deribit_dvol_compression_vol_expansion

38

closed trades

47%

win rate

-1.27

total pnl ($)

1.224

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 01:16:22 (41.6d ago) · src: canon

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

n: 25 · wr: 48.0% · total_bps: -41.2 · mean_bps: -1.65 · sharpe: -0.02 · max_dd_bps: -473.2

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

time	sym	side	entry→exit	pnl	close
06-17 18:05	BTC	Buy	65915.3→64653.4	-0.68	stop_loss
06-17 17:19	BTC	Buy	64603.2→65909.7	+0.66	timeout
06-17 11:05	BTC	Buy	65772.3→64544.5	-0.67	stop_loss
06-17 05:14	BTC	Buy	65737.3→65757.7	-0.02	timeout
06-16 23:09	BTC	Buy	65757.3→65764.7	-0.03	timeout
06-16 17:09	BTC	Buy	66450.3→65749.7	-0.39	timeout
06-16 10:58	BTC	Buy	65808.3→66484.7	+0.32	timeout
06-16 04:48	BTC	Buy	66197.3→65845.7	-0.21	timeout
06-15 22:50	BTC	Buy	67097.4→66162.7	-0.50	timeout
06-15 16:48	BTC	Buy	65737.3→67096.6	+0.67	timeout
06-15 10:42	BTC	Buy	65634.3→65721.7	+0.01	timeout
06-15 04:42	BTC	Buy	65372.3→65627.7	+0.10	timeout
06-14 22:35	BTC	Buy	64157.2→65300.7	+0.57	timeout
06-14 16:34	BTC	Buy	64623.2→64157.8	-0.28	timeout
06-14 10:34	BTC	Buy	64443.2→64602.8	+0.05	timeout
06-14 04:30	BTC	Buy	64510.2→64435.8	-0.07	timeout
06-13 22:29	BTC	Buy	64004.2→64498.8	+0.23	timeout
06-13 16:23	BTC	Buy	63748.2→63960.8	+0.08	timeout
06-13 10:19	BTC	Buy	63508.2→63745.8	+0.10	timeout
06-13 04:28	BTC	Buy	63594.2→63510.8	-0.08	timeout
06-12 22:23	BTC	Buy	63805.2→63595.8	-0.14	timeout
06-12 15:38	BTC	Buy	63843.2→63905.8	+0.00	timeout
06-12 09:21	BTC	Buy	63416.2→63631.8	+0.08	timeout
06-12 03:19	BTC	Buy	63498.2→63464.8	-0.05	timeout
06-11 21:15	BTC	Buy	62654.1→63510.8	+0.43	timeout
06-11 15:08	BTC	Buy	62845.1→62761.9	-0.08	timeout
05-26 13:19	BTC	Buy	76634.8→76911.2	+0.09	timeout
05-26 07:18	BTC	Buy	76831.8→76564.2	-0.15	timeout
05-26 00:56	BTC	Buy	77529.9→76771.2	-0.36	timeout
05-25 18:57	BTC	Buy	77383.9→77522.1	+0.03	timeout
05-25 12:56	BTC	Buy	77408.9→77385.1	-0.04	timeout
05-25 06:56	BTC	Buy	77128.9→77401.1	+0.09	timeout
05-24 15:26	BTC	Buy	76877.8→76417.2	-0.23	timeout
05-22 22:35	BTC	Buy	76876.8→75693.2	-0.56	timeout
05-22 16:34	BTC	Buy	77334.9→76874.2	-0.24	timeout
05-22 10:35	BTC	Buy	77727.9→77327.1	-0.21	timeout
05-22 04:34	BTC	Buy	77599.9→77750.1	+0.03	timeout
05-21 22:33	BTC	Buy	77237.9→77669.1	+0.16	timeout

Paper (trades.jsonl)

38

closed

47%

win rate

-1.27

total pnl ($)

-9.5 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	38	47%	-9.5	-1.27

time	sym	side	reason
no bounces recorded

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 0)

Postmortem feed (last 10)