btc_dealer_gamma_extreme_short_v1

81

closed trades

42%

win rate

-31.04

total pnl ($)

1.057

weight

7d window — n=23 wr=39% pnl=-10.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 19:05 (28.3d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_agent_session_opt_gamma_full

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=239.977

time	sym	side	entry→exit	pnl	close
06-29 15:48	BTC	Sell	59408→59893	-4.52	timeout
06-29 06:49	BTC	Sell	59782→60040	-2.61	timeout
06-29 00:30	BTC	Sell	59411→59172	+1.57	timeout
06-28 18:09	BTC	Sell	59794→59667	+0.61	timeout
06-28 06:16	BTC	Sell	60194→59820	+2.66	timeout
06-28 00:09	BTC	Sell	60095→60106	-0.55	timeout
06-27 06:59	BTC	Sell	60183→60337	-1.73	timeout
06-27 00:48	BTC	Sell	59929→59935	-0.50	timeout
06-26 18:31	BTC	Sell	60115→59793	+2.24	timeout
06-26 12:33	BTC	Sell	59351→59924.9	-5.28	stop_loss
06-26 06:32	BTC	Sell	59924→60007	-1.14	timeout
06-26 00:09	BTC	Sell	59978→59803	+1.01	timeout
06-25 16:07	BTC	Sell	59180→59748.8	-5.26	stop_loss
06-25 12:30	BTC	Sell	61540.9→61082.1	+3.28	timeout
06-25 04:56	BTC	Sell	60812→61397.8	-5.27	stop_loss
06-24 23:38	BTC	Sell	61061.9→61036.1	-0.24	timeout
06-24 17:48	BTC	Sell	60362→59249	+8.76	timeout
06-24 11:49	BTC	Sell	62606.9→63209.7	-5.26	stop_loss
06-24 06:06	BTC	Sell	62639.9→62770.1	-1.49	timeout
06-23 23:43	BTC	Sell	62565.9→62603.1	-0.75	timeout
06-23 17:08	BTC	Sell	62348.9→62425.1	-1.06	timeout
06-23 10:52	BTC	Sell	62368.9→62227.1	+0.67	timeout
06-23 05:28	BTC	Sell	64052.8→63455.2	+4.22	timeout
06-22 23:26	BTC	Sell	64246.8→63988.2	+1.56	timeout
06-21 22:56	BTC	Sell	63783.8→63809.2	-0.65	timeout
06-20 22:44	BTC	Sell	63843.8→64243.2	-3.58	timeout
06-20 14:46	BTC	Sell	63417.8→64031.2	-5.29	stop_loss
06-20 10:36	BTC	Sell	63439.8→63605.2	-1.75	timeout
06-20 04:29	BTC	Sell	63379.8→63545.2	-1.76	timeout
06-19 22:24	BTC	Sell	62971.9→63268.2	-2.80	timeout
06-19 16:22	BTC	Sell	63035.8→63261.2	-2.23	timeout
06-19 10:18	BTC	Sell	62582.9→62432.1	+0.75	timeout
06-19 04:38	BTC	Sell	62895.9→62545.1	+2.33	timeout
06-18 22:29	BTC	Sell	63113.8→62812.1	+1.93	timeout
06-18 17:17	BTC	Sell	63244.8→62502.1	+5.40	timeout
06-18 11:06	BTC	Sell	64333.8→64082.2	+1.51	timeout
06-18 04:48	BTC	Sell	64673.8→63819.2	+6.16	timeout
06-17 22:46	BTC	Sell	64246.8→64302.2	-0.88	timeout
06-17 15:50	BTC	Sell	65213.7→65840.2	-5.25	stop_loss
06-17 10:41	BTC	Sell	65036.7→64909.2	+0.54	timeout
06-12 04:32	BTC	Sell	63554.8→63773.2	-2.16	timeout
06-11 22:36	BTC	Sell	63296.8→63555.2	-2.48	timeout
06-11 16:33	BTC	Sell	62891.9→62605.1	+1.83	timeout
06-11 10:24	BTC	Sell	62889.9→62822.1	+0.10	timeout
06-11 03:56	BTC	Sell	62197.9→62828.5	-5.51	stop_loss
06-10 22:13	BTC	Sell	61758.9→61192.1	+4.14	timeout
06-10 15:53	BTC	Sell	62098.9→62698.5	-5.28	stop_loss
06-10 09:50	BTC	Sell	61674.9→61150.1	+3.80	timeout
06-09 17:43	BTC	Sell	61339.9→61790.1	-4.11	timeout
06-09 11:55	BTC	Sell	62629.9→62594.1	-0.17	timeout
06-09 04:37	BTC	Sell	62735.9→63341.8	-5.28	stop_loss
06-08 23:44	BTC	Sell	63779.8→63120.2	+4.72	timeout
06-08 17:42	BTC	Sell	63782.8→63298.2	+3.36	timeout
06-08 11:37	BTC	Sell	63362.8→63788.2	-3.80	timeout
06-08 05:32	BTC	Sell	63156.8→62620.1	+3.80	timeout
06-07 22:13	BTC	Sell	61781.9→62376.3	-5.26	stop_loss
06-07 17:23	BTC	Sell	61778.9→62295.1	-4.63	timeout
06-07 11:23	BTC	Sell	62678.9→62504.1	+0.94	timeout
06-07 05:12	BTC	Sell	61465.9→61788.1	-3.07	timeout
06-06 23:07	BTC	Sell	60709→60673	-0.16	timeout
06-06 17:04	BTC	Sell	60578→60718	-1.61	timeout
06-06 11:04	BTC	Sell	61131.9→60703	+3.06	timeout
06-06 05:03	BTC	Sell	60864→59830	+8.04	timeout
06-05 23:00	BTC	Sell	61584.9→61599.1	-0.56	timeout
06-05 16:21	BTC	Sell	60855→61447.8	-5.32	stop_loss
06-05 09:15	BTC	Sell	62610.9→63213.8	-5.26	stop_loss
06-05 04:58	BTC	Sell	62764.9→63370.8	-5.28	stop_loss
06-04 22:56	BTC	Sell	63583.8→63666.2	-1.10	timeout
06-04 17:14	BTC	Sell	64293.8→63569.2	+5.19	timeout
06-04 11:11	BTC	Sell	63280.8→62214.1	+7.97	timeout
06-04 06:27	BTC	Sell	64614.8→64247.2	+2.40	timeout
06-03 22:40	BTC	Sell	65304.7→65071.3	+1.34	timeout
06-03 15:17	BTC	Sell	67205.6→66418.3	+5.41	timeout
06-03 05:04	BTC	Sell	66342.7→66980.8	-5.26	stop_loss
06-03 00:17	BTC	Sell	66434.7→67073.9	-5.26	stop_loss
06-02 16:13	BTC	Sell	67281.6→67928.3	-5.26	stop_loss
06-02 09:08	BTC	Sell	69925.5→69693.5	+1.22	timeout
06-02 02:10	BTC	Sell	71276.4→70225.5	+6.93	timeout
06-01 03:51	BTC	Sell	73501.3→73863.7	-2.91	timeout
05-31 18:55	BTC	Sell	73522.3→73589.7	-0.90	timeout
05-31 10:38	BTC	Sell	73856.3→73791.7	-0.00	timeout

Paper (trades.jsonl)

81

closed

42%

win rate

-31.04

total pnl ($)

-7.7 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	81	42%	-7.7	-31.04

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 81 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)