mstr_premium_discount_long_btc

not live
41
closed trades
27%
win rate
-40.02
total pnl ($)
1.038
weight
7d window — n=22 wr=27% pnl=-5.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 11:29:21 (30.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aug
n: 313  ·  wr: 38.3%  ·  total_bps: -3658.9  ·  mean_bps: -11.69  ·  sharpe: -0.23  ·  max_dd_bps: -3723.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 41 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 05:34BTCBuy63985.2→64220.8+1.39timeout
06-21 23:30BTCBuy63581.2→63602.8-0.28timeout
06-21 17:27BTCBuy64180.2→64126.8-0.86timeout
06-21 11:25BTCBuy64308.2→64287.8-0.61timeout
06-21 05:22BTCBuy64477.2→64232.8-2.35timeout
06-20 23:19BTCBuy64082.2→64248.8+0.85timeout
06-20 17:18BTCBuy64001.2→63892.8-1.30timeout
06-20 11:15BTCBuy63664.2→63631.8-0.71timeout
06-20 05:10BTCBuy63388.2→63805.8+2.84timeout
06-19 23:07BTCBuy63033.2→63265.8+1.39timeout
06-19 17:05BTCBuy63157.2→62874.9-2.68timeout
06-19 11:03BTCBuy62365.1→62522.9+0.82timeout
06-19 05:28BTCBuy62726.1→62575.9-1.65timeout
06-18 23:12BTCBuy62913.1→62787.9-1.44timeout
06-18 17:19BTCBuy62518.1→62563.9-0.07timeout
06-18 11:18BTCBuy63959.2→63963.8-0.42timeout
06-18 05:11BTCBuy63930.2→63918.8-0.54timeout
06-17 22:59BTCBuy64230.2→64261.8-0.20timeout
06-17 16:48BTCBuy65512.3→65953.7+2.92timeout
06-17 10:37BTCBuy64949.2→64905.8-0.79timeout
06-17 04:41BTCBuy65793.3→65894.7+0.32timeout
06-16 22:35BTCBuy65678.3→65685.7-0.40timeout
06-16 16:29BTCBuy65762.3→65746.7-0.57timeout
06-12 14:45BTCBuy63176.2→63503.8+2.14timeout
06-11 15:24BTCBuy62908.1→62764.9-1.59timeout
06-11 09:15BTCBuy62789.1→62790.9-0.44timeout
06-11 03:07BTCBuy62160.1→62036.9-1.44timeout
06-10 20:59BTCBuy61954.1→61770.9-1.93timeout
06-10 14:57BTCBuy62125.1→61847.9-2.68timeout
06-10 08:50BTCBuy61681.1→61204.9-4.30timeout
06-09 20:44BTCBuy61862.1→62016.9+0.80timeout
06-09 14:21BTCBuy62225.1→61623.1-5.29stop_loss
06-08 14:48BTCBuy63423.2→63859.8+2.99timeout
06-05 19:48BTCBuy59550→60438+7.01take_profit
06-05 13:41BTCBuy62220.1→61623.1-5.25stop_loss
06-04 15:48BTCBuy64284.2→63667-5.25stop_loss
06-04 09:29BTCBuy63343.2→62728.5-5.30stop_loss
06-04 05:03BTCBuy64627.2→64006.8-5.25stop_loss
06-03 20:55BTCBuy65305.3→64652.4-5.45stop_loss
06-03 14:33BTCBuy67131.4→66732.7-3.42timeout
05-25 12:15BTCBuy77411.9→77324.1-1.02timeout

Paper vs Live

Paper (trades.jsonl)
41
closed
27%
win rate
-40.02
total pnl ($)
-19.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4127%-19.5-40.02

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:50BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems