mstr_premium_compression_long · strategy

197

closed trades

34%

win rate

-112.81

total pnl ($)

1.177

weight

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

Backtest evidence run: 2026-05-22 05:17 (31.4d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_atu

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=230.213

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:22	BTC	Buy	73890.3→73377.7	-3.92	timeout
06-01 03:19	BTC	Buy	73419.3→73895.7	+2.79	timeout
06-01 02:25	BTC	Buy	73567.3→73470.7	-1.11	timeout
05-31 23:30	BTC	Buy	73873.3→73788.7	-1.02	timeout
05-31 22:58	BTC	Buy	73870.3→73979.7	+0.29	timeout
05-31 21:10	BTC	Buy	73661.3→73701.7	-0.18	timeout
05-31 19:54	BTC	Buy	73583.3→73517.7	-0.90	timeout
05-31 19:21	BTC	Buy	73600.3→73593.7	-0.50	timeout
05-31 17:10	BTC	Buy	73684.3→73456.7	-2.00	timeout
05-31 16:39	BTC	Buy	73690.3→73517.7	-1.62	timeout
05-31 15:23	BTC	Buy	73594.3→73700.7	+0.27	timeout
05-31 14:48	BTC	Buy	73859.3→73670.7	-1.73	timeout
05-31 14:13	BTC	Buy	73916.3→73780.7	-1.37	timeout
05-31 13:14	BTC	Buy	73878.3→73918.7	-0.18	timeout
05-31 12:41	BTC	Buy	73911.3→73911.7	-0.45	timeout
05-31 12:07	BTC	Buy	73889.3→73870.7	-0.58	timeout
05-31 11:33	BTC	Buy	73800.3→73892.7	+0.17	timeout
05-31 11:00	BTC	Buy	73808.3→73890.7	+0.10	timeout
05-31 10:28	BTC	Buy	73921.3→73771.7	-1.47	timeout
05-31 09:35	BTC	Buy	73886.3→73942.7	-0.07	timeout
05-31 09:02	BTC	Buy	73873.3→73900.7	-0.27	timeout
05-31 08:29	BTC	Buy	73880.3→73934.7	-0.09	timeout
05-31 07:56	BTC	Buy	74028.3→73859.7	-1.60	timeout
05-31 07:17	BTC	Buy	73971.3→73926.7	-0.75	timeout
05-31 06:33	BTC	Buy	74116.3→74067.7	-0.78	timeout
05-31 05:57	BTC	Buy	74182.3→74034.7	-1.45	timeout
05-31 05:12	BTC	Buy	74096.3→74182.7	+0.13	timeout
05-31 04:27	BTC	Buy	74159.3→74177.7	-0.33	timeout
05-31 03:42	BTC	Buy	73890.3→74126.7	+1.15	timeout
05-31 02:58	BTC	Buy	74018.3→74064.7	-0.14	timeout
05-31 02:06	BTC	Buy	74069.3→74074.7	-0.42	timeout
05-31 01:23	BTC	Buy	73898.3→74189.7	+1.52	timeout
05-31 00:43	BTC	Buy	73771.3→73929.7	+0.62	timeout
05-30 21:26	BTC	Buy	73926.3→73971.7	-0.15	timeout
05-30 20:00	BTC	Buy	74004.3→73982.7	-0.60	timeout
05-30 18:36	BTC	Buy	73837.3→74000.7	+0.65	timeout
05-30 17:13	BTC	Buy	73931.3→73863.7	-0.91	timeout
05-30 15:47	BTC	Buy	73930.3→73895.7	-0.69	timeout
05-30 15:04	BTC	Buy	73871.3→73878.7	-0.41	timeout
05-30 14:18	BTC	Buy	73726.3→73957.7	+1.11	timeout
05-30 13:32	BTC	Buy	73676.3→73698.7	-0.30	timeout
05-30 12:45	BTC	Buy	73587.3→73661.7	+0.05	timeout
05-30 12:09	BTC	Buy	73598.3→73570.7	-0.64	timeout
05-30 11:22	BTC	Buy	73597.3→73547.7	-0.79	timeout
05-30 10:40	BTC	Buy	73527.3→73601.7	+0.05	timeout
05-30 08:50	BTC	Buy	73502.3→73491.7	-0.52	timeout
05-30 07:37	BTC	Buy	73636.3→73457.7	-1.66	timeout
05-30 05:10	BTC	Buy	73347.3→73475.7	+0.42	timeout
05-30 01:39	BTC	Buy	73471.3→73612.7	+0.51	timeout
05-30 01:02	BTC	Buy	73411.3→73446.7	-0.21	timeout
05-29 23:02	BTC	Buy	73433.3→73388.7	-0.76	timeout
05-29 22:17	BTC	Buy	73755.3→73414.7	-2.76	timeout
05-29 20:46	BTC	Buy	73632.3→73710.7	+0.08	timeout
05-29 18:52	BTC	Buy	73845.3→73217.2	-4.70	stop_loss
05-29 18:51	BTC	Buy	74011.3→73472.7	-4.09	timeout
05-29 17:42	BTC	Buy	74013.3→74264.7	+1.24	timeout
05-29 17:08	BTC	Buy	73822.3→74000.7	+0.75	timeout
05-29 16:33	BTC	Buy	73996.3→73874.7	-1.27	timeout
05-29 15:35	BTC	Buy	72992.4→74094.7	+7.10	take_profit
05-29 15:14	BTC	Buy	72988.4→73645.7	+4.05	timeout
05-29 14:36	BTC	Buy	73095.3→72790.6	-2.54	timeout
05-29 13:58	BTC	Buy	73257.3→73171.7	-1.04	timeout
05-29 13:13	BTC	Buy	73328.3→73063.7	-2.26	timeout
05-29 12:24	BTC	Buy	73616.3→73309.7	-2.53	timeout
05-29 11:33	BTC	Buy	73547.3→73505.7	-0.73	timeout
05-29 10:35	BTC	Buy	73774.3→73643.7	-1.34	timeout
05-29 10:03	BTC	Buy	73661.3→73669.7	-0.40	timeout
05-29 09:21	BTC	Buy	73746.3→73836.7	+0.16	timeout
05-29 08:29	BTC	Buy	73720.3→73765.7	-0.14	timeout
05-29 07:34	BTC	Buy	73678.3→73525.7	-1.49	timeout
05-29 04:39	BTC	Buy	73279.3→73394.7	+0.33	timeout
05-29 04:39	BTC	Buy	73279.3→73225.7	-0.82	timeout
05-29 03:41	BTC	Buy	73400.3→73311.7	-1.06	timeout
05-29 02:42	BTC	Buy	73474.3→73333.7	-1.41	timeout
05-29 02:12	BTC	Buy	73781.3→73595.7	-1.71	timeout
05-29 01:24	BTC	Buy	73815.3→73586.7	-2.00	timeout
05-29 00:50	BTC	Buy	73517.3→73774.7	+1.29	timeout
05-28 23:59	BTC	Buy	73432.3→73619.7	+0.82	timeout
05-28 23:10	BTC	Buy	73723.3→73551.7	-1.62	timeout
05-28 22:38	BTC	Buy	73778.3→73540.7	-2.07	timeout
05-28 21:46	BTC	Buy	73620.3→73818.7	+0.89	timeout
05-28 21:11	BTC	Buy	73479.3→73636.7	+0.61	timeout
05-28 20:24	BTC	Buy	73475.3→73577.7	+0.24	timeout
05-28 19:35	BTC	Buy	73594.3→73404.7	-1.74	timeout
05-28 18:38	BTC	Buy	73446.3→73576.7	+0.43	timeout
05-28 17:49	BTC	Buy	73294.3→73630.7	+1.84	timeout
05-28 16:59	BTC	Buy	72893.4→73408.7	+3.08	timeout
05-28 16:12	BTC	Buy	72901.4→73132.7	+1.13	timeout
05-28 15:21	BTC	Buy	73284.3→72698.6	-4.45	timeout
05-28 14:35	BTC	Buy	72887.4→72898.6	-0.38	timeout
05-28 13:37	BTC	Buy	73466.3→72848	-4.66	stop_loss
05-28 13:09	BTC	Buy	73459.3→73355.7	-1.16	timeout
05-28 12:23	BTC	Buy	73379.3→73267.7	-1.21	timeout
05-28 11:36	BTC	Buy	73406.3→73366.7	-0.72	timeout
05-28 10:50	BTC	Buy	73520.3→73479.7	-0.73	timeout
05-28 10:03	BTC	Buy	73350.3→73496.7	+0.55	timeout
05-28 09:20	BTC	Buy	73391.3→73350.7	-0.73	timeout
05-28 08:33	BTC	Buy	73291.3→73222.7	-0.92	timeout
05-28 07:49	BTC	Buy	73149.3→73389.7	+1.19	timeout
05-28 07:06	BTC	Buy	72992.4→73138.7	+0.55	timeout

Paper vs Live

Paper (trades.jsonl)

197

closed

34%

win rate

-112.81

total pnl ($)

-11.4 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	197	34%	-11.4	-112.81

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…