options_dvol_breakout_short_vol

51

closed trades

55%

win rate

+200.90

total pnl ($)

1.864

weight

7d window — n=12 wr=75% pnl=+93.93 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 23:12:46 (24.1d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485393_75886

n: 19 · wr: 68.4% · total_bps: +2189.8 · mean_bps: +115.25 · sharpe: +0.42 · max_dd_bps: -1092.4

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

time	sym	side	entry→exit	pnl	close
06-27 14:46	BTC	Sell	59348→60636	-11.30	timeout
06-27 02:54	BTC	Sell	60689→60325	+2.55	timeout
06-25 13:54	BTC	Sell	61296.9→58575.9	+21.66	take_profit
06-24 17:20	BTC	Sell	62242.9→59508	+21.32	take_profit
06-24 16:51	BTC	Sell	62710.9→59903	+21.81	take_profit
06-24 13:48	BTC	Sell	64087.8→61269.1	+21.53	take_profit
06-24 12:06	BTC	Sell	64737.8→62897.1	+13.77	timeout
06-23 23:30	BTC	Sell	63612.8→62654.1	+7.05	timeout
06-23 11:29	BTC	Sell	64366.8→62523.1	+13.47	timeout
06-22 23:02	BTC	Sell	64245.8→63940.2	+1.94	timeout
06-22 10:57	BTC	Sell	63635.8→64112.2	-3.97	timeout
06-21 10:51	BTC	Sell	62450.9→64385.2	-15.90	timeout
06-20 23:24	BTC	Sell	62804.9→64249.2	-11.92	timeout
06-20 11:33	BTC	Sell	64011.8→63675.2	+2.26	timeout
06-19 23:08	BTC	Sell	64248.8→63272.2	+7.22	timeout
06-18 15:40	BTC	Sell	65700.7→62813.1	+20.83	take_profit
06-18 15:37	BTC	Sell	65896.7→63003.2	+20.99	take_profit
06-18 05:25	BTC	Sell	66059.7→63904.2	+15.90	timeout
06-17 16:57	BTC	Sell	67148.6→65899.3	+9.04	timeout
06-17 04:26	BTC	Sell	65679.7→65853.3	-1.70	timeout
06-16 02:07	BTC	Sell	64577.8→66309.3	-13.82	timeout
06-15 15:47	BTC	Sell	63932.8→67189.9	-25.92	stop_loss
06-15 14:04	BTC	Sell	64137.8→66346.3	-17.68	timeout
06-15 02:14	BTC	Sell	63773.8→65638.3	-14.99	timeout
06-14 13:36	BTC	Sell	63262.8→64281.2	-8.50	timeout
06-14 00:43	BTC	Sell	63663.8→64544.2	-7.42	timeout
06-13 08:46	BTC	Sell	62863.9→63857.2	-8.17	timeout
06-12 20:27	BTC	Sell	61869.9→63497.2	-13.54	timeout
06-12 08:24	BTC	Sell	61513.9→63486.2	-16.31	timeout
06-11 16:10	BTC	Sell	60917→62738.1	-15.10	timeout
06-11 04:12	BTC	Sell	62925.9→62644.1	+2.07	timeout
06-10 02:44	BTC	Sell	63024.8→62023.1	+7.28	timeout
06-09 16:05	BTC	Sell	63787.8→60983	+21.68	take_profit
06-09 14:08	BTC	Sell	61764.9→62182.1	-3.83	timeout
06-08 08:54	BTC	Sell	61426.9→63036.2	-13.43	timeout
06-07 22:15	BTC	Sell	60888→63971.2	-25.78	stop_loss
06-07 20:33	BTC	Sell	61003.9→61788.1	-6.93	timeout
06-05 16:10	BTC	Sell	62682.9→59928	+21.50	take_profit
06-05 15:39	BTC	Sell	62866.9→60103	+21.47	take_profit
06-05 06:22	BTC	Sell	64189.8→61368.1	+21.48	take_profit
06-04 00:26	BTC	Sell	66754.7→63823.2	+21.48	take_profit
06-03 23:38	BTC	Sell	67212.6→64258.2	+21.54	take_profit
06-02 19:33	BTC	Sell	69969.5→66520.3	+24.18	take_profit
06-02 15:30	BTC	Sell	70406.5→67314.4	+21.52	take_profit
06-02 14:23	BTC	Sell	71125.4→68002.4	+21.55	take_profit
06-02 02:04	BTC	Sell	73818.3→70576.5	+21.77	take_profit
06-02 02:01	BTC	Sell	73866.3→70622.5	+21.66	take_profit
06-01 00:44	BTC	Sell	73476.3→73946.7	-3.66	timeout
05-31 06:56	BTC	Sell	73735.3→74034.7	-2.39	timeout
05-30 19:35	BTC	Sell	73413.3→73968.7	-4.01	timeout
05-30 06:48	BTC	Sell	73155.3→73598.7	-3.40	timeout

Paper (trades.jsonl)

51

closed

55%

win rate

+200.90

total pnl ($)

+78.6 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	51	55%	+78.6	+200.90

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 51 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)