mstr_premium_trough_btc_long

not live
17
closed trades
24%
win rate
-76.83
total pnl ($)
0.904
weight
7d window — n=6 wr=17% pnl=-52.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:07:37 (23.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_amc
n: 261  ·  wr: 33.7%  ·  total_bps: -4892.3  ·  mean_bps: -18.74  ·  sharpe: -0.08  ·  max_dd_bps: -8097.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 17 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 17:19BTCUSDTBuy61054.2→59517.4-13.02stop_loss
06-24 14:19BTCUSDTBuy62524.2→60904.2-13.38stop_loss
06-23 08:28BTCUSDTBuy63427.2→61842.8-12.78stop_loss
06-23 08:15BTCUSDTBuy64072.8→62471.6-13.02stop_loss
06-23 05:23BTCUSDTBuy65014.1→63389.4-12.97stop_loss
06-22 14:33BTCUSDTBuy63206.4→64923.3+12.79timeout
06-18 15:57BTCUSDTBuy63864.3→62269.1-12.92stop_loss
06-18 14:52BTCUSDTBuy65141.8→63490.5-13.12stop_loss
06-17 19:50BTCUSDTBuy65599.1→63953.9-13.01stop_loss
06-15 07:24BTCUSDTBuy63211.3→65970.3+21.33take_profit
06-14 13:55BTCUSDTBuy63116.5→64251.4+8.54timeout
06-13 13:46BTCUSDTBuy62260.6→64064.2+13.88timeout
06-10 13:34BTCUSDTBuy61820.3→61748.7-1.06timeout
06-09 16:39BTCUSDTBuy62295.9→60738.9-12.96stop_loss
06-09 14:17BTCUSDTBuy63367.5→61783.6-12.95stop_loss
05-18 11:05BTCUSDTBuy80617.2→80576.9-1.15timeout
05-18 11:05BTCUSDTBuy80617.2→80576.9-1.04timeout

Paper vs Live

Paper (trades.jsonl)
17
closed
24%
win rate
-76.83
total pnl ($)
-88.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT1724%-88.9-76.83

Recent bounces (last 20 of 1)

timesymsidereason
06-25 15:04BTCUSDTBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems