dvol_put_call_ratio_extreme_fade · strategy

100

closed trades

51%

win rate

-143.09

total pnl ($)

0.807

weight

7d window — n=27 wr=52% pnl=-70.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 12:55	BTC	Buy	60031→60358	+2.26	timeout
06-27 06:51	BTC	Buy	59625→60343	+5.57	timeout
06-27 00:58	BTC	Buy	59231→60009	+6.11	timeout
06-26 18:39	BTC	Buy	60173→59737	-4.13	timeout
06-26 11:58	BTC	Buy	59757→59391	-3.53	timeout
06-26 05:56	BTC	Buy	59536→59897	+2.59	timeout
06-25 13:53	BTC	Buy	61239.1→58753.7	-20.74	stop_loss
06-25 13:51	BTC	Buy	61637.1→59135.5	-20.71	stop_loss
06-25 12:11	BTC	Buy	61053.1→61203.9	+0.83	timeout
06-25 05:24	BTC	Buy	59150→61751.9	+21.55	take_profit
06-24 16:51	BTC	Buy	62158.1→59634.2	-20.72	stop_loss
06-24 16:06	BTC	Buy	62710.1→60164.9	-20.68	stop_loss
06-24 12:27	BTC	Buy	62843.1→62750.9	-1.16	timeout
06-24 05:47	BTC	Buy	62477.1→62905.9	+2.96	timeout
06-23 23:16	BTC	Buy	62412.1→62530.9	+0.48	timeout
06-23 18:58	BTC	Buy	62922.1→62209.9	-6.11	timeout
06-23 12:06	BTC	Buy	64018.2→62442.9	-12.70	timeout
06-23 05:40	BTC	Buy	64428.2→63452.8	-8.01	timeout
06-23 00:28	BTC	Buy	64886.2→63845.8	-8.47	timeout
06-22 18:50	BTC	Buy	63969.2→64460.8	+3.38	timeout
06-22 12:34	BTC	Buy	63735.2→64882.8	+8.49	timeout
06-22 06:10	BTC	Buy	63962.2→64250.8	+1.76	timeout
06-21 23:14	BTC	Buy	64397.2→63669.8	-6.14	timeout
06-21 17:13	BTC	Buy	64213.2→64180.8	-0.70	timeout
06-21 10:50	BTC	Buy	64272.2→64373.8	+0.37	timeout
06-21 04:19	BTC	Buy	64000.2→64406.8	+2.73	timeout
06-20 22:01	BTC	Buy	63680.2→63962.8	+1.75	timeout
06-20 15:47	BTC	Buy	63440.2→64144.8	+5.10	timeout
06-20 09:29	BTC	Buy	63142.2→63509.8	+2.44	timeout
06-20 03:00	BTC	Buy	63169.2→63304.8	+0.63	timeout
06-19 19:36	BTC	Buy	62588.1→62940.9	+2.35	timeout
06-19 13:29	BTC	Buy	62905.1→62745.9	-1.67	timeout
06-19 07:27	BTC	Buy	62772.1→62749.9	-0.61	timeout
06-19 01:12	BTC	Buy	64370.2→62905.9	-11.77	timeout
06-18 19:01	BTC	Buy	64037.2→62680.9	-10.92	timeout
06-18 12:52	BTC	Buy	64507.2→64253.8	-2.43	timeout
06-18 06:57	BTC	Buy	65640.3→64070.8	-12.41	timeout
06-18 00:11	BTC	Buy	64844.2→64586.8	-2.45	timeout
06-17 17:46	BTC	Buy	65911.3→65847.7	-0.98	timeout
06-17 11:44	BTC	Buy	65698.3→64770.8	-7.55	timeout
06-17 05:07	BTC	Buy	65775.3→65844.7	+0.06	timeout
06-16 23:01	BTC	Buy	66503.3→65788.7	-5.87	timeout
06-16 17:02	BTC	Buy	65932.3→65765.7	-1.76	timeout
06-16 10:58	BTC	Buy	66201.3→66458.7	+1.47	timeout
06-16 04:57	BTC	Buy	67160.4→65801.7	-10.54	timeout
06-15 20:51	BTC	Buy	65729.3→66489.7	+5.30	timeout
06-15 14:42	BTC	Buy	65597.3→66515.7	+6.55	timeout
06-15 08:39	BTC	Buy	64019.2→65671.7	+12.45	timeout
06-15 02:30	BTC	Buy	64145.2→65633.7	+11.13	timeout
06-14 20:29	BTC	Buy	64459.2→63900.8	-4.80	timeout
06-14 14:26	BTC	Buy	64534.2→64237.8	-2.75	timeout
06-14 08:21	BTC	Buy	64242.2→64474.8	+1.34	timeout
06-14 01:38	BTC	Buy	64212.2→64555.8	+2.24	timeout
06-13 19:37	BTC	Buy	63799.2→64241.8	+3.02	timeout
06-13 13:32	BTC	Buy	63639.2→64155.8	+3.58	timeout
06-13 07:30	BTC	Buy	63699.2→63753.8	-0.03	timeout
06-13 01:15	BTC	Buy	63452.2→63641.8	+1.01	timeout
06-12 18:48	BTC	Buy	62974.1→63816.8	+6.23	timeout
06-12 12:43	BTC	Buy	63667.2→63421.8	-2.41	timeout
06-12 03:50	BTC	Buy	62590.1→63445.8	+6.34	timeout
06-11 20:33	BTC	Buy	62913.1→63338.8	+2.87	timeout
06-11 14:31	BTC	Buy	61991.1→62883.9	+6.70	timeout
06-11 08:27	BTC	Buy	61893.1→62872.9	+7.39	timeout
06-11 02:27	BTC	Buy	62072.1→62085.9	-0.36	timeout
06-10 20:19	BTC	Buy	61597.1→61809.9	+1.25	timeout
06-10 01:15	BTC	Buy	62521.1→62016.9	-4.43	timeout
06-09 16:40	BTC	Buy	63304.2→60733.6	-20.79	stop_loss
06-09 13:10	BTC	Buy	62628.1→62645.9	-0.29	timeout
06-09 06:56	BTC	Buy	63462.2→63262.8	-2.05	timeout
06-08 22:41	BTC	Buy	63199.2→63276.8	+0.15	timeout
06-08 16:38	BTC	Buy	62785.1→63571.8	+5.77	timeout
06-08 10:34	BTC	Buy	63013.2→63315.8	+1.96	timeout
06-08 04:29	BTC	Buy	62178.1→62913.9	+5.46	timeout
06-07 22:24	BTC	Buy	62506.1→62983.9	+3.37	timeout
06-07 16:22	BTC	Buy	61551.1→62237.9	+5.08	timeout
06-07 10:25	BTC	Buy	60489→62523.9	+16.38	timeout
06-07 03:24	BTC	Buy	60522→61593.9	+8.38	timeout
06-06 20:09	BTC	Buy	60999→60531	-4.25	timeout
06-06 14:03	BTC	Buy	60973→60886	-1.16	timeout
06-06 07:57	BTC	Buy	60215→60983	+5.95	timeout
06-05 15:38	BTC	Buy	62775.1→60223.9	-20.76	stop_loss
06-05 15:19	BTC	Buy	62714.1→60797	-15.72	timeout
06-05 08:33	BTC	Buy	63496.2→62712.9	-6.59	timeout
06-05 02:46	BTC	Buy	63998.2→62769.9	-10.03	timeout
06-04 20:25	BTC	Buy	63528.2→63311.8	-2.16	timeout
06-04 13:56	BTC	Buy	62164.1→63914.8	+13.67	timeout
06-04 00:24	BTC	Buy	66690.3→63983.8	-20.74	stop_loss
06-03 16:49	BTC	Buy	66435.3→65945.7	-4.16	timeout
06-03 09:22	BTC	Buy	67697.4→66808.7	-7.08	timeout
06-02 15:37	BTC	Buy	69860.5→67025.1	-20.76	stop_loss
06-02 13:47	BTC	Buy	70822.5→68886.6	-14.14	timeout
05-31 11:53	BTC	Buy	73811.7→73882.3	-0.04	timeout
05-31 09:33	BTC	Buy	73954.7→73946.3	-0.58	timeout
05-30 21:51	BTC	Buy	73553.7→73929.3	+2.05	timeout
05-30 16:26	BTC	Buy	73382.7→73871.3	+2.82	timeout
05-30 05:26	BTC	Buy	74154.7→73508.3	-4.83	timeout
05-29 19:48	BTC	Buy	73375.7→73619.3	+1.18	timeout
05-29 09:20	BTC	Buy	73688.7→73833.3	+0.50	timeout
05-29 03:36	BTC	Buy	72915.6→73311.3	+2.20	timeout
05-28 18:36	BTC	Buy	72734.6→73592.3	+5.37	timeout

Paper vs Live

Paper (trades.jsonl)

100

closed

51%

win rate

-143.09

total pnl ($)

-28.4 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	100	51%	-28.4	-143.09

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…