mstr_premium_zscore_etra_mean_reversion

not live
27
closed trades
33%
win rate
-3.46
total pnl ($)
1.250
weight
7d window — n=7 wr=43% pnl=-0.01  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 21:33:33 (40.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agf__restored_44b1568d
n: 60  ·  wr: 48.3%  ·  total_bps: -754.7  ·  mean_bps: -12.58  ·  sharpe: -0.16  ·  max_dd_bps: -754.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:57BTCBuy58854.9→60145+0.84take_profit
06-25 21:34BTCBuy59502→59887+0.22timeout
06-25 13:44BTCBuy60931→60100.9-0.58stop_loss
06-24 20:06BTCBuy59414→60721+0.85take_profit
06-24 14:19BTCBuy61769.1→60879.5-0.61stop_loss
06-22 23:49BTCBuy64350.2→63939.8-0.29timeout
06-22 19:43BTCBuy65055.3→64401.8-0.44timeout
06-18 21:34BTCBuy62712.1→62953.9+0.12timeout
06-18 15:17BTCBuy64163.2→63288.2-0.58stop_loss
06-17 23:51BTCBuy64072.2→64451.8+0.20timeout
06-11 17:34BTCBuy62734.1→63235.8+0.28timeout
06-09 23:32BTCBuy62014.1→62016.9-0.03timeout
06-09 19:27BTCBuy61370.1→61785.9+0.23timeout
06-05 18:37BTCBuy60796→59969-0.58stop_loss
06-05 13:57BTCBuy61690.1→60850.5-0.58stop_loss
06-03 23:08BTCBuy65291.3→64403.6-0.58stop_loss
06-03 19:55BTCBuy66069.3→65167.1-0.58stop_loss
06-03 15:21BTCBuy67118.4→66205.6-0.58stop_loss
05-24 04:57BTCBuy76823.8→76748.2-0.08timeout
05-24 00:47BTCBuy76741.8→76747.2-0.03timeout
05-22 18:24BTCBuy76734.8→76864.2+0.03timeout
05-19 15:03BTCBuy77037.9→76457.2-0.34timeout
05-19 09:37BTCBuy76888.8→76744.2-0.11timeout
05-19 05:36BTCBuy76919.8→76824.2-0.09timeout
05-19 01:37BTCBuy77052.9→76845.2-0.14timeout
05-18 21:36BTCBuy76583.8→77078.1+0.22timeout
05-18 17:36BTCBuy76935.8→76575.2-0.22timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
33%
win rate
-3.46
total pnl ($)
-32.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2733%-32.0-3.46

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems