btc_dvol_elevated_short

not live
69
closed trades
48%
win rate
+47.69
total pnl ($)
1.273
weight
7d window — n=25 wr=36% pnl=+3.56  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 21:13:00 (29.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agent_session_opts6
n: 53  ·  wr: 49.1%  ·  total_bps: +1868.9  ·  mean_bps: +35.26  ·  sharpe: +0.22  ·  max_dd_bps: -419.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 13:02BTCSell60324→60388-0.97timeout
06-27 09:01BTCSell60243→60416-1.88timeout
06-27 05:04BTCSell60075→60190-1.41timeout
06-27 01:10BTCSell60010→59940+0.13timeout
06-26 21:16BTCSell59837→59717+0.57timeout
06-26 15:38BTCSell59347→60454.2-9.76stop_loss
06-26 13:07BTCSell60320→59063+9.98timeout
06-26 04:40BTCSell59747→59896-1.70timeout
06-26 03:39BTCSell58352.1→59442.7-9.80stop_loss
06-26 00:33BTCSell59501→59762-2.64timeout
06-25 20:33BTCSell60346→59488+6.66timeout
06-25 13:48BTCSell61330.9→59372+15.51take_profit
06-25 12:02BTCSell61626.9→61209.1+2.94timeout
06-25 07:36BTCSell60822→61836.1-8.79timeout
06-25 03:28BTCSell60819→60780-0.13timeout
06-24 20:49BTCSell59925→61049.6-9.86stop_loss
06-24 16:46BTCSell62046.9→60066+15.48take_profit
06-24 03:05BTCSell62537.9→62579.1-0.77timeout
06-23 23:04BTCSell62439.9→62520.1-1.10timeout
06-23 18:47BTCSell62292.9→62084.1+1.23timeout
06-23 14:35BTCSell62279.9→62535.1-2.52timeout
06-23 11:00BTCSell63621.8→62317.1+9.75timeout
06-22 10:46BTCSell64016.8→64107.2-1.13timeout
06-22 06:36BTCSell63776.8→63983.2-2.06timeout
06-22 02:46BTCSell63927.8→64408.2-4.19timeout
06-20 01:42BTCSell62977.9→63518.2-4.74timeout
06-19 21:36BTCSell63126.8→63096.2-0.19timeout
06-19 17:35BTCSell62589.9→62998.1-3.71timeout
06-19 13:30BTCSell62717.9→62765.1-0.85timeout
06-19 09:42BTCSell62667.9→62414.1+1.54timeout
06-19 05:34BTCSell62879.9→62564.1+2.05timeout
06-19 01:24BTCSell62709.9→63005.2-2.83timeout
06-18 21:38BTCSell62860.9→62885.1-0.67timeout
06-08 15:38BTCSell63255.8→63912.2-5.62timeout
06-08 09:17BTCSell62433.9→63602-9.80stop_loss
06-08 07:32BTCSell62895.9→63206.2-2.91timeout
06-07 22:14BTCSell62240.9→63399.9-9.76stop_loss
06-07 22:14BTCSell61777.9→62928.6-9.76stop_loss
06-07 19:27BTCSell61736.9→61364.1+2.56timeout
06-07 15:28BTCSell62636.9→61894.1+5.48timeout
06-07 11:20BTCSell61960.9→62452.1-4.42timeout
06-07 07:46BTCSell61354.9→62179.1-7.17timeout
06-07 03:25BTCSell60881→61612.1-6.44timeout
06-06 23:06BTCSell60700→60653-0.08timeout
06-06 19:00BTCSell60964→60571+2.76timeout
06-06 14:58BTCSell61302.9→60835+3.37timeout
06-06 08:28BTCSell60176→61313.7-9.89stop_loss
06-06 06:53BTCSell61220.9→60841+2.66timeout
06-06 02:53BTCSell61503.9→61137.1+2.54timeout
06-05 18:52BTCSell61277.9→59323+15.51take_profit
06-05 16:10BTCSell61893.9→59918+15.51take_profit
06-05 14:26BTCSell62428.9→60436+15.51take_profit
06-05 10:49BTCSell62864.9→62550.1+2.06timeout
06-05 06:20BTCSell63766.8→61722.1+15.57take_profit
06-05 02:15BTCSell63453.8→63196.2+1.58timeout
06-04 22:10BTCSell63725.8→63260.2+3.19timeout
06-04 19:18BTCSell63359.8→63900.2-4.71timeout
06-04 13:26BTCSell63544.8→63236.2+1.96timeout
06-04 03:05BTCSell62612.9→63779.1-9.76stop_loss
06-04 00:38BTCSell65299.7→63216.2+15.50take_profit
06-03 22:50BTCSell65892.7→64965.2+6.59timeout
06-03 16:54BTCSell67177.6→65920.3+8.93timeout
06-03 10:31BTCSell66333.7→67318.4-7.84timeout
06-03 05:37BTCSell66443.7→66863.3-3.60timeout
06-03 00:17BTCSell67566.6→67023.4+3.57timeout
06-02 13:08BTCSell69944.5→69021.5+6.18timeout
06-02 09:42BTCSell70916.5→69453.5+9.90timeout
06-02 04:50BTCSell71366.4→70886.5+2.95timeout
06-02 00:05BTCSell71588.4→71319.6+1.47timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
48%
win rate
+47.69
total pnl ($)
+13.8 bps
avg bps net
Live (dry_run=0)
5
closed
100%
win rate
+17.57
total pnl ($)
+84.9 bps
avg bps net
Live WR is 209% of paper WR (100% vs 48%)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6948%+13.8+47.69

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:42BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems