dvol_put_call_ratio_extreme_fade_v2

not live
74
closed trades
49%
win rate
-45.58
total pnl ($)
1.105
weight
7d window — n=18 wr=39% pnl=-25.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 18:22BTCBuy59894→59627-0.80timeout
06-28 10:23BTCBuy60035→60132+0.10timeout
06-28 03:26BTCBuy60741→60233-1.39timeout
06-27 15:24BTCBuy60300→60719+0.91timeout
06-26 10:20BTCBuy59780→59715-0.31timeout
06-26 02:20BTCBuy59369→58571.1-2.14timeout
06-25 13:51BTCBuy61609.1→59108.5-6.21stop_loss
06-25 11:00BTCBuy60814→61253.9+0.95timeout
06-25 04:54BTCBuy59928→61175.9+2.99timeout
06-24 16:51BTCBuy62335.1→59805.1-6.21stop_loss
06-24 13:42BTCBuy62914.1→61549.9-3.38timeout
06-24 07:20BTCBuy62281.1→62682.9+0.82timeout
06-24 00:09BTCBuy62441.1→62864.9+0.88timeout
06-23 18:34BTCBuy62872.1→62252.9-1.62timeout
06-23 12:39BTCBuy63989.2→62297.9-4.08timeout
06-23 06:35BTCBuy64572.2→62865.9-4.10timeout
06-23 00:24BTCBuy64870.2→63839.8-2.52timeout
06-22 09:23BTCBuy63747.2→64107.8+0.70timeout
06-21 20:19BTCBuy64059.2→64028.8-0.21timeout
06-21 11:21BTCBuy64255.2→64258.8-0.12timeout
06-21 02:19BTCBuy63262.2→64205.8+2.10timeout
06-20 12:21BTCBuy63483.2→63718.8+0.42timeout
06-20 04:35BTCBuy63253.2→63504.8+0.46timeout
06-19 22:25BTCBuy62410.1→63265.8+1.91timeout
06-19 16:19BTCBuy62776.1→63284.8+1.08timeout
06-19 06:15BTCBuy62634.1→62828.9+0.34timeout
06-19 00:23BTCBuy64099.2→62884.9-2.97timeout
06-18 16:22BTCBuy63958.2→62696.9-3.04timeout
06-18 10:18BTCBuy64131.2→63952.8-0.57timeout
06-18 04:19BTCBuy65922.3→63955.8-4.61timeout
06-17 19:21BTCBuy65487.3→64732.8-1.87timeout
06-17 02:19BTCBuy65680.3→65868.7+0.29timeout
06-16 15:28BTCBuy65943.3→65696.7-0.71timeout
06-16 09:22BTCBuy66501.3→66614.7+0.12timeout
06-15 10:20BTCBuy65183.3→65685.7+1.02timeout
06-15 03:20BTCBuy64009.2→65696.7+3.81timeout
06-14 14:32BTCBuy64524.2→64079.8-1.17timeout
06-14 08:27BTCBuy64225.2→64446.8+0.38timeout
06-14 02:27BTCBuy64129.2→64527.8+0.80timeout
06-13 20:21BTCBuy63764.2→64236.8+0.98timeout
06-13 14:21BTCBuy63745.2→64130.8+0.77timeout
06-13 03:30BTCBuy64110.2→63483.8-1.60timeout
06-12 21:18BTCBuy63538.2→63613.8+0.04timeout
06-12 12:30BTCBuy63597.2→63418.8-0.57timeout
06-12 06:42BTCBuy63482.2→62907.9-1.50timeout
06-12 00:31BTCBuy62580.1→63603.8+2.30timeout
06-11 18:23BTCBuy62865.1→63362.8+1.03timeout
06-11 12:18BTCBuy61825.1→63145.8+3.05timeout
06-11 02:28BTCBuy62113.1→62039.9-0.32timeout
06-10 20:19BTCBuy61597.1→61809.9+0.37timeout
06-10 06:49BTCBuy61642.1→62016.9+0.79timeout
06-09 18:52BTCBuy63264.2→61713.9-3.82timeout
06-09 02:57BTCBuy63949.2→62795.9-2.84timeout
06-08 20:48BTCBuy63065.2→63338.8+0.51timeout
06-08 11:51BTCBuy63154.2→63441.8+0.55timeout
06-08 04:49BTCBuy62166.1→62831.9+1.47timeout
06-07 20:56BTCBuy62813.1→61841.9-2.45timeout
06-07 14:50BTCBuy61538.1→61794.9+0.49timeout
06-07 08:48BTCBuy60643→62886.9+5.42timeout
06-07 01:51BTCBuy60792→61387.9+1.33timeout
06-06 19:48BTCBuy61016.1→60587-1.18timeout
06-06 11:51BTCBuy60927→60887-0.22timeout
06-06 05:48BTCBuy60742→60851+0.14timeout
06-05 15:37BTCBuy62803.1→60254.8-6.22stop_loss
06-05 07:57BTCBuy63520.2→62857.9-1.69timeout
06-05 01:49BTCBuy63736.2→63277.8-1.21timeout
06-04 16:48BTCBuy64345.2→63801.8-1.42timeout
06-03 18:48BTCBuy67235.4→66094.7-2.69timeout
06-03 04:20BTCBuy67966.4→66351.7-3.70timeout
06-02 15:30BTCBuy70113.5→67266-6.23stop_loss
05-31 02:45BTCBuy73896.7→73895.3-0.15timeout
05-30 01:53BTCBuy73040.7→73576.3+0.96timeout
05-29 10:10BTCBuy73719.7→73646.3-0.30timeout
05-29 03:01BTCBuy73021.7→73221.3+0.26timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
49%
win rate
-45.58
total pnl ($)
-41.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7449%-41.0-45.58

Recent bounces (last 20 of 2)

timesymsidereason
06-29 04:29BTCBuycircuit_breaker
06-28 17:30BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems