options_dvol_compression_max_pain_distance_magnet_long

not live
26
closed trades
46%
win rate
-31.79
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 19:53:08 (39.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: abk__restored_dc50c508
n: 11  ·  wr: 45.5%  ·  total_bps: -57.4  ·  mean_bps: -5.22  ·  sharpe: -0.06  ·  max_dd_bps: -248.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:38BTCBuy64010.2→62808.4-11.80stop_loss
06-18 07:25BTCBuy64602.2→64214.8-4.14timeout
06-18 01:20BTCBuy64691.2→64605.8-1.36timeout
06-17 14:43BTCBuy64978.2→65173.7+1.26timeout
06-12 08:20BTCBuy63615.2→63417.8-2.44timeout
06-12 02:14BTCBuy63515.2→63637.8+0.58timeout
06-11 20:09BTCBuy62893.1→63547.8+5.67timeout
06-11 14:03BTCBuy62740.1→62979.9+1.72timeout
06-11 08:04BTCBuy62211.1→62728.9+4.41timeout
06-11 01:55BTCBuy61935.1→62144.9+1.49timeout
06-10 19:55BTCBuy62174.1→61929.9-2.92timeout
06-10 13:50BTCBuy61681.1→62353.9+6.00timeout
06-09 16:05BTCBuy62093.1→60937.5-11.72stop_loss
06-09 14:04BTCBuy63057.2→62140.9-9.26timeout
05-26 18:58BTCBuy77154.9→75723.3-11.69stop_loss
05-26 14:03BTCBuy76685.8→77207.1+3.53timeout
05-22 13:01BTCBuy77348.9→77468.1+0.36timeout
05-22 07:00BTCBuy77318.9→77370.1-0.14timeout
05-21 23:23BTCBuy77785.9→77553.1-2.36timeout
05-21 17:23BTCBuy77295.9→77936.1+4.41timeout
05-21 11:22BTCBuy77846.9→77277.1-4.96timeout
05-21 05:16BTCBuy77405.9→77863.1+2.98timeout
05-20 23:15BTCBuy77378.9→77431.1-0.15timeout
05-20 17:15BTCBuy77470.9→77371.1-1.35timeout
05-20 11:14BTCBuy77199.9→77468.1+1.51timeout
04-30 08:23BTCBuy76131→76014.8-1.43timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
46%
win rate
-31.79
total pnl ($)
-20.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2646%-20.1-31.79

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-30 08:23BTCBUY-1.43At close, Bitcoin was trading sideways at $76,061 with minimal 1-hour momentum (0.11%) but persistent weakness over 24 hours (-1.23%) and 7 days (-2.53%), while funding rates turned negative (-0.005674%), signaling reduced leverage appetite. The thesis fail…