dvol_fear_dip_buy_long_vol

not live
16
closed trades
56%
win rate
-17.17
total pnl ($)
1.111
weight
7d window — n=4 wr=50% pnl=+0.27  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 20:04:16 (18.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485393_95741
n: 11  ·  wr: 45.5%  ·  total_bps: -951.6  ·  mean_bps: -86.51  ·  sharpe: -0.44  ·  max_dd_bps: -1235.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 08:44BTCBuy62623.1→63939.8+4.90timeout
06-17 19:42BTCBuy66817.3→64105.7-10.38stop_loss
06-17 08:32BTCBuy65670.3→65191.7-2.06timeout
06-16 08:30BTCBuy64461.2→66517.7+7.82timeout
06-15 08:28BTCBuy63793.2→65626.7+6.95timeout
06-14 08:28BTCBuy63496.2→64452.8+3.53timeout
06-13 08:28BTCBuy62905.1→63786.8+3.18timeout
06-12 08:18BTCBuy61596.1→63435.8+7.14timeout
06-09 21:11BTCBuy61771.1→62016.9+0.87timeout
06-09 15:56BTCBuy63643.2→61060.4-10.43stop_loss
06-08 21:08BTCBuy60710→63707.8+12.08timeout
06-07 21:01BTCBuy61616.1→61883.9+0.88timeout
06-05 06:23BTCBuy63800.2→61209.3-10.36stop_loss
06-04 01:21BTCBuy65389.3→62735.5-10.37stop_loss
06-03 20:55BTCBuy67570.4→64819.3-10.43stop_loss
06-02 14:22BTCBuy70967.5→68062.5-10.47stop_loss

Paper vs Live

Paper (trades.jsonl)
16
closed
56%
win rate
-17.17
total pnl ($)
-42.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1656%-42.1-17.17

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems