mstr_premium_fade

not live
23
closed trades
35%
win rate
-23.26
total pnl ($)
1.088
weight
7d window — n=8 wr=38% pnl=+0.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 00:05:49 (33.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aht
n: 721  ·  wr: 42.2%  ·  total_bps: -3252.7  ·  mean_bps: -4.51  ·  sharpe: -0.08  ·  max_dd_bps: -4452.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 18:24BTCBuy62407.1→62871.9+3.28timeout
06-18 16:44BTCBuy62773.1→62681.9-1.17timeout
06-18 14:44BTCBuy63891.2→63831.8-0.91timeout
06-16 14:43BTCSell66068.7→65625.3+2.91timeout
06-15 20:51BTCSell66552.7→66494.3-0.01timeout
06-15 18:41BTCSell66840.7→66800.3-0.14timeout
06-15 15:52BTCSell66599.7→67244-5.29stop_loss
06-15 14:38BTCSell66720.7→66432.3+1.71timeout
06-12 15:00BTCSell63470.8→64082.2-5.27stop_loss
06-09 16:57BTCBuy61029.1→61342.9+2.12timeout
06-05 18:23BTCBuy60892→60306.8-5.26stop_loss
06-05 16:21BTCBuy60246→61143.9+7.00take_profit
06-05 14:26BTCBuy60904→60318.8-5.25stop_loss
06-04 14:10BTCBuy63561.2→64341.8+5.69timeout
06-04 10:30BTCBuy62971.1→62365.7-5.26stop_loss
06-04 08:26BTCBuy63538.2→63445.8-1.18timeout
06-04 05:07BTCBuy64374.2→63755.9-5.25stop_loss
06-04 02:48BTCBuy62619.1→63578.8+7.21take_profit
06-04 00:26BTCBuy64418.2→63799.9-5.25stop_loss
06-03 20:55BTCBuy65306.3→64656.4-5.43stop_loss
06-03 19:54BTCBuy66025.3→65385-5.30stop_loss
06-03 17:31BTCBuy65674.3→65882.7+1.13timeout
06-03 14:33BTCBuy67122.4→66731.7-3.36timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
35%
win rate
-23.26
total pnl ($)
-20.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2335%-20.2-23.26

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems