mstr_premium_discount_reversion_long

not live
5
closed trades
20%
win rate
-4.50
total pnl ($)
1.183
weight
7d window — n=1 wr=0% pnl=-0.36  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:31:06 (19.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_app
n: 2  ·  wr: 0.0%  ·  total_bps: -35.8  ·  mean_bps: -17.88  ·  sharpe: -1.84  ·  max_dd_bps: -35.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 14:49BTCBuy63932.2→63941.8-0.36timeout
06-09 16:58BTCBuy61090.1→61353.9+1.71timeout
06-05 14:26BTCBuy60904→60318.8-5.25stop_loss
06-04 13:29BTCBuy63212.2→63262.8-0.05timeout
06-03 15:04BTCBuy66785.3→66772.7-0.55timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
20%
win rate
-4.50
total pnl ($)
-18.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC520%-18.1-4.50

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems