eth_btc_netgamma_dispersion_short

not live
22
closed trades
73%
win rate
+27.15
total pnl ($)
1.352
weight
7d window — n=10 wr=70% pnl=+21.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 01:34 (29.5d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_disp_37
n: 31  ·  wr: 48.4%  ·  total_bps: +752.8  ·  mean_bps: +24.28  ·  sharpe: +0.22  ·  max_dd_bps: -296.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.062

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 08:31ETHSell1581.94→1582.96-0.79timeout
06-26 22:05ETHSell1582.74→1570.36+3.47timeout
06-26 12:40ETHSell1580.94→1530.65+15.45take_profit
06-23 08:13ETHSell1731.83→1676.57+15.46take_profit
06-22 22:09ETHSell1737.53→1733.47+0.70timeout
06-22 13:36ETHSell1746.33→1779.17-9.83stop_loss
06-22 01:26ETHSell1724.13→1757.05-10.00stop_loss
06-21 22:30ETHSell1725.73→1712.27+3.49timeout
06-21 14:24ETHSell1729.03→1722.77+1.37timeout
06-20 21:26ETHSell1742.03→1733.67+1.98timeout
06-20 11:15ETHSell1729.83→1726.67+0.49timeout
06-17 16:28ETHSell1756.22→1789.47-9.91stop_loss
06-17 12:58ETHSell1789.72→1758.48+8.27timeout
06-17 01:37ETHSell1798.42→1783.88+3.62timeout
06-13 12:52ETHSell1668.03→1679.57-3.88timeout
06-12 08:00ETHSell1666.63→1661.37+1.17timeout
06-11 23:57ETHSell1684.13→1673.27+2.79timeout
06-01 12:05ETHSell1991→1980.4+2.25timeout
06-01 01:38ETHSell1995.7→2004.7-2.69timeout
05-31 14:01ETHSell2024.2→2018.3+1.00timeout
05-30 00:37ETHSell2023→2012.7+2.12timeout
05-29 13:49ETHSell2004.8→2000.6+0.62timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
73%
win rate
+27.15
total pnl ($)
+24.4 bps
avg bps net
Live (dry_run=0)
1
closed
100%
win rate
+0.65
total pnl ($)
+14.9 bps
avg bps net
Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH2273%+24.4+27.15

Recent bounces (last 20 of 1)

timesymsidereason
06-27 11:10ETHSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems