mstr_premium_discount_long · strategy

150

closed trades

36%

win rate

-89.43

total pnl ($)

1.032

weight

7d window — n=81 wr=36% pnl=-31.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 21:56 (28.8d ago) · src: backtest-gate-results.jsonl

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

n: 632 · wr: 43.8% · total_bps: -5209.1 · mean_bps: -8.24 · sharpe: -0.16 · max_dd_bps: -5301.4

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=230.638

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 13:54	BTC	Buy	58888.9→59767	+7.00	take_profit
06-26 12:24	BTC	Buy	59439→59574	+0.68	timeout
06-26 09:52	BTC	Buy	60102→59522.2	-5.27	stop_loss
06-26 08:14	BTC	Buy	60404→60210	-2.05	timeout
06-26 06:10	BTC	Buy	59905→59720	-1.99	timeout
06-26 03:33	BTC	Buy	58348.9→59222	+7.03	take_profit
06-26 01:32	BTC	Buy	59755→59178.4	-5.27	stop_loss
06-25 23:35	BTC	Buy	59763→60111	+2.46	timeout
06-25 21:30	BTC	Buy	59620→59670	-0.03	timeout
06-25 19:28	BTC	Buy	59628→59261	-3.53	timeout
06-25 16:45	BTC	Buy	59713→59139.5	-5.25	stop_loss
06-25 14:33	BTC	Buy	59259→60143	+7.01	take_profit
06-25 13:38	BTC	Buy	61359.1→60766.6	-5.28	stop_loss
06-25 11:41	BTC	Buy	61465.1→61314.9	-1.67	timeout
06-25 09:52	BTC	Buy	61757.1→61738.9	-0.60	timeout
06-25 07:42	BTC	Buy	61692.1→61904.9	+1.27	timeout
06-25 05:41	BTC	Buy	60900→61527.9	+4.71	timeout
06-25 03:20	BTC	Buy	60873→60792	-1.12	timeout
06-25 01:13	BTC	Buy	61082.1→60753	-3.14	timeout
06-24 23:07	BTC	Buy	61036.1→60904	-1.53	timeout
06-24 20:10	BTC	Buy	59854→60746	+7.00	take_profit
06-24 18:39	BTC	Buy	59400→59548	+0.80	timeout
06-24 16:51	BTC	Buy	60456→59874.1	-5.25	stop_loss
06-24 14:19	BTC	Buy	61535.1→60943.5	-5.26	stop_loss
06-24 12:44	BTC	Buy	62709.1→62826.9	+0.49	timeout
06-24 10:58	BTC	Buy	62675.1→62423.9	-2.46	timeout
06-24 09:00	BTC	Buy	62658.1→62769.9	+0.44	timeout
06-24 07:00	BTC	Buy	62860.1→62748.9	-1.34	timeout
06-24 04:55	BTC	Buy	62737.1→62731.9	-0.49	timeout
06-24 02:46	BTC	Buy	62952.1→62691.9	-2.52	timeout
06-24 00:42	BTC	Buy	62604.1→62976.9	+2.53	timeout
06-23 22:43	BTC	Buy	62572.1→62534.9	-0.75	timeout
06-23 20:43	BTC	Buy	62321.1→62452.9	+0.61	timeout
06-23 18:38	BTC	Buy	62600.1→62231.9	-3.39	timeout
06-23 16:23	BTC	Buy	62222.1→62570.9	+2.35	timeout
06-23 14:21	BTC	Buy	62112.1→62738.9	+4.60	timeout
06-23 12:14	BTC	Buy	62359.1→62389.9	-0.20	timeout
06-23 10:05	BTC	Buy	62384.1→62513.9	+0.60	timeout
06-23 08:15	BTC	Buy	63002.1→62623.9	-3.45	timeout
06-23 06:20	BTC	Buy	63446.2→62837.4	-5.25	stop_loss
06-23 04:31	BTC	Buy	64013.2→63905.8	-1.29	timeout
06-23 02:32	BTC	Buy	64198.2→64147.8	-0.84	timeout
06-23 00:32	BTC	Buy	63994.2→63978.8	-0.57	timeout
06-22 22:29	BTC	Buy	64282.2→64003.8	-2.62	timeout
06-22 20:24	BTC	Buy	64381.2→64405.8	-0.26	timeout
06-22 18:19	BTC	Buy	64613.2→64659.8	-0.09	timeout
06-22 16:02	BTC	Buy	65075.3→64697.8	-3.35	timeout
06-22 13:57	BTC	Buy	65129.3→65492.7	+2.33	timeout
06-22 11:56	BTC	Buy	64133.2→64634.8	+3.45	timeout
06-22 09:55	BTC	Buy	64123.2→64106.8	-0.58	timeout
06-22 07:46	BTC	Buy	63998.2→64230.8	+1.37	timeout
06-22 05:39	BTC	Buy	63988.2→64227.8	+1.42	timeout
06-22 03:01	BTC	Buy	64491.2→63864.9	-5.31	stop_loss
06-22 01:26	BTC	Buy	63680.2→64636.8	+7.06	take_profit
06-21 23:30	BTC	Buy	63580.2→63607.8	-0.23	timeout
06-21 21:18	BTC	Buy	64041.2→63426.1	-5.25	stop_loss
06-21 19:31	BTC	Buy	64060.2→64190.8	+0.57	timeout
06-21 17:28	BTC	Buy	64174.2→64074.8	-1.22	timeout
06-21 15:23	BTC	Buy	64001.2→64155.8	+0.76	timeout
06-21 13:10	BTC	Buy	64167.2→64121.8	-0.80	timeout
06-21 11:02	BTC	Buy	64194.2→64427.8	+1.37	timeout
06-21 08:57	BTC	Buy	64140.2→63953.8	-1.91	timeout
06-21 06:54	BTC	Buy	64211.2→64263.8	-0.04	timeout
06-21 04:51	BTC	Buy	64402.2→64320.8	-1.08	timeout
06-21 02:53	BTC	Buy	64255.2→64225.8	-0.68	timeout
06-21 00:47	BTC	Buy	64298.2→64220.8	-1.05	timeout
06-20 22:43	BTC	Buy	63984.2→64286.8	+1.91	timeout
06-20 20:43	BTC	Buy	63939.2→63845.8	-1.18	timeout
06-20 18:49	BTC	Buy	63834.2→63797.8	-0.73	timeout
06-20 16:41	BTC	Buy	64089.2→63991.8	-1.21	timeout
06-20 14:32	BTC	Buy	63383.2→63367.8	-0.57	timeout
06-20 12:28	BTC	Buy	63675.2→63718.8	-0.11	timeout
06-20 10:28	BTC	Buy	63516.2→63630.8	+0.45	timeout
06-20 08:25	BTC	Buy	63764.2→63482.8	-2.66	timeout
06-20 06:25	BTC	Buy	63706.2→63671.8	-0.72	timeout
06-20 04:20	BTC	Buy	63367.2→63488.8	+0.51	timeout
06-20 02:21	BTC	Buy	63455.2→63380.8	-1.04	timeout
06-20 00:17	BTC	Buy	63266.2→63512.8	+1.50	timeout
06-19 22:15	BTC	Buy	63243.2→63088.8	-1.67	timeout
06-19 20:13	BTC	Buy	63028.2→63038.8	-0.37	timeout
06-19 18:09	BTC	Buy	62946.1→63091.8	+0.71	timeout
06-19 16:01	BTC	Buy	63162.2→63226.8	+0.06	timeout
06-19 13:58	BTC	Buy	62730.1→63199.8	+3.30	timeout
06-19 11:52	BTC	Buy	62471.1→62599.9	+0.58	timeout
06-19 09:46	BTC	Buy	62620.1→62364.9	-2.48	timeout
06-19 07:46	BTC	Buy	62747.1→62492.9	-2.47	timeout
06-19 06:35	BTC	Buy	62573.1→62747.9	+0.95	timeout
06-19 04:23	BTC	Buy	62734.1→62724.9	-0.52	timeout
06-19 02:21	BTC	Buy	63046.2→62950.9	-1.20	timeout
06-19 00:17	BTC	Buy	62758.1→62824.9	+0.09	timeout
06-18 22:04	BTC	Buy	63076.2→62896.9	-1.87	timeout
06-18 19:56	BTC	Buy	62668.1→62928.9	+1.64	timeout
06-18 17:59	BTC	Buy	62672.1→62566.9	-1.28	timeout
06-18 15:40	BTC	Buy	63296.2→62681.5	-5.30	stop_loss
06-18 14:12	BTC	Buy	64332.2→63714.9	-5.25	stop_loss
06-18 12:17	BTC	Buy	64003.2→63965.8	-0.74	timeout
06-18 10:13	BTC	Buy	64349.2→63963.8	-3.45	timeout
06-18 08:03	BTC	Buy	64061.2→64392.8	+2.14	timeout
06-18 05:50	BTC	Buy	63811.2→63883.8	+0.12	timeout
06-18 03:52	BTC	Buy	64702.2→64330.8	-3.32	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

36%

win rate

-89.43

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	150	36%	-11.9	-89.43

Recent bounces (last 20 of 16)

time	sym	side	reason
06-26 15:44	BTC	Buy	stale_intent
06-26 11:34	BTC	Buy	below_min_notional_skip
06-26 09:42	BTC	Buy	stale_intent
06-26 00:51	BTC	Buy	below_min_notional_skip
06-25 22:40	BTC	Buy	below_min_notional_skip
06-25 14:44	BTC	Buy	below_min_notional_skip
06-25 10:42	BTC	Buy	below_min_notional_skip
06-25 08:56	BTC	Buy	below_min_notional_skip
06-25 02:24	BTC	Buy	below_min_notional_skip
06-24 22:09	BTC	Buy	below_min_notional_skip
06-24 19:56	BTC	Buy	below_min_notional_skip
06-24 16:05	BTC	Buy	below_min_notional_skip
06-24 14:06	BTC	Buy	stale_intent
06-24 12:00	BTC	Buy	stale_intent
06-24 10:13	BTC	Buy	below_min_notional_skip
06-24 08:16	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…