btc_dvol_spike_trend_short

38

closed trades

45%

win rate

-6.39

total pnl ($)

1.221

weight

7d window — n=10 wr=40% pnl=+1.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 22:40:02 (28.8d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: agent_session_88b

n: 80 · wr: 58.8% · total_bps: +5103.7 · mean_bps: +63.80 · sharpe: +0.35 · max_dd_bps: -576.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-26 17:55	BTC	Sell	59943→59995	-0.87	timeout
06-26 10:48	BTC	Sell	60661→59329	+10.54	take_profit
06-26 04:17	BTC	Sell	59386→60204.1	-7.34	stop_loss
06-25 21:52	BTC	Sell	59205→60011	-7.25	stop_loss
06-25 13:53	BTC	Sell	60191→58816.9	+10.96	take_profit
06-25 05:07	BTC	Sell	60781→61637.9	-7.50	stop_loss
06-24 20:06	BTC	Sell	59725→60578.3	-7.60	stop_loss
06-24 16:51	BTC	Sell	61306.9→59917	+10.86	take_profit
06-23 16:28	BTC	Sell	62357.9→62583.1	-2.26	timeout
06-23 10:27	BTC	Sell	62627.9→62344.1	+1.78	timeout
06-19 16:55	BTC	Sell	62701.9→63026.2	-3.04	timeout
06-19 08:00	BTC	Sell	62739.9→62600.1	+0.62	timeout
06-19 01:44	BTC	Sell	62908.9→62888.1	-0.30	timeout
06-18 19:58	BTC	Sell	62291.9→62967.1	-5.90	timeout
06-08 07:48	BTC	Sell	62476.9→63329.8	-7.27	stop_loss
06-07 22:13	BTC	Sell	61805.9→62648.4	-7.27	stop_loss
06-07 19:30	BTC	Sell	61963.9→61451.1	+3.68	timeout
06-07 13:24	BTC	Sell	62601.9→61715.1	+6.64	timeout
06-07 07:12	BTC	Sell	61465.9→62131.1	-5.87	timeout
06-07 01:07	BTC	Sell	60705→61114.1	-3.81	timeout
06-06 19:05	BTC	Sell	60575→60559	-0.33	timeout
06-06 13:04	BTC	Sell	61131.9→61023.1	+0.43	timeout
06-06 04:34	BTC	Sell	60877→59541	+10.52	take_profit
06-06 00:59	BTC	Sell	61617.9→61275.1	+2.33	timeout
06-05 16:21	BTC	Sell	60615→61462.8	-7.44	stop_loss
06-05 09:15	BTC	Sell	62429.9→63287.8	-7.32	stop_loss
06-05 04:58	BTC	Sell	62660.9→63513.9	-7.26	stop_loss
06-05 00:56	BTC	Sell	63583.8→63434.2	+0.72	timeout
06-04 19:12	BTC	Sell	64307.8→63673.2	+4.49	timeout
06-04 13:09	BTC	Sell	63326.8→63597.2	-2.60	timeout
06-04 08:22	BTC	Sell	64634.8→63216.2	+10.53	take_profit
06-04 00:25	BTC	Sell	65298.7→63868.2	+10.50	take_profit
06-03 17:25	BTC	Sell	66944.7→65862.3	+7.65	timeout
06-03 05:12	BTC	Sell	66342.7→67261	-7.37	stop_loss
06-03 03:48	BTC	Sell	66737.7→65761.3	+6.87	timeout
06-02 16:18	BTC	Sell	67249.6→68169.5	-7.29	stop_loss
06-02 11:08	BTC	Sell	69947.5→69544.5	+2.46	timeout
06-02 06:11	BTC	Sell	70149.5→70379.5	-2.06	timeout

Paper (trades.jsonl)

38

closed

45%

win rate

-6.39

total pnl ($)

-3.3 bps

avg bps net

Live (dry_run=0)

2

closed

0%

win rate

-7.25

total pnl ($)

-76.4 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	38	45%	-3.3	-6.39

time	sym	side	reason
06-26 14:11	BTC	Sell	stale_intent
06-24 14:06	BTC	Sell	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 38 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)