btc_vol_of_vol_directional_v1

not live
4
closed trades
25%
win rate
-5.43
total pnl ($)
1.211
weight
7d window — n=2 wr=0% pnl=-2.25  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 14:32 (27.0d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_vov_1_2
n: 43  ·  wr: 55.8%  ·  total_bps: +915.2  ·  mean_bps: +21.28  ·  sharpe: +0.16  ·  max_dd_bps: -540.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 10:30BTCBuy60364→60408-0.09timeout
06-26 10:25BTCBuy59943→59740-2.16timeout
06-16 10:26BTCBuy66048.3→66612.7+3.81timeout
06-03 10:24BTCSell66376.7→67249.4-6.99timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
25%
win rate
-5.43
total pnl ($)
-27.2 bps
avg bps net
Live (dry_run=0)
1
closed
0%
win rate
-0.53
total pnl ($)
-56.6 bps
avg bps net
Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC425%-27.2-5.43

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems