mstr_premium_compression_nav_discount_fear_long

not live
13
closed trades
15%
win rate
-68.12
total pnl ($)
0.983
weight
7d window — n=1 wr=0% pnl=-12.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 19:33:33 (33.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aba__restored_6d487d01
n: 7  ·  wr: 42.9%  ·  total_bps: -15.0  ·  mean_bps: -2.15  ·  sharpe: -0.02  ·  max_dd_bps: -163.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 13 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:40BTCBuy63871.2→62671.5-12.76stop_loss
06-09 20:57BTCBuy61025.1→62016.9+10.00timeout
06-05 18:44BTCBuy60782→59651.2-12.69stop_loss
06-04 10:30BTCBuy63551.2→62365.7-12.69stop_loss
06-04 08:24BTCBuy63936.2→63377.8-6.27timeout
06-03 23:51BTCBuy65353.3→64137.7-12.67stop_loss
06-03 18:48BTCBuy66687.3→66055.7-6.76timeout
05-24 01:46BTCBuy76741.8→76803.2-0.08timeout
05-22 19:23BTCBuy76784.8→76346.2-4.31timeout
05-19 05:21BTCBuy77402.9→76728.2-6.27timeout
05-18 23:36BTCBuy76385.8→76982.2+4.47timeout
05-18 18:35BTCBuy77153.9→76366.2-7.24timeout
04-30 04:04BTCBuy75858→75828-0.84timeout

Paper vs Live

Paper (trades.jsonl)
13
closed
15%
win rate
-68.12
total pnl ($)
-80.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1315%-80.6-68.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-30 04:04BTCBUY-0.84# Trade Analysis: MSTR Premium Compression NAV Discount Fear Long BTC traded sideways to slightly down at close ($75,862, -1.40% on the day, -2.72% weekly), with compressed 1-hour volatility (0.19%) and negative funding rates (-0.004134%), indicating weak …