options_dvol_compression_volatility_long

not live
0
closed trades
0%
win rate
+0.00
total pnl ($)
0.000
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 20:11:34 (41.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ach__restored_c61751df
n: 10  ·  wr: 40.0%  ·  total_bps: +46.0  ·  mean_bps: +4.60  ·  sharpe: +0.08  ·  max_dd_bps: -77.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 0 closed)

no closed trades to chart

Last 100 trades

timesymsideentry→exitpnlclose
none

Paper vs Live

Paper (trades.jsonl)
0
closed
0%
win rate
+0.00
total pnl ($)
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
no paper trades

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 10:03BTCBuy-0.17# Trade Post-Mortem: DVOL Compression Long Vol **Market Context:** BTC was consolidating near $78,278 with minimal intraday volatility (1h flat, 24h +1.38%), while funding rates remained elevated at 0.19% bps, suggesting sustained long positioning without …
05-02 04:03BTCBuy+0.62BTC was consolidating near $78.3k with minimal momentum (0.04% hourly, 1.57% daily), while funding rates turned slightly negative at -0.7559bps, signaling reduced leverage positioning in perpetual markets. The trade thesis partially failed because the 2pp c…
05-01 22:02BTCBuy-2.39At close, BTC was trading sideways at $78,251 with modest intraday gains (0.43% 1h, 2.55% 24h) while funding rates turned slightly negative (-0.0067%), suggesting mild deleveraging despite elevated open interest. The thesis failed because realized volatilit…
05-01 16:00BTCBuy+6.50BTC had just rallied 2.90% over 24 hours to $78,632, with a modest +0.54% move in the final hour, while funding rates turned slightly negative at -0.88 basis points, signaling waning leverage appetite in perpetuals. The thesis failed because the 2.0pp reali…