mstr_premium_zscore_reversion_long

not live
19
closed trades
37%
win rate
-81.03
total pnl ($)
0.883
weight
7d window — n=8 wr=25% pnl=-57.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:32:53 (24.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aqa
n: 4  ·  wr: 25.0%  ·  total_bps: -326.2  ·  mean_bps: -81.54  ·  sharpe: -1.11  ·  max_dd_bps: -326.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:35BTCBuy58983.9→60095+8.96timeout
06-27 14:23BTCBuy59379→60588+9.72timeout
06-25 13:48BTCBuy60903→59404.3-12.70stop_loss
06-24 16:51BTCBuy61383.1→59859.1-12.84stop_loss
06-24 15:40BTCBuy62085.1→60558.7-12.48stop_loss
06-24 13:47BTCBuy62814.1→61266.3-12.76stop_loss
06-23 08:17BTCBuy63938.2→62365.7-12.76stop_loss
06-23 04:56BTCBuy65170.3→63567-12.77stop_loss
06-20 17:35BTCBuy62619.1→63760.8+8.65timeout
06-18 15:57BTCBuy63899.2→62323.7-12.64stop_loss
06-18 04:11BTCBuy65360.3→63742.9-12.83stop_loss
06-13 08:02BTCBuy62721.1→63771.8+7.68timeout
06-12 20:00BTCBuy61870.1→63578.8+13.36timeout
06-12 07:50BTCBuy61663.1→62987.9+10.21timeout
06-11 14:49BTCBuy61181.1→62889.9+13.32timeout
06-05 15:38BTCBuy61734.1→60210.9-12.78stop_loss
06-05 13:56BTCBuy62425.1→60889.5-12.76stop_loss
06-04 01:16BTCBuy64396.2→62812.4-12.75stop_loss
06-03 19:54BTCBuy66953.3→65297.1-12.84stop_loss

Paper vs Live

Paper (trades.jsonl)
19
closed
37%
win rate
-81.03
total pnl ($)
-85.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1937%-85.1-81.03

Recent bounces (last 20 of 1)

timesymsidereason
06-28 01:37BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems