options_dvol_compression_fear_regime_contrarian_long

64

closed trades

47%

win rate

-65.86

total pnl ($)

1.187

weight

7d window — n=6 wr=33% pnl=-6.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 07:11:41 (40.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: abf

n: 15 · wr: 40.0% · total_bps: -212.3 · mean_bps: -14.15 · sharpe: -0.24 · max_dd_bps: -360.3

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

time	sym	side	entry→exit	pnl	close
06-22 20:21	BTC	Buy	65152.3→64467.8	-7.14	timeout
06-22 14:15	BTC	Buy	64275.2→65215.7	+8.54	timeout
06-21 16:40	BTC	Buy	64341.2→64024.8	-3.62	timeout
06-21 10:38	BTC	Buy	64504.2→64318.8	-2.38	timeout
06-21 04:34	BTC	Buy	64315.2→64516.8	+1.40	timeout
06-20 21:27	BTC	Buy	64189.2→63927.8	-3.10	timeout
06-18 15:39	BTC	Buy	63994.2→62804.4	-12.17	stop_loss
06-18 09:01	BTC	Buy	64598.2→64315.8	-3.30	timeout
06-18 03:02	BTC	Buy	64360.2→64572.8	+1.49	timeout
06-17 21:09	BTC	Buy	64982.2→64297.8	-7.14	timeout
06-17 14:44	BTC	Buy	64972.2→65137.7	+1.03	timeout
06-15 17:26	BTC	Buy	66298.3→66833.7	+4.45	timeout
06-14 22:29	BTC	Buy	64110.2→65201.7	+10.06	timeout
06-14 16:28	BTC	Buy	64580.2→64108.8	-5.15	timeout
06-14 10:26	BTC	Buy	64472.2→64574.8	+0.42	timeout
06-14 04:24	BTC	Buy	64426.2→64468.8	-0.14	timeout
06-13 22:08	BTC	Buy	64032.2→64411.8	+3.13	timeout
06-13 14:28	BTC	Buy	63793.2→64131.8	+2.74	timeout
06-13 08:28	BTC	Buy	63707.2→63785.8	+0.18	timeout
06-13 02:25	BTC	Buy	63509.2→63729.8	+1.60	timeout
06-12 20:24	BTC	Buy	63402.2→63507.8	+0.48	timeout
06-12 14:22	BTC	Buy	63575.2→63353.8	-2.76	timeout
06-12 08:43	BTC	Buy	63567.2→63348.8	-2.74	timeout
06-12 02:37	BTC	Buy	63303.2→63551.8	+1.86	timeout
06-11 20:24	BTC	Buy	62908.1→63453.8	+4.82	timeout
06-11 14:14	BTC	Buy	62799.1→62767.9	-0.91	timeout
06-11 08:07	BTC	Buy	62160.1→62752.9	+5.36	timeout
06-11 01:59	BTC	Buy	61954.1→62200.9	+1.92	timeout
06-10 19:57	BTC	Buy	62125.1→61978.9	-2.06	timeout
06-10 13:50	BTC	Buy	61681.1→62353.9	+6.25	timeout
06-09 21:11	BTC	Buy	61628.1→62016.9	+3.40	timeout
06-09 14:21	BTC	Buy	62758.1→61591.1	-12.19	stop_loss
06-09 09:06	BTC	Buy	62848.1→62813.9	-0.91	timeout
06-09 00:49	BTC	Buy	63572.2→62386.7	-12.22	stop_loss
06-08 20:59	BTC	Buy	63963.2→63431.8	-5.77	timeout
05-31 13:21	BTC	Buy	73919.7→73974.3	-0.13	timeout
05-31 05:43	BTC	Buy	73778.7→74063.3	+1.83	timeout
05-31 02:10	BTC	Buy	73954.7→74069.3	+0.38	timeout
05-30 15:40	BTC	Buy	73533.7→73838.3	+1.98	timeout
05-30 09:00	BTC	Buy	73753.7→73483.3	-2.87	timeout
05-29 22:08	BTC	Buy	73824.7→73344.3	-4.64	timeout
05-29 14:34	BTC	Buy	73777.7→72831.4	-8.62	timeout
05-26 02:35	BTC	Buy	77246.9→76646.2	-5.42	timeout
05-25 20:35	BTC	Buy	77542.9→77292.1	-2.62	timeout
05-25 14:35	BTC	Buy	77320.9→77535.1	+1.13	timeout
05-25 08:34	BTC	Buy	77029.9→77276.1	+1.39	timeout
05-25 02:34	BTC	Buy	76622.8→77133.1	+3.59	timeout
05-24 20:35	BTC	Buy	76432.8→76615.2	+0.92	timeout
05-24 14:34	BTC	Buy	76759.8→76442.2	-3.16	timeout
05-24 08:33	BTC	Buy	76773.8→76773.2	-0.61	timeout
05-24 02:34	BTC	Buy	76271.8→76775.2	+3.54	timeout
05-23 00:40	BTC	Buy	76551.8→75131.7	-12.18	stop_loss
05-22 18:46	BTC	Buy	77464.9→76009.2	-12.33	stop_loss
05-22 13:00	BTC	Buy	77375.9→77482.1	+0.27	timeout
05-22 07:00	BTC	Buy	77318.9→77368.1	-0.17	timeout
05-21 23:23	BTC	Buy	77721.9→77554.1	-1.94	timeout
05-21 17:22	BTC	Buy	77280.9→77923.1	+4.61	timeout
05-21 11:22	BTC	Buy	77865.9→77315.1	-5.02	timeout
05-21 05:15	BTC	Buy	77406.9→77873.1	+3.18	timeout
05-20 23:14	BTC	Buy	77382.9→77419.1	-0.28	timeout
05-20 17:14	BTC	Buy	77447.9→77375.1	-1.19	timeout
05-20 11:15	BTC	Buy	77194.9→77440.1	+1.39	timeout
05-18 13:43	BTC	Buy	76914.8→76809.2	-1.46	timeout
04-30 06:53	BTC	Buy	76225→75743.8	-2.88	timeout

Paper (trades.jsonl)

64

closed

47%

win rate

-65.86

total pnl ($)

-16.6 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	64	47%	-16.6	-65.86

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
04-30 06:53	BTC	BUY	-2.88	Bitcoin was grinding sideways-to-slightly-lower after a 3.2% weekly decline, with perpetual funding rates turning negative (−0.3353 bps) as leverage unwound from prior positions. The trade's options volatility compression thesis failed because the expected …

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Cumulative P&L (last 64 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)