mstr_premium_mean_reversion_long · strategy

234

closed trades

31%

win rate

-147.68

total pnl ($)

1.251

weight

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

Backtest evidence run: 2026-06-03 13:30:09 (24.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_aow

n: 1157 · wr: 34.1% · total_bps: -13756.2 · mean_bps: -11.89 · sharpe: -0.34 · max_dd_bps: -14055.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 05:08	BTC	Buy	73640.3→73490.7	-1.47	timeout
06-01 03:19	BTC	Buy	73436.3→73936.7	+2.95	timeout
06-01 01:43	BTC	Buy	73938.3→73482.7	-3.53	timeout
06-01 00:33	BTC	Buy	73627.3→73814.7	+0.82	timeout
05-31 22:40	BTC	Buy	73679.3→73912.7	+1.13	timeout
05-31 21:54	BTC	Buy	73716.3→73826.7	+0.30	timeout
05-31 20:24	BTC	Buy	73502.3→73671.7	+0.70	timeout
05-31 19:00	BTC	Buy	73677.3→73598.7	-0.99	timeout
05-31 17:59	BTC	Buy	73500.3→73681.7	+0.78	timeout
05-31 16:41	BTC	Buy	73643.3→73499.7	-1.43	timeout
05-31 16:05	BTC	Buy	73596.3→73676.7	+0.09	timeout
05-31 15:11	BTC	Buy	73822.3→73632.7	-1.74	timeout
05-31 14:15	BTC	Buy	73911.3→73701.7	-1.87	timeout
05-31 13:42	BTC	Buy	73936.3→73851.7	-1.02	timeout
05-31 13:04	BTC	Buy	73851.3→73887.7	-0.21	timeout
05-31 12:31	BTC	Buy	73916.3→73907.7	-0.51	timeout
05-31 11:57	BTC	Buy	73837.3→73921.7	+0.12	timeout
05-31 11:18	BTC	Buy	73778.3→73892.7	+0.32	timeout
05-31 10:45	BTC	Buy	73937.3→73780.7	-1.51	timeout
05-31 10:13	BTC	Buy	73882.3→73822.7	-0.86	timeout
05-31 09:34	BTC	Buy	73883.3→73950.7	-0.00	timeout
05-31 08:54	BTC	Buy	73844.3→73853.7	-0.39	timeout
05-31 08:21	BTC	Buy	73908.3→73943.7	-0.22	timeout
05-31 07:49	BTC	Buy	74041.3→73853.7	-1.72	timeout
05-31 07:01	BTC	Buy	74000.3→73993.7	-0.50	timeout
05-31 06:21	BTC	Buy	74151.3→73994.7	-1.51	timeout
05-31 05:39	BTC	Buy	74175.3→74099.7	-0.96	timeout
05-31 04:48	BTC	Buy	74139.3→74137.7	-0.46	timeout
05-31 03:57	BTC	Buy	74046.3→74138.7	+0.17	timeout
05-31 03:07	BTC	Buy	74066.3→74054.7	-0.53	timeout
05-31 02:17	BTC	Buy	74155.3→74154.7	-0.46	timeout
05-31 01:28	BTC	Buy	73954.3→74162.7	+0.96	timeout
05-31 00:43	BTC	Buy	73771.3→73929.7	+0.62	timeout
05-30 21:18	BTC	Buy	73927.3→73964.7	-0.20	timeout
05-30 19:49	BTC	Buy	74012.3→74029.7	-0.34	timeout
05-30 18:46	BTC	Buy	73948.3→74018.7	+0.02	timeout
05-30 17:37	BTC	Buy	73918.3→73836.7	-1.01	timeout
05-30 16:27	BTC	Buy	73914.3→73886.7	-0.64	timeout
05-30 15:40	BTC	Buy	74009.3→73845.7	-1.56	timeout
05-30 15:00	BTC	Buy	73814.3→73907.7	+0.18	timeout
05-30 14:20	BTC	Buy	73758.3→73978.7	+1.04	timeout
05-30 13:31	BTC	Buy	73655.3→73732.7	+0.07	timeout
05-30 12:49	BTC	Buy	73567.3→73651.7	+0.12	timeout
05-30 12:09	BTC	Buy	73598.3→73571.7	-0.63	timeout
05-30 11:27	BTC	Buy	73619.3→73562.7	-0.84	timeout
05-30 10:40	BTC	Buy	73526.3→73602.7	+0.07	timeout
05-30 08:28	BTC	Buy	73515.3→73525.7	-0.38	timeout
05-30 06:48	BTC	Buy	73604.3→73598.7	-0.49	timeout
05-30 04:48	BTC	Buy	73536.3→73297.7	-2.07	timeout
05-30 01:09	BTC	Buy	73465.3→73530.7	-0.01	timeout
05-30 00:32	BTC	Buy	73333.3→73402.7	+0.02	timeout
05-29 22:59	BTC	Buy	73393.3→73448.7	-0.07	timeout
05-29 21:55	BTC	Buy	73596.3→73397.7	-1.80	timeout
05-29 20:44	BTC	Buy	73628.3→73675.7	-0.13	timeout
05-29 18:52	BTC	Buy	73964.3→73341.3	-4.66	stop_loss
05-29 18:32	BTC	Buy	74232.3→73797.7	-3.38	timeout
05-29 17:41	BTC	Buy	74084.3→74262.7	+0.75	timeout
05-29 17:06	BTC	Buy	73813.3→73936.7	+0.38	timeout
05-29 16:31	BTC	Buy	73837.3→73800.7	-0.70	timeout
05-29 15:14	BTC	Buy	72989.4→73633.7	+3.96	timeout
05-29 15:12	BTC	Buy	72636.4→73736.7	+7.12	take_profit
05-29 14:36	BTC	Buy	73119.3→72789.6	-2.71	timeout
05-29 13:58	BTC	Buy	73257.3→73170.7	-1.04	timeout
05-29 13:17	BTC	Buy	73353.3→73098.7	-2.19	timeout
05-29 12:39	BTC	Buy	73454.3→73233.7	-1.95	timeout
05-29 12:03	BTC	Buy	73589.3→73392.7	-1.79	timeout
05-29 11:18	BTC	Buy	73606.3→73631.7	-0.28	timeout
05-29 10:42	BTC	Buy	73805.3→73614.7	-1.74	timeout
05-29 10:11	BTC	Buy	73796.3→73663.7	-1.35	timeout
05-29 09:32	BTC	Buy	73700.3→73808.7	+0.28	timeout
05-29 08:56	BTC	Buy	73375.3→73611.7	+1.16	timeout
05-29 08:13	BTC	Buy	73786.3→73651.7	-1.36	timeout
05-29 07:34	BTC	Buy	73677.3→73526.7	-1.48	timeout
05-29 04:26	BTC	Buy	73375.3→73315.7	-0.86	timeout
05-29 04:26	BTC	Buy	73375.3→73225.7	-1.48	timeout
05-29 03:56	BTC	Buy	73226.3→73298.7	+0.04	timeout
05-29 03:18	BTC	Buy	73606.3→73402.7	-1.84	timeout
05-29 02:38	BTC	Buy	73473.3→73428.7	-0.76	timeout
05-29 02:08	BTC	Buy	73799.3→73556.7	-2.10	timeout
05-29 01:30	BTC	Buy	73753.3→73545.7	-1.86	timeout
05-29 00:54	BTC	Buy	73525.3→73708.7	+0.79	timeout
05-29 00:22	BTC	Buy	73542.3→73837.7	+1.55	timeout
05-28 23:52	BTC	Buy	73507.3→73536.7	-0.26	timeout
05-28 23:12	BTC	Buy	73688.3→73549.7	-1.40	timeout
05-28 22:40	BTC	Buy	73773.3→73528.7	-2.11	timeout
05-28 22:09	BTC	Buy	73620.3→73704.7	+0.12	timeout
05-28 21:35	BTC	Buy	73603.3→73715.7	+0.31	timeout
05-28 20:54	BTC	Buy	73409.3→73654.7	+1.21	timeout
05-28 20:16	BTC	Buy	73422.3→73441.7	-0.32	timeout
05-28 19:44	BTC	Buy	73576.3→73414.7	-1.55	timeout
05-28 19:01	BTC	Buy	73507.3→73537.7	-0.25	timeout
05-28 18:17	BTC	Buy	73412.3→73673.7	+1.32	timeout
05-28 17:38	BTC	Buy	73205.3→73453.7	+1.24	timeout
05-28 16:53	BTC	Buy	72885.4→73399.7	+3.07	timeout
05-28 16:12	BTC	Buy	72895.4→72952.6	-0.06	timeout
05-28 15:30	BTC	Buy	72901.4→72956.6	-0.08	timeout
05-28 14:46	BTC	Buy	72817.4→72726.6	-1.08	timeout
05-28 13:37	BTC	Buy	73439.3→72821	-4.66	stop_loss
05-28 13:35	BTC	Buy	73445.3→72911.6	-4.09	timeout
05-28 13:02	BTC	Buy	73404.3→73458.7	-0.08	timeout

Paper vs Live

Paper (trades.jsonl)

234

closed

31%

win rate

-147.68

total pnl ($)

-12.6 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	234	31%	-12.6	-147.68

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…