taker_ratio_fear_mean_reversion_long

not live
21
closed trades
29%
win rate
-10.24
total pnl ($)
1.194
weight
7d window — n=2 wr=0% pnl=-2.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 11:29:21 (31.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aug
n: 12  ·  wr: 25.0%  ·  total_bps: -228.7  ·  mean_bps: -19.06  ·  sharpe: -0.61  ·  max_dd_bps: -228.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 09:08BTCBuy62591.1→62500.9-1.16timeout
06-19 05:21BTCBuy62703.1→62565.9-1.54timeout
06-06 21:58BTCBuy60700→60754-0.00timeout
06-05 01:03BTCBuy63749.2→63135.3-5.26stop_loss
06-04 18:30BTCBuy63146.2→64096.8+7.08take_profit
06-04 14:53BTCBuy63769.2→63769.8-0.44timeout
06-04 10:21BTCBuy63107.2→62832.9-2.62timeout
06-04 08:04BTCBuy63868.2→63840.8-0.67timeout
06-04 02:33BTCBuy62407.1→63337.8+7.01take_profit
06-03 20:55BTCBuy65310.3→64652.4-5.49stop_loss
06-03 17:50BTCBuy65899.3→65948.7-0.08timeout
06-03 11:54BTCBuy67184.4→67056.6-1.41timeout
06-03 05:31BTCBuy66340.3→66855.7+3.43timeout
06-03 00:24BTCBuy66441.3→66841.7+2.56timeout
06-02 19:13BTCBuy67609.4→67285.6-2.84timeout
06-02 14:10BTCBuy68913.4→68251.4-5.26stop_loss
06-02 08:08BTCBuy69925.5→70036.5+0.34timeout
06-02 06:45BTCBuy70404.5→70286.5-1.29timeout
06-02 01:48BTCBuy71180.4→70846.5-2.80timeout
05-29 13:00BTCBuy73423.3→73226.7-1.79timeout
05-29 08:49BTCBuy73370.3→73729.7+2.00timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
29%
win rate
-10.24
total pnl ($)
-9.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2129%-9.7-10.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems