dvol_compression_fear_volatility_expansion_long

not live
22
closed trades
41%
win rate
+17.94
total pnl ($)
1.254
weight
7d window — n=12 wr=42% pnl=+17.80  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 06:26:15 (34.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aaf
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 19:15BTCBuy65249.3→65152.7-1.56timeout
06-17 13:12BTCBuy64982.2→65023.7-0.18timeout
06-17 07:14BTCBuy65801.3→65658.7-2.00timeout
06-17 01:13BTCBuy65874.3→65739.7-1.92timeout
06-16 19:04BTCBuy65638.3→65681.7-0.17timeout
06-16 13:03BTCBuy66793.3→66414.7-4.29timeout
06-16 06:55BTCBuy65708.3→66475.7+7.02timeout
06-16 00:56BTCBuy66479.3→66260.7-2.71timeout
06-15 18:48BTCBuy66616.3→66817.7+1.36timeout
06-15 12:47BTCBuy65779.3→66461.7+6.16timeout
06-15 06:44BTCBuy65568.3→65792.7+1.64timeout
06-15 00:40BTCBuy64007.2→65488.7+14.46timeout
06-14 18:37BTCBuy63958.2→63738.8-2.84timeout
06-14 12:36BTCBuy64461.2→64334.8-1.86timeout
06-14 06:33BTCBuy64530.2→64296.8-2.93timeout
06-14 00:28BTCBuy64231.2→64504.8+2.19timeout
06-13 18:27BTCBuy64129.2→64137.8-0.50timeout
06-13 12:22BTCBuy63766.2→63905.8+0.82timeout
06-13 06:22BTCBuy63753.2→63584.8-2.30timeout
06-13 00:17BTCBuy63514.2→63558.8-0.15timeout
06-12 18:13BTCBuy63372.2→63878.8+4.61timeout
06-12 12:08BTCBuy63259.2→63619.8+3.10timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
41%
win rate
+17.94
total pnl ($)
+12.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2241%+12.6+17.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems