40
closed trades
38%
win rate
-77.56
total pnl ($)
1.223
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 04:07:45 (38.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
pf
n: 32
· wr: 59.4%
· total_bps: -244.8
· mean_bps: -7.65
· sharpe: -0.11
· max_dd_bps: -439.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 40 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-18 21:24 | BTC | Buy | 62357.1→63009.8 | +4.80 | timeout |
| 06-18 19:44 | BTC | Buy | 62793.1→62917.9 | +0.57 | timeout |
| 06-18 15:37 | BTC | Buy | 63847.2→62975.3 | -7.25 | stop_loss |
| 06-09 19:58 | BTC | Buy | 61067.1→62016.9 | +7.34 | timeout |
| 06-05 18:52 | BTC | Buy | 60140→59322.4 | -7.25 | stop_loss |
| 06-05 18:44 | BTC | Buy | 60414→59592.2 | -7.26 | stop_loss |
| 06-05 18:29 | BTC | Buy | 60915→60086.9 | -7.25 | stop_loss |
| 06-05 15:39 | BTC | Buy | 60913→60069.9 | -7.37 | stop_loss |
| 06-04 12:48 | BTC | Buy | 62418.1→63787.8 | +10.53 | take_profit |
| 06-04 09:30 | BTC | Buy | 63587.2→62721.5 | -7.25 | stop_loss |
| 06-04 07:17 | BTC | Buy | 64430.2→63533 | -7.42 | stop_loss |
| 06-04 03:32 | BTC | Buy | 63117.2→64503.8 | +10.53 | take_profit |
| 06-04 00:29 | BTC | Buy | 64266.2→63392.1 | -7.25 | stop_loss |
| 06-03 23:08 | BTC | Buy | 65284.3→64395.6 | -7.26 | stop_loss |
| 06-03 20:45 | BTC | Buy | 66003.3→65106.2 | -7.25 | stop_loss |
| 06-03 20:36 | BTC | Buy | 65721.3→65446.7 | -2.55 | timeout |
| 06-03 15:59 | BTC | Buy | 66940.3→66029.7 | -7.26 | stop_loss |
| 05-24 00:47 | BTC | Buy | 76780.8→76760.2 | -0.60 | timeout |
| 05-22 18:23 | BTC | Buy | 76815.8→76875.2 | -0.08 | timeout |
| 05-19 04:46 | BTC | Buy | 77143.9→76887.2 | -2.13 | timeout |
| 05-19 02:44 | BTC | Buy | 77029.9→76727.2 | -2.43 | timeout |
| 05-19 00:44 | BTC | Buy | 76947.8→77162.1 | +0.95 | timeout |
| 05-18 22:44 | BTC | Buy | 76290.8→77020.1 | +4.32 | timeout |
| 05-18 20:45 | BTC | Buy | 76483.8→76940.2 | +2.52 | timeout |
| 05-18 18:44 | BTC | Buy | 76461.8→76283.2 | -1.63 | timeout |
| 05-18 15:02 | BTC | Buy | 77162.9→76116.1 | -7.24 | stop_loss |
| 04-30 06:23 | BTC | Buy | 76131→75593 | -3.98 | timeout |
| 04-30 05:44 | BTC | Buy | 76275→75677 | -4.37 | timeout |
| 04-30 04:42 | BTC | Buy | 76125→75396 | -5.24 | timeout |
| 04-30 03:44 | BTC | Buy | 75742→75890 | +0.53 | timeout |
| 04-30 03:05 | BTC | Buy | 75858→75729 | -1.30 | timeout |
| 04-30 01:40 | BTC | Buy | 75889→76247 | +1.91 | timeout |
| 04-30 00:59 | BTC | Buy | 75685→76237 | +3.20 | timeout |
| 04-30 00:19 | BTC | Buy | 75512→75679 | +0.66 | timeout |
| 04-29 23:37 | BTC | Buy | 75402→75754 | +1.88 | timeout |
| 04-29 23:00 | BTC | Buy | 75434→75885 | +2.54 | 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 18:39 | BTC | Buy | 75696→76168 | +2.67 | timeout |
Paper vs Live
Paper (trades.jsonl)
40
closed
38%
win rate
-77.56
total pnl ($)
-38.7 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 | 40 | 38% | -38.7 | -77.56 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-30 06:23 | BTC | Buy | -3.98 | Bitcoin was consolidating near $75,730 with weak momentum (down 1.72% over 24h and 2.94% over 7d) and negative funding rates (-0.00386%), indicating short-heavy positioning that should have supported a mean-reversion bounce. The trade's thesis failed becaus… |
| 04-30 05:44 | BTC | Buy | -4.37 | At close, Bitcoin was trading near $75,650 after a 2.09% 24-hour decline and -2.93% weekly drop, with funding rates deeply negative (-0.43%) signaling oversold conditions and potential mean reversion. The trade's thesis failed because the MSTR premium z-sco… |
| 04-30 04:42 | BTC | Buy | -5.24 | Bitcoin was consolidating weakness after a 2.4% daily decline and 3.25% weekly pulldown, with negative hourly momentum (-0.56%) suggesting continued near-term selling pressure at the $75,450 level. The MSTR premium mean reversion signal failed because the 2… |
| 04-30 03:44 | BTC | Buy | +0.53 | BTC was consolidating near $75,875 with modest hourly gains (+0.27%) but negative broader momentum (−1.40% over 24h, −3.17% over 7d), while funding rates turned negative (−0.0038%), signaling reduced leveraged long positioning. The trade's thesis partially … |
| 04-30 03:05 | BTC | Buy | -1.30 | Bitcoin was consolidating near $75,800 with mild hourly and daily headwinds (-0.45% 1h, -1.33% 24h) while funding rates turned negative, signaling reduced leverage appetite and short-term bearish sentiment. The MSTR premium mean-reversion signal (z=-2.25, p… |
| 04-30 01:40 | BTC | Buy | +1.91 | # Trade Review: MSTR Premium Mean Reversion (BTC Long) BTC traded sideways to slightly up during the 4-hour holding period, gaining 0.47% from $75,889 to $76,247 while maintaining near-zero hourly momentum (1h = +0.15%) and stubbornly refusing to break low… |
| 04-30 00:19 | BTC | Buy | +0.66 | BTC was range-bound and slightly declining across all timeframes (1h -0.12%, 24h -0.82%, 7d -3.22%) with moderate funding at 0.49% when the trade closed via timeout after 4 hours. The thesis partially succeeded—MSTR's 24.2% premium was indeed unsustainable … |
| 04-29 23:37 | BTC | Buy | +1.88 | Bitcoin was trading sideways to slightly down in the 4-hour window ($75,402→$75,754, +0.47%), with negative momentum on daily/weekly timeframes (-0.68%/-3.78%) and minimal funding rate volatility suggesting consolidation rather than directional conviction. … |
| 04-29 23:00 | BTC | Buy | +2.54 | BTC was essentially flat over the 4-hour trade window (closing at $75,903 vs. opening context suggesting ~$75,434), with minimal 1-hour momentum (0.05%) but persistent 7-day weakness (-3.67%), indicating consolidation within a downtrend. The trade's thesis … |
| 04-29 18:09 | BTC | Buy | -6.96 | Bitcoin was consolidating with modest intraday weakness (-1.16% 1h, -1.52% 24h) while funding rates remained positive (0.002492%), suggesting mild long-side positioning that hadn't yet capitulated. The trade's thesis failed because MSTR's premium z-score of… |