dvol_short_vol_fear_gate_long_v2

not live
76
closed trades
49%
win rate
-100.49
total pnl ($)
0.799
weight
7d window — n=25 wr=44% pnl=-29.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-01 10:21:17 (20.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485393_08045
n: 14  ·  wr: 42.9%  ·  total_bps: -511.2  ·  mean_bps: -36.52  ·  sharpe: -0.33  ·  max_dd_bps: -685.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 20:36BTCBuy63924.2→64026.8+0.35timeout
06-21 14:03BTCBuy64209.2→64074.8-1.46timeout
06-21 08:00BTCBuy63915.2→64157.8+1.45timeout
06-21 01:36BTCBuy63371.2→64211.8+6.16timeout
06-20 18:59BTCBuy63725.2→63773.8-0.06timeout
06-20 08:45BTCBuy63069.2→63424.8+2.32timeout
06-20 02:33BTCBuy63202.2→63449.8+1.51timeout
06-19 20:30BTCBuy62656.1→63050.8+2.68timeout
06-19 12:21BTCBuy62876.1→62490.9-3.47timeout
06-19 06:03BTCBuy62603.1→62737.9+0.65timeout
06-19 00:50BTCBuy64318.2→63023.8-10.46timeout
06-18 18:00BTCBuy63934.2→62601.9-10.74timeout
06-18 11:30BTCBuy64440.2→64030.8-3.66timeout
06-18 05:03BTCBuy66059.3→63704.9-18.28stop_loss
06-17 23:37BTCBuy64724.2→64403.8-2.94timeout
06-17 16:51BTCBuy65952.3→65894.7-0.93timeout
06-17 10:43BTCBuy65719.3→64884.8-6.85timeout
06-17 04:21BTCBuy65764.3→65794.7-0.24timeout
06-16 22:17BTCBuy66598.3→65820.7-6.33timeout
06-16 15:53BTCBuy66085.3→65927.7-1.68timeout
06-16 09:28BTCBuy66403.3→66589.7+0.95timeout
06-16 03:02BTCBuy66646.3→65728.7-7.32timeout
06-15 21:11BTCBuy65648.3→66410.7+5.33timeout
06-15 14:58BTCBuy65410.3→66635.7+8.92timeout
06-15 08:10BTCBuy63802.2→65695.7+14.38timeout
06-15 01:40BTCBuy64260.2→65645.7+10.31timeout
06-14 19:22BTCBuy64324.2→63788.8-4.64timeout
06-14 10:47BTCBuy64489.2→64533.8-0.11timeout
06-14 04:46BTCBuy64112.2→64319.8+1.19timeout
06-13 22:44BTCBuy63852.2→64478.8+4.44timeout
06-13 16:23BTCBuy63568.2→63978.8+2.80timeout
06-13 10:39BTCBuy63509.2→63805.8+1.84timeout
06-13 04:33BTCBuy63874.2→63553.8-2.95timeout
06-12 22:05BTCBuy63673.2→63517.8-1.70timeout
06-12 16:11BTCBuy63498.2→63698.8+1.10timeout
06-12 09:59BTCBuy63484.2→63718.8+1.35timeout
06-12 04:05BTCBuy62692.1→63468.8+5.71timeout
06-11 21:47BTCBuy62890.1→63516.8+4.46timeout
06-11 15:11BTCBuy62035.1→62715.9+4.99timeout
06-11 08:59BTCBuy61767.1→62904.9+8.70timeout
06-11 02:57BTCBuy61821.1→62181.9+2.44timeout
06-10 20:31BTCBuy61569.1→61808.9+1.47timeout
06-10 04:10BTCBuy60923→62016.9+8.58timeout
06-09 22:12BTCBuy62681.1→62016.9-5.70timeout
06-09 14:51BTCBuy62662.1→61194.9-12.17timeout
06-09 08:36BTCBuy63262.2→62878.9-3.48timeout
06-09 02:34BTCBuy63879.2→62730.9-9.43timeout
06-08 19:59BTCBuy63275.2→63364.8+0.24timeout
06-08 12:55BTCBuy63637.2→63568.8-1.00timeout
06-08 07:01BTCBuy61920.1→62983.9+8.13timeout
06-08 00:48BTCBuy61786.1→63624.8+14.38timeout
06-07 14:16BTCBuy61333.1→61805.9+3.40timeout
06-07 07:54BTCBuy60600→62284.9+13.47timeout
06-07 01:25BTCBuy60929→61446.9+3.77timeout
06-06 19:19BTCBuy60958→60646-2.98timeout
06-06 13:07BTCBuy61333.1→60997.9-3.15timeout
06-06 06:44BTCBuy59843→60800+7.53timeout
06-05 18:20BTCBuy61834.1→60408-12.02timeout
06-05 16:11BTCBuy61981.1→59773.1-18.25stop_loss
06-05 06:21BTCBuy63772.2→61499.2-18.25stop_loss
06-05 05:47BTCBuy63034.2→62667.9-3.33timeout
06-04 21:53BTCBuy62936.1→63376.8+3.06timeout
06-04 16:56BTCBuy64357.2→63526.8-6.95timeout
06-04 01:16BTCBuy65236.3→62914.4-18.24stop_loss
06-03 23:08BTCBuy66768.3→64392.6-18.24stop_loss
06-03 16:39BTCBuy66340.3→65885.7-3.91timeout
06-03 11:33BTCBuy66509.3→67225.6+4.87timeout
06-03 03:57BTCBuy67283.4→65898.7-10.75timeout
06-02 14:27BTCBuy70175.5→67666.8-18.34stop_loss
06-02 13:52BTCBuy70908.5→68757.6-15.65timeout
05-31 08:48BTCBuy73895.7→73815.3-1.07timeout
05-30 22:16BTCBuy73617.7→73858.3+1.13timeout
05-29 20:04BTCBuy73664.7→73496.3-1.61timeout
05-29 07:43BTCBuy73413.7→73398.3-0.58timeout
05-29 00:53BTCBuy73493.7→73715.3+0.98timeout
05-28 18:52BTCBuy73069.7→73638.3+3.37timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
49%
win rate
-100.49
total pnl ($)
-26.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7649%-26.2-100.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems