mstr_premium_zscore_short

48

closed trades

27%

win rate

-39.14

total pnl ($)

1.237

weight

7d window — n=11 wr=55% pnl=+3.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 21:57:09 (30.8d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: avc

n: 908 · wr: 42.7% · total_bps: -4637.4 · mean_bps: -5.11 · sharpe: -0.10 · max_dd_bps: -4948.5

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-16 13:44	BTC	Sell	66449.7→66108.3	+2.12	timeout
06-16 11:38	BTC	Sell	66617.7→66361.3	+1.48	timeout
06-16 09:33	BTC	Sell	66552.7→66679.3	-1.40	timeout
06-16 07:29	BTC	Sell	66316.7→66309.3	-0.40	timeout
06-16 05:26	BTC	Sell	66041.7→66034.3	-0.40	timeout
06-16 03:25	BTC	Sell	65994.7→65839.3	+0.73	timeout
06-16 01:20	BTC	Sell	66342.7→66301.3	-0.14	timeout
06-15 23:16	BTC	Sell	66337.7→66210.3	+0.51	timeout
06-15 21:14	BTC	Sell	66538.7→66461.3	+0.13	timeout
06-15 19:08	BTC	Sell	66804.7→66829.3	-0.63	timeout
06-15 17:07	BTC	Sell	67103.6→66838.3	+1.53	timeout
06-15 15:01	BTC	Sell	66347.7→66628.3	-2.57	timeout
06-15 12:57	BTC	Sell	66211.7→66546.3	-2.98	timeout
06-15 10:54	BTC	Sell	65536.7→65753.3	-2.10	timeout
06-15 08:49	BTC	Sell	65671.7→65746.3	-1.02	timeout
06-15 06:46	BTC	Sell	65695.7→65802.3	-1.26	timeout
06-15 04:42	BTC	Sell	65792.7→65634.3	+0.76	timeout
06-15 02:37	BTC	Sell	65520.7→65655.3	-1.48	timeout
06-15 00:33	BTC	Sell	65523.7→65624.3	-1.22	timeout
06-14 21:40	BTC	Sell	64764.8→65420	-5.51	stop_loss
06-14 20:30	BTC	Sell	63776.8→63923.2	-1.60	timeout
06-14 18:28	BTC	Sell	63878.8→63691.2	+1.02	timeout
06-14 16:28	BTC	Sell	64036.8→64115.2	-1.06	timeout
06-14 14:27	BTC	Sell	64305.8→64221.2	+0.21	timeout
06-14 12:25	BTC	Sell	64524.8→64479.2	-0.10	timeout
06-14 10:24	BTC	Sell	64325.8→64613.2	-2.68	timeout
06-14 08:23	BTC	Sell	64305.8→64479.2	-1.80	timeout
06-14 06:18	BTC	Sell	64317.8→64441.2	-1.41	timeout
06-14 04:14	BTC	Sell	64470.8→64484.2	-0.56	timeout
06-14 02:10	BTC	Sell	64618.8→64577.2	-0.13	timeout
06-14 00:10	BTC	Sell	64418.8→64402.2	-0.32	timeout
06-13 22:09	BTC	Sell	64261.8→64402.2	-1.54	timeout
06-13 20:07	BTC	Sell	64132.8→64211.2	-1.06	timeout
06-13 18:01	BTC	Sell	63966.8→63980.2	-0.55	timeout
06-13 15:59	BTC	Sell	64204.8→64303.2	-1.23	timeout
06-13 13:58	BTC	Sell	64141.8→64074.2	+0.08	timeout
06-13 11:57	BTC	Sell	63795.8→63937.2	-1.55	timeout
06-13 09:54	BTC	Sell	63784.8→63735.2	-0.06	timeout
06-13 07:53	BTC	Sell	63686.8→63806.2	-1.39	timeout
06-13 05:51	BTC	Sell	63609.8→63532.2	+0.16	timeout
06-13 03:49	BTC	Sell	63552.8→63485.2	+0.08	timeout
06-13 01:51	BTC	Sell	63542.8→63776.2	-2.28	timeout
06-12 23:43	BTC	Sell	63466.8→63504.2	-0.74	timeout
06-12 21:40	BTC	Sell	63490.8→63548.2	-0.90	timeout
06-12 19:41	BTC	Sell	63859.8→63719.2	+0.65	timeout
06-12 17:36	BTC	Sell	63818.8→63819.2	-0.45	timeout
06-12 15:11	BTC	Sell	63665.8→64296.3	-5.40	stop_loss
06-04 19:36	BTC	Sell	63819.8→63852.2	-0.70	timeout

Paper (trades.jsonl)

48

closed

27%

win rate

-39.14

total pnl ($)

-16.3 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	48	27%	-16.3	-39.14

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 48 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)