dvol_put_call_ratio_extreme_short · strategy

closed trades

45%

win rate

+84.63

total pnl ($)

1.343

weight

7d window — n=17 wr=35% pnl=+33.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 69 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:46	BTC	Sell	59318→60000	-6.23	timeout
06-29 20:15	BTC	Sell	59942→60410	-4.28	timeout
06-29 13:09	BTC	Sell	59508→60071	-5.11	timeout
06-29 03:36	BTC	Sell	59869→59927	-0.92	timeout
06-28 08:49	BTC	Sell	60259→60420	-1.78	timeout
06-28 02:05	BTC	Sell	60486→60242	+1.58	timeout
06-27 05:58	BTC	Sell	60004→60235	-2.37	timeout
06-26 21:07	BTC	Sell	60053→59683	+2.66	timeout
06-26 14:19	BTC	Sell	58650.1→59853	-10.68	timeout
06-26 04:13	BTC	Sell	59662→59933	-2.73	timeout
06-25 13:59	BTC	Sell	60788→58118.9	+21.45	take_profit
06-25 13:53	BTC	Sell	61573.9→58869.9	+21.49	take_profit
06-25 04:50	BTC	Sell	60087→61063.1	-8.59	timeout
06-24 16:51	BTC	Sell	62606.9→59853	+21.50	take_profit
06-24 14:59	BTC	Sell	62602.9→61085.1	+11.63	timeout
06-24 03:34	BTC	Sell	62405.9→62725.1	-2.97	timeout
06-23 20:23	BTC	Sell	62354.9→62456.1	-1.26	timeout
06-23 05:56	BTC	Sell	64616.8→63411.2	+8.90	timeout
06-22 22:00	BTC	Sell	64105.8→64307.2	-2.02	timeout
06-22 05:14	BTC	Sell	64169.8→64267.2	-1.20	timeout
06-21 09:26	BTC	Sell	63934.8→64055.2	-1.33	timeout
06-21 03:20	BTC	Sell	64298.8→64287.2	-0.36	timeout
06-20 04:56	BTC	Sell	62902.9→63546.2	-5.57	timeout
06-19 21:26	BTC	Sell	62382.9→63165.2	-6.69	timeout
06-19 11:42	BTC	Sell	62897.9→62634.1	+1.60	timeout
06-19 03:35	BTC	Sell	63189.8→62740.1	+3.09	timeout
06-18 18:50	BTC	Sell	64083.8→62756.1	+9.79	timeout
06-18 06:08	BTC	Sell	65265.7→63893.2	+10.07	timeout
06-17 23:51	BTC	Sell	64826.8→64458.2	+2.41	timeout
06-17 07:41	BTC	Sell	65586.7→65500.3	+0.21	timeout
06-17 00:24	BTC	Sell	66531.7→65691.3	+5.90	timeout
06-16 10:40	BTC	Sell	66270.7→66572.3	-2.70	timeout
06-16 04:19	BTC	Sell	67071.6→66100.3	+6.77	timeout
06-15 22:20	BTC	Sell	65686.7→66339.3	-5.40	timeout
06-15 09:15	BTC	Sell	64115.8→65658.3	-12.49	timeout
06-14 22:27	BTC	Sell	64572.8→65133.3	-4.77	timeout
06-14 10:51	BTC	Sell	64469.8→64538.2	-0.97	timeout
06-14 04:23	BTC	Sell	63966.8→64483.2	-4.51	timeout
06-13 22:13	BTC	Sell	63743.8→64375.2	-5.39	timeout
06-13 14:41	BTC	Sell	63671.8→64193.2	-4.52	timeout
06-13 08:37	BTC	Sell	63514.8→63847.2	-3.02	timeout
06-13 02:06	BTC	Sell	63344.8→63777.2	-3.84	timeout
06-12 19:58	BTC	Sell	63078.8→63598.2	-4.57	timeout
06-12 13:45	BTC	Sell	63399.8→63132.2	+1.70	timeout
06-12 07:35	BTC	Sell	63693.8→62975.1	+5.21	timeout
06-12 01:37	BTC	Sell	62806.9→63301.2	-4.33	timeout
06-11 09:05	BTC	Sell	61664.9→62892.1	-10.35	timeout
06-11 03:05	BTC	Sell	62097.9→62149.1	-0.83	timeout
06-10 07:13	BTC	Sell	61776.9→62023.1	-2.50	timeout
06-10 01:09	BTC	Sell	62638.9→62023.1	+4.41	timeout
06-09 18:40	BTC	Sell	63379.8→61733.1	+12.58	timeout
06-09 12:01	BTC	Sell	63043.8→62759.1	+1.78	timeout
06-09 05:12	BTC	Sell	63408.8→63134.2	+1.72	timeout
06-08 23:06	BTC	Sell	63103.8→63414.2	-2.90	timeout
06-08 16:00	BTC	Sell	63105.8→63766.2	-5.61	timeout
06-08 02:07	BTC	Sell	61775.9→63097.2	-11.11	timeout
06-07 09:29	BTC	Sell	60861→62666.1	-15.29	timeout
06-07 03:08	BTC	Sell	60653→61458.1	-7.06	timeout
06-06 21:03	BTC	Sell	61196.9→60708	+3.51	timeout
06-06 14:58	BTC	Sell	60935→60835	+0.37	timeout
06-06 06:53	BTC	Sell	59257→60869	-14.04	timeout
06-05 18:52	BTC	Sell	62006.9→59283	+21.53	take_profit
06-05 16:10	BTC	Sell	62685.9→59933	+21.47	take_profit
06-05 10:00	BTC	Sell	63206.8→62854.1	+2.33	timeout
06-05 02:00	BTC	Sell	64174.8→63398.2	+5.60	timeout
06-04 18:57	BTC	Sell	63984.8→63864.2	+0.50	timeout
06-04 01:23	BTC	Sell	65484.7→62609.1	+21.51	take_profit
06-04 01:19	BTC	Sell	65703.7→62818.1	+21.51	take_profit
06-03 23:50	BTC	Sell	67038.6→64277.2	+20.14	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

+84.63

total pnl ($)

+24.4 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	69	45%	+24.4	+84.63

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…