btc_dvol_expiry_fear_short_v1

not live
6
closed trades
50%
win rate
+20.24
total pnl ($)
1.288
weight
7d window — n=2 wr=50% pnl=+5.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 05:13 (29.0d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_opt_dvolexp_1_full
n: 9  ·  wr: 88.9%  ·  total_bps: +1982.8  ·  mean_bps: +220.31  ·  sharpe: +0.89  ·  max_dd_bps: -163.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.636

Cumulative P&L (last 6 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 14:33BTCSell58905.1→60002-9.76stop_loss
06-24 16:51BTCSell61855.9→59873+15.55take_profit
06-18 23:46BTCSell62787.9→62865.1-1.09timeout
06-05 15:28BTCSell62221.9→60850+10.56timeout
06-04 15:26BTCSell63544.8→63986.2-3.89timeout
06-03 16:01BTCSell67199.6→65950.3+8.87timeout

Paper vs Live

Paper (trades.jsonl)
6
closed
50%
win rate
+20.24
total pnl ($)
+67.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC650%+67.5+20.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems