fear_greed_extreme_fear_short_vol · strategy

110

closed trades

45%

win rate

+115.22

total pnl ($)

1.696

weight

7d window — n=27 wr=48% pnl=+69.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-02 06:49:31 (26.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_12284

n: 524 · wr: 49.0% · total_bps: +3520.1 · mean_bps: +6.72 · sharpe: +0.03 · max_dd_bps: -5745.2

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 05:38	BTC	Sell	60575→59883	+5.26	timeout
06-28 01:23	BTC	Sell	60427→60140	+1.94	timeout
06-27 18:56	BTC	Sell	60333→60526	-2.06	timeout
06-27 12:43	BTC	Sell	59900→60303	-3.80	timeout
06-27 06:35	BTC	Sell	59784→60280	-4.58	timeout
06-27 00:38	BTC	Sell	59465→59889	-4.00	timeout
06-26 18:36	BTC	Sell	60022→59755	+1.84	timeout
06-26 12:14	BTC	Sell	59835→59437	+2.90	timeout
06-26 05:52	BTC	Sell	59481→59820	-3.30	timeout
06-25 13:55	BTC	Sell	61162.9→58476.9	+21.50	take_profit
06-25 13:53	BTC	Sell	61706.9→58996.9	+21.47	take_profit
06-25 11:43	BTC	Sell	60967→61293.1	-3.13	timeout
06-25 05:07	BTC	Sell	59604→61727.9	-18.28	stop_loss
06-24 16:47	BTC	Sell	62810.9→60048	+21.47	take_profit
06-24 16:46	BTC	Sell	62879.9→60118	+21.48	take_profit
06-24 11:49	BTC	Sell	62699.9→63128.2	-3.86	timeout
06-24 05:23	BTC	Sell	62579.9→62805.1	-2.22	timeout
06-23 22:51	BTC	Sell	62230.9→62539.1	-2.94	timeout
06-23 17:30	BTC	Sell	63429.8→62622.1	+5.92	timeout
06-23 11:26	BTC	Sell	63981.8→62492.1	+11.09	timeout
06-23 05:25	BTC	Sell	64564.8→63444.2	+8.25	timeout
06-22 23:16	BTC	Sell	64267.8→63894.2	+2.42	timeout
06-22 17:11	BTC	Sell	64234.8→64658.2	-3.73	timeout
06-22 11:07	BTC	Sell	63670.8→64336.2	-5.60	timeout
06-22 05:02	BTC	Sell	64095.8→64061.2	-0.17	timeout
06-21 22:48	BTC	Sell	64345.8→63665.2	+4.83	timeout
06-21 16:35	BTC	Sell	64525.8→64033.2	+3.34	timeout
06-21 10:28	BTC	Sell	64221.8→64297.2	-1.02	timeout
06-21 04:35	BTC	Sell	63917.8→64537.2	-5.30	timeout
06-20 22:25	BTC	Sell	63625.8→64164.2	-4.68	timeout
06-20 16:15	BTC	Sell	63389.8→63994.2	-5.18	timeout
06-20 10:12	BTC	Sell	63046.8→63664.2	-5.31	timeout
06-20 04:14	BTC	Sell	63344.8→63390.2	-0.82	timeout
06-19 22:07	BTC	Sell	62403.9→63033.2	-5.47	timeout
06-19 16:04	BTC	Sell	62610.9→63129.2	-4.59	timeout
06-19 09:59	BTC	Sell	62946.9→62363.1	+4.14	timeout
06-19 04:13	BTC	Sell	62651.9→62851.1	-2.06	timeout
06-18 21:58	BTC	Sell	64173.8→62966.1	+8.91	timeout
06-18 15:55	BTC	Sell	64315.8→62469.1	+13.71	timeout
06-18 09:59	BTC	Sell	64187.8→64152.2	-0.13	timeout
06-18 03:58	BTC	Sell	65705.7→64254.2	+10.61	timeout
06-17 21:41	BTC	Sell	64937.8→64280.2	+4.60	timeout
06-17 15:45	BTC	Sell	65784.7→65481.3	+1.83	timeout
06-17 09:48	BTC	Sell	65718.7→64969.2	+5.28	timeout
06-17 03:45	BTC	Sell	65778.7→65790.3	-0.52	timeout
06-16 21:46	BTC	Sell	66639.7→65703.3	+6.62	timeout
06-16 15:35	BTC	Sell	66018.7→65948.3	+0.12	timeout
06-16 09:28	BTC	Sell	66396.7→66606.3	-2.03	timeout
06-16 03:29	BTC	Sell	66623.7→65948.3	+4.61	timeout
06-15 21:27	BTC	Sell	65675.7→66446.3	-6.29	timeout
06-15 15:26	BTC	Sell	65696.7→66653.3	-7.74	timeout
06-15 09:20	BTC	Sell	64750.8→65716.3	-7.92	timeout
06-15 03:15	BTC	Sell	64072.8→65703.3	-13.16	timeout
06-14 21:11	BTC	Sell	64430.8→64000.2	+2.90	timeout
06-14 15:07	BTC	Sell	64470.8→64095.2	+2.47	timeout
06-14 09:02	BTC	Sell	64291.8→64405.2	-1.30	timeout
06-14 02:58	BTC	Sell	64200.8→64474.2	-2.59	timeout
06-13 20:52	BTC	Sell	63783.8→64244.2	-4.05	timeout
06-13 14:47	BTC	Sell	63576.8→64191.2	-5.26	timeout
06-13 08:45	BTC	Sell	63495.8→63864.2	-3.31	timeout
06-13 02:51	BTC	Sell	63604.8→63541.2	+0.05	timeout
06-12 20:42	BTC	Sell	63363.8→63535.2	-1.79	timeout
06-12 14:40	BTC	Sell	63567.8→63656.2	-1.11	timeout
06-12 08:49	BTC	Sell	63240.8→63416.2	-1.79	timeout
06-12 02:43	BTC	Sell	62849.9→63566.2	-6.10	timeout
06-11 20:34	BTC	Sell	62922.9→63378.2	-4.00	timeout
06-11 14:33	BTC	Sell	61953.9→62908.1	-8.10	timeout
06-11 08:30	BTC	Sell	61823.9→62920.1	-9.24	timeout
06-11 02:28	BTC	Sell	62106.9→62046.1	+0.06	timeout
06-10 20:19	BTC	Sell	61590.9→61816.1	-2.25	timeout
06-10 04:00	BTC	Sell	61106.9→62023.1	-8.00	timeout
06-09 21:59	BTC	Sell	62683.9→62023.1	+4.77	timeout
06-09 15:57	BTC	Sell	62767.9→61034.1	+13.44	timeout
06-09 09:57	BTC	Sell	63712.8→62681.1	+7.63	timeout
06-09 03:58	BTC	Sell	63748.8→62780.1	+7.15	timeout
06-08 21:49	BTC	Sell	63448.8→63763.2	-2.91	timeout
06-08 15:46	BTC	Sell	63123.8→63830.2	-6.02	timeout
06-08 03:41	BTC	Sell	62079.9→63143.2	-9.00	timeout
06-07 22:15	BTC	Sell	61676.9→63874.1	-18.26	stop_loss
06-07 21:40	BTC	Sell	62575.9→61785.1	+5.86	timeout
06-07 15:35	BTC	Sell	61614.9→62060.1	-4.06	timeout
06-07 09:29	BTC	Sell	60861→62666.1	-15.29	timeout
06-07 03:23	BTC	Sell	60490→61659.1	-10.09	timeout
06-06 21:17	BTC	Sell	61194.9→60850	+2.33	timeout
06-06 15:15	BTC	Sell	60881→60573	+2.08	timeout
06-06 09:11	BTC	Sell	61762.9→61214.1	+4.02	timeout
06-06 03:16	BTC	Sell	60530→60833	-2.95	timeout
06-05 16:02	BTC	Sell	62581.9→60183	+18.73	timeout
06-05 15:39	BTC	Sell	62997.8→60231	+21.50	take_profit
06-05 09:17	BTC	Sell	63710.8→62987.1	+5.22	timeout
06-05 03:46	BTC	Sell	63745.8→62717.1	+7.59	timeout
06-04 21:40	BTC	Sell	62883.9→63225.2	-3.17	timeout
06-04 16:56	BTC	Sell	64344.8→63535.2	+5.89	timeout
06-04 01:49	BTC	Sell	65346.7→62477.1	+21.51	take_profit
06-04 00:24	BTC	Sell	66905.7→63968.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66363.7→65927.3	+2.87	timeout
06-03 11:16	BTC	Sell	66724.7→67309.4	-4.76	timeout
06-03 03:48	BTC	Sell	67315.6→65801.3	+10.80	timeout
06-02 15:37	BTC	Sell	70167.5→67070.4	+21.63	take_profit
06-02 13:49	BTC	Sell	70892.5→68871.4	+13.83	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

45%

win rate

+115.22

total pnl ($)

+20.8 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	110	45%	+20.8	+115.22

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 05:41	BTC	Sell	circuit_breaker
06-27 23:42	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…