mstr_premium_zscore_discount_mean_reversion

not live
12
closed trades
17%
win rate
-70.89
total pnl ($)
1.157
weight
7d window — n=2 wr=0% pnl=-9.46  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 20:11:00 (39.2d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: acf__restored_061fcd5c
n: 18  ·  wr: 50.0%  ·  total_bps: +18.2  ·  mean_bps: +1.01  ·  sharpe: +0.01  ·  max_dd_bps: -815.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 01:48BTCBuy59407→59319-1.53timeout
06-23 04:30BTCBuy64674.2→63944.8-7.93timeout
06-18 15:51BTCBuy64083.2→62506.6-16.53stop_loss
06-10 03:33BTCBuy61276.1→62016.9+7.32timeout
06-05 18:53BTCBuy60673→59180.4-16.59stop_loss
06-05 00:02BTCBuy62448.1→63787.8+13.37timeout
06-04 01:16BTCBuy64487.2→62901.4-16.57stop_loss
06-03 19:52BTCBuy67122.4→65472-16.59stop_loss
05-24 08:46BTCBuy76833.8→76785.2-1.09timeout
05-23 02:23BTCBuy76805.8→75453.2-12.05timeout
05-19 01:36BTCBuy77025.9→76853.2-2.07timeout
05-16 03:25BTCBuy79128→79122-0.62timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
17%
win rate
-70.89
total pnl ($)
-90.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1217%-90.8-70.89

Recent bounces (last 20 of 1)

timesymsidereason
06-25 13:51BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems