options_dvol_compression_fear_continuation_short

not live
23
closed trades
52%
win rate
-26.94
total pnl ($)
1.188
weight
7d window — n=4 wr=50% pnl=-2.82  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:20:37 (19.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_recovered_010__restored_45d17812
n: 45  ·  wr: 46.7%  ·  total_bps: -526.9  ·  mean_bps: -11.71  ·  sharpe: -0.14  ·  max_dd_bps: -691.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 16:26BTCSell64896.8→66106.3-10.76stop_loss
06-17 05:49BTCSell65738.7→65855.3-1.46timeout
06-16 17:42BTCSell66651.7→65708.3+7.32timeout
06-16 05:40BTCSell66393.7→66081.3+2.07timeout
06-15 13:16BTCSell65532.7→66753.7-10.75stop_loss
06-15 00:14BTCSell64665.8→65874.2-10.78stop_loss
06-14 17:24BTCSell64309.8→63907.2+2.97timeout
06-14 05:21BTCSell64213.8→64330.2-1.50timeout
06-13 17:19BTCSell63798.8→64015.2-2.36timeout
06-13 05:16BTCSell63600.8→63542.2+0.01timeout
06-12 17:11BTCSell63494.8→63933.2-4.27timeout
06-12 05:14BTCSell63556.8→63424.2+0.68timeout
06-11 17:06BTCSell62839.9→62454.1+2.90timeout
05-26 14:26BTCSell76622.2→78053.9-10.77stop_loss
05-26 05:15BTCSell77322.1→76769.8+3.43timeout
05-25 17:14BTCSell77420.1→77663.9-2.17timeout
05-25 05:13BTCSell76635.2→77337.9-5.51timeout
05-24 17:15BTCSell76855.2→76592.8+1.39timeout
05-24 05:14BTCSell76937.2→76696.8+1.26timeout
05-23 11:24BTCSell75565.2→74827.7+4.87timeout
05-22 23:24BTCSell76642.2→75709.8+6.22timeout
05-22 11:24BTCSell77719.1→77203.9+3.19timeout
05-21 23:24BTCSell77214.1→77560.9-2.93timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
52%
win rate
-26.94
total pnl ($)
-21.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2352%-21.5-26.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems