dvol_low_short_vol_put_short

90

closed trades

41%

win rate

+19.04

total pnl ($)

1.470

weight

7d window — n=26 wr=46% pnl=+34.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 02:16:39 (27.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_05175

n: 31 · wr: 48.4% · total_bps: +475.5 · mean_bps: +15.34 · sharpe: +0.14 · max_dd_bps: -602.4

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

time	sym	side	entry→exit	pnl	close
06-28 11:52	BTC	Sell	60037→60242	-1.28	timeout
06-28 05:21	BTC	Sell	60576→59975	+2.71	timeout
06-27 23:41	BTC	Sell	60191→60035	+0.49	timeout
06-27 17:40	BTC	Sell	60192→60572	-2.16	timeout
06-27 10:39	BTC	Sell	59904→60408	-2.78	timeout
06-27 04:43	BTC	Sell	60173→60358	-1.19	timeout
06-26 22:35	BTC	Sell	59755→59899	-0.98	timeout
06-26 08:09	BTC	Sell	59627→60234	-3.34	timeout
06-26 07:14	BTC	Sell	58724.1→60522.3	-9.46	stop_loss
06-25 13:55	BTC	Sell	61166.9→58480.9	+12.88	take_profit
06-25 13:54	BTC	Sell	61260.9→58570.9	+12.90	take_profit
06-25 10:37	BTC	Sell	60904→61517.1	-3.28	timeout
06-25 04:27	BTC	Sell	60415→60859	-2.48	timeout
06-24 16:51	BTC	Sell	62520.9→59775	+12.87	take_profit
06-24 16:18	BTC	Sell	62618.9→60483	+9.89	timeout
06-24 08:23	BTC	Sell	62437.9→62668.1	-1.35	timeout
06-24 01:03	BTC	Sell	62167.9→62944.1	-4.01	timeout
06-23 18:16	BTC	Sell	63246.8→62319.1	+4.13	timeout
06-23 12:24	BTC	Sell	63850.8→62363.1	+6.67	timeout
06-23 06:33	BTC	Sell	64595.8→62889.1	+7.67	timeout
06-22 22:42	BTC	Sell	64069.8→63911.2	+0.47	timeout
06-22 16:19	BTC	Sell	63888.8→64712.2	-4.14	timeout
06-22 09:50	BTC	Sell	63829.8→64084.2	-1.44	timeout
06-22 03:43	BTC	Sell	64241.8→64174.2	+0.07	timeout
06-21 21:10	BTC	Sell	63948.8→63529.2	+1.70	timeout
06-21 15:06	BTC	Sell	64225.8→64247.2	-0.39	timeout
06-21 07:43	BTC	Sell	63938.8→64186.2	-1.43	timeout
06-20 23:03	BTC	Sell	63647.8→64268.2	-3.19	timeout
06-20 16:51	BTC	Sell	63556.8→64006.2	-2.37	timeout
06-20 10:45	BTC	Sell	63291.8→63577.2	-1.60	timeout
06-20 03:56	BTC	Sell	63231.8→63410.2	-1.12	timeout
06-19 20:12	BTC	Sell	62615.9→63049.2	-2.34	timeout
06-19 14:02	BTC	Sell	62996.8→63202.2	-1.28	timeout
06-19 07:29	BTC	Sell	62750.9→62720.1	-0.14	timeout
06-19 01:34	BTC	Sell	64152.8→62831.1	+5.88	timeout
06-18 19:14	BTC	Sell	63991.8→62642.1	+5.99	timeout
06-18 12:11	BTC	Sell	64599.8→63991.2	+2.57	timeout
06-18 01:28	BTC	Sell	64875.8→64641.2	+0.83	timeout
06-17 17:47	BTC	Sell	65864.7→65792.3	+0.09	timeout
06-17 11:48	BTC	Sell	65663.7→64833.2	+3.55	timeout
06-17 05:17	BTC	Sell	65796.7→65760.3	-0.09	timeout
06-16 23:14	BTC	Sell	66482.7→65734.3	+3.13	timeout
06-16 17:03	BTC	Sell	65934.7→65742.3	+0.63	timeout
06-16 09:00	BTC	Sell	66478.7→66812.3	-1.78	timeout
06-15 20:24	BTC	Sell	65625.7→66530.3	-4.38	timeout
06-15 13:43	BTC	Sell	65629.7→66483.3	-4.18	timeout
06-15 00:50	BTC	Sell	64300.8→65533.3	-6.01	timeout
06-14 23:28	BTC	Sell	63786.8→65742.1	-9.46	stop_loss
06-14 18:44	BTC	Sell	64230.8→63760.2	+1.95	timeout
06-14 12:39	BTC	Sell	64525.8→64313.2	+0.72	timeout
06-14 00:52	BTC	Sell	64086.8→64513.2	-2.27	timeout
06-13 18:51	BTC	Sell	63682.8→64085.2	-2.16	timeout
06-13 08:14	BTC	Sell	63601.8→63780.2	-1.09	timeout
06-12 21:10	BTC	Sell	63472.8→63552.2	-0.64	timeout
06-12 13:25	BTC	Sell	63372.8→63383.2	-0.30	timeout
06-12 00:38	BTC	Sell	62754.9→63687.2	-4.69	timeout
06-11 18:24	BTC	Sell	62930.9→63391.2	-2.43	timeout
06-11 12:20	BTC	Sell	61924.9→63013.2	-5.51	timeout
06-11 05:18	BTC	Sell	62136.9→62649.1	-2.70	timeout
06-10 20:39	BTC	Sell	61290.9→61833.1	-2.91	timeout
06-10 02:32	BTC	Sell	61545.9→62023.1	-2.63	timeout
06-09 20:24	BTC	Sell	62917.9→62023.1	+3.96	timeout
06-09 13:36	BTC	Sell	62781.9→62257.1	+2.23	timeout
06-09 07:10	BTC	Sell	63386.8→63417.2	-0.40	timeout
06-09 00:12	BTC	Sell	62957.9→63010.2	-0.51	timeout
06-08 16:50	BTC	Sell	62804.9→63601.2	-4.04	timeout
06-07 22:15	BTC	Sell	62037.9→63938.1	-9.46	stop_loss
06-07 22:14	BTC	Sell	61795.9→63688	-9.46	stop_loss
06-07 20:43	BTC	Sell	62430.9→61745.1	+3.02	timeout
06-07 13:49	BTC	Sell	61533.9→61724.1	-1.19	timeout
06-07 07:40	BTC	Sell	60541→62185.1	-8.43	timeout
06-06 22:26	BTC	Sell	60575→60502	+0.07	timeout
06-06 14:28	BTC	Sell	60830→60836	-0.30	timeout
06-06 08:23	BTC	Sell	60860→61096.1	-1.41	timeout
06-05 18:44	BTC	Sell	62456.9→59714	+12.92	take_profit
06-05 14:04	BTC	Sell	63359.8→60578	+12.90	take_profit
06-05 11:22	BTC	Sell	63429.8→62567.1	+3.82	timeout
06-05 04:29	BTC	Sell	63616.8→63183.2	+1.76	timeout
06-04 20:43	BTC	Sell	63458.8→63622.2	-1.04	timeout
06-04 15:57	BTC	Sell	64299.8→63791.2	+2.14	timeout
06-03 18:11	BTC	Sell	67113.6→65922.3	+5.07	timeout
06-02 15:37	BTC	Sell	70157.5→67075.4	+12.92	take_profit
06-02 13:57	BTC	Sell	70769.5→68767.4	+8.23	timeout
05-31 11:53	BTC	Sell	73804.3→73889.7	-0.58	timeout
05-30 21:50	BTC	Sell	73560.3→73904.7	-1.64	timeout
05-30 11:28	BTC	Sell	73353.3→73568.7	-1.14	timeout
05-29 20:19	BTC	Sell	73693.3→73599.7	+0.12	timeout
05-29 11:35	BTC	Sell	73645.3→73542.7	+0.16	timeout
05-29 05:39	BTC	Sell	73480.3→73394.7	+0.12	timeout
05-28 18:36	BTC	Sell	72775.4→73602.7	-3.64	timeout

Paper (trades.jsonl)

90

closed

41%

win rate

+19.04

total pnl ($)

+6.9 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	90	41%	+6.9	+19.04

time	sym	side	reason
06-28 12:57	BTC	Sell	circuit_breaker
06-28 06:13	BTC	Sell	circuit_breaker
06-27 23:54	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 90 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 3)

Postmortem feed (last 10)