6
closed trades
83%
win rate
+11.34
total pnl ($)
1.197
weight
7d window — n=5 wr=100% pnl=+11.36
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=MstrPremiumFadeShort in strategies_batch_b.py
Backtest evidence
run: 2026-06-03 16:55:34 (18.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aln
n: 19929
· wr: 40.6%
· total_bps: -131490.1
· mean_bps: -6.60
· sharpe: -0.15
· max_dd_bps: -132310.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 6 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-16 20:00 | BTC | Sell | 66117.7→65641.3 | +3.18 | timeout |
| 06-16 01:44 | BTC | Sell | 66680.7→66335.3 | +2.14 | timeout |
| 06-15 23:29 | BTC | Sell | 66777.7→66199.3 | +3.89 | timeout |
| 06-15 21:28 | BTC | Sell | 66646.7→66423.3 | +1.24 | timeout |
| 06-15 19:31 | BTC | Sell | 66748.7→66569.3 | +0.92 | timeout |
| 06-12 20:42 | BTC | Sell | 63588.8→63535.2 | -0.02 | timeout |
Paper vs Live
Paper (trades.jsonl)
6
closed
83%
win rate
+11.34
total pnl ($)
+37.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 6 | 83% | +37.5 | +11.34 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||