mstr_premium_discount_reversion · strategy

151

closed trades

34%

win rate

-208.07

total pnl ($)

1.123

weight

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

Backtest evidence run: 2026-05-22 19:50 (30.7d ago) · src: backtest-gate-results.jsonl

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

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=230.818

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-02 14:27	BTC	Buy	68835.4→67472.9	-10.35	stop_loss
06-02 11:08	BTC	Buy	69947.5→69544.5	-3.36	timeout
06-02 05:40	BTC	Buy	70831.5→70445.5	-3.20	timeout
06-01 16:08	BTC	Buy	72199.4→70939	-9.20	stop_loss
06-01 04:45	BTC	Buy	73931.3→73469.7	-3.58	timeout
06-01 02:35	BTC	Buy	73984.3→73479.7	-3.88	timeout
06-01 01:14	BTC	Buy	73665.3→73573.7	-1.07	timeout
05-31 23:31	BTC	Buy	73471.3→73743.7	+1.41	timeout
05-31 22:43	BTC	Buy	73601.3→73877.7	+1.43	timeout
05-31 19:15	BTC	Buy	73647.3→73562.7	-1.03	timeout
05-31 17:50	BTC	Buy	73829.3→73667.7	-1.55	timeout
05-31 16:26	BTC	Buy	73905.3→73535.7	-2.96	timeout
05-31 15:42	BTC	Buy	73902.3→73651.7	-2.15	timeout
05-31 14:57	BTC	Buy	73837.3→73653.7	-1.70	timeout
05-31 12:49	BTC	Buy	73816.3→73925.7	+0.27	timeout
05-31 11:26	BTC	Buy	73861.3→73897.7	-0.23	timeout
05-31 10:48	BTC	Buy	74038.3→73794.7	-2.12	timeout
05-31 10:04	BTC	Buy	73968.3→73821.7	-1.47	timeout
05-31 09:33	BTC	Buy	74116.3→73952.7	-1.58	timeout
05-31 08:00	BTC	Buy	74117.3→73856.7	-2.23	timeout
05-31 06:50	BTC	Buy	73934.3→74048.7	+0.32	timeout
05-31 05:40	BTC	Buy	74061.3→74093.7	-0.24	timeout
05-31 04:40	BTC	Buy	73909.3→74169.7	+1.30	timeout
05-31 03:43	BTC	Buy	73771.3→74120.7	+1.91	timeout
05-30 23:41	BTC	Buy	73990.3→73784.7	-1.86	timeout
05-30 20:46	BTC	Buy	73924.3→73895.7	-0.66	timeout
05-30 17:46	BTC	Buy	73744.3→73937.7	+0.84	timeout
05-30 16:42	BTC	Buy	73644.3→73941.7	+1.55	timeout
05-30 15:36	BTC	Buy	73565.3→73863.7	+1.55	timeout
05-30 14:41	BTC	Buy	73601.3→74037.7	+2.49	timeout
05-30 13:23	BTC	Buy	73501.3→73788.7	+1.49	timeout
05-30 11:33	BTC	Buy	73534.3→73563.7	-0.26	timeout
05-30 04:39	BTC	Buy	73471.3→73235.7	-2.06	timeout
05-30 03:44	BTC	Buy	73379.3→73509.7	+0.43	timeout
05-30 01:44	BTC	Buy	73561.3→73575.7	-0.36	timeout
05-29 23:46	BTC	Buy	73632.3→73396.7	-2.05	timeout
05-29 22:44	BTC	Buy	73757.3→73433.7	-2.65	timeout
05-29 19:16	BTC	Buy	73684.3→73358.7	-2.67	timeout
05-29 18:14	BTC	Buy	72988.4→73992.7	+6.41	timeout
05-29 17:18	BTC	Buy	73091.3→74272.7	+7.62	timeout
05-29 16:06	BTC	Buy	73338.3→73816.7	+2.81	timeout
05-29 15:32	BTC	Buy	73498.3→73881.7	+2.15	timeout
05-29 13:25	BTC	Buy	73846.3→72979.6	-6.32	timeout
05-29 12:32	BTC	Buy	73700.3→73303.7	-3.14	timeout
05-29 11:56	BTC	Buy	73374.3→73418.7	-0.15	timeout
05-29 11:13	BTC	Buy	73787.3→73608.7	-1.67	timeout
05-29 10:34	BTC	Buy	73678.3→73580.7	-1.12	timeout
05-29 07:39	BTC	Buy	73276.3→73458.7	+0.78	timeout
05-29 06:09	BTC	Buy	73589.3→73394.7	-1.79	timeout
05-29 04:07	BTC	Buy	73646.3→73258.7	-3.10	timeout
05-29 03:22	BTC	Buy	73542.3→73372.7	-1.62	timeout
05-29 02:45	BTC	Buy	73507.3→73349.7	-1.54	timeout
05-29 02:06	BTC	Buy	73756.3→73564.7	-1.77	timeout
05-29 00:46	BTC	Buy	73620.3→73764.7	+0.51	timeout
05-28 23:16	BTC	Buy	73422.3→73590.7	+0.67	timeout
05-28 22:44	BTC	Buy	73576.3→73482.7	-1.11	timeout
05-28 22:06	BTC	Buy	73578.3→73764.7	+0.79	timeout
05-28 21:27	BTC	Buy	73341.3→73737.7	+2.23	timeout
05-28 19:39	BTC	Buy	72866.4→73412.7	+3.27	timeout
05-28 18:31	BTC	Buy	73006.3→73596.7	+3.57	timeout
05-28 17:51	BTC	Buy	73023.3→73606.7	+3.52	timeout
05-28 17:14	BTC	Buy	73298.3→73461.7	+0.64	timeout
05-28 16:26	BTC	Buy	73258.3→73205.7	-0.83	timeout
05-28 14:47	BTC	Buy	73542.3→72758.6	-5.80	timeout
05-28 14:14	BTC	Buy	73540.3→73234.7	-2.55	timeout
05-28 13:39	BTC	Buy	73411.3→72891.6	-4.01	timeout
05-28 12:32	BTC	Buy	73217.3→73439.7	+1.06	timeout
05-28 12:00	BTC	Buy	73456.3→73476.7	-0.32	timeout
05-28 10:17	BTC	Buy	72945.4→73516.7	+3.47	timeout
05-28 09:47	BTC	Buy	72965.4→73531.7	+3.43	timeout
05-28 09:16	BTC	Buy	72984.4→73279.7	+1.58	timeout
05-28 08:15	BTC	Buy	73079.3→73404.7	+1.78	timeout
05-28 07:44	BTC	Buy	73421.3→73467.7	-0.14	timeout
05-28 04:02	BTC	Buy	74204.3→72911.1	-9.17	stop_loss
05-28 04:02	BTC	Buy	74236.3→72914.1	-9.36	stop_loss
05-28 03:56	BTC	Buy	74453.3→73155.2	-9.17	stop_loss
05-28 03:55	BTC	Buy	74485.3→73186.2	-9.17	stop_loss
05-28 03:39	BTC	Buy	74308.3→73421.7	-6.42	timeout
05-28 02:39	BTC	Buy	74592.3→74169.7	-3.28	timeout
05-28 01:38	BTC	Buy	74920.3→74315.7	-4.49	timeout
05-28 00:38	BTC	Buy	75219.2→74496.7	-5.25	timeout
05-28 00:07	BTC	Buy	75201.2→74454.7	-5.43	timeout
05-27 23:36	BTC	Buy	74984.3→74238.7	-5.43	timeout
05-27 22:35	BTC	Buy	74868.3→74580.7	-2.38	timeout
05-27 21:34	BTC	Buy	74954.3→75001.7	-0.15	timeout
05-27 20:33	BTC	Buy	75085.2→75190.8	+0.24	timeout
05-27 20:01	BTC	Buy	75341.2→75054.8	-2.36	timeout
05-27 19:31	BTC	Buy	75440.2→75016.8	-3.27	timeout
05-27 18:30	BTC	Buy	74869.3→74876.7	-0.41	timeout
05-27 17:30	BTC	Buy	75129.2→74956.7	-1.61	timeout
05-27 16:28	BTC	Buy	75888.2→75067.8	-5.86	timeout
05-27 15:57	BTC	Buy	75712.2→75282.8	-3.28	timeout
05-27 15:26	BTC	Buy	75972.2→75355.8	-4.50	timeout
05-27 14:25	BTC	Buy	75966.2→74889.7	-7.53	timeout
05-27 13:24	BTC	Buy	75784.2→75319.8	-3.50	timeout
05-27 12:24	BTC	Buy	75919.2→75815.8	-1.11	timeout
05-27 11:53	BTC	Buy	75883.2→75750.8	-1.30	timeout
05-27 11:22	BTC	Buy	75802.2→75979.8	+0.74	timeout
05-27 10:21	BTC	Buy	75674.2→75930.8	+1.27	timeout
05-27 09:21	BTC	Buy	75569.2→75736.8	+0.68	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

34%

win rate

-208.07

total pnl ($)

-27.4 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	151	34%	-27.4	-208.07

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…