dvol_skew_extreme_put_skew_short · strategy

closed trades

54%

win rate

+49.95

total pnl ($)

1.322

weight

7d window — n=10 wr=70% pnl=+13.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:08	BTC	Sell	60178→59537	+4.87	timeout
06-30 00:10	BTC	Sell	60436→60133	+2.04	timeout
06-29 16:57	BTC	Sell	59795→59857	-0.89	timeout
06-29 10:17	BTC	Sell	59572→60264	-6.18	timeout
06-29 00:10	BTC	Sell	60315→59439	+6.86	timeout
06-28 17:23	BTC	Sell	59929→59628	+2.05	timeout
06-28 03:13	BTC	Sell	60835→60245	+4.40	timeout
06-27 20:47	BTC	Sell	60368→60271	+0.32	timeout
06-27 07:41	BTC	Sell	59911→60405	-4.55	timeout
06-26 19:51	BTC	Sell	60492→59869	+4.75	timeout
06-23 10:22	BTC	Sell	64234.8→62384.1	+13.85	timeout
06-23 04:12	BTC	Sell	64688.8→63995.2	+4.91	timeout
06-22 15:49	BTC	Sell	64156.8→64852.2	-5.89	timeout
06-22 09:51	BTC	Sell	63769.8→64090.2	-2.92	timeout
06-21 21:42	BTC	Sell	64118.8→63857.2	+1.59	timeout
06-21 15:36	BTC	Sell	64298.8→64165.2	+0.63	timeout
06-21 08:33	BTC	Sell	63829.8→63982.2	-1.57	timeout
06-21 02:30	BTC	Sell	63343.8→64206.2	-7.25	timeout
06-20 20:17	BTC	Sell	63522.8→63945.2	-3.79	timeout
06-20 09:08	BTC	Sell	63185.8→63463.2	-2.58	timeout
06-20 02:32	BTC	Sell	63147.8→63433.2	-2.71	timeout
06-19 20:28	BTC	Sell	62632.9→63050.2	-3.76	timeout
06-19 13:52	BTC	Sell	62927.9→63180.2	-2.50	timeout
06-19 07:50	BTC	Sell	62880.9→62512.1	+2.46	timeout
06-19 01:50	BTC	Sell	64071.8→62903.1	+8.62	timeout
06-18 19:44	BTC	Sell	64397.8→62962.1	+10.60	timeout
06-18 13:45	BTC	Sell	64566.8→63890.2	+4.79	timeout
06-18 01:10	BTC	Sell	64964.8→64742.2	+1.30	timeout
06-17 19:09	BTC	Sell	65576.7→65283.3	+1.83	timeout
06-17 07:02	BTC	Sell	65719.7→65594.3	+0.52	timeout
06-17 00:48	BTC	Sell	66470.7→65810.3	+4.55	timeout
06-15 09:20	BTC	Sell	64762.8→65736.3	-7.97	timeout
06-12 17:50	BTC	Sell	63363.8→63830.2	-4.12	timeout
06-12 11:40	BTC	Sell	63554.8→63686.2	-1.45	timeout
06-10 01:24	BTC	Sell	62282.9→62023.1	+1.58	timeout
06-06 21:56	BTC	Sell	60965→60767	+1.14	timeout
06-06 14:50	BTC	Sell	61096.9→60953	+0.73	timeout
06-06 08:47	BTC	Sell	61304.9→61352.1	-0.79	timeout
06-04 14:32	BTC	Sell	63145.8→63901.2	-6.45	timeout
06-03 04:02	BTC	Sell	67224.6→66114.3	+7.81	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+21.54	take_profit
06-02 10:15	BTC	Sell	70975.5→69683.5	+8.73	timeout
06-02 02:39	BTC	Sell	71480.4→70729.5	+4.88	timeout
06-01 01:53	BTC	Sell	73799.3→73413.7	+2.21	timeout
05-31 17:48	BTC	Sell	74047.3→73697.7	+1.94	timeout
05-31 11:51	BTC	Sell	73809.3→73900.7	-1.00	timeout
05-31 08:16	BTC	Sell	73923.3→73890.7	-0.15	timeout
05-30 21:51	BTC	Sell	73559.3→73909.7	-2.78	timeout
05-29 18:45	BTC	Sell	73664.3→73728.7	-0.87	timeout
05-29 07:26	BTC	Sell	73490.3→73711.7	-1.89	timeout
05-29 00:39	BTC	Sell	73407.3→73813.7	-3.14	timeout
05-28 18:37	BTC	Sell	72740.4→73605.7	-6.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

54%

win rate

+49.95

total pnl ($)

+18.9 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	52	54%	+18.9	+49.95

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…