iv_compression_basis_skew_breakout

not live
14
closed trades
50%
win rate
+3.82
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:01:11 (38.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: nt
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 05:31BTCSell65017.7→63944.2+9.00timeout
06-17 20:52BTCSell65676.7→64278.2+11.71timeout
06-17 12:15BTCSell65755.7→64837.2+7.59timeout
06-17 03:39BTCBuy66349.3→65788.7-5.42timeout
06-16 18:29BTCSell66102.7→65890.3+1.40timeout
06-16 09:32BTCBuy66838.3→66644.7-2.18timeout
06-16 01:06BTCBuy65592.3→66316.7+5.85timeout
06-14 00:52BTCSell63599.8→64502.2-8.70timeout
06-13 16:47BTCSell63503.8→64109.2-6.02timeout
06-13 08:34BTCBuy63511.2→63780.8+1.83timeout
06-13 00:16BTCBuy63654.2→63575.8-1.32timeout
06-12 16:02BTCBuy63563.2→63590.8-0.35timeout
05-26 06:20BTCSell77585.1→76817.8+5.16timeout
05-23 00:32BTCBuy77189.9→75287.6-14.72stop_loss

Paper vs Live

Paper (trades.jsonl)
14
closed
50%
win rate
+3.82
total pnl ($)
+5.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1450%+5.0+3.82

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems