btc_realized_vol_compression_long_v1

not live
1
closed trades
100%
win rate
+2.35
total pnl ($)
1.123
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 13:54 (22.0d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_rvol_2
n: 29  ·  wr: 51.7%  ·  total_bps: +1367.5  ·  mean_bps: +47.16  ·  sharpe: +0.26  ·  max_dd_bps: -677.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-30 21:40BTCBuy73528.7→73948.3+2.35timeout

Paper vs Live

Paper (trades.jsonl)
1
closed
100%
win rate
+2.35
total pnl ($)
+48.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1100%+48.1+2.35

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems