options_dvol_compression_expiry_breakout

not live
7
closed trades
57%
win rate
-0.34
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:20:37 (23.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_recovered_010__restored_45d17812
n: 35  ·  wr: 48.6%  ·  total_bps: +450.4  ·  mean_bps: +12.87  ·  sharpe: +0.13  ·  max_dd_bps: -304.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:38BTCBuy64403.2→62816.4-12.76stop_loss
06-17 18:02BTCBuy65441.3→65595.7+0.69timeout
06-11 23:50BTCBuy63088.2→63558.8+3.23timeout
06-10 23:45BTCBuy62250.1→61498.9-6.48timeout
05-22 05:37BTCBuy77624.9→77562.1-0.86timeout
05-21 05:36BTCBuy77537.9→77852.1+1.55timeout
05-02 23:12BTCBuy76403.8→78664.1+14.29timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
57%
win rate
-0.34
total pnl ($)
-0.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC757%-0.5-0.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 23:12BTCBuy+14.29# Trade Analysis: dvol-compression-1777588205-1777588208 Bitcoin was consolidating near $78,600 with flat 1-hour momentum (-0.23%) and modest positive weekly momentum (1.26%), suggesting a range-bound market with light directional conviction at the time of…