dvol_high_short_vol_strangle · strategy

closed trades

50%

win rate

+65.53

total pnl ($)

1.338

weight

7d window — n=21 wr=52% pnl=+15.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 50 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 17:31	BTC	Sell	64173.8→64426.2	-1.91	timeout
06-22 11:11	BTC	Sell	63688.8→64214.2	-3.60	timeout
06-22 05:02	BTC	Sell	64110.8→64065.2	-0.04	timeout
06-21 22:55	BTC	Sell	64340.8→63793.2	+3.08	timeout
06-21 16:58	BTC	Sell	64272.8→64118.2	+0.59	timeout
06-21 10:30	BTC	Sell	64242.8→64277.2	-0.60	timeout
06-21 03:48	BTC	Sell	64149.8→64378.2	-1.78	timeout
06-20 21:39	BTC	Sell	63612.8→63931.2	-2.33	timeout
06-20 15:24	BTC	Sell	63396.8→64179.2	-5.29	timeout
06-20 09:02	BTC	Sell	63147.8→63438.2	-2.17	timeout
06-20 02:04	BTC	Sell	63196.8→63495.2	-2.25	timeout
06-19 19:07	BTC	Sell	62782.9→63032.2	-1.93	timeout
06-19 13:06	BTC	Sell	63046.8→62947.1	+0.23	timeout
06-19 07:02	BTC	Sell	62690.9→62877.1	-1.56	timeout
06-19 01:06	BTC	Sell	64343.8→63054.2	+7.61	timeout
06-18 18:56	BTC	Sell	64047.8→62664.1	+8.18	timeout
06-18 12:52	BTC	Sell	64500.8→64260.2	+1.15	timeout
06-18 06:57	BTC	Sell	65633.7→64077.2	+9.13	timeout
06-18 00:42	BTC	Sell	64818.8→64518.2	+1.52	timeout
06-17 18:37	BTC	Sell	65648.7→65438.3	+0.97	timeout
06-17 06:23	BTC	Sell	65922.7→65848.3	+0.10	timeout
06-17 00:10	BTC	Sell	66529.7→65723.3	+4.52	timeout
06-15 09:20	BTC	Sell	64756.8→65729.3	-6.37	timeout
06-12 17:17	BTC	Sell	63470.8→63841.2	-2.69	timeout
06-12 10:02	BTC	Sell	63540.8→63711.2	-1.40	timeout
06-10 01:27	BTC	Sell	62320.9→62023.1	+1.51	timeout
06-06 21:03	BTC	Sell	61196.9→60714	+2.77	timeout
06-06 14:50	BTC	Sell	61096.9→60953	+0.58	timeout
06-06 08:47	BTC	Sell	61320.9→61357.1	-0.56	timeout
06-05 05:21	BTC	Sell	63283.8→63420.2	-1.24	timeout
06-04 18:41	BTC	Sell	64358.8→64023.2	+1.73	timeout
06-04 02:01	BTC	Sell	64878.8→62030.1	+17.20	take_profit
06-03 13:32	BTC	Sell	66959.7→67154.4	-1.51	timeout
06-03 04:02	BTC	Sell	67224.6→66115.3	+6.25	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+17.23	take_profit
06-02 15:25	BTC	Sell	70591.5→67489.4	+17.23	take_profit
06-02 10:15	BTC	Sell	70975.5→69683.5	+6.98	timeout
06-02 02:39	BTC	Sell	71480.4→70729.5	+3.90	timeout
06-01 01:53	BTC	Sell	73799.3→73413.7	+1.77	timeout
05-31 17:48	BTC	Sell	74047.3→73697.7	+1.56	timeout
05-31 11:53	BTC	Sell	73804.3→73889.7	-0.77	timeout
05-31 09:16	BTC	Sell	73955.3→73876.7	+0.13	timeout
05-30 21:51	BTC	Sell	73546.3→73936.7	-2.44	timeout
05-30 11:57	BTC	Sell	73433.3→73569.7	-1.08	timeout
05-30 01:15	BTC	Sell	73086.3→73527.7	-2.76	timeout
05-29 18:45	BTC	Sell	73664.3→73727.7	-0.66	timeout
05-29 13:23	BTC	Sell	73591.3→73033.7	+2.68	timeout
05-29 07:37	BTC	Sell	73407.3→73440.7	-0.52	timeout
05-29 00:39	BTC	Sell	73405.3→73805.7	-2.48	timeout
05-28 18:37	BTC	Sell	72727.4→73599.7	-5.10	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+65.53

total pnl ($)

+32.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	50	50%	+32.4	+65.53

Recent bounces (last 20 of 5)

time	sym	side	reason
06-22 16:44	BTC	Sell	stale_intent
06-22 11:32	BTC	Sell	trigger_already_opened
06-22 05:42	BTC	Sell	trigger_already_opened
06-21 23:33	BTC	Sell	stale_intent
06-21 23:33	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…