btc_gamma_net_short_v1

55

closed trades

44%

win rate

-57.38

total pnl ($)

0.961

weight

7d window — n=19 wr=26% pnl=-43.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 14:31 (27.0d ago) · src: backtest-gate-results.jsonl

verdict: PASS · strict: STRICT-FAIL · batch: strategies_batch_agent_session_gamma_2

n: 38 · wr: 55.3% · total_bps: +599.8 · mean_bps: +15.78 · sharpe: +0.27 · max_dd_bps: -370.5

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

time	sym	side	entry→exit	pnl	close
06-27 07:54	BTC	Sell	60229→60494	-2.65	timeout
06-26 23:46	BTC	Sell	59863→60066	-2.15	timeout
06-26 13:57	BTC	Sell	59350→60161.1	-7.28	stop_loss
06-26 04:17	BTC	Sell	59375→60184.1	-7.26	stop_loss
06-25 21:35	BTC	Sell	59201→60007	-7.25	stop_loss
06-25 13:46	BTC	Sell	61055.9→59703	+10.62	take_profit
06-25 05:07	BTC	Sell	60777→61605.9	-7.27	stop_loss
06-24 20:01	BTC	Sell	59507→60319.2	-7.28	stop_loss
06-24 11:49	BTC	Sell	62306.9→63157.7	-7.28	stop_loss
06-24 07:33	BTC	Sell	62743.9→62683.1	+0.05	timeout
06-23 23:18	BTC	Sell	62301.9→62554.1	-2.47	timeout
06-23 14:39	BTC	Sell	62270.9→62543.1	-2.65	timeout
06-23 06:21	BTC	Sell	63978.8→62568.1	+10.58	take_profit
06-22 23:07	BTC	Sell	64329.8→63953.2	+2.48	timeout
06-22 12:24	BTC	Sell	64090.8→64969.7	-7.29	stop_loss
06-21 22:03	BTC	Sell	63980.8→63759.2	+1.28	timeout
06-21 12:43	BTC	Sell	63912.8→64036.2	-1.43	timeout
06-20 23:49	BTC	Sell	63897.8→64273.2	-3.39	timeout
06-20 15:43	BTC	Sell	63702.8→64065.2	-3.28	timeout
06-20 07:40	BTC	Sell	63475.8→63733.2	-2.48	timeout
06-19 23:36	BTC	Sell	62940.9→63333.2	-3.56	timeout
06-19 13:45	BTC	Sell	62586.9→63447.9	-7.34	stop_loss
06-19 07:33	BTC	Sell	62727.9→62715.1	-0.36	timeout
06-18 23:29	BTC	Sell	62748.9→62844.1	-1.22	timeout
06-18 15:28	BTC	Sell	64046.8→63331.2	+5.13	timeout
06-18 07:22	BTC	Sell	64443.8→64170.2	+1.67	timeout
06-17 23:20	BTC	Sell	64684.8→64431.2	+1.51	timeout
06-17 12:43	BTC	Sell	64971.8→64846.2	+0.53	timeout
06-12 04:04	BTC	Sell	63549.8→63478.2	+0.13	timeout
06-11 17:49	BTC	Sell	62777.9→63633	-7.25	stop_loss
06-11 11:56	BTC	Sell	62690.9→63087.2	-3.59	timeout
06-11 01:41	BTC	Sell	61511.9→62350.3	-7.26	stop_loss
06-10 19:52	BTC	Sell	62361.9→61950.1	+2.86	timeout
06-10 11:50	BTC	Sell	61673.9→61000	+5.01	timeout
06-09 18:42	BTC	Sell	61405.9→61702.1	-2.85	timeout
06-09 10:41	BTC	Sell	63308.8→62668.1	+4.60	timeout
06-09 02:34	BTC	Sell	63265.8→62740.1	+3.70	timeout
06-08 18:28	BTC	Sell	63829.8→63611.2	+1.28	timeout
06-08 10:21	BTC	Sell	63001.8→63270.2	-2.58	timeout
06-08 02:19	BTC	Sell	63242.8→62950.1	+1.87	timeout
06-07 18:17	BTC	Sell	61888.9→62130.1	-2.41	timeout
06-07 08:23	BTC	Sell	61653.9→62498.4	-7.30	stop_loss
06-07 01:08	BTC	Sell	60595→61422.8	-7.27	stop_loss
06-06 18:01	BTC	Sell	60777→60580	+1.16	timeout
06-06 09:59	BTC	Sell	60941→60951	-0.52	timeout
06-06 01:59	BTC	Sell	61662.9→61081.1	+4.27	timeout
06-05 16:22	BTC	Sell	60705→61532.8	-7.26	stop_loss
06-05 09:15	BTC	Sell	62386.9→63246.8	-7.34	stop_loss
06-05 02:19	BTC	Sell	63355.8→62985.1	+2.47	timeout
06-04 17:53	BTC	Sell	63761.8→63618.2	+0.69	timeout
06-04 10:30	BTC	Sell	63847.8→62448.1	+10.49	take_profit
06-04 00:25	BTC	Sell	65290.7→63860.2	+10.50	take_profit
06-03 20:41	BTC	Sell	65886.7→65284.3	+4.13	timeout
06-03 05:11	BTC	Sell	66327.7→67231	-7.26	stop_loss
06-02 11:08	BTC	Sell	69944.5→69551.5	+2.38	timeout

Paper (trades.jsonl)

55

closed

44%

win rate

-57.38

total pnl ($)

-20.9 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	55	44%	-20.9	-57.38

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 55 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)