btc_dvol_roc_directional_v1

not live
3
closed trades
0%
win rate
-14.81
total pnl ($)
1.209
weight
7d window — n=1 wr=0% pnl=-0.62  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 13:39 (26.5d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_volc_5
n: 72  ·  wr: 61.1%  ·  total_bps: +3776.9  ·  mean_bps: +52.46  ·  sharpe: +0.33  ·  max_dd_bps: -636.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 20:44BTCSell59436→59457-0.62timeout
06-08 20:59BTCBuy63936.2→63427.8-4.44timeout
06-05 16:21BTCSell60323→61445.8-9.75stop_loss

Paper vs Live

Paper (trades.jsonl)
3
closed
0%
win rate
-14.81
total pnl ($)
-98.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC30%-98.7-14.81

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems