dvol_term_structure_carry_short_front

not live
12
closed trades
58%
win rate
+82.03
total pnl ($)
1.108
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 19:53:56 (18.6d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x3485393_13139
n: 13  ·  wr: 76.9%  ·  total_bps: +3414.5  ·  mean_bps: +262.66  ·  sharpe: +1.14  ·  max_dd_bps: -340.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-14 07:19BTCSell62996.8→64276.2-8.48timeout
06-07 22:14BTCSell60931→63406.9-16.63stop_loss
06-05 06:22BTCSell64297.8→61473.1+17.15take_profit
06-02 15:37BTCSell70168.5→67085.4+17.23take_profit
06-02 14:26BTCSell71006.4→67887.4+17.23take_profit
06-02 14:10BTCSell71517.4→68375.4+17.25take_profit
06-02 07:03BTCSell72974.4→69769.5+17.32take_profit
06-02 02:07BTCSell73417.3→70191.5+17.34take_profit
06-02 02:06BTCSell73655.3→70419.5+17.39take_profit
05-31 14:53BTCSell73046.3→73668.7-3.74timeout
05-31 07:50BTCSell73365.3→73848.7-2.76timeout
05-30 14:06BTCSell72587.4→73870.7-7.26timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
58%
win rate
+82.03
total pnl ($)
+169.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1258%+169.2+82.03

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems