btc_dvol_fear_spike_short_v1

not live
14
closed trades
57%
win rate
+39.11
total pnl ($)
1.308
weight
7d window — n=5 wr=60% pnl=+14.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 12:55:10 (27.9d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: agent_session_dvol_5
n: 32  ·  wr: 56.2%  ·  total_bps: +2783.5  ·  mean_bps: +86.98  ·  sharpe: +0.41  ·  max_dd_bps: -401.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:00BTCSell59170→60273.1-9.77stop_loss
06-25 13:53BTCSell60915→58963.9+15.56take_profit
06-24 16:51BTCSell61722.9→59750+15.50take_profit
06-23 14:18BTCSell63154.8→62767.1+2.59timeout
06-22 01:26BTCSell63381.8→64561.5-9.75stop_loss
06-18 23:44BTCSell62786.9→62891.1-1.29timeout
06-08 15:36BTCSell63179.8→63814.2-5.45timeout
06-07 15:31BTCSell62242.9→62083.1+0.83timeout
06-06 15:29BTCSell60851→60642+1.26timeout
06-05 15:27BTCSell62227.9→60857+10.55timeout
06-04 15:26BTCSell63531.8→63989.2-4.01timeout
06-03 16:31BTCSell67042.6→65639.3+10.04timeout
06-02 14:23BTCSell70211.5→67962.4+15.58take_profit
06-02 00:20BTCSell70893.5→71195.6-2.53timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
57%
win rate
+39.11
total pnl ($)
+55.8 bps
avg bps net
Live (dry_run=0)
2
closed
50%
win rate
+29.06
total pnl ($)
+151.2 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1457%+55.8+39.11

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems