dvol_high_short_put_skew_carry

not live
25
closed trades
48%
win rate
+31.47
total pnl ($)
1.275
weight
7d window — n=7 wr=43% pnl=+3.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:24BTCSell59886→60353-4.39timeout
06-26 19:10BTCSell59339→59935-5.35timeout
06-25 07:16BTCSell59449→61868-20.81stop_loss
06-24 17:19BTCSell62270.9→59536+21.34take_profit
06-23 17:58BTCSell64590.8→62343.1+16.95timeout
06-22 17:13BTCSell64168.8→64678.2-4.41timeout
06-21 15:20BTCSell64293.8→64174.2+0.42timeout
06-20 09:25BTCSell62406.9→63516.2-9.23timeout
06-19 06:51BTCSell64065.8→62765.1+9.66timeout
06-17 23:30BTCSell65704.7→64475.2+8.90timeout
06-16 21:35BTCSell66416.7→65697.3+5.06timeout
06-15 13:06BTCSell64056.8→66659.6-20.78stop_loss
06-14 19:12BTCSell64143.8→63806.2+2.25timeout
06-13 18:43BTCSell63836.8→64227.2-3.51timeout
06-12 18:31BTCSell63422.8→63713.2-2.72timeout
06-11 17:44BTCSell61758.9→63275.2-12.63timeout
06-10 16:11BTCSell61005.9→62344.1-11.36timeout
06-09 15:42BTCSell63802.8→61388.1+18.50timeout
06-08 14:36BTCSell62252.9→63859.2-13.31timeout
06-07 09:04BTCSell61141.9→62831.1-14.30timeout
06-05 16:11BTCSell62553.9→59804+21.50take_profit
06-05 08:59BTCSell63602.8→62422.1+8.80timeout
06-03 23:10BTCSell67369.6→64411.2+21.51take_profit
06-02 19:46BTCSell69966.5→66856.3+21.76take_profit
05-31 12:20BTCSell73627.3→73927.7-2.36timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
48%
win rate
+31.47
total pnl ($)
+24.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2548%+24.9+31.47

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems