dvol_skew_long_put_regime_gated

49

closed trades

53%

win rate

-149.73

total pnl ($)

0.970

weight

7d window — n=12 wr=50% pnl=-42.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:12:53 (23.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_13139

n: 111 · wr: 47.7% · total_bps: -4386.5 · mean_bps: -39.52 · sharpe: -0.23 · max_dd_bps: -6380.1

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 06:49	BTC	Buy	60310→60439	+0.50	timeout
06-26 18:11	BTC	Buy	59560→60110	+3.24	timeout
06-26 00:11	BTC	Buy	61068.1→59838	-8.42	timeout
06-25 17:42	BTC	Buy	59406→59596	+0.95	timeout
06-24 16:51	BTC	Buy	62766.1→59587.2	-20.54	stop_loss
06-24 13:47	BTC	Buy	62306.1→61337.9	-6.57	timeout
06-23 22:35	BTC	Buy	64116.2→62536.9	-10.19	timeout
06-23 10:06	BTC	Buy	64178.2→62510.9	-10.58	timeout
06-22 15:56	BTC	Buy	64194.2→64802.8	+3.44	timeout
06-22 03:36	BTC	Buy	64305.2→64214.8	-0.98	timeout
06-21 14:47	BTC	Buy	63847.2→63980.8	+0.53	timeout
06-20 22:39	BTC	Buy	63220.2→64225.8	+6.00	timeout
06-20 05:23	BTC	Buy	62558.1→63693.8	+6.90	timeout
06-19 16:55	BTC	Buy	62634.1→62934.9	+1.57	timeout
06-18 22:58	BTC	Buy	64297.2→62865.9	-9.21	timeout
06-18 15:51	BTC	Buy	65882.3→62548.6	-20.33	stop_loss
06-17 17:05	BTC	Buy	65739.3→65843.7	+0.20	timeout
06-17 10:57	BTC	Buy	66480.3→64767.8	-10.73	timeout
06-16 11:54	BTC	Buy	66225.3→66369.7	+0.45	timeout
06-16 05:44	BTC	Buy	65708.3→66050.7	+1.78	timeout
06-15 05:20	BTC	Buy	64324.2→65694.7	+8.15	timeout
06-14 23:16	BTC	Buy	64458.2→65620.7	+6.82	timeout
06-14 04:44	BTC	Buy	63606.2→64357.8	+4.40	timeout
06-13 21:34	BTC	Buy	63515.2→64256.8	+4.29	timeout
06-12 20:16	BTC	Buy	63476.2→63523.8	-0.07	timeout
06-12 12:31	BTC	Buy	62593.1→63462.8	+5.14	timeout
06-11 16:03	BTC	Buy	62495.1→62720.9	+0.96	timeout
06-11 08:19	BTC	Buy	61623.1→62803.9	+7.20	timeout
06-10 15:11	BTC	Buy	61632.1→61906.9	+1.39	timeout
06-10 07:44	BTC	Buy	63172.2→62016.9	-7.59	timeout
06-09 06:57	BTC	Buy	62943.1→63254.8	+1.58	timeout
06-08 19:04	BTC	Buy	61773.1→63505.8	+10.82	timeout
06-08 06:48	BTC	Buy	62087.1→62964.9	+5.28	timeout
06-07 18:36	BTC	Buy	60546→62212.9	+10.69	timeout
06-07 06:07	BTC	Buy	60999→61677.9	+4.13	timeout
06-06 16:54	BTC	Buy	61297.1→60788	-3.66	timeout
06-05 18:53	BTC	Buy	62343.1→59190.4	-20.60	stop_loss
06-05 10:00	BTC	Buy	63109.2→62895.9	-1.70	timeout
06-05 05:24	BTC	Buy	63801.2→63347.8	-3.16	timeout
06-04 00:39	BTC	Buy	66382.3→63025.3	-20.58	stop_loss
06-03 23:34	BTC	Buy	66560.3→64461.8	-12.98	timeout
06-02 19:33	BTC	Buy	70120.5→66548.4	-20.74	stop_loss
06-02 14:23	BTC	Buy	71519.6→67901.6	-20.62	stop_loss
06-02 09:20	BTC	Buy	72992.6→69570.5	-19.23	timeout
06-02 02:06	BTC	Buy	73432.7→70309.5	-17.49	timeout
05-31 19:45	BTC	Buy	73987.7→73502.3	-2.98	timeout
05-30 14:54	BTC	Buy	72938.6→73889.3	+4.73	timeout
05-30 07:50	BTC	Buy	73373.7→73502.3	+0.31	timeout
05-29 14:41	BTC	Buy	72974.6→72656.4	-2.22	timeout

Paper (trades.jsonl)

49

closed

53%

win rate

-149.73

total pnl ($)

-76.2 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	49	53%	-76.2	-149.73

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 49 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)