dvol_skew_put_call_contrarian_short · strategy

closed trades

51%

win rate

+123.86

total pnl ($)

1.508

weight

7d window — n=11 wr=45% pnl=+41.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 14:05	BTC	Sell	60480→60014	+3.43	timeout
06-27 23:11	BTC	Sell	60036→60230	-2.12	timeout
06-27 04:49	BTC	Sell	59864→60296	-4.06	timeout
06-26 21:10	BTC	Sell	59507→59718	-2.17	timeout
06-25 13:59	BTC	Sell	60713→58046.9	+21.45	take_profit
06-25 13:57	BTC	Sell	60930→58253.9	+21.40	take_profit
06-24 13:21	BTC	Sell	62096.9→62152.1	-0.97	timeout
06-24 08:24	BTC	Sell	62322.9→62687.1	-3.36	timeout
06-23 06:03	BTC	Sell	64170.8→63365.2	+5.69	timeout
06-22 22:41	BTC	Sell	63644.8→63887.2	-2.36	timeout
06-22 00:17	BTC	Sell	64213.8→63552.2	+4.78	timeout
06-21 15:43	BTC	Sell	64058.8→64243.2	-1.96	timeout
06-20 18:45	BTC	Sell	63030.8→63803.2	-6.59	timeout
06-20 12:12	BTC	Sell	62611.9→63735.2	-9.36	timeout
06-19 15:46	BTC	Sell	62808.9→63243.2	-3.94	timeout
06-19 09:33	BTC	Sell	64265.8→62441.1	+13.63	timeout
06-18 15:20	BTC	Sell	65200.7→63401.2	+13.33	timeout
06-18 09:18	BTC	Sell	64923.8→64428.2	+3.40	timeout
06-17 15:03	BTC	Sell	65664.7→65168.3	+3.33	timeout
06-17 08:55	BTC	Sell	66941.7→64904.2	+14.78	timeout
06-16 14:36	BTC	Sell	66476.7→65595.3	+6.26	timeout
06-16 08:37	BTC	Sell	65701.7→66542.3	-6.91	timeout
06-15 10:15	BTC	Sell	64494.8→65727.3	-10.01	timeout
06-14 22:52	BTC	Sell	64463.8→65456.3	-8.10	timeout
06-14 02:34	BTC	Sell	63668.8→64525.2	-7.20	timeout
06-13 19:27	BTC	Sell	63717.8→64125.2	-3.64	timeout
06-12 23:45	BTC	Sell	63615.8→63509.2	+0.47	timeout
06-12 17:48	BTC	Sell	63496.8→63836.2	-3.10	timeout
06-11 21:11	BTC	Sell	61532.9→63447.2	-15.86	timeout
06-11 14:58	BTC	Sell	61873.9→62836.1	-8.13	timeout
06-10 16:34	BTC	Sell	61119.9→62265.1	-9.75	timeout
06-10 10:58	BTC	Sell	62764.9→61367.1	+10.65	timeout
06-09 09:54	BTC	Sell	63405.8→62653.1	+5.45	timeout
06-09 03:41	BTC	Sell	63136.8→62741.1	+2.68	timeout
06-07 22:14	BTC	Sell	61252.9→63742	-20.78	stop_loss
06-07 20:12	BTC	Sell	60539→61578.1	-9.07	timeout
06-06 22:14	BTC	Sell	61360.9→60610	+5.60	timeout
06-06 15:20	BTC	Sell	60803→60445	+2.49	timeout
06-05 15:41	BTC	Sell	62807.9→60047	+21.52	take_profit
06-05 10:28	BTC	Sell	62542.9→62529.1	-0.33	timeout
06-05 05:02	BTC	Sell	64130.8→63487.2	+4.51	timeout
06-04 00:29	BTC	Sell	66363.7→63449.2	+21.49	take_profit
06-03 23:29	BTC	Sell	66389.7→64497.2	+13.80	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+21.54	take_profit
06-02 14:10	BTC	Sell	71530.4→68389.4	+21.55	take_profit
06-02 08:49	BTC	Sell	72799.4→69782.5	+20.42	timeout
06-02 01:11	BTC	Sell	73590.3→71257.6	+15.55	timeout
05-31 16:44	BTC	Sell	73918.3→73479.7	+2.57	timeout
05-31 01:12	BTC	Sell	73547.3→74130.7	-4.35	timeout
05-30 14:21	BTC	Sell	72795.4→73939.7	-8.19	timeout
05-30 07:17	BTC	Sell	73778.3→73516.7	+1.36	timeout
05-30 02:03	BTC	Sell	73575.3→73681.7	-1.13	timeout
05-29 19:41	BTC	Sell	73419.3→73682.7	-2.18	timeout
05-29 12:53	BTC	Sell	73485.3→73347.7	+0.50	timeout
05-29 06:48	BTC	Sell	73146.3→73708.7	-4.17	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+123.86

total pnl ($)

+44.8 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	55	51%	+44.8	+123.86

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:33	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…