mstr_premium_zscore_mean_reversion

not live
2
closed trades
50%
win rate
+0.34
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 00:11:29 (35.2d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: aib
n: 22  ·  wr: 59.1%  ·  total_bps: +748.9  ·  mean_bps: +34.04  ·  sharpe: +0.32  ·  max_dd_bps: -220.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-12 14:43BTCBuy81724.1→81715.9-0.32timeout
05-12 08:08BTCBuy81465.1→81715.9+0.67timeout

Paper vs Live

Paper (trades.jsonl)
2
closed
50%
win rate
+0.34
total pnl ($)
+5.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC250%+5.9+0.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems