options_skew_mean_reversion_long

73

closed trades

48%

win rate

-98.08

total pnl ($)

1.140

weight

7d window — n=23 wr=48% pnl=-7.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 19:38:41 (19.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_89614

n: 107 · wr: 43.9% · total_bps: -2194.3 · mean_bps: -20.51 · sharpe: -0.16 · max_dd_bps: -3937.5

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

time	sym	side	entry→exit	pnl	close
06-22 14:56	BTC	Buy	64270.2→64858.8	+4.08	timeout
06-22 08:50	BTC	Buy	63709.2→64139.8	+2.89	timeout
06-22 02:45	BTC	Buy	64022.2→64444.8	+2.81	timeout
06-21 20:42	BTC	Buy	63924.2→63924.8	-0.45	timeout
06-21 14:41	BTC	Buy	64216.2→64006.8	-2.05	timeout
06-21 08:40	BTC	Buy	63850.2→63898.8	-0.14	timeout
06-21 02:39	BTC	Buy	63404.2→64230.8	+6.06	timeout
06-20 20:36	BTC	Buy	63446.2→63831.8	+2.60	timeout
06-20 14:32	BTC	Buy	63413.2→63354.8	-0.94	timeout
06-20 08:28	BTC	Buy	63051.2→63453.8	+2.71	timeout
06-20 02:25	BTC	Buy	63081.2→63370.8	+1.85	timeout
06-19 20:22	BTC	Buy	62691.1→62968.9	+1.75	timeout
06-19 14:18	BTC	Buy	62976.1→63069.8	+0.34	timeout
06-18 08:40	BTC	Buy	64348.2→64524.8	+0.92	timeout
06-18 02:44	BTC	Buy	65114.3→64707.8	-3.60	timeout
06-17 20:37	BTC	Buy	65099.3→64434.8	-5.55	timeout
06-17 14:35	BTC	Buy	65868.3→65178.7	-5.69	timeout
06-17 08:36	BTC	Buy	65778.3→65107.7	-5.54	timeout
06-17 02:25	BTC	Buy	65668.3→66039.7	+2.37	timeout
06-16 20:26	BTC	Buy	66485.3→65740.7	-6.10	timeout
06-16 14:17	BTC	Buy	66092.3→65839.7	-2.40	timeout
06-16 08:13	BTC	Buy	66544.3→66423.7	-1.32	timeout
06-16 02:11	BTC	Buy	66351.3→66117.7	-2.21	timeout
06-15 20:10	BTC	Buy	65703.3→66553.7	+5.99	timeout
06-15 14:06	BTC	Buy	65585.3→66416.7	+5.90	timeout
06-15 07:58	BTC	Buy	63780.2→65648.7	+14.19	timeout
06-15 01:53	BTC	Buy	64282.2→65522.7	+9.18	timeout
06-14 19:51	BTC	Buy	64393.2→63740.8	-5.54	timeout
06-14 13:50	BTC	Buy	64619.2→64276.8	-3.10	timeout
06-14 07:51	BTC	Buy	64303.2→64391.8	+0.23	timeout
06-14 01:50	BTC	Buy	64145.2→64612.8	+3.21	timeout
06-13 19:50	BTC	Buy	63798.2→64310.8	+3.57	timeout
06-13 13:46	BTC	Buy	63784.2→64069.8	+1.76	timeout
06-11 08:34	BTC	Buy	61881.1→62923.9	+7.92	timeout
06-11 02:28	BTC	Buy	62107.1→62039.9	-1.02	timeout
06-10 20:18	BTC	Buy	61596.1→61809.9	+1.26	timeout
06-10 04:01	BTC	Buy	61154.1→62016.9	+6.66	timeout
06-09 22:01	BTC	Buy	62740.1→62016.9	-6.16	timeout
06-09 15:58	BTC	Buy	62848.1→61102.9	-14.39	timeout
06-09 10:00	BTC	Buy	63572.2→62705.9	-7.25	timeout
06-09 03:58	BTC	Buy	63732.2→62842.9	-7.42	timeout
06-08 21:50	BTC	Buy	63458.2→63760.8	+1.92	timeout
06-08 15:47	BTC	Buy	63097.2→63815.8	+5.22	timeout
06-08 09:43	BTC	Buy	61683.1→63275.8	+12.45	timeout
06-08 03:41	BTC	Buy	62086.1→63136.8	+8.00	timeout
06-07 21:40	BTC	Buy	62582.1→61778.9	-6.86	timeout
06-07 15:35	BTC	Buy	61610.1→62053.9	+3.14	timeout
06-07 09:29	BTC	Buy	60867→62659.9	+14.29	timeout
06-07 03:24	BTC	Buy	60511→61578.9	+8.35	timeout
06-06 21:18	BTC	Buy	61235.1→60812	-3.87	timeout
06-06 15:15	BTC	Buy	60887→60567	-3.08	timeout
06-06 09:11	BTC	Buy	61759.1→61185.9	-5.12	timeout
06-06 03:16	BTC	Buy	60536→60827	+1.95	timeout
06-05 16:11	BTC	Buy	63004.2→59817.1	-25.72	stop_loss
06-05 16:03	BTC	Buy	62568.1→60160	-19.71	timeout
06-05 09:17	BTC	Buy	63717.2→62980.9	-6.22	timeout
06-05 03:46	BTC	Buy	63752.2→62710.9	-8.59	timeout
06-04 21:41	BTC	Buy	62805.1→63117.8	+2.05	timeout
06-04 17:19	BTC	Buy	63981.2→63263.8	-6.10	timeout
06-04 02:00	BTC	Buy	65340.3→62035.9	-25.74	stop_loss
06-04 00:29	BTC	Buy	66785.3→63407.1	-25.73	stop_loss
06-03 16:41	BTC	Buy	66382.3→65908.7	-4.05	timeout
06-03 13:51	BTC	Buy	66646.3→66942.7	+1.75	timeout
06-02 10:12	BTC	Buy	70980.5→69726.5	-9.36	timeout
06-02 02:43	BTC	Buy	71508.6→70575.5	-7.05	timeout
06-01 01:53	BTC	Buy	73834.7→73399.3	-3.44	timeout
05-31 17:48	BTC	Buy	74053.7→73690.3	-2.94	timeout
05-31 11:53	BTC	Buy	73812.7→73881.3	-0.05	timeout
05-30 21:52	BTC	Buy	73554.7→73928.3	+2.03	timeout
05-30 12:06	BTC	Buy	73411.7→73563.3	+0.56	timeout
05-30 01:35	BTC	Buy	72946.6→73598.3	+4.00	timeout
05-29 19:01	BTC	Buy	73737.7→73344.3	-3.16	timeout
05-29 13:35	BTC	Buy	73534.7→72954.4	-4.41	timeout

Paper (trades.jsonl)

73

closed

48%

win rate

-98.08

total pnl ($)

-26.6 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	73	48%	-26.6	-98.08

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 73 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)