btc_dvol_shock_short

not live
31
closed trades
71%
win rate
+61.52
total pnl ($)
1.439
weight
7d window — n=9 wr=78% pnl=+37.97  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 21:03:05 (27.8d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: agent_session_opt_25
n: 32  ·  wr: 59.4%  ·  total_bps: +1477.2  ·  mean_bps: +46.16  ·  sharpe: +0.27  ·  max_dd_bps: -327.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 31 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 11:47BTCSell59768→59401+2.63timeout
06-26 03:33BTCSell59821→59206+4.67timeout
06-25 13:53BTCSell60872→58927.9+15.52take_profit
06-25 11:34BTCSell61616.9→61228.1+2.71timeout
06-25 03:28BTCSell60815→60794-0.28timeout
06-24 16:51BTCSell61722.9→59750+15.50take_profit
06-23 20:15BTCSell62679.9→62432.1+1.53timeout
06-23 12:18BTCSell63154.8→62405.1+5.44timeout
06-22 01:26BTCSell63381.8→64561.5-9.75stop_loss
06-19 12:29BTCSell62798.9→62536.1+1.62timeout
06-19 04:49BTCSell62813.9→62627.1+1.02timeout
06-18 21:44BTCSell62786.9→62892.1-1.31timeout
06-08 12:15BTCSell62909.9→62874.1-0.16timeout
06-08 04:17BTCSell63276.8→63004.2+1.71timeout
06-07 20:15BTCSell61757.9→61513.1+1.52timeout
06-07 08:46BTCSell61620.9→62780.5-9.86stop_loss
06-07 03:19BTCSell60645→61781-9.80stop_loss
06-06 20:01BTCSell60780→60591+1.09timeout
06-06 11:59BTCSell60930→60753+0.99timeout
06-06 03:59BTCSell61645.9→60664+7.52timeout
06-05 20:12BTCSell60695→60734-0.77timeout
06-05 12:13BTCSell62177.9→62159.1-0.29timeout
06-05 04:18BTCSell63345.8→62705.1+4.59timeout
06-04 19:52BTCSell63754.8→63645.2+0.41timeout
06-04 13:09BTCSell63839.8→63604.2+1.37timeout
06-04 00:38BTCSell65298.7→63215.2+15.50take_profit
06-03 22:26BTCSell65614.7→65108.3+3.41timeout
06-03 10:31BTCSell66333.7→67318.4-7.84timeout
06-03 00:12BTCSell67595.6→66801.3+5.43timeout
06-02 13:08BTCSell69925.5→69006.5+6.16timeout
06-02 08:12BTCSell70218.5→69985.5+1.24timeout

Paper vs Live

Paper (trades.jsonl)
31
closed
71%
win rate
+61.52
total pnl ($)
+39.7 bps
avg bps net
Live (dry_run=0)
2
closed
50%
win rate
-1.59
total pnl ($)
-14.2 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3171%+39.7+61.52

Recent bounces (last 20 of 1)

timesymsidereason
06-26 14:08BTCSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems