mstr_premium_discount_mr · strategy

closed trades

49%

win rate

-44.39

total pnl ($)

0.847

weight

7d window — n=60 wr=50% pnl=-25.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 19:00:54 (29.5d ago) · src: canon

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

n: 619 · wr: 45.9% · total_bps: -4273.0 · mean_bps: -6.90 · sharpe: -0.09 · max_dd_bps: -6060.0

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

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 01:36	BTC	Buy	63587.2→64397.8	+5.92	timeout
06-21 23:19	BTC	Buy	64044.2→63676.8	-3.33	timeout
06-21 21:18	BTC	Buy	63990.2→63541.8	-3.95	timeout
06-21 19:19	BTC	Buy	64161.2→64155.8	-0.49	timeout
06-21 17:15	BTC	Buy	64033.2→64169.8	+0.62	timeout
06-21 15:08	BTC	Buy	64167.2→64163.8	-0.47	timeout
06-21 13:09	BTC	Buy	64203.2→64121.8	-1.08	timeout
06-21 11:09	BTC	Buy	64087.2→64371.8	+1.78	timeout
06-21 09:09	BTC	Buy	64178.2→63947.8	-2.24	timeout
06-21 07:01	BTC	Buy	64392.2→64268.8	-1.42	timeout
06-21 04:56	BTC	Buy	64229.2→64291.8	+0.04	timeout
06-21 02:36	BTC	Buy	64256.2→64228.8	-0.66	timeout
06-21 00:18	BTC	Buy	63942.2→64210.8	+1.65	timeout
06-20 22:07	BTC	Buy	63802.2→64003.8	+1.12	timeout
06-20 19:51	BTC	Buy	64011.2→63906.8	-1.26	timeout
06-20 17:47	BTC	Buy	63852.2→63838.8	-0.55	timeout
06-20 15:40	BTC	Buy	63576.2→64060.8	+3.36	timeout
06-20 13:36	BTC	Buy	63595.2→63387.8	-2.09	timeout
06-20 11:32	BTC	Buy	63427.2→63667.8	+1.44	timeout
06-20 09:29	BTC	Buy	63675.2→63509.8	-1.75	timeout
06-20 07:21	BTC	Buy	63461.2→63702.8	+1.44	timeout
06-20 05:13	BTC	Buy	63460.2→63790.8	+2.15	timeout
06-20 03:07	BTC	Buy	63551.2→63339.8	-2.11	timeout
06-20 00:55	BTC	Buy	63034.2→63539.8	+3.56	timeout
06-19 22:42	BTC	Buy	62983.1→63290.8	+1.99	timeout
06-19 20:26	BTC	Buy	62894.1→63042.8	+0.73	timeout
06-19 18:22	BTC	Buy	63035.2→63138.8	+0.37	timeout
06-19 16:08	BTC	Buy	62915.1→63096.8	+1.00	timeout
06-19 13:57	BTC	Buy	62546.1→63220.8	+4.96	timeout
06-19 11:40	BTC	Buy	62655.1→62597.9	-0.90	timeout
06-19 09:29	BTC	Buy	62805.1→62347.9	-4.07	timeout
06-19 07:35	BTC	Buy	62561.1→62641.9	+0.20	timeout
06-19 05:20	BTC	Buy	62955.1→62587.9	-3.36	timeout
06-19 03:10	BTC	Buy	62867.1→62870.9	-0.42	timeout
06-19 01:03	BTC	Buy	62917.1→63045.8	+0.59	timeout
06-18 23:01	BTC	Buy	63177.2→62833.9	-3.16	timeout
06-18 20:58	BTC	Buy	62550.1→63078.8	+3.79	timeout
06-18 19:31	BTC	Buy	62524.1→62765.9	+1.50	timeout
06-18 15:40	BTC	Buy	63588.2→62720.5	-7.26	stop_loss
06-18 15:17	BTC	Buy	64271.2→63389.1	-7.28	stop_loss
06-18 13:35	BTC	Buy	64008.2→64093.8	+0.22	timeout
06-18 11:24	BTC	Buy	64532.2→63880.8	-5.50	timeout
06-18 09:07	BTC	Buy	63892.2→64333.8	+2.99	timeout
06-18 07:05	BTC	Buy	64168.2→64062.8	-1.27	timeout
06-18 04:59	BTC	Buy	64526.2→63910.8	-5.22	timeout
06-18 02:51	BTC	Buy	64457.2→64699.8	+1.43	timeout
06-18 00:51	BTC	Buy	64225.2→64532.8	+1.93	timeout
06-17 22:57	BTC	Buy	64198.2→64321.8	+0.49	timeout
06-17 19:29	BTC	Buy	65247.3→64350.6	-7.32	stop_loss
06-17 17:42	BTC	Buy	65101.3→65824.7	+5.10	timeout
06-17 15:31	BTC	Buy	64704.2→65292.7	+4.09	timeout
06-17 13:27	BTC	Buy	64896.2→64865.8	-0.69	timeout
06-17 11:32	BTC	Buy	65193.3→64695.8	-4.27	timeout
06-17 09:28	BTC	Buy	65667.3→65017.7	-5.41	timeout
06-17 07:20	BTC	Buy	65769.3→65547.7	-2.14	timeout
06-17 05:17	BTC	Buy	65899.3→65753.7	-1.56	timeout
06-17 03:12	BTC	Buy	65744.3→65823.7	+0.15	timeout
06-17 01:09	BTC	Buy	65748.3→65798.7	-0.07	timeout
06-16 22:58	BTC	Buy	65584.3→65743.7	+0.76	timeout
06-16 20:40	BTC	Buy	65706.3→65791.7	+0.19	timeout
06-11 18:16	BTC	Buy	62715.1→63541.8	+6.13	timeout
06-11 18:01	BTC	Buy	62364.1→63738.8	+10.57	take_profit
06-11 16:13	BTC	Buy	62882.1→62740.9	-1.59	timeout
06-11 14:01	BTC	Buy	63084.2→63008.8	-1.06	timeout
06-11 11:58	BTC	Buy	62908.1→63079.8	+0.90	timeout
06-11 09:53	BTC	Buy	62767.1→62927.9	+0.81	timeout
06-11 07:49	BTC	Buy	62749.1→62677.9	-1.04	timeout
06-11 05:44	BTC	Buy	62046.1→62647.9	+4.38	timeout
06-11 03:35	BTC	Buy	61802.1→62440.9	+4.70	timeout
06-11 01:30	BTC	Buy	61318.1→62144.9	+6.29	timeout
06-10 22:17	BTC	Buy	61922.1→61080.4	-7.25	stop_loss
06-10 21:18	BTC	Buy	61889.1→61548.9	-3.20	timeout
06-10 19:22	BTC	Buy	62326.1→61684.9	-5.60	timeout
06-10 17:16	BTC	Buy	61929.1→62100.9	+0.93	timeout
06-10 13:49	BTC	Buy	61051.1→62388.9	+10.51	take_profit
06-10 12:53	BTC	Buy	61236.1→61634.9	+2.81	timeout
06-10 09:21	BTC	Buy	61681.1→60838.5	-7.27	stop_loss
06-09 21:50	BTC	Buy	61646.1→62016.9	+2.57	timeout
06-09 19:50	BTC	Buy	61336.1→61847.9	+3.71	timeout
06-09 17:48	BTC	Buy	61177.1→61616.9	+3.14	timeout
06-05 18:37	BTC	Buy	60771→59945	-7.25	stop_loss
06-05 16:12	BTC	Buy	60554→59721.1	-7.33	stop_loss
06-05 13:56	BTC	Buy	61832.1→60991.4	-7.25	stop_loss
06-04 19:38	BTC	Buy	63550.2→63778.8	+1.35	timeout
06-04 16:52	BTC	Buy	63761.2→63755.8	-0.50	timeout
06-04 16:10	BTC	Buy	63561.2→63772.8	+1.20	timeout
06-04 13:19	BTC	Buy	62971.1→63275.8	+1.98	timeout
06-04 09:25	BTC	Buy	63806.2→62938.4	-7.25	stop_loss
06-04 07:34	BTC	Buy	64276.2→63700.8	-4.93	timeout
06-04 03:04	BTC	Buy	62325.1→63690.8	+10.51	take_profit
06-04 00:26	BTC	Buy	64505.2→63628	-7.25	stop_loss
06-03 23:07	BTC	Buy	65311.3→64416.6	-7.30	stop_loss
06-03 20:44	BTC	Buy	66031.3→65133.2	-7.26	stop_loss
06-03 19:29	BTC	Buy	65608.3→65598.7	-0.53	timeout
06-03 15:21	BTC	Buy	67131.4→66215.6	-7.28	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-44.39

total pnl ($)

-9.3 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	95	49%	-9.3	-44.39

Recent bounces (last 20 of 4)

time	sym	side	reason
06-22 05:15	BTC	Buy	stale_intent
06-22 03:17	BTC	Buy	stale_intent
06-22 01:22	BTC	Buy	stale_intent
06-21 23:05	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…