options_btc_skew_extreme_short

66

closed trades

38%

win rate

-13.50

total pnl ($)

1.267

weight

7d window — n=14 wr=43% pnl=+2.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 04:34:03 (24.0d ago) · src: canon

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

n: 24 · wr: 45.8% · total_bps: +42.7 · mean_bps: +1.78 · sharpe: +0.04 · max_dd_bps: -169.8

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

time	sym	side	entry→exit	pnl	close
06-28 02:37	BTC	Sell	60202→60115	+0.27	timeout
06-27 14:33	BTC	Sell	60419→60586	-1.83	timeout
06-27 02:22	BTC	Sell	59955→60249	-2.90	timeout
06-26 13:48	BTC	Sell	58991.1→59562.7	-5.30	stop_loss
06-26 02:13	BTC	Sell	59548→58656.9	+7.03	take_profit
06-25 13:41	BTC	Sell	61252.9→60338	+7.02	take_profit
06-25 01:58	BTC	Sell	60716→60887	-1.86	timeout
06-24 13:22	BTC	Sell	62817.9→61880.1	+7.01	take_profit
06-24 01:53	BTC	Sell	62959.9→62980.1	-0.61	timeout
06-23 13:33	BTC	Sell	62358.9→62293.1	+0.07	timeout
06-23 01:50	BTC	Sell	64087.8→63897.2	+1.04	timeout
06-22 13:31	BTC	Sell	64822.8→65092.3	-2.52	timeout
06-22 01:19	BTC	Sell	63658.8→64119.2	-4.06	timeout
06-21 13:16	BTC	Sell	64068.8→64118.2	-0.84	timeout
06-21 01:04	BTC	Sell	64211.8→64288.2	-1.04	timeout
06-20 13:01	BTC	Sell	63658.8→63600.2	+0.01	timeout
06-20 01:00	BTC	Sell	63540.8→63513.2	-0.23	timeout
06-19 13:01	BTC	Sell	62599.9→62789.1	-1.97	timeout
06-19 01:38	BTC	Sell	62974.9→62885.1	+0.26	timeout
06-18 13:49	BTC	Sell	64289.8→63895.2	+2.62	timeout
06-18 01:28	BTC	Sell	64537.8→64642.2	-1.26	timeout
06-17 13:45	BTC	Sell	64950.8→65268.3	-2.89	timeout
06-15 12:25	BTC	Sell	66315.7→66274.3	-0.14	timeout
06-14 21:18	BTC	Sell	64067.8→64685.6	-5.27	stop_loss
06-14 10:05	BTC	Sell	64449.8→64543.2	-1.17	timeout
06-13 22:00	BTC	Sell	64259.8→64440.2	-1.85	timeout
06-12 22:01	BTC	Sell	63462.8→63499.2	-0.73	timeout
06-12 08:04	BTC	Sell	63059.8→63136.2	-1.06	timeout
06-11 08:56	BTC	Sell	62690.9→62906.1	-2.16	timeout
06-10 20:56	BTC	Sell	62001.9→61698.1	+2.00	timeout
06-10 08:51	BTC	Sell	61651.9→61233.1	+2.94	timeout
06-09 10:37	BTC	Sell	62596.9→62639.1	-0.79	timeout
06-08 22:33	BTC	Sell	63660.8→63227.2	+2.96	timeout
06-08 10:26	BTC	Sell	63393.8→63140.2	+1.55	timeout
06-07 22:13	BTC	Sell	61767.9→62361.3	-5.25	stop_loss
06-07 10:31	BTC	Sell	62569.9→62522.1	-0.07	timeout
06-06 22:20	BTC	Sell	60845→60712	+0.64	timeout
06-06 10:15	BTC	Sell	61171.9→60651	+3.81	timeout
06-05 22:11	BTC	Sell	61666.9→61376.1	+1.91	timeout
06-05 10:18	BTC	Sell	62929.9→62559.1	+2.50	timeout
06-04 22:20	BTC	Sell	63661.8→63355.2	+1.96	timeout
06-04 10:43	BTC	Sell	62886.9→62619.1	+1.67	timeout
06-03 22:07	BTC	Sell	65404.7→65566.3	-1.68	timeout
06-03 12:33	BTC	Sell	67227.6→67110.4	+0.42	timeout
06-03 02:40	BTC	Sell	66585.7→66788.3	-1.97	timeout
06-02 10:48	BTC	Sell	69424.5→69505.5	-1.03	timeout
06-02 08:05	BTC	Sell	69836.5→69997.5	-1.60	timeout
05-30 11:25	BTC	Sell	73634.3→73566.7	+0.01	timeout
05-28 14:07	BTC	Sell	73225.3→72608.9	+0.00	stop_loss
05-24 18:06	BTC	Sell	76676.2→76636.8	-0.19	timeout
05-23 21:39	BTC	Sell	76724.2→76755.8	-0.65	timeout
05-23 08:51	BTC	Sell	74376.3→74620.7	-2.10	timeout
05-22 14:57	BTC	Sell	77191.1→76819.8	+1.96	timeout
05-21 12:42	BTC	Sell	77213.1→77222.9	-0.51	timeout
05-21 00:04	BTC	Sell	77434.1→77627.9	-1.70	timeout
05-20 11:54	BTC	Sell	77510.1→77352.9	+0.57	timeout
05-19 23:54	BTC	Sell	76717.2→76850.8	-1.31	timeout
05-19 11:54	BTC	Sell	76892.2→76719.8	+0.67	timeout
05-18 23:53	BTC	Sell	76954.2→76953.8	-0.45	timeout
05-18 11:53	BTC	Sell	76810.2→77211.9	-3.06	timeout
05-17 23:40	BTC	Sell	77855.1→77180.4	+0.00	stop_loss
05-17 11:52	BTC	Sell	78430.1→78363.9	-0.03	timeout
05-16 23:52	BTC	Sell	78173.1→78095.9	+0.05	timeout
05-16 11:52	BTC	Sell	77885.1→78063.9	-1.60	timeout
05-15 23:52	BTC	Sell	79056→79090	-0.67	timeout
05-15 11:52	BTC	Sell	80716→80657	-0.09	timeout

Paper (trades.jsonl)

66

closed

38%

win rate

-13.50

total pnl ($)

-4.4 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	66	38%	-4.2	-13.50

time	sym	side	reason
06-28 01:42	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 66 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)