wednesday_btc_mean_reversion_long

64

closed trades

33%

win rate

-73.51

total pnl ($)

1.080

weight

7d window — n=16 wr=44% pnl=-2.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:01:36 (18.7d ago) · src: canon

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

n: 515 · wr: 41.7% · total_bps: -6169.1 · mean_bps: -11.98 · sharpe: -0.21 · max_dd_bps: -6887.4

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

time	sym	side	entry→exit	pnl	close
06-17 23:56	BTC	Buy	64344.2→64409.8	+0.06	timeout
06-17 23:26	BTC	Buy	64282.2→64489.8	+1.16	timeout
06-17 22:55	BTC	Buy	64247.2→64358.8	+0.42	timeout
06-17 22:22	BTC	Buy	64332.2→64178.8	-1.64	timeout
06-17 21:52	BTC	Buy	64276.2→64197.8	-1.06	timeout
06-17 21:17	BTC	Buy	64242.2→64262.8	-0.29	timeout
06-17 20:43	BTC	Buy	64209.2→64236.8	-0.23	timeout
06-17 13:54	BTC	Buy	64943.2→65296.7	+2.27	timeout
06-17 13:21	BTC	Buy	64718.2→65008.7	+1.79	timeout
06-17 12:49	BTC	Buy	64825.2→65033.7	+1.16	timeout
06-17 12:16	BTC	Buy	64599.2→64816.8	+1.23	timeout
06-17 11:44	BTC	Buy	64895.2→64776.8	-1.37	timeout
06-17 11:11	BTC	Buy	64874.2→64664.8	-2.07	timeout
06-17 10:41	BTC	Buy	64941.2→64856.8	-1.10	timeout
06-17 10:08	BTC	Buy	64951.2→64808.8	-1.55	timeout
06-17 09:37	BTC	Buy	65102.3→64948.8	-1.63	timeout
06-10 13:06	BTC	Buy	61122.1→61556.9	+3.11	timeout
06-10 12:33	BTC	Buy	60987→61896.9	+7.01	take_profit
06-10 12:01	BTC	Buy	61334.1→60929	-3.75	timeout
06-10 11:28	BTC	Buy	61305.1→60903	-3.73	timeout
06-10 10:57	BTC	Buy	61362.1→61340.9	-0.62	timeout
06-10 10:24	BTC	Buy	60924→61247.9	+2.21	timeout
06-10 09:52	BTC	Buy	61284.1→61258.9	-0.65	timeout
06-10 09:14	BTC	Buy	61594.1→61001.4	-5.26	stop_loss
06-10 08:50	BTC	Buy	61680.1→61207.9	-4.27	timeout
06-04 01:23	BTC	Buy	63171.2→62564.6	-5.25	stop_loss
06-04 00:26	BTC	Buy	64344.2→63725.9	-5.25	stop_loss
06-04 00:25	BTC	Buy	64458.2→63838.9	-5.25	stop_loss
06-03 23:48	BTC	Buy	64808.2→64185.7	-5.25	stop_loss
06-03 23:02	BTC	Buy	65227.3→64597.5	-5.28	stop_loss
06-03 22:46	BTC	Buy	65503.3→65050.7	-3.90	timeout
06-03 22:12	BTC	Buy	65435.3→65310.7	-1.40	timeout
06-03 20:55	BTC	Buy	65305.3→64652.4	-5.45	stop_loss
06-03 20:52	BTC	Buy	65528.3→65147.7	-3.36	timeout
06-03 19:55	BTC	Buy	65910.3→65277.1	-5.26	stop_loss
06-03 18:56	BTC	Buy	65879.3→66097.7	+1.20	timeout
06-03 17:50	BTC	Buy	65900.3→65926.7	-0.25	timeout
06-03 16:27	BTC	Buy	66180.3→65541.9	-5.27	stop_loss
06-03 15:20	BTC	Buy	66921.3→66278.5	-5.26	stop_loss
06-03 14:34	BTC	Buy	67122.4→66766.7	-3.10	timeout
06-03 13:40	BTC	Buy	66901.3→66896.7	-0.49	timeout
06-03 12:50	BTC	Buy	67077.4→66994.7	-1.06	timeout
06-03 12:00	BTC	Buy	67301.4→67020.6	-2.54	timeout
06-03 11:12	BTC	Buy	67277.4→67189.6	-1.11	timeout
06-03 10:35	BTC	Buy	66812.3→67282.6	+3.06	timeout
06-03 10:04	BTC	Buy	66965.3→67076.6	+0.38	timeout
06-03 09:26	BTC	Buy	67013.4→66825.7	-1.86	timeout
06-03 08:50	BTC	Buy	67276.4→67107.6	-1.71	timeout
06-03 08:16	BTC	Buy	67144.4→67002.6	-1.51	timeout
06-03 07:42	BTC	Buy	67386.4→67052.6	-2.93	timeout
06-03 07:08	BTC	Buy	67256.4→67002.6	-2.34	timeout
06-03 06:36	BTC	Buy	66866.3→67425.6	+3.73	timeout
06-03 06:04	BTC	Buy	66895.3→67180.6	+1.68	timeout
06-03 05:31	BTC	Buy	66349.3→66875.7	+3.52	timeout
05-28 00:54	BTC	Buy	74366.7→74480.3	+0.31	timeout
05-28 00:23	BTC	Buy	74319.7→74502.3	+0.78	timeout
05-27 22:49	BTC	Buy	74443.7→74497.3	-0.09	timeout
05-27 17:38	BTC	Buy	75010.8→74975.3	-0.69	timeout
05-27 16:17	BTC	Buy	75169.8→75131.2	-0.71	timeout
05-27 15:46	BTC	Buy	75107.8→75244.2	+0.46	timeout
05-27 15:16	BTC	Buy	75000.7→75086.2	+0.12	timeout
05-27 14:45	BTC	Buy	74880.7→75032.2	+0.56	timeout
05-27 14:14	BTC	Buy	75359.8→74985.3	-2.93	timeout
05-27 11:44	BTC	Buy	75865.8→75781.2	-1.00	timeout

Paper (trades.jsonl)

64

closed

33%

win rate

-73.51

total pnl ($)

-23.0 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	64	33%	-23.0	-73.51

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 64 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)