btc_dvol_spike_reversion_long_v1

not live
9
closed trades
22%
win rate
-31.89
total pnl ($)
1.261
weight
7d window — n=2 wr=50% pnl=+6.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-01 16:57 (21.1d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_dvol_4
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=239.977

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 07:59BTCBuy63274.2→64174.8+6.65timeout
06-18 23:46BTCBuy62815.1→62858.9-0.08timeout
06-08 15:35BTCBuy63185.2→63779.8+4.24timeout
06-07 15:29BTCBuy62223.1→61929.9-2.81timeout
06-06 15:29BTCBuy60865→60618-2.48timeout
06-05 13:52BTCBuy62233.1→61074.4-9.76stop_loss
06-04 10:30BTCBuy63552.2→62365.7-9.77stop_loss
06-03 16:18BTCBuy67010.4→65984.7-8.13timeout
06-02 14:01BTCBuy69932.5→68632.2-9.76stop_loss

Paper vs Live

Paper (trades.jsonl)
9
closed
22%
win rate
-31.89
total pnl ($)
-70.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC922%-70.8-31.89

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems