options_dvol_compression_max_pain_magnet_long

not live
63
closed trades
44%
win rate
-50.95
total pnl ($)
1.182
weight
7d window — n=6 wr=33% pnl=-6.25  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 12:32:31 (39.1d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: recovered_010__restored_85b3d73e
n: 29  ·  wr: 48.3%  ·  total_bps: +94.6  ·  mean_bps: +3.26  ·  sharpe: +0.04  ·  max_dd_bps: -464.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 63 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 20:27BTCBuy65059.3→64362.8-7.26timeout
06-22 14:22BTCBuy64307.2→65117.7+7.28timeout
06-21 16:47BTCBuy64352.2→64103.8-2.96timeout
06-21 10:41BTCBuy64488.2→64335.8-2.05timeout
06-21 04:36BTCBuy64289.2→64523.8+1.72timeout
06-20 21:28BTCBuy64153.2→63904.8-2.98timeout
06-18 15:38BTCBuy64019.2→62828.4-12.09stop_loss
06-18 07:10BTCBuy64733.2→63997.8-7.61timeout
06-18 01:23BTCBuy64804.2→64635.8-2.21timeout
06-17 14:42BTCBuy65017.3→65081.7+0.05timeout
06-15 17:24BTCBuy66298.3→66820.7+4.33timeout
06-14 22:39BTCBuy64135.2→65323.7+11.01timeout
06-14 16:33BTCBuy64603.2→64132.8-5.13timeout
06-14 10:29BTCBuy64444.2→64567.8+0.63timeout
06-14 04:26BTCBuy64506.2→64466.8-0.93timeout
06-13 22:22BTCBuy64043.2→64428.8+3.19timeout
06-13 13:36BTCBuy63799.2→64207.8+3.42timeout
06-13 07:28BTCBuy63627.2→63759.8+0.74timeout
06-13 01:26BTCBuy63748.2→63612.8-1.92timeout
06-12 19:24BTCBuy63365.2→63685.8+2.60timeout
06-12 13:23BTCBuy62981.1→63370.8+3.28timeout
06-12 07:17BTCBuy63484.2→62950.9-5.83timeout
06-12 01:12BTCBuy63543.2→63453.8-1.48timeout
06-11 19:06BTCBuy62902.1→63462.8+4.97timeout
06-11 12:59BTCBuy62747.1→62982.9+1.75timeout
06-11 06:56BTCBuy61808.1→62726.9+8.68timeout
06-11 00:54BTCBuy61763.1→61786.9-0.33timeout
06-10 18:49BTCBuy61732.1→61779.9-0.09timeout
06-09 21:17BTCBuy61569.1→62016.9+4.00timeout
06-09 14:29BTCBuy62666.1→61500.2-12.20stop_loss
06-09 09:13BTCBuy62869.1→62757.9-1.66timeout
06-09 00:31BTCBuy63730.2→62542.6-12.21stop_loss
06-08 21:04BTCBuy63959.2→63569.8-4.38timeout
05-31 13:22BTCBuy73895.7→73963.3+0.00timeout
05-31 05:45BTCBuy73781.7→74066.3+1.83timeout
05-30 15:42BTCBuy73529.7→73830.3+1.95timeout
05-30 09:03BTCBuy73725.7→73479.3-2.66timeout
05-29 22:10BTCBuy73874.7→73359.3-4.93timeout
05-29 14:36BTCBuy73798.7→72763.4-9.37timeout
05-26 21:55BTCBuy76244.8→75898.2-3.42timeout
05-26 15:53BTCBuy76626.8→76260.2-3.56timeout
05-26 09:52BTCBuy76616.8→76619.2-0.54timeout
05-26 03:52BTCBuy77282.9→76604.2-6.05timeout
05-25 14:35BTCBuy77342.9→77537.1+0.98timeout
05-25 08:35BTCBuy77052.9→77300.1+1.40timeout
05-25 02:35BTCBuy76618.8→77044.1+2.89timeout
05-24 20:35BTCBuy76437.8→76611.2+0.84timeout
05-24 14:34BTCBuy76760.8→76455.2-3.06timeout
05-24 08:35BTCBuy76794.8→76752.2-0.96timeout
05-24 02:34BTCBuy76226.8→76766.2+3.84timeout
05-23 01:02BTCBuy76521.8→75428.2-9.53timeout
05-22 18:46BTCBuy77464.9→76009.2-12.33stop_loss
05-22 13:01BTCBuy77315.9→77448.1+0.48timeout
05-22 07:01BTCBuy77320.9→77340.1-0.41timeout
05-21 23:22BTCBuy77809.9→77552.1-2.66timeout
05-21 17:23BTCBuy77302.9→77802.1+3.45timeout
05-21 11:23BTCBuy77862.9→77294.1-5.16timeout
05-21 05:16BTCBuy77406.9→77854.1+3.03timeout
05-20 23:15BTCBuy77352.9→77399.1-0.20timeout
05-20 17:14BTCBuy77462.9→77375.1-1.31timeout
05-20 11:15BTCBuy77160.9→77455.1+1.79timeout
05-18 13:43BTCBuy76919.8→76823.2-1.38timeout
05-02 03:15BTCBuy75741→78213.9+19.78take_profit

Paper vs Live

Paper (trades.jsonl)
63
closed
44%
win rate
-50.95
total pnl ($)
-12.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6344%-12.7-50.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 03:15BTCBUY+19.78Bitcoin moved modestly higher in the 6-hour window, gaining 0.82% over 24 hours with near-flat 1-hour momentum, providing a benign backdrop for mean-reversion trades as funding rates remained shallow at 0.00158%. The options_dvol_compression strategy's long…