33
closed trades
39%
win rate
-63.80
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:17:18 (39.8d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
jw
n: 24
· wr: 50.0%
· total_bps: +363.9
· mean_bps: +15.16
· sharpe: +0.22
· max_dd_bps: -434.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 33 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 20:24 | BTC | Buy | 62344.1→63097.8 | +5.61 | timeout |
| 06-18 18:47 | BTC | Buy | 62737.1→62714.9 | -0.60 | timeout |
| 06-18 15:36 | BTC | Buy | 63947.2→63072.3 | -7.26 | stop_loss |
| 06-09 18:58 | BTC | Buy | 61094.1→61768.9 | +5.06 | timeout |
| 06-05 18:37 | BTC | Buy | 60816→59989 | -7.25 | stop_loss |
| 06-05 16:22 | BTC | Buy | 60178→61496.9 | +10.51 | take_profit |
| 06-05 15:39 | BTC | Buy | 60893→60055 | -7.33 | stop_loss |
| 06-04 16:17 | BTC | Buy | 63424.2→63705.8 | +1.76 | timeout |
| 06-04 13:24 | BTC | Buy | 62753.1→63228.8 | +3.35 | timeout |
| 06-04 09:30 | BTC | Buy | 63587.2→62721.5 | -7.25 | stop_loss |
| 06-04 07:17 | BTC | Buy | 64374.2→63496.1 | -7.28 | stop_loss |
| 06-04 03:15 | BTC | Buy | 62621.1→63992.8 | +10.50 | take_profit |
| 06-04 00:29 | BTC | Buy | 64418.2→63541 | -7.26 | stop_loss |
| 06-03 23:08 | BTC | Buy | 65291.3→64403.6 | -7.25 | stop_loss |
| 06-03 20:55 | BTC | Buy | 65778.3→64882.3 | -7.26 | stop_loss |
| 06-03 19:53 | BTC | Buy | 65954.3→65483.7 | -4.03 | timeout |
| 06-03 16:01 | BTC | Buy | 66781.3→65871.8 | -7.27 | stop_loss |
| 05-23 23:46 | BTC | Buy | 76796.8→76652.2 | -1.40 | timeout |
| 05-22 17:24 | BTC | Buy | 76735.8→76762.2 | -0.30 | timeout |
| 05-19 03:22 | BTC | Buy | 77319.9→76761.2 | -4.08 | timeout |
| 05-19 00:36 | BTC | Buy | 77044.9→77249.1 | +0.88 | timeout |
| 05-18 22:36 | BTC | Buy | 76742.8→77104.1 | +1.89 | timeout |
| 05-18 20:37 | BTC | Buy | 76599.8→77081.1 | +2.68 | timeout |
| 05-18 18:35 | BTC | Buy | 76241.8→76365.2 | +0.35 | timeout |
| 05-18 15:03 | BTC | Buy | 77111.9→76067.1 | -7.23 | stop_loss |
| 04-30 04:47 | BTC | Buy | 76324→75427 | -6.33 | timeout |
| 04-30 02:46 | BTC | Buy | 75828→75564 | -2.19 | timeout |
| 04-30 00:45 | BTC | Buy | 75900→76082 | +0.75 | timeout |
| 04-29 22:43 | BTC | Buy | 75424→75881 | +2.58 | timeout |
| 04-29 18:09 | BTC | Buy | 75937→74949 | -6.96 | stop_loss |
| 04-29 18:09 | BTC | Buy | 75982→74994 | -6.95 | stop_loss |
| 04-29 15:54 | BTC | Buy | 76669→75672 | -6.95 | stop_loss |
| 04-28 17:38 | BTC | Buy | 75696→76171 | +2.69 | timeout |
Paper vs Live
Paper (trades.jsonl)
33
closed
39%
win rate
-63.80
total pnl ($)
-38.6 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 | 33 | 39% | -38.6 | -63.80 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-30 04:47 | BTC | Buy | -6.33 | Bitcoin was grinding sideways-to-lower at close (~$75,450), down 2.4% on the day and 3.25% weekly, with negative funding rates suggesting reduced leverage appetite. The mean reversion thesis failed because the MSTR premium undervaluation (z=-2.25) and fear … |
| 04-30 02:46 | BTC | Buy | -2.19 | The market was consolidating weakness at the time of close, with BTC down 1.13% over 24 hours and funding rates deeply negative (-0.003353%), signaling reduced leveraged long positioning. The thesis failed because the z=-2.11 MSTR premium undervaluation sig… |
| 04-30 00:45 | BTC | Buy | +0.75 | # Trade Analysis: MSTR Premium Mean Reversion Bitcoin was consolidating near $76,163 with modest positive 1-hour momentum (+0.46%) amid a slightly negative 24-hour trend (-0.33%) and declining weekly performance (-2.60%), while funding rates remained eleva… |
| 04-29 22:43 | BTC | Buy | +2.58 | At close, Bitcoin was trading sideways near $75,920 with minimal intraday momentum (1h=-0.07%, 24h=-0.46%) while funding rates remained neutral at -0.00076%, suggesting balanced long-short positioning without strong directional conviction. The trade's mean … |
| 04-29 18:09 | BTC | Buy | -6.96 | Bitcoin had declined 1.16% over the prior hour and 1.52% in 24 hours, with negative momentum across the week (-4.69%), when the trade was stopped out at $74,949—a 130 bps loss from the $75,937 entry. The mean reversion thesis failed because the MSTR premium… |
| 04-29 18:09 | BTC | Buy | -6.95 | Bitcoin was declining across all timeframes (down 1.16% in the past hour, 1.52% in 24h, and 4.69% over 7 days) with elevated open interest, suggesting sustained selling pressure despite the mean-reversion setup. The trade's thesis failed because the MSTR pr… |
| 04-29 15:54 | BTC | Buy | -6.95 | The market was consolidating weakness with BTC down 3.98% over 7 days and showing continued 1-hour momentum deterioration (-0.72%), while positive funding rates (0.048%) suggested lingering long positioning despite the decline. The trade's thesis failed bec… |