8
closed trades
62%
win rate
+12.32
total pnl ($)
1.211
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 19:32:39 (34.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aas__restored_8f9ccd97
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 8 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-02 05:31 | BTC | Buy | 78242.9→78055.1 | -2.12 | timeout |
| 05-02 00:30 | BTC | Buy | 78377.9→78235.1 | -1.71 | timeout |
| 05-01 19:29 | BTC | Buy | 78240.9→78370.1 | +0.50 | timeout |
| 05-01 14:29 | BTC | Buy | 77315.9→78233.1 | +7.13 | timeout |
| 05-01 09:28 | BTC | Buy | 77119.9→77308.1 | +0.99 | timeout |
| 05-01 04:27 | BTC | Buy | 76259.8→77112.1 | +6.73 | timeout |
| 04-30 08:25 | BTC | Buy | 75773→76130.8 | +2.51 | timeout |
| 04-30 03:24 | BTC | Buy | 75904→75773 | -1.71 | timeout |
Paper vs Live
Paper (trades.jsonl)
8
closed
62%
win rate
+12.32
total pnl ($)
+23.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 8 | 62% | +23.4 | +12.32 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 05:31 | BTC | Buy | -2.12 | At close, BTC was consolidating with minimal directional movement (1h=-0.15%, 24h=+1.43%) while funding rates turned slightly negative (-0.62bps), signaling reduced leverage and potential mean-reversion exhaustion. The options_dvol_compression_fear_divergen… |
| 05-02 00:30 | BTC | Buy | -1.71 | # Trade Closure Analysis: BTC Options DVOL Compression BTC was consolidating with minimal intraday momentum (−0.15% in the 1h leading into close) while maintaining modest positive 24h gains (+1.43%), creating a low-volatility environment that compressed im… |
| 05-02 00:30 | BTC | Buy | -1.71 | BTC declined 0.28% in the hour preceding close while maintaining positive 24h momentum (+1.28%), with funding rates deeply negative (-0.006%) suggesting crowded long positioning despite near-term weakness. The options_dvol_compression_fear_divergence_long t… |
| 05-02 00:30 | BTC | Buy | -1.71 | # Trade Analysis: BTC Options DVOL Compression Fade **Market Context at Close:** Bitcoin was consolidating near $78,154 with minimal intraday directional bias (1h = -0.14%), while funding rates had turned slightly negative (-0.69 bps), suggesting reduced l… |
| 05-02 00:30 | BTC | Buy | -1.71 | # Trade Closure Analysis Market Context: Bitcoin was trading in a low-volatility regime with negative funding rates (-0.007283%), indicating mild bearish sentiment among leveraged traders, while open interest remained elevated at $4.16B—a condition typical… |
| 05-02 00:30 | BTC | Buy | -1.71 | # Trade Analysis: BTC Options DVOL Compression Fear Divergence Long Bitcoin was consolidating with minimal directional conviction, down 0.21% over the preceding hour while maintaining modest 24h gains of +1.61%, suggesting a lack of fresh momentum to drive… |
| 05-02 00:30 | BTC | Buy | -1.71 | At close, Bitcoin was trading flat to slightly negative on 1-hour timeframe ($78,274, -0.02% 1h) despite modest 24-hour gains (+1.51%), with funding rates deeply negative (-0.00752%), signaling strong short positioning and potential mean-reversion setup. Th… |
| 05-02 00:30 | BTC | Buy | -1.71 | Bitcoin traded sideways in a tight 1-hour range (0.04% change) while the underlying drifted 58 bps lower against the 78,378 entry, closing the 5-hour position at a -18 bps loss. The options DVol compression/fear divergence signal failed to materialize as ne… |
| 05-02 00:30 | BTC | Buy | -1.71 | BTC drifted sideways near $78,369 (–0.07% in the 1h before close) with modest positive momentum over 24h (+1.61%) and slightly negative funding (–0.0076%), indicating weak long positioning despite recent gains. The long options DVOL compression/fear-diverge… |
| 05-02 00:30 | BTC | Buy | -1.71 | # Trade Analysis: BTC Options DVOL Compression Fear Divergence Long 1. **Market Context at Close**: Bitcoin was trading at $78,447 with modest positive momentum (1h +0.15%, 24h +1.62%), while funding rates had turned slightly negative (-0.007543%), signali… |