy	74917.3→74283.8	-4.68	stop_loss
05-27 21:38	BTC	Buy	75219.2→74924.7	-2.41	timeout
05-27 20:37	BTC	Buy	75037.2→75224.8	+0.80	timeout
05-27 19:37	BTC	Buy	74868.3→75044.8	+0.73	timeout
05-27 18:36	BTC	Buy	74919.3→74873.7	-0.76	timeout
05-27 17:34	BTC	Buy	75013.2→74960.7	-0.80	timeout
05-27 16:34	BTC	Buy	75400.2→75020.8	-2.97	timeout
05-27 15:35	BTC	Buy	74962.3→75418.8	+2.60	timeout
05-27 14:35	BTC	Buy	75219.2→74982.7	-2.02	timeout
05-27 13:26	BTC	Buy	75863.2→75224.4	-4.66	stop_loss
05-27 12:33	BTC	Buy	75778.2→75853.8	+0.05	timeout
05-27 11:32	BTC	Buy	75960.2→75786.8	-1.59	timeout
05-27 10:33	BTC	Buy	75803.2→75954.8	+0.56	timeout
05-27 09:31	BTC	Buy	75970.2→75776.8	-1.72	timeout
05-27 08:31	BTC	Buy	75816.2→75976.8	+0.62	timeout
05-27 07:31	BTC	Buy	75732.2→75823.8	+0.16	timeout
05-27 06:31	BTC	Buy	75629.2→75773.8	+0.51	timeout
05-27 05:30	BTC	Buy	75357.2→75649.8	+1.50	timeout
05-27 04:29	BTC	Buy	75795.2→75473.8	-2.57	timeout
05-27 03:29	BTC	Buy	75721.2→75802.8	+0.09	timeout
05-27 02:29	BTC	Buy	75827.2→75728.8	-1.10	timeout
05-27 01:29	BTC	Buy	75894.2→75849.8	-0.74	timeout
05-27 00:28	BTC	Buy	75851.2→75887.8	-0.21	timeout
05-26 23:27	BTC	Buy	75738.2→75844.8	+0.25	timeout
05-26 22:27	BTC	Buy	76015.2→75745.8	-2.22	timeout
05-26 21:27	BTC	Buy	76084.2→76022.8	-0.86	timeout
05-26 20:26	BTC	Buy	75848.2→76025.8	+0.72	timeout
05-26 19:25	BTC	Buy	76209.2→75862.8	-2.73	timeout
05-26 18:24	BTC	Buy	76167.2→76219.8	-0.11	timeout
05-26 17:24	BTC	Buy	76459.2→76178.8	-2.29	timeout
05-26 14:39	BTC	Buy	77611.1→76953.3	-4.69	stop_loss
05-26 14:22	BTC	Buy	76761.2→77618.9	+5.14	timeout
05-26 13:22	BTC	Buy	77012.1→76822.8	-1.68	timeout

Paper vs Live

Paper (trades.jsonl)

125

closed

37%

win rate

-74.51

total pnl ($)

-11.9 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	125	37%	-11.9	-74.51

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…