mstr_premium_zscore_capitulation_long

not live
13
closed trades
15%
win rate
-90.20
total pnl ($)
1.065
weight
7d window — n=1 wr=0% pnl=-13.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 19:31:42 (34.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: abb__restored_7fdebbdb
n: 29  ·  wr: 41.4%  ·  total_bps: -233.9  ·  mean_bps: -8.06  ·  sharpe: -0.07  ·  max_dd_bps: -1075.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 13 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:37BTCBuy64044.2→62839.4-13.79stop_loss
06-09 21:33BTCBuy61222.1→62016.9+8.48timeout
06-05 18:44BTCBuy60707→59578.2-13.66stop_loss
06-04 11:11BTCBuy63343.2→62164.8-13.64stop_loss
06-04 08:01BTCBuy64621.2→63419.1-13.66stop_loss
06-03 23:54BTCBuy65311.3→64093.7-13.68stop_loss
06-03 16:22BTCBuy66953.3→65707.8-13.66stop_loss
05-24 02:46BTCBuy76796.8→76780.2-0.81timeout
05-22 20:24BTCBuy76735.8→75881.2-8.45timeout
05-19 01:36BTCBuy76742.8→76912.2+0.90timeout
05-18 19:36BTCBuy77111.9→76684.2-4.54timeout
05-15 21:24BTCBuy79248→79082-2.08timeout
04-30 05:53BTCBuy75779→75672-1.62timeout

Paper vs Live

Paper (trades.jsonl)
13
closed
15%
win rate
-90.20
total pnl ($)
-99.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1315%-99.1-90.20

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-30 05:53BTCBUY-1.62At close, Bitcoin had declined 2.21% over 24 hours and 3.16% over 7 days, with funding rates turning negative (-0.004423%) despite elevated open interest, signaling weakening bullish conviction. The capitulation long thesis failed because the entry at $75,7…