eth_btc_gamma_dispersion_short

not live
19
closed trades
32%
win rate
-42.21
total pnl ($)
1.224
weight
7d window — n=3 wr=33% pnl=-3.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 21:00:54 (29.9d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: agent_session_opt_24
n: 35  ·  wr: 48.6%  ·  total_bps: +1009.8  ·  mean_bps: +28.85  ·  sharpe: +0.25  ·  max_dd_bps: -276.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 03:56ETHSell1533.85→1562.74-9.87stop_loss
06-23 08:17ETHSell1702.83→1646.86+15.97take_profit
06-22 01:26ETHSell1713.03→1745.15-9.81stop_loss
06-21 16:03ETHSell1731.43→1729.17+0.23timeout
06-21 07:15ETHSell1734.63→1734.57-0.43timeout
06-16 08:50ETHSell1761.72→1794.78-9.83stop_loss
06-16 03:57ETHSell1809.62→1779.08+7.99timeout
06-15 15:52ETHSell1813.42→1847.41-9.82stop_loss
06-15 11:19ETHSell1716.83→1749.35-9.91stop_loss
06-15 03:38ETHSell1704.23→1720.57-5.23timeout
06-14 19:38ETHSell1665.23→1666.87-0.92timeout
06-14 11:35ETHSell1674.13→1676.27-1.08timeout
06-14 03:31ETHSell1675.83→1682.27-2.36timeout
06-13 19:27ETHSell1679.53→1675.37+0.77timeout
06-13 11:23ETHSell1663.53→1677.17-4.51timeout
06-12 22:43ETHSell1665.63→1661.47+0.80timeout
06-12 14:07ETHSell1664.03→1667.87-1.59timeout
05-31 05:43ETHSell2019.6→2030.6-3.14timeout
05-29 13:49ETHSell2004.7→2000.8+0.55timeout

Paper vs Live

Paper (trades.jsonl)
19
closed
32%
win rate
-42.21
total pnl ($)
-44.6 bps
avg bps net
Live (dry_run=0)
1
closed
100%
win rate
+4.23
total pnl ($)
+14.4 bps
avg bps net
Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1932%-44.6-42.21

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems