btc_realized_vol_expansion_long

not live
1
closed trades
0%
win rate
-5.29
total pnl ($)
1.177
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 11:37 (24.1d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_vreg_5_full
n: 14  ·  wr: 50.0%  ·  total_bps: +499.4  ·  mean_bps: +35.67  ·  sharpe: +0.28  ·  max_dd_bps: -295.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.483

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-01 05:17BTCBuy74157.7→73445.3-5.29timeout

Paper vs Live

Paper (trades.jsonl)
1
closed
0%
win rate
-5.29
total pnl ($)
-105.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC10%-105.1-5.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems