options_dvol_compression_fear_confluence_long

not live
43
closed trades
44%
win rate
-14.57
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-16 22:35:51 (41.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: acw
n: 204  ·  wr: 44.1%  ·  total_bps: -698.8  ·  mean_bps: -3.43  ·  sharpe: -0.04  ·  max_dd_bps: -2056.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 43 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 14:09BTCBuy64342.2→63845.8-4.31timeout
06-18 05:07BTCBuy64595.2→63706.8-7.33timeout
06-17 17:33BTCBuy64739.2→65928.7+8.72timeout
06-17 09:26BTCBuy65848.3→65041.7-6.58timeout
06-17 01:28BTCBuy65690.3→65546.7-1.55timeout
06-16 14:33BTCBuy66542.3→65305.1-9.75stop_loss
06-16 09:19BTCBuy66100.3→66611.7+3.42timeout
06-16 01:13BTCBuy66541.3→66254.7-2.60timeout
06-15 17:11BTCBuy66259.3→66783.7+3.49timeout
06-15 09:10BTCBuy65727.3→65683.7-0.78timeout
06-15 00:14BTCBuy63783.2→65818.7+15.51take_profit
06-14 17:05BTCBuy64529.2→63977.8-4.74timeout
06-14 09:02BTCBuy64517.2→64393.8-1.42timeout
06-14 00:57BTCBuy64308.2→64512.8+1.15timeout
06-13 16:55BTCBuy63886.2→63978.8+0.27timeout
06-13 08:55BTCBuy63535.2→63778.8+1.45timeout
06-13 01:01BTCBuy63568.2→63597.8-0.24timeout
06-12 16:54BTCBuy63806.2→63911.8+0.37timeout
06-12 08:47BTCBuy63474.2→63398.8-1.06timeout
06-12 00:48BTCBuy63671.2→63661.8-0.55timeout
05-30 17:03BTCBuy73571.7→73900.3+1.76timeout
05-26 14:36BTCBuy76664.8→77457.1+4.71timeout
05-26 06:36BTCBuy76669.8→76831.2+0.60timeout
05-25 22:35BTCBuy77552.9→77065.1-3.61timeout
05-25 14:35BTCBuy77605.9→77535.1-0.93timeout
05-25 06:34BTCBuy77134.9→77290.1+0.53timeout
05-24 22:34BTCBuy76583.8→76806.2+1.00timeout
05-24 14:34BTCBuy76892.8→76455.2-3.30timeout
05-24 06:33BTCBuy76885.8→76704.2-1.65timeout
05-23 22:33BTCBuy75443.8→76542.2+6.82timeout
05-23 14:33BTCBuy74660.7→75313.2+3.92timeout
05-23 06:32BTCBuy75454.8→75441.2-0.54timeout
05-22 22:32BTCBuy76912.8→75825.2-7.53timeout
05-22 14:31BTCBuy77200.9→76816.2-2.96timeout
05-22 06:31BTCBuy77473.9→77394.1-0.97timeout
05-21 22:31BTCBuy77967.9→77679.1-2.32timeout
05-21 14:31BTCBuy77873.9→77099.1-5.44timeout
05-21 06:30BTCBuy77829.9→77773.1-0.83timeout
05-20 22:31BTCBuy77552.9→77462.1-1.04timeout
05-02 02:33BTCBuy78089.9→78240.1+0.54timeout
05-01 18:32BTCBuy78265.9→78462.1+0.81timeout
05-01 10:31BTCBuy77044.9→77323.1+1.34timeout
05-01 02:31BTCBuy76307.8→76531.2+1.06timeout

Paper vs Live

Paper (trades.jsonl)
43
closed
44%
win rate
-14.57
total pnl ($)
-6.6 bps
avg bps net
Live (dry_run=0)
5
closed
0%
win rate
-2.16
total pnl ($)
-38.9 bps
avg bps net
Live WR is 0% of paper WR (0% vs 44%)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4344%-6.6-14.57

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 02:33BTCBuy+0.54When the trade closed, Bitcoin was trading near $78,293 with minimal intraday momentum (-0.07% over 1h) but modest upside bias over 24h (+2.22%), while funding rates had turned slightly negative (-0.008%) suggesting reduced leverage appetite. The thesis fai…
05-01 18:32BTCBuy+0.81BTC was grinding sideways to slightly higher in the final hour ($78,486, +0.07% 1h), with modest positive momentum over 24h (+2.91%) but weak weekly performance (+1.03%), while funding rates remained slightly negative at -0.002362%. The trade's thesis didn'…
05-01 10:31BTCBuy+1.34Bitcoin was consolidating near $77,300 with minimal intraday momentum (1h +0.01%) while maintaining modest weekly gains, suggesting a temporary equilibrium in the $77k range. The trade's thesis partially worked—the 36.4 bps gross return captured the compres…
05-01 02:31BTCBuy+1.06BTC was consolidating near $76.5K with minimal intraday momentum (1h flat) despite a modest 24h gain, while funding rates turned slightly negative and open interest remained elevated at $3.9B. The trade's thesis partially worked—DVOL compression (40.6% 7d v…